Review Topic on:

Frequency Analysis

Department of Civil Engineering

De La Salle University
Term 1 2020-2021
◼ Hydrologic systems are sometimes impacted by
extreme events, such as severe storms, floods,
and droughts.
◼ The magnitude of an extreme event is inversely
related to its frequency of occurrence, very
severe events occurring less frequently than
more moderate events.
◼ The objective of frequency analysis of hydrologic data is
to relate the magnitude of extreme events to their
frequency of occurrence through the use of probability
distributions.
◼ The hydrologic data analyzed are assumed to be
independent and identically distributed, and the
hydrologic system producing them (e.g., a storm rainfall
system) is considered to be stochastic, space-
independent, and time-independent in the classification
scheme process shown in Fig. 1.
Fig. 1. Classification of hydrologic models according to the way they treat the randomness
and space and time variability of hydrologic phenomena.
◼ The results of flood flow frequency analysis can
be used for many engineering purposes: for the
design of dams, bridges, culverts, and flood
control structures; to determine the economic
value of flood control projects; and to delineate
flood plains and determine the effect of
encroachments on the flood plain.
Return Period or Recurrence Interval

◼ The most common means used in

hydrology to indicate the probability of an
event is to assign a return period , or
recurrence interval, to the event. The
return period is defined as follows:
◼ An annual maximum event has a return
period (or recurrence interval) of 𝑇 years if
its magnitude is equaled or exceeded
once, on the average , every 𝑇 years. The
reciprocal of 𝑇 is the exceedance
probability, 1 − 𝐹, of the event—that is,
the probability that the event is equaled or
exceeded in any one year.
Return Period Flood Estimation

◼ A flood of certain magnitude is expected to occur

after a certain recurrence interval.
◼ Expected or average value of this recurrence
interval is also known as return period.
◼ Given the flood records at any site, it is of
interest to compute the magnitude of floods
which correspond to different return periods.
Return Period Flood Estimation

◼ One possible and most widely used approach is

to identify the particular statistical distributions,
and use these to predict a flood of desired return
period.
 Normal distribution
 Lognormal distribution
 Gumbel’s Extreme Value Type-I Distribution
 Pearson Type-I11 (PT-111) Distribution
 Generalized Extreme Value (GEV) Distribution
Normal Distribution

◼ The parameters of the normal distribution, 𝜇 and

𝜎, which describe the characteristics of the given
set, are computed as:
𝑁
1
𝜇 ≡ 𝑥ҧ = ෍ 𝑥𝑖
𝑁
𝑖=1
1
σ 𝑥𝑖 − 𝑥ҧ 2 2
𝜎≡𝑠=
𝑁−1
◼ After computing the parameters, 𝜇 and 𝜎, the
𝑇 − 𝑦𝑒𝑎𝑟 flood estimates can be obtained using
the normal distribution.
◼ The steps are:
1. Compute 𝑥ҧ and 𝑠 from the sample data.
2. Compute the probability of non-exceedence using the
1
relation: F x < X = 𝑞 = 1 −
𝑇
3. Compute the normal reduced variate (𝑧) from
the statistical table, corresponding to the
probability of non-exceedence computed in step
(2).
4. Estimate the flood for 𝑇 − 𝑦𝑒𝑎𝑟 recurrence
interval using the following equation:
𝑥𝑇 = 𝜇 + 𝜎𝑧𝑇
Problem Exercise 1

◼ The annual maximum series of a certain gauge

and discharge site are given below. 𝑄 𝑚3 /𝑠
Problem Exercise 1

◼ Estimate the flood for a return period of 1000

years using the frequency factor formula for
normal distribution.
Answer to Problem Exercise 1:

𝑥ҧ = 919.6
𝑠 = 561.883

𝑈𝑠𝑖𝑛𝑔 𝑡ℎ𝑒 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 𝑓𝑜𝑟𝑚𝑢𝑙𝑎; w = 3.717

2.515517 + 0.802853𝑤 + 0.010328𝑤 3
𝐾𝑇 = 𝑧 = 𝑤 −
1 + 1.432788𝑤 + 0.189236𝑤 2 + 0.001308𝑤 3

