Sri Srikanthan
Francis Chiew
Andrew Frost
www.toolkit.net.au/scl
USER GUIDE
Document History
Date Author Revision Description of Change
June 2004 Sri Srikanthan 1.0 Creation and Draft of User Guide
June 2004 Francis Chiew 1.0.3b First version of User Guide
February 2005 Sri Srikanthan 1.0.4b Amended version of User Guide
May 2005 Sri Srikanthan 2.0b Amended version of User Guide
Feb 2006 Sri Srikanthan 2.1b Amended version of User Guide
Added reference to paper by Thyer, M., Kuczera,
27 Feb 2007 Nick Murray 2.1b
G. and Wang
Copyright Notice
© CRC for Catchment Hydrology, Australia 2000-2006
Legal Information
To the extend permitted by law, the CRC for Catchment Hydrology (including its employees and
consultants) accepts no responsibility and excludes all liability whatsoever in respect of any person’s use or
reliance on this publication or any part of it
Acknowledgements
SCL is a product from the stochastic climate data generation projects in the CRC for Catchment
Hydrology’s (CRCCH) Climate Variability Program. The projects involve the development and testing of
stochastic data generation models, by CRCCH staff in collaboration with other researchers. The people
involved in the projects are listed below.
CRCCH Researchers
Francis Chiew1, Andrew Frost2, Tom McMahon1, Lionel Siriwardina1, Sri Srikanthan2, Senlin Zhou1
Other Researchers
George Kuczera3, Ashish Sharma4, Mark Thyer3
Software Development
Jean-Michel Perraud5, Joel Rahman5
Project Reviewers
Tom Chapman4, Rory Nathan6, Geoff Pegram7, George Kuczera3
1
University of Melbourne
2
Australian Bureau of Meteorology
3
University of Newcastle
4
University of New South Wales
5
CSIRO Land and Water
6
Sinclair Knight Merz
7
University of Natal, South Africa
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Contents
CONTENTS
1 Introduction...........................................................1
1.1 The user guide ...................................................................................................................2
1.2 Stochastic Climate Library (SCL)...........................................................................................2
1.2.1 Overview ......................................................................................................2
1.2.2 Features........................................................................................................2
1.2.3 Audience ......................................................................................................3
1.2.4 Limitations and cautionary notes .....................................................................3
1.3 Data requirements..............................................................................................................3
1.3.1 Input data .....................................................................................................3
1.3.2 Generated data.............................................................................................4
1.4 References and training ......................................................................................................4
2 Installation ............................................................5
2.1 Technical specifications.......................................................................................................5
2.2 Licence agreement .............................................................................................................5
2.3 Folders..............................................................................................................................6
2.4 Installation.........................................................................................................................6
2.4.1 Framework installation ...................................................................................6
2.4.2 Stand-alone PC .............................................................................................6
2.5 Uninstalling SCL.................................................................................................................6
6 References...........................................................46
6.1 Reviews and general reports ............................................................................................. 46
6.2 Annual rainfall model....................................................................................................... 46
6.3 Monthly rainfall model ..................................................................................................... 47
6.4 Daily rainfall model ......................................................................................................... 47
6.5 Sub-daily rainfall model ................................................................................................... 47
6.6 Climate model ................................................................................................................ 47
6.7 Multi-site daily rainfall model ............................................................................................ 47
Contents
TABLE OF FIGURES
Figure 3-1: Start up window for SCL ...................................................................................................7
Figure 3-2: Input data screen............................................................................................................10
Figure 3-3: Open dialogue box for inputting data...............................................................................11
Figure 3-4: Graphical display of time series data ................................................................................11
Figure 3-5: Estimation of model parameter screen ..............................................................................11
Figure 3-6: Dialogue box for inputting required number of replicates and replicate lengths.....................12
Figure 3-7: Graphical display of stochastically generated data.............................................................12
Figure 3-8: Graphical display of the distribution of stochastically generated data...................................13
Figure 3-9: Statistics displayed as tabulated values (Grid) ...................................................................13
Figure 3-10: Statistics displayed as whisker plots (Percentiles)..............................................................14
Figure 3-11: Summary assessment of quality of stochastically generated data.......................................14
Figure 3-12: Exporting data screen ...................................................................................................14
Figure 4-13: Location of the rainfall stations in Table 4.1 ....................................................................35
TABLE OF TABLES
Table 4-1: Number of states used for different rainfall stations (Srikanthan and McMahon, 1985) ...........34
Table 4-2: State boundaries for rainfall amounts in the TPM model ......................................................35
Table 5-3: Annual statistics...............................................................................................................43
Table 5-4: Monthly statistics .............................................................................................................43
Table 5-5: Daily statistics (for daily rainfall model) ..............................................................................44
Table 5-6: Daily statistics (for daily climate model) ..............................................................................44
Table 5-7: Number of statistics assessed ............................................................................................45
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Introduction
1 Introduction
SCL (Stochastic Climate Library) is a library of stochastic models for generating climate data.
This version of SCL (Version 2.1b) has stochastic models for generating:
Single site rainfall at:
• Sub-daily,
• Daily,
• Monthly, and
• Annual timescales.
Single site climate (Rainfall, Evaporation, Maximum temperature) at:
• Daily,
• Monthly, and
• Annual timescales.
Multi-site rainfall at:
• Daily timescales.
Other stochastic models may be added to future versions of SCL, after model development
and testing.
1
Stochastic Climate Library (SCL)
1.2.1 Overview
SCL is a library of stochastic models for generating climate data.
This version of SCL (Version 2.1b) has eight models for generating rainfall and climate data
at a site at annual, monthly, daily and sub-daily time steps.
