Documente Academic
Documente Profesional
Documente Cultură
ISSN: 2221-0741
Vol. 4, No. 11, 150-156, 2014
(Formerly) Professor
Asian Institute of Technology
Associate Professor
Danang University
BangKok, Thailand
Abstractin streamflow simulation, the first-order gamma autoregressive (GAR(1)) model [2] has been found to be very effective
for annual data. This paper presents some attempts to apply the GAR(1) model to the simulation of monthly streamflows. To this
aim, we propose two models, namely the GAR(1)-Monthly and GAR(1)-Fragments models that will be compared with the popular
Thomas-Fiering model. Based on actual data of monthly streamflows at three stations and generated series of monthly data for
1000 years, it was found that both GAR(1)-Monthly and GAR(1)-Fragments models can reproduce very well all statistical
descriptors, namely mean value, standard deviation and skewness coefficient, of the historical monthly series. Moreover, the
GAR(1)-Fragments model was found to perform very well in reproducing those statistical descriptors of historical annual flows
also.
Keywords-GAR(1) model; GAR(1)-Monthly model; GAR(1)-Fragments model; Streamflows simulation.
I.
INTRODUCTION
( )1 ()/
()
(1)
() = 1 ,
>0
E(X) = b + c
Variance:
Var(X) = b2
Skewness coefficient: g= 2/
150
(11)
( )3
3
( 1)( 2)
=1
(12)
1
1
( )(+1 )
2
( 1)
=1
(13)
1
( )2
1 =1
2 =
1 2
2 =
(1 )
+
=1
Zj = 0, with probability
Zj = E, with probability 1-
=
Z = 0 if Q= 0
where
and
=1
if > 0
(4)
(7)
= 2/
(8)
(9)
=1
(17)
2
( + ( ) 2 )
2
1
= 1 3.123.7 0.49
(18)
, = + (,1 1
) + (1 2 )2
where Qi,,j is the monthly flow in month j of year i; bj is the
regression coefficient for estimating the flow in month j from
that in month j-1; Q*j and sj are respectively the mean and
standard deviation of the historical flows in month j; rj is the
(6)
(5)
(16)
= +
(15)
(1 2 ) 22 (1 )
(1 )2
where
(14)
(10)
151
1
(, )(,1 1 )
( 1) 1
=1
= 2, . . ,12
1
1 =
(,1 1 )(1,12 12 ) = 1
( 2)1 12
=2
E. Method of Fragments
Svanidze[12] presented a method in which the monthly
flows are standardized year by year so that the sum of the
monthly flows in any year equals unity. This is done by dividing
the monthly flows in a year by the corresponding annual flow.
By doing so, from a record of N years, one will have N
fragments of twelve monthly flows. The annual flows obtained
from an annual model can be disaggregated by selecting the
fragments at random. Since the monthly parameters were not
preserved well, Srikanthan and McMahon[11] suggested a way
to improve this preservation by selecting the appropriate
fragment for each flow in the annual flow series. This was done
as follows: The annual flows from the historical record were
ranked according to increasing magnitude, and N classes were
formed. The first class has the lower limit at zero while class N
has no upper limit. The intermediate class limits are obtained
by averaging two successive annual flows in the ranked series.
The corresponding fragments were then assigned to each class.
That is, the fragment obtained from the monthly flows
corresponding to the smallest annual flow was assigned to class
1, the fragment obtained from the monthly flows corresponding
to the second smallest annual flows was assigned to class 2 and
so on. The annual flows were then checked one by one for the
class to which they belong and disaggregated using the
corresponding fragment.
12
= 1, + , = 1. .12
=1
IV.
COMPUTER SIMULATIOM
(19)
152
Nong Son
Thanh My
Yen Bai
Month
Historical
GAR(1)-M
GAR(1)-F
TF Model
1
2
248.96
138.21
94.05
76.45
107.30
94.54
70.33
85.02
195.59
697.19
1041.81
619.97
245.40
137.85
93.01
76.84
106.38
94.15
71.44
85.60
195.30
705.26
1039.30
622.19
220.25
136.53
94.06
66.42
97.66
93.68
74.95
91.32
174.61
778.81
1074.54
559.19
267.63
147.64
101.39
87.16
121.01
101.73
74.84
93.60
94.19
754.37
1116.12
659.08
3
4
5
6
7
8
9
10
11
12
Station
Thu Bon
Vu Gia
Thao
Location
Quang Nam, VietNam
Quang Nam, VietNam
Yen Bai, VietNam
TABLE VI.