𝐾𝑇 = 𝑧 = 3.091

𝐹𝑟𝑜𝑚 𝑥𝑇 = 𝜇 + 𝜎𝑧𝑇 , 𝑡ℎ𝑒 𝑒𝑠𝑡𝑖𝑚𝑎𝑡𝑒𝑑1000 𝑦𝑒𝑎𝑟 𝑟𝑒𝑡𝑢𝑟𝑛 𝑓𝑙𝑜𝑜𝑑

𝑥1000 = 919.6 + 561.883 3.091
𝑸𝟏𝟎𝟎𝟎 = 𝟐𝟔𝟓𝟔. 𝟑𝟖 𝒎𝟑 /𝒔
◼ Compare the
results using the
frequency factor
in the table
below;
Alternative Solution:

𝐹𝑟𝑜𝑚 𝑡ℎ𝑒 𝑠𝑡𝑎𝑡𝑖𝑠𝑡𝑖𝑐𝑎𝑙 𝑡𝑎𝑏𝑙𝑒, 𝑡ℎ𝑒 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 𝑓𝑎𝑐𝑡𝑜𝑟 𝑧

𝑟𝑎𝑛𝑔𝑒𝑠 𝑓𝑟𝑜𝑚 3.08 𝑡𝑜 3.1

𝑇ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒,
𝐹𝑜𝑟 𝑧 = 3.08
𝑥1000 = 919.6 + 561.883 3.08 = 𝟐𝟔𝟓𝟎. 𝟐𝟎 𝒎𝟑 /𝒔

𝐹𝑜𝑟 𝑧 = 3.10
𝑥1000 = 919.6 + 561.883 3.10 = 𝟐𝟔𝟔𝟏. 𝟒𝟒 𝒎𝟑 /𝒔
Lognormal Distribution (Two-Parameter)

◼ In lognormal two-parameter distribution, the

variates are transformed to the log domain by
taking logarithm of each variate, and then the
mean and standard deviation of the transformed
series are computed.
◼ The flood at required recurrence interval can be
computed in the following steps after fitting the
lognormal distribution with the sample data.
1. Transform the original series of peak flood data
into log domain by taking logarithm of each variate
to base e.
2. Compute the mean (𝑦) ത and the standard
deviation ( 𝑠𝑦 ) from the logtransformed series,
𝑦ത and s, provide estimates for 𝜇𝑦 𝑎𝑛𝑑 𝜎𝑦 ,
respectively.
3. Compute the probability of non-exceedence for
the given recurrence interval (𝑇).
4. Compute the normal reduced variate ( 𝑧𝑇 )
corresponding to the probability of non-exceedence
computed in step (3).
5. Estimate the flood for 𝑇 − 𝑦𝑒𝑎𝑟 recurrence interval
in log domain using the following equation
𝑦𝑇 = 𝜇 𝑇 + 𝑠𝑦 𝑧𝑇
6. Transform the estimated 𝑇 − 𝑦𝑒𝑎𝑟 flood in original
domain by computing its exponent, i.e.,
𝑥 𝑇 = exp(𝑦𝑇 )
Problem Exercise 2

◼ Estimate the 1000-year flood assuming that the

peak discharge data follow lognormal
distribution for the data in PE1.

𝐴𝑓𝑡𝑒𝑟 𝑡𝑎𝑘𝑖𝑛𝑔 ln 𝑄 , 𝑡ℎ𝑒 𝑓𝑜𝑙𝑙𝑜𝑤𝑖𝑛𝑔 𝑎𝑟𝑒 𝑐𝑜𝑚𝑝𝑢𝑡𝑒𝑑;

𝑦ത = 6.60
𝑠𝑦 = 0.744
m ln(Q) m ln(Q) m ln(Q)

1 7.738 11 6.999 21 6.515

2 7.539 12 6.819 22 6.146

3 7.523 13 6.790 23 6.146

4 7.438 14 6.767 24 5.971

5 7.313 15 6.765 25 5.916

6 7.290 16 6.757 26 5.784

7 7.241 17 6.675 27 5.663

8 7.220 18 6.579 28 5.357

9 7.069 19 6.541 29 5.136

10 7.003 20 6.515 30 4.787

Answer to Problem Exercise 2:

