Flood Frequency Analysis

Reading: Applied Hydrology Sec

12.1 12.6

Goal: to determine design

discharges
Flood economic studies require flood
discharge estimates for a range of return
periods
2, 5, 10, 25, 50, 100, 200, 500 years

Flood mapping studies use a smaller

number of return periods
10, 50, 100, 500 years

100 year flood is that discharge which is

equaled or exceeded, on average, once per
100 years.

Base Map for

Sanderson, Texas
Prepared by
Laura Hurd and
David Maidment
3/17/2010

Design discharges for flood mapping needed here

USGS Gaging Station

08376300

USGS Annual Maximum

Flood Data

http://nwis.waterdata.usgs.gov/usa/nwis/peak

1965 flood estimate

With dams

 Extreme events
Floods
Droughts

Magnitude of extreme events is related to

their frequency of occurrence
Magnitude

1
Frequency of occurence

The objective of frequency analysis is to relate

the magnitude of events to their frequency of
occurrence through probability distribution
It is assumed the events (data) are
independent and come from identical
distribution
7

Return Period

X
Random variable:
Threshold level: xT
X if:xT
Extreme event occurs
Time between ocurrences of X x
Recurrence interval:
E ( )
Return Period:

Average recurrence interval between events

equaling or exceeding a threshold

If p is the probability of occurrence of an

1
extreme event,
E ( ) T then
p

or

1
P ( X xT )
T

More on return period

If p is probability of success, then (1-p) is
the probability of failure
Find probability that (X xT) at least once
in N years.
p P ( X xT )
P ( X xT ) (1 p)
P ( X xT at least once in N years) 1 P( X xT all N years)
1
P ( X xT at least once in N years) 1 (1 p) 1 1
T

Frequency Factors
Previous example only works if
distribution is invertible, many are not.
Once a distribution has been selected
and its parameters estimated, then how
do we use it?
xT x KT s
Chow proposed using:
f (x)
xT Estimated event magnitude

KT Frequency factor

whereT Return period

x Sample mean
s Sample standard deviation

KT s

x
10

Return period example

Dataset annual maximum discharge for
106 years on Colorado River near Austin
xT = 200,000 cfs

Annual Max Flow (10 3 cfs)

600

No. of
occurrences = 3

500
400

2 recurrence
intervals in 106
years

300
200

T = 106/2 = 53
years

100
0
1905

1908

1918

1927

1938

1948

1958

1968

1978

1988

1998

Year

If xT = 100, 000
P( X 100,000 cfs at least once in the next 5 years) =cfs
1- (1-1/15.2) 5 = 0.29
11

7 recurrence

Data series
Annual Max Flow (10 3 cfs)

600
500
400
300
200
100
0
1905

1908

1918

1927

1938

1948

1958

1968

1978

1988

1998

Year

Considering annual maximum series, T for 200,000 cfs = 53 years.

The annual maximum flow for 1935 is 481 cfs. The annual maximum
data series probably excluded some flows that are greater than 200
cfs and less than 481 cfs
12

Hydrologic data
series
Complete duration series
All the data available

Partial duration series

Magnitude greater than base
value

Annual exceedance series

Partial duration series with # of
values = # years

Extreme value series

Includes largest or smallest
values in equal intervals
Annual series: interval = 1
year
Annual maximum series:
largest values
Annual minimum series :
smallest values
13

Probability distributions
Normal family
Normal, lognormal, lognormal-III

Generalized extreme value family

EV1 (Gumbel), GEV, and EVIII (Weibull)

Exponential/Pearson type family

Exponential, Pearson type III, LogPearson type III

14

Normal distribution
Central limit theorem

if X is the sum of n
independent and identically distributed random
variables with finite variance, then with
increasing n the distribution of X becomes normal
regardless of the distribution of random variables
pdf for normal distribution

1
f X ( x)
e
2

1 x

is the mean and is the

standard deviation

Hydrologic variables such as annual precipitation, annual average

streamflow, or annual average pollutant loadings follow normal
15
distribution

Standard Normal
distribution
A standard normal distribution is a
normal distribution with mean () = 0
and standard deviation () = 1
Normal distribution is transformed to
standard normal distribution by using
the following formula:
z

z is called the standard normal variable

16

Lognormal distribution
If the pdf of X is skewed,
its not normally
distributed
If the pdf of Y = log (X) is
normally distributed, then
X is said to be
lognormally
distributed.
( y )2
1
f ( x)

exp

x 2

y
2
y

x 0, and y log x

Hydraulic conductivity, distribution of raindrop sizes in

storm follow lognormal distribution.

17

Extreme value (EV)

distributions
Extreme values maximum or
minimum values of sets of data
Annual maximum discharge, annual
minimum discharge
When the number of selected extreme
values is large, the distribution
converges to one of the three forms of
EV distributions called Type I, II and III
18

EV type I distribution
If M1, M2, Mn be a set of daily rainfall or
streamflow, and let X = max(Mi) be the
maximum for the year. If Mi are independent and
identically distributed, then for large n, X has an
extreme value type I or Gumbel distribution.
f ( x)

x u
1
x u
exp
exp

6sx

u x 0.5772

Distribution of annual maximum streamflow follows an EV1

distribution
19

EV type III distribution

If Wi are the minimum
streamflows in different days
of the year, let X = min(Wi)
be the smallest. X can be
described by the EV type III
or Weibull distribution.
k x
f ( x)

k 1

exp

x 0; , k 0

Distribution of low flows (eg. 7-day min

flow) follows EV3 distribution.