Period of
record
1980-2010
1980-2010
1958-2010
Month
1
2
3
4
5
6
7
8
9
10
11
12
TABLE II.
PARAMETERS AT STATIONS OBTAINED FROM THE
CORRECTION PROCEDURE AND USED IN GAR(1)-FRAGMENTS MODEL
Parameters
Shape
Scale
Location
Autoregressive
Nong Son
4.84
473.56
1178.97
0.24
Thanh My
2.96
300.08
689.03
3.18
Yen Bai
3.59
960.62
5344.71
0.18
TABLE IV.
Month
1
2
3
4
5
6
7
8
9
10
11
12
Nong Son
1.03
2.24
3.63
0.81
4.44
4.69
12.60
1.01
0.16
54.53
6.08
3.91
Thanh My
6.42
4.11
3.90
2.65
1.42
1.04
0.87
0.41
0.17
10.34
3.56
3.06
Month
1
2
3
4
5
6
7
8
9
10
11
12
Yen Bai
7.46
47.34
2.22
3.52
3.79
2.83
4.29
0.72
14.11
6.67
1.83
1.25
Thanh My
0.07
0.26
0.13
0.25
0.31
0.03
0.20
0.16
0.02
- 0.33
0.10
0.14
Historical
116.05
71.03
50.73
45.03
58.50
56.09
46.80
59.03
113.24
301.76
403.93
255.31
Historical
311.09
264.81
236.31
269.61
433.35
851.98
1340.41
1699.61
1353.24
976.46
655.91
403.48
TABLE VIII.
Month
1
2
3
4
5
6
7
8
9
10
11
12
TABLE VII.
TABLE III.
Month
1
2
3
4
5
6
7
8
9
10
11
12
Yen Bai
0.09
0.15
- 0.05
- 0.03
- 0.14
0.05
0.13
0.19
0.04
0.03
- 0.11
0.14
153
GAR(1)-M
116.72
71.29
50.51
44.92
58.19
56.36
46.31
58.79
114.31
308.59
404.16
255.11
GAR(1)-F
TF Model
101.25
66.39
47.96
37.92
53.76
56.69
46.63
55.97
85.78
347.83
405.80
243.10
116.52
71.66
50.89
44.96
58.29
55.18
45.37
57.02
115.42
302.87
413.26
258.62
GAR(1)-F
308.49
262.53
233.56
268.31
434.60
847.83
1355.75
1689.19
1358.96
983.76
640.44
398.18
TF Model
296.54
264.18
244.88
258.46
346.55
803.96
1281.54
1711.18
1303.05
1075.25
776.64
480.87
Historical
110.97
46.07
33.30
39.32
60.89
39.63
25.65
48.82
174.70
354.16
549.65
329.72
GAR(1)-M
104.54
45.50
32.67
40.82
63.72
38.2
26.07
49.52
178.68
376.42
544.42
334.52
GAR(1)-F
87.42
37.07
30.37
34.25
53.22
32.01
29.32
71.14
88.39
438.79
534.59
311.34
TF Model
79.22
34.23
24.61
29.29
45.05
29.01
19.35
36.02
18.56
244.56
401.98
235.41
Historical
1
2
3
4
5
6
7
8
9
10
11
12
45.38
23.88
16.73
17.86
28.40
27.23
17.16
31.67
90.08
159.87
236.99
128.07
TABLE X.
Month
76.00
58.90
73.98
80.73
182.15
351.79
453.46
632.72
422.36
291.48
275.57
132.14
TABLE XI.
Month
1.54
1.09
0.87
1.70
0.79
0.77
0.47
1.55
3.08
0.23
0.68
0.84
TABLE XII.
Month
1
2
3
4
5
6
7
8
9
10
11
12
42.36
24.74
16.34
17.83
24.26
27.46
17.29
32.57
44.23
164.95
215.25
110.51
TF Model
Month
GAR(1)-S
75.22
69.28
73.87
84.47
182.56
342.62
450.88
621.31
438.64
316.70
264.99
135.29
GAR(1)-F
83.20
58.08
76.44
85.85
191.76
317.07
424.31
502.87
421.78
258.66
214.89
155.43
Mean value
Standard Dev.
Skew. Coeff.
TABLE XV.