𝑈𝑠𝑖𝑛𝑔 𝐾𝑇 𝑧 = 3.091 𝑣𝑎𝑙𝑢𝑒 𝑜𝑏𝑡𝑎𝑖𝑛𝑒𝑑 𝑖𝑛 𝑃𝑟𝑜𝑏𝑙𝑒𝑚 𝐸𝑥𝑒𝑟𝑐𝑖𝑠𝑒 1

𝑎𝑛𝑑 𝑓𝑟𝑜𝑚: 𝑦𝑇 = 𝑦ത + 𝑠𝑦 𝑧𝑇
𝑦𝑇 = 6.6 + 0.744 3.091 = 8.9

𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑖𝑛𝑔 𝑖𝑛𝑡𝑜 𝑡ℎ𝑒 𝑜𝑟𝑖𝑔𝑖𝑛𝑎𝑙 𝑑𝑜𝑚𝑎𝑖𝑛,

the 1000 year return flood is estimated as;

𝑥𝑇 = 𝑒 (𝑦𝑇 ) = 𝑒 (8.9)
𝒙𝟏𝟎𝟎𝟎 = 𝟕𝟑𝟑𝟏. 𝟗𝟕 𝒎𝟑 /𝒔
Gumbel’s Extreme Value Type-I Distribution

◼ The relationship between the parameters and the

statistical moments of the data are given by the following
equations;
6𝜎
𝛽=
𝜋
𝑢 = 𝜇 − 0.45𝜎
◼ The population statistics, 𝜇 and 𝜎 would be replaced by
the sample statistics, 𝑥ҧ and 𝑠, respectively. The step-by-
step procedure for computing the 𝑇 − 𝑦𝑒𝑎𝑟 flood using
EV-I distribution is described as follows:
1. Compute mean (𝑥)ҧ and standard deviation (𝑠) from
the sample.
2. Compute the parameters, 𝑢 and 𝛽,
3. Compute the probability of non-exceedence
corresponding to 𝑇 − 𝑦𝑒𝑎𝑟 recurrence interval.
4. Compute the 𝐸𝑉 − 𝐼 reduced variate 𝑦𝑇 using the
relationship;
𝑇
𝑦𝑇 = −𝑙𝑛 𝑙𝑛
𝑇−1
4. Estimate T-year recurrence interval flood using
the EV-I distribution as follows:
𝑥𝑇 = 𝑢 + 𝛽𝑦𝑇
Problem Exercise 3

◼ Using the data in PE1, estimate the 1000-year

flood assuming that the peak discharge data
follow Gumbel’s 𝐸𝑉 − 𝐼 distribution.

𝐹𝑟𝑜𝑚 𝑃𝑟𝑜𝑏𝑙𝑒𝑚 𝐸𝑥𝑒𝑟𝑐𝑖𝑠𝑒 1,

𝑥ҧ = 919.6
𝑠 = 561.883
Answer to Problem Exercise 3:

𝐶𝑜𝑚𝑝𝑢𝑡𝑒 𝑓𝑜𝑟 𝑢 𝑎𝑛𝑑 𝛽

𝑢 = 𝑥ҧ − 0.45𝑠 = 666.75
6
𝛽= s = 438.10
𝜋
𝑇
𝑦𝑇 = −𝑙𝑛 𝑙𝑛 = 6.907
𝑇−1
𝑇ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒,
𝑥𝑇 = 𝑢 + 𝛽𝑦𝑇 = 666.75 + 438.10 6.907
𝒙𝟏𝟎𝟎𝟎 = 𝟑𝟔𝟗𝟐. 𝟕𝟏 𝒎𝟑 /𝒔
Pearson Type-III (PT-III) Distribution

◼ 𝑃𝑇 − 𝐼𝐼𝐼 distribution is a three-parameter

distribution.
◼ Three moments are needed for computing the
parameters.
◼ Mean, standard deviation, and skewness
computed from the sample data describe the
measures for the first three moments of the
sample data.
Pearson Type-111 (PT-111) Distribution

◼ The following steps are usually involved in

computing the 𝑇 − 𝑦𝑒𝑎𝑟 flood using the 𝑃𝑇 − 𝐼𝐼𝐼
distribution.
1. Compute the mean, 𝑥ҧ and standard deviation 𝑠.
2. Compute the coefficient of skewness, 𝐶𝑠 or 𝑔, from
the sample using the following equation:
𝑁
𝑁 3
𝐶𝑠 = 𝑔 = 3
෍ 𝑥𝑖 − 𝑥ҧ
(𝑁 − 1)(𝑁 − 2)𝑠
𝑖=1
3. Compute the probability of exceedence for the given
recurrence interval, 𝑇, which equals to 1/𝑇.
4. Estimate the frequency factor ( 𝐾𝑇 ) from the table
corresponding to the computed coefficient of skewness (𝑔)
and the probability of exceedence.
5. Estimate 𝑇 − 𝑦𝑒𝑎𝑟 flood using the equation:
𝑥𝑇 = 𝜇 + 𝐾𝑇 𝜎
Problem Exercise 4

◼ Using the data in PE1, estimate the 1000-year

flood assuming that the peak discharge data
follow PT-III distribution.

