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A joint stochastic-deterministic approach for long-term and short-term modelling of monthly flow rates

Authorized Users Only
2017
Authors
Stojković, Milan
Kostić, Srđan
Plavšić, Jasna
Prohaska, Stevan
Article (Published version)
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Abstract
The authors present a detailed procedure for modelling of mean monthly flow time-series using records of the Great Morava River (Serbia). The proposed procedure overcomes a major challenge of other available methods by disaggregating the time series in order to capture the main properties of the hydrologic process in both long-run and short-run, The main assumption of the conducted research is that a time series of monthly flow rates represents a stochastic process comprised of deterministic, stochastic and random components, the former of which can be further decomposed into a composite trend and two periodic components (short-term or seasonal periodicity and long-term or multi-annual periodicity). In the present paper, the deterministic component of a monthly flow time-series is assessed by spectral analysis, whereas its stochastic component is modelled using cross-correlation transfer functions, artificial neural networks and polynomial regression. The results suggest that the deter...ministic component can be expressed solely as a function of time, whereas the stochastic component changes as a nonlinear function of climatic factors (rainfall and temperature). For the calibration period, the results of the analysis infers a lower value of Kling-Gupta Efficiency in the case of transfer functions (0.736), whereas artificial neural networks and polynomial regression suggest a significantly better match between the observed and simulated values, 0.841 and 0.891, respectively. It seems that transfer functions fail to capture high monthly flow rates, whereas the model based on polynomial regression reproduces high monthly flows much better because it is able to successfully capture a highly nonlinear relationship between the inputs and the output. The proposed methodology that uses a combination of artificial neural networks, spectral analysis and polynomial regression for deterministic and stochastic components can be applied to forecast monthly or seasonal flow rates.

Keywords:
Joint stochastic-deterministic modelling / Cross-correlation transfer function / Artificial neural network / Polynomial regression / Climatic input / The Great Morava River
Source:
Journal of Hydrology, 2017, 544, 555-566
Publisher:
  • Elsevier B.V.
Funding / projects:
  • Assessment of Climate Change Impact on Water Resources of Serbia (RS-37005)

DOI: 10.1016/j.jhydrol.2016.11.025

ISSN: 0022-1694

WoS: 000392767000047

Scopus: 2-s2.0-85006247310
[ Google Scholar ]
15
8
URI
https://grafar.grf.bg.ac.rs/handle/123456789/855
Collections
  • Radovi istraživača / Researcher's publications
  • Катедра за хидротехнику и водно-еколошко инжењерство
Institution/Community
GraFar
TY  - JOUR
AU  - Stojković, Milan
AU  - Kostić, Srđan
AU  - Plavšić, Jasna
AU  - Prohaska, Stevan
PY  - 2017
UR  - https://grafar.grf.bg.ac.rs/handle/123456789/855
AB  - The authors present a detailed procedure for modelling of mean monthly flow time-series using records of the Great Morava River (Serbia). The proposed procedure overcomes a major challenge of other available methods by disaggregating the time series in order to capture the main properties of the hydrologic process in both long-run and short-run, The main assumption of the conducted research is that a time series of monthly flow rates represents a stochastic process comprised of deterministic, stochastic and random components, the former of which can be further decomposed into a composite trend and two periodic components (short-term or seasonal periodicity and long-term or multi-annual periodicity). In the present paper, the deterministic component of a monthly flow time-series is assessed by spectral analysis, whereas its stochastic component is modelled using cross-correlation transfer functions, artificial neural networks and polynomial regression. The results suggest that the deterministic component can be expressed solely as a function of time, whereas the stochastic component changes as a nonlinear function of climatic factors (rainfall and temperature). For the calibration period, the results of the analysis infers a lower value of Kling-Gupta Efficiency in the case of transfer functions (0.736), whereas artificial neural networks and polynomial regression suggest a significantly better match between the observed and simulated values, 0.841 and 0.891, respectively. It seems that transfer functions fail to capture high monthly flow rates, whereas the model based on polynomial regression reproduces high monthly flows much better because it is able to successfully capture a highly nonlinear relationship between the inputs and the output. The proposed methodology that uses a combination of artificial neural networks, spectral analysis and polynomial regression for deterministic and stochastic components can be applied to forecast monthly or seasonal flow rates.
PB  - Elsevier B.V.
T2  - Journal of Hydrology
T1  - A joint stochastic-deterministic approach for long-term and short-term modelling of monthly flow rates
EP  - 566
SP  - 555
VL  - 544
DO  - 10.1016/j.jhydrol.2016.11.025
ER  - 
@article{
author = "Stojković, Milan and Kostić, Srđan and Plavšić, Jasna and Prohaska, Stevan",
year = "2017",
abstract = "The authors present a detailed procedure for modelling of mean monthly flow time-series using records of the Great Morava River (Serbia). The proposed procedure overcomes a major challenge of other available methods by disaggregating the time series in order to capture the main properties of the hydrologic process in both long-run and short-run, The main assumption of the conducted research is that a time series of monthly flow rates represents a stochastic process comprised of deterministic, stochastic and random components, the former of which can be further decomposed into a composite trend and two periodic components (short-term or seasonal periodicity and long-term or multi-annual periodicity). In the present paper, the deterministic component of a monthly flow time-series is assessed by spectral analysis, whereas its stochastic component is modelled using cross-correlation transfer functions, artificial neural networks and polynomial regression. The results suggest that the deterministic component can be expressed solely as a function of time, whereas the stochastic component changes as a nonlinear function of climatic factors (rainfall and temperature). For the calibration period, the results of the analysis infers a lower value of Kling-Gupta Efficiency in the case of transfer functions (0.736), whereas artificial neural networks and polynomial regression suggest a significantly better match between the observed and simulated values, 0.841 and 0.891, respectively. It seems that transfer functions fail to capture high monthly flow rates, whereas the model based on polynomial regression reproduces high monthly flows much better because it is able to successfully capture a highly nonlinear relationship between the inputs and the output. The proposed methodology that uses a combination of artificial neural networks, spectral analysis and polynomial regression for deterministic and stochastic components can be applied to forecast monthly or seasonal flow rates.",
publisher = "Elsevier B.V.",
journal = "Journal of Hydrology",
title = "A joint stochastic-deterministic approach for long-term and short-term modelling of monthly flow rates",
pages = "566-555",
volume = "544",
doi = "10.1016/j.jhydrol.2016.11.025"
}
Stojković, M., Kostić, S., Plavšić, J.,& Prohaska, S.. (2017). A joint stochastic-deterministic approach for long-term and short-term modelling of monthly flow rates. in Journal of Hydrology
Elsevier B.V.., 544, 555-566.
https://doi.org/10.1016/j.jhydrol.2016.11.025
Stojković M, Kostić S, Plavšić J, Prohaska S. A joint stochastic-deterministic approach for long-term and short-term modelling of monthly flow rates. in Journal of Hydrology. 2017;544:555-566.
doi:10.1016/j.jhydrol.2016.11.025 .
Stojković, Milan, Kostić, Srđan, Plavšić, Jasna, Prohaska, Stevan, "A joint stochastic-deterministic approach for long-term and short-term modelling of monthly flow rates" in Journal of Hydrology, 544 (2017):555-566,
https://doi.org/10.1016/j.jhydrol.2016.11.025 . .

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