20

Exponential distribution
Poisson process a stochastic
process in which the number of
events occurring in two disjoint
subintervals are independent
random variables.
In hydrology, the interarrival
time (time between stochastic
hydrologic events) is described
by exponential distribution

f ( x ) e

1
x 0;
x

Interarrival times of polluted runoffs, rainfall intensities, etc are

described by exponential distribution.
21

Gamma Distribution
The time taken for a number of
events () in a Poisson process
is described by the gamma
distribution
Gamma distribution a
distribution of sum of
independent and identical
exponentially distributed
random variables.
x 1e x
f ( x)
( )

x 0; gamma function

Skewed distributions (eg. hydraulic

conductivity) can be represented
using gamma without log
transformation.
22

Pearson Type III

Named after the statistician Pearson, it
is also called three-parameter gamma
distribution. A lower bound is introduced
through the third parameter ()
( x ) 1 e ( x )
f ( x)
( )

x ; gamma function

It is also a skewed distribution first applied in

hydrology for describing the pdf of annual
maximum flows.
23

Log-Pearson Type III

If log X follows a Person Type III
distribution, then X is said to have a
log-Pearson Type III distribution
( y ) 1 e ( y )
f ( x)
( )

y log x

24

Frequency analysis for extreme

events

Q. Find a flow (or any other event) that has a return

period of T years
x u
1
x u

x u
f ( x) exp
exp
EV1 pdf and

F ( x) exp exp

cdf

6sx

u x 0.5772

Define a reduced
variable y

xu
y

F ( x) exp exp( y )
y ln ln F ( x) ln ln(1 p) where p P(x xT )

1
yT ln ln 1
T

If you know T, you can find yT, and once yT is know, xT can
be computed by

xT u yT

25

Example 12.2.1
Given annual maxima for 10-minute
storms
Find 5- & 50-year return period 10x 0.649 in
minute
storms
s 0.177 in

6s
6 * 0.177

0.138

u x 0.5772 0.649 0.5772 * 0.138 0.569

T
5
y5 ln ln
ln ln
1.5
T 1
5 1
x5 u y5 0.569 0.138 *1.5 0.78 in
x50 1.11in

26

Normal Distribution
Normal distribution

1
f X ( x)
e
2

1 x

xT x
KT
zT
s

So the frequency factor for the Normal

Distribution is the standard normal variate
xT x K T s x zT s

Example: 50 year return period

T 50; p

1
0.02; K 50 z50 2.054
50

Look in Table 11.2.1 or use

NORMSINV (.) in EXCEL or see
page 390 in the text book
27

EV-I (Gumbel) Distribution

x u
F ( x) exp exp

6s

u x 0.5772

xT u yT
T
6
6
s
s ln ln

T
6
x
s
0.5772 ln ln

T 1
x 0.5772

xT x KT s
KT

6
T

0.5772 ln ln

T 1

28

T
yT ln ln

T 1

Example 12.3.2
Given annual maximum rainfall,
calculate 5-yr storm using frequency
factor6
T
KT
KT

0.5772 ln ln

T 1

5
6
0
.
5772

ln
ln

0.719

xT x K T s
0.649 0.719 0.177
0.78 in

29

Probability plots
Probability plot is a graphical tool to
assess whether or not the data fits a
particular distribution.
The data are fitted against a theoretical
distribution in such as way that the points
should form approximately a straight line
(distribution function is linearized)
Departures from a straight line indicate
departure from the theoretical distribution
30

Normal probability plot

Steps
1. Rank the data from largest (m = 1) to smallest (m
= n)
2. Assign plotting position to the data
1. Plotting position an estimate of exccedance probability
2. Use p = (m-3/8)/(n + 0.15)

3. Find the standard normal variable z corresponding

to the plotting position (use -NORMSINV (.) in
Excel)
4. Plot the data against z

If the data falls on a straight line, the data

comes from a normal distributionI
31

Normal Probability Plot

Annual maximum flows for Colorado River near

Austin, TX

The pink line you see on the plot is xT for T = 2, 5, 10, 25, 50,
100, 500 derived using the frequency factor technique for normal
32
distribution.

EV1 probability plot

Steps
1. Sort the data from largest to smallest
2. Assign plotting position using Gringorten
formula pi = (m 0.44)/(n + 0.12)
3. Calculate reduced variate yi = -ln(-ln(1-pi))
4. Plot sorted data against yi

If the data falls on a straight line, the

data comes from an EV1 distribution

33

EV1 probability plot

600

500

Data
Q (1000 cfs)

400

EV1

300

200

100

0
-2

-1

EV1 reduced variate

Annual maximum flows for Colorado River

near Austin, TX
The pink line you see on the plot is xT for T = 2, 5, 10, 25, 50,
100, 500 derived using the frequency
factor technique for EV1
34
distribution.

 HW 10 will be posted online sometime

this week. The due date is April 25
Next class Exam 2

Questions??

35