𝐹𝑟𝑜𝑚 𝑃𝑟𝑜𝑏𝑙𝑒𝑚 𝐸𝑥𝑒𝑟𝑐𝑖𝑠𝑒 1,

𝑥ҧ = 919.6
𝑠 = 561.883
◼ Compute for the
frequency factor
from the table
given 𝑝 𝑎𝑛𝑑 𝐶𝑠
Answer to Problem Exercise 4:

𝐶𝑜𝑚𝑝𝑢𝑡𝑒 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑠𝑘𝑒𝑤𝑛𝑒𝑠𝑠

𝑁
3
𝑁 𝑥𝑖 − 𝑥ҧ
𝐶𝑠 = 𝑔 = ෍ = 0.6348
(𝑁 − 1)(𝑁 − 2) 𝑠3
𝑖=1

𝑈𝑠𝑖𝑛𝑔 𝑡ℎ𝑒 𝑠𝑡𝑎𝑡𝑖𝑠𝑡𝑖𝑐𝑎𝑙 𝑡𝑎𝑏𝑙𝑒 𝑓𝑜𝑟 𝐶𝑠 = 0.6348 𝑎𝑛𝑑 𝑝 = 0.001,

𝑎𝑛𝑑 𝑎𝑓𝑡𝑒𝑟 𝑖𝑛𝑡𝑒𝑟𝑝𝑜𝑙𝑎𝑡𝑖𝑜𝑛, 𝐾𝑇 = 4.0

𝑇ℎ𝑢𝑠,
𝑥𝑇 = 𝑥ҧ + 𝑠𝐾𝑇 = 919.6 + 561.883 4
𝒙𝟏𝟎𝟎𝟎 = 𝟑𝟏𝟔𝟕. 𝟑𝟐 𝒎𝟑 /𝐬
Alternative Solution

𝐹𝑟𝑜𝑚 𝑡ℎ𝑒 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 𝑓𝑜𝑟𝑚𝑢𝑙𝑎𝑠, 𝑢𝑠𝑒 𝑎𝑠 𝑎𝑝𝑝𝑙𝑖𝑒𝑑

𝑡𝑜 𝑃𝑒𝑎𝑟𝑠𝑜𝑛 𝑇𝑦𝑝𝑒 𝐼𝐼𝐼 𝑎𝑛𝑑 𝐿𝑜𝑔 𝑃𝑒𝑎𝑟𝑠𝑜𝑛 𝐷𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛
Alternative Solution

𝑈𝑠𝑖𝑛𝑔 𝑡ℎ𝑒 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 𝑓𝑎𝑐𝑡𝑜𝑟 𝑓𝑜𝑟𝑚𝑢𝑙𝑎,

5
1 𝑘
𝐾𝑇 = 𝑧 + 𝑧 2 − 1 𝑘 + 𝑧 3 − 6𝑧 𝑘 2 − 𝑧 2 − 1 𝑘 3 + 𝑧𝑘 4 +
3 3
𝐹𝑟𝑜𝑚 𝑃𝑟𝑜𝑏𝑙𝑒𝑚 𝐸𝑥𝑒𝑟𝑐𝑖𝑠𝑒 1, 𝑧 = 3.091
𝐶𝑠 𝑔
𝑤ℎ𝑒𝑟𝑒 𝑘 = =
6 6
𝐶𝑜𝑚𝑝𝑢𝑡𝑒 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑠𝑘𝑒𝑤𝑛𝑒𝑠𝑠
𝑁
𝑁 𝑥𝑖 − 𝑥ҧ 3
𝐶𝑠 = 𝑔 = ෍ = 0.6348
(𝑁 − 1)(𝑁 − 2) 𝑠3
𝑖=1
𝐶𝑠
𝑘= = 0.1058
6
Alternative Solution