GAR(1)-S
1.53
1.23
1.20
1.98
1.00
0.80
0.64
1.76
5.17
-0.01
0.66
1.12
GAR(1)-F
TF Model
1.51
0.95
0.73
2.18
0.78
0.93
1.32
3.44
2.32
-0.12
1.66
0.96
0.67
0.57
0.43
0.48
0.35
0.34
0.22
0.62
1.73
0.22
0.42
0.55
0.66
0.81
0.84
1.00
1.31
1.53
1.65
2.21
3.02
0.51
0.88
0.94
GAR(1)-S
0.65
0.89
0.98
1.21
1.45
1.57
1.67
2.78
4.28
0.55
0.98
1.14
GAR(1)-F
1.39
1.34
1.26
1.33
1.53
1.20
1.69
3.90
1.63
0.43
0.52
0.79
0.81
0.32
1.21
1.00
0.93
1.24
0.91
2.13
0.41
0.70
1.29
2.05
TF Model
1.24
0.48
2.66
1.29
2.06
0.58
1.38
1.44
0.60
0.65
0.96
2.24
0.42
0.13
0.63
0.42
0.54
0.48
0.33
0.92
0.25
0.25
0.85
0.66
Historical
GAR(1)-M
GAR(1)-F
TF Model
3469.72
1030.77
0.76
3454.17
729.03
0.32
3467.92
1025.29
0.78
3588.66
664.64
0.08
Parameters
Mean value
Standard Dev.
Skew. Coeff.
TABLE XVI.
Historical
GAR(1)-M
GAR(1)-F
TF Model
1577.48
507.77
0.95
1583.05
347.30
0.51
1572.32
508.08
1.15
1558.69
453.43
0.24
Parameters
Mean value
Standard Dev.
Skew. Coeff.
Historical
GAR(1)-M
GAR(1)-F
TF Model
8796.28
1813.37
0.94
8825.09
1312.66
0.75
8732.18
1803.24
0.93
8695.73
1700.69
0.04
(m3/s)
1200
1000
800
600
400
200
0
1
HISTORICAL REC.
GAR(1)-M
GAR(1)-F
THOMAS-FIERING
7 8
Month
10 11 12
Historical
GAR(1)-F
Parameters
75.41
57.61
71.29
78.45
181.82
342.55
469.40
626.62
431.73
291.06
268.58
127.62
GAR(1)-S
0.66
0.26
1.18
0.95
0.92
1.06
0.86
1.96
0.48
0.70
1.30
1.54
TABLE XIV.
TF Model
Historical
1
2
3
4
5
6
7
8
9
10
11
12
46.49
24.40
16.34
17.26
27.75
26.01
16.16
31.07
90.30
159.19
236.50
129.15
Historical
1
2
3
4
5
6
7
8
9
10
11
12
45.52
24.38
16.13
17.82
28.52
27.06
17.10
31.00
92.33
158.20
240.94
127.88
GAR(1)-F
Historical
1
2
3
4
5
6
7
8
9
10
11
12
GAR(1)-M
TABLE XIII.
(m3/s)
600
TF Model
0.55
0.46
0.40
0.43
0.47
0.70
0.73
0.98
1.65
0.49
0.56
0.71
HISTORICAL REC.
GAR(1)-M
GAR(1)-F
THOMAS-FIERING
400
200
0
1
7
8
Month
10
154
11
12
HISTORICAL REC.
GAR(1)-M
GAR(1)-F
THOMAS-FIERING
1500
1000
500
0
1
7
8
Month
10
11
HISTORICAL REC.
GAR(1)-F
12
0
1
HISTORICAL REC.
GAR(1)-M
GAR(1)-F
THOMAS-FIERING
7
8
Month
10
11
12
(m3/s)
300
GAR(1)-M
THOMAS-FIERING
10
11
12
GAR(1)-M
THOMAS-FIERING
7
8
Month
10
11
12
200
100
V. CONCLUSION
0
1
10
11
12
Month
Figure 5. Standard Deviation at Thanh My station
(m3/s)
700
600
500
400
300
200
100
0
1
2
HISTORICAL REC.
GAR(1)-F
GAR(1)-M
THOMAS-FIERING
10
11
12
Month
Figure 6. Standard Deviation at Yen Bai station
6
5
4
3
2
1
0
-1 1
HISTORICAL REC.
GAR(1)-F
3
2.5
2
1.5
1
0.5
0
0
3
200
2
7
Month
400
GAR(1)-M
THOMAS-FIERING
HISTORICAL REC.
GAR(1)-F
GAR(1)-M
THOMAS-FIERING
7
8
Month
10
11
12
155
REFERENCES
[1]
[2]
[5]
[6]
[7]
[8]
[9]
[4]
156