C&ENVENG 4109 / 7109

Environmental Engineering Design IVB

LECTURE 11: STOCHASTIC MODELLING FOR DROUGHT RISK ASSESSMENT

Dr Seth Westra

WHAT IS A STOCHASTIC MODEL?

Stochastic: a process involving a randomly

determined sequence of observations each of which
is considered as a sample of a probability
distribution. www.thefreedictionary.com
In hydrology, stochastic data are random numbers
that are modified so that they have the same
characteristics (e.g. mean, variance, skew, long-term
persistence) as the historical data on which they are
based. www.toolkit.net.au/tools/SCL

WHY DO WE NEED STOCHASTIC MODELS?

We cannot eliminate risk in engineered systems

The challenge is to understand risk, and reduce it to
an acceptable level

WHAT IS AN ACCEPTABLE LEVEL OF RISK FOR A RESERVOIR?

THE CLIMATE AND WEATHER IS INHERENTLY UNCERTAIN

Historical data provides only a single

realisation of the past climate
Produces unreliable estimates of probabilities, particularly
when considering extreme events

We are designing for the future, not the

past
Even without anthropogenic climate change, historical
data will not exactly mirror what we can expect in the
future

WHAT IS A STOCHASTIC MODEL?

Deterministic Process: Given a set of initial
conditions/inputs, the model produces only one
possible series of outcomes
Example: Reservoir Storage Volume
Evaporation

Rainfall

Storage Content

St 1 St Qt Pt Dt Et Ot
Inflow

Demand

0 St 1 C
Storage Capacity

Spill

DROUGHT RISK, CORRIN DAM

Assuming: Historical Inflows, Demand: 10,000 ML pa,

no Rain/Evap from Reservoir, Capacity = 70,000 ML
Risk (<50% storage) = 7/68 years ~ 10%

WHAT IS A STOCHASTIC MODEL?

Stochastic Process: Given a set of initial conditions/inputs there is a
random component in the model that means there are many possible
series of outcomes
Stochastic processes are a sequence of random variables, known as a
stochastic time series

Historical inflows provide only

one realisation of past climate
=> unreliable risk estimates
Stochastic model for inflows,
provides multiple realisation of
past climate
=> better estimates of risk

WHAT IS STOCHASTIC CLIMATE DATA?

Stochastic Climate data
Random numbers (stochastic time series models)
Calibrated to have same statistical characteristics as
historical data

Provides multiple time series of climate data

Each time series is an alternative realisation of the
climate that is equally likely to occur

WHAT IS STOCHASTIC CLIMATE DATA USED FOR?

Use as input into models to quantify uncertainty due to climate variability

Hydrological models
Ecological models
Storage yield analysis
Estimate reservoir size for a given demand and reliability,
Estimate system reliability (number and levels of water restrictions) for a given
storage size and demand

Water resources models (like REALM and IQQM) to estimate system

reliability (e.g., water allocation amounts for competing users) for
alternative allocation rules and management practice.

STOCHASTIC MODELLING: PROCESS

Input historical data

Select, calibrate
and evaluate
model

Simulate
replicates

System Response Model

-Water Resource
- Hydrological
- Ecological Model

A (VERY) SIMPLE STOCHASTIC GENERATOR

Probably the simplest possible daily
stochastic generator works as follows:
Simulate rainfall occurrences using a 1st order Markov chain,
requiring two parameters: pdd (dry-dry probability) and pwd
(wet-dry probability)
Simulate amounts on wet days through a one-parameter
exponential distribution ( = 1/ ) where is the average of
wet-day precipitation.

Can you estimate the parameters for the

rainfall data on the left?

WHAT ARE SOME LIMITATIONS OF THIS MODEL?

POISSON CLUSTER MODELS

For BartlettLewis process,
storm arrivals follow
a Poisson process,
cells arrives follow a
Poisson process.
the duration of
storms are described
by an exponential
distribution
cell depth and
duration described
by an exponential
distribution

Neyman-Scott
process is similar
a few different
assumptions,
parameters.

AND FOR YOUR ASSIGNMENT

You will be using the stochastic generator in Source,
which is based on that contained in the Stochastic
Climate Library (http://www.toolkit.net.au/SCL)

USING SCL
SCL contains numerous models, and theory is
complex
As a user, you must evaluate the quality of the
stochastic replicatesdo they reasonably simulate
observed rainfall variability?
Need to select evaluation statistics that are suitable
for the application:
Drought Risk: long-term statistics such as annual/monthly mean, standard
deviation, skew, lag-one autocorrelation, min, max, lowest/highest 3-5 year
sums
Flood Risk: short-term statistics such as % dry days, wet/dry period duration,
mean, standard deviation of rain days, low exceedance probability events (e.g.
1%ile rain days)

EVALUATING THE REPLICATES

Typically would simulate multiple replicates, calculate the
statistic of interest for each replicate, and see if the observed
value fits within the generated range.