5
1 𝑘
𝐾𝑇 = 𝑧 + 𝑧 2 − 1 𝑘 + 𝑧 3 − 6𝑧 𝑘 2 − 𝑧 2 − 1 𝑘 3 + 𝑧𝑘 4 +
3 3
𝐾𝑇 = 4.027

𝑇ℎ𝑢𝑠,
𝑥𝑇 = 𝑥ҧ + 𝑠𝐾𝑇 = 919.6 + 561.883 4.027
𝒙𝟏𝟎𝟎𝟎 = 𝟑𝟏𝟖𝟐. 𝟑 𝒎𝟑 /𝐬
Risk and Reliability Concepts

◼ Basic questions to be answered in design

are as follows:
 1. Why should we do risk analysis?
 2. What should be the return period for which
the structure should be
 3. What is the risk involved when we design a
structure having a design life
 4. How much risk is permissible?
◼ Risk Analysis Parameters
 Ifthis design event has a return period of
𝑇 years and a corresponding annual
probability of exceedence of 𝑝, then:
1
𝑝=
𝑇
◼ The probability of non-occurrence in any
one year is:
1
𝑞 =1−
𝑇
◼ The probability of non-occurrence in n
years is:
1 𝑛
𝑞𝑛 = 1 −
𝑇
◼ Hence, the probability that 𝑋 will occur at least
once in 𝑛 years, i.e., the risk of failure 𝑅 is:
𝑛
1
𝑅 =1− 1−
𝑇
where 𝑛 is the design life of the structure
Problem Exercise 5

◼ What will be the risk involved for a hydraulic

structure having a design life of 100 𝑦𝑒𝑎𝑟𝑠 if it is
designed for:
(i) 50 − 𝑦𝑒𝑎𝑟 return period flood, and
(ii) 1000 − 𝑦𝑒𝑎𝑟 return period flood
Answer to Problem Exercise 5:

𝑖. ) 𝐹𝑜𝑟 𝑛 = 100 𝑦𝑟𝑠 𝑎𝑛𝑑 𝑇 = 50𝑦𝑟𝑠, tℎ𝑒 𝑟𝑖𝑠𝑘 𝑖𝑛𝑣𝑜𝑙𝑣𝑒𝑑 𝑖𝑠;

𝑛 100
1 1
𝑅 =1− 1− =1− 1− = 0.867 = 86.7%
𝑇 50

𝑖𝑖. ) 𝐹𝑜𝑟 𝑛 = 100 𝑦𝑟𝑠 𝑎𝑛𝑑 𝑇 = 1000𝑦𝑟𝑠, tℎ𝑒 𝑟𝑖𝑠𝑘 𝑖𝑛𝑣𝑜𝑙𝑣𝑒𝑑 𝑖𝑠;
𝑛 100
1 1
𝑅 =1− 1− =1− 1− = 0.095 = 9.5%
𝑇 1000
Problem Exercise 6

◼ What is the return period that a highway

engineer must use in his design of a critical
underpass drain if he is willing to accept only:
(i) 10% risk that the flooding will occur in the
next 5 years
(ii) 20% risk that the flooding will occur in the
next 2 years
Answer to Problem Exercise 6:

𝑖. ) 𝐹𝑜𝑟 𝑅 = 10% 𝑎𝑛𝑑 𝑛 = 5𝑦𝑟𝑠, tℎ𝑒 𝑟𝑒𝑡𝑢𝑟𝑛 𝑝𝑒𝑟𝑖𝑜𝑑 𝑖𝑠;

𝑛
1 1
𝐹𝑟𝑜𝑚; 𝑅 = 1 − 1 − , 𝑇=
𝑇 1 − (1 − 𝑅)1/𝑛
𝑇ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒;
𝑻 = 𝟒𝟖 𝒚𝒓𝒔

𝑖𝑖. ) 𝐹𝑜𝑟 𝑅 = 20% 𝑎𝑛𝑑 𝑛 = 2𝑦𝑟𝑠, tℎ𝑒 𝑟𝑒𝑡𝑢𝑟𝑛 𝑝𝑒𝑟𝑖𝑜𝑑 𝑖𝑠;

1
𝑇=
1 − (1 − 𝑅)1/𝑛
𝑇ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒;
𝑻 = 𝟗. 𝟒𝟕𝒚𝒓𝒔 𝟗. 𝟓 𝒚𝒓𝒔