• Annual rainfall – first order autoregressive model with parameter uncertainty
• Monthly rainfall – modified method of fragments (with annual data generated using
the above annual rainfall model)
• Daily rainfall – transition probability matrix (with Boughton’s correction)
• Sub-daily rainfall – DRIP model
• Annual climate – first order autoregressive multivariate model
• Monthly climate – modified method of fragments
• Daily climate – first order autoregressive multivariate model conditioned on rainfall
state and nested in monthly and annual models.
• Multi-site daily rainfall – multi-site two-part model nested in monthly and annual
models
The “rainfall” models generate rainfall data only. The “climate” models generate rainfall
and other climate variables. The “rainfall” models should be used when only stochastic
rainfall data are required. The “climate” models require concurrent rainfall and climate as
input data, which are usually of considerably shorter length than the rainfall data itself.
The models in SCL, and the model development and testing, are described in detail in the
references in Chapter 6.
1.2.2 Features
SCL is easy to use and is based on relatively robust stochastic climate data generation
models. The models in SCL have been tested using data from many sites across Australia
(see references in Chapter 6).
Features of SCL include:
• Allows easy use of stochastic data generation models
• Runs quickly
• Supports various time series input data formats
• Displays input time series and stochastically generated data graphically
• Allows easy retrieval of the stochastically generated climate data
• Displays the mean and percentiles of various statistics of the generated data and the
corresponding values in the historical data (as tabulated values and whisker plots) –
values can also be written to a file
2
Introduction
1.2.3 Audience
SCL is designed for hydrologists, environmental scientists, modellers, consultants and
researchers to facilitate the generation of stochastic climate data.
3
Stochastic Climate Library (SCL)
4
Installation
2 Installation
2.1 Technical specifications
Type of Machine Intel based PC with CD-ROM drive
Processor Minimum: 133 MHz Pentium class processor
Recommended: 400 MHz or faster
Memory Minimum: 128 MB of RAM
Recommended: 512 MB
Disk Space Minimum: 200 MB
Recommended: > 500MB (depending on amount of
stochastically generated data to be stored)
Operating System Windows 2000 + Service Pack 4
Windows XP + Service Pack 1
Windows NT4 + Service Pack 6a
Other Supporting Software .NET Framework 1.1 redistributable or later is required (see
Section 2.4.1) to run SCL.
The person installing the software must have local administrator access on the computer.
Ideally, you should also have the relevant permissions to install and uninstall software.
Note: If you are using a networked computer, then inform your system administrator before
applying any service packs or updates, as there may be other applications on your computer
that could be affected by these updates.
5
Stochastic Climate Library (SCL)
2.3 Folders
SCL can be downloaded from the toolkit website www.toolkit.net.au.
The installation of SCL (see Section 2.4.2) will create a directory that contains:
• The SCL software (default path c:\Program Files\Toolkit\SCL)
• Sample data files (default path c: \Program Files\Toolkit\SCL\Data)
2.4 Installation
2.4.2 Stand-alone PC
Unzipping the file downloaded from the Toolkit website (SCL_2.1b.zip) would produce three
files. To install SCL, double-click Setup.Exe, which will initiate an install wizard, which leads
you through the install procedure. The SCL software and sample data will be installed to a
default directory (c:\Program Files\Toolkit\SCL) or to a directory that you specify.
When SCL is successfully installed, an SCL short-cut icon will appear on the Desktop. You
can run the SCL software by double clicking this icon.
6
Using SCL
3 Using SCL
3.1 Getting started
To run SCL, double click the SCL icon on the desktop. Alternatively, click Start on your
Windows desktop and select Programs > Toolkit > Stochastic Climate Library > SCL (if you
have installed SCL to the default directory).
The SCL introduction splash screen will appear for approximately 5 seconds.
The SCL opening window screen will then appear with six module buttons (Figure 3-1).
The user can select a module (type of stochastic climate data generation model) by clicking
on it.
7
Stochastic Climate Library (SCL)
The user should read Chapter 5 to understand how the quality of the
stochastically generated data can be assessed.
The user should run the annual rainfall model first to gain a good
appreciation of SCL.
8
Using SCL
9
Stochastic Climate Library (SCL)
In the Percentiles view (see Figure 3-10), the value of the statistic in the historical data, and
the mean and percentiles of the statistic in the stochastically generated data, are displayed as
a whisker plot.
In the Scatter plot view (not available for the annual model) the mean of the statistic in the
stochastically generated data (for each month) is plotted against the statistic in the historical
data.
10
Using SCL
11
Stochastic Climate Library (SCL)
12
Using SCL
13
Stochastic Climate Library (SCL)
14
Using SCL
Note Users should first run the annual rainfall model (see Section 3.3) to
gain an appreciation of SCL
The description in this section assumes that the user has run the annual
rainfall model and has read Section 3.3.
15
Stochastic Climate Library (SCL)
Here a ‘distribution’ is taken to mean an empirical plot of the cumulative distribution of the
historical data series (at the aggregation level chosen) and the simulated median, 2.5 and
97.5 percentiles using Weibull plotting position.
‘Annual Maxima’ distribution plots are available for Aggregation levels at or below the
monthly timescale. This plots the ranked annual maxima series extracted from the overall
record (for a given aggregation level). This can be used to produce plots equivalent to
Intensity-Frequency-Duration curves for rainfall.
Select Rainfall, Annual and Annual Distribution in the left hand panels of the plot area. The
distribution of historical and generated annual values will appear in the plot area.
Select Rainfall and Monthly in the left hand panels, a number of monthly distributions appear
in the bottom panel. Select any monthly distribution to view.
16
Using SCL
To write the stochastically generated data to a file, click the Save Replicates button (you may
also enter a title, which will be written to the output file).
In the Save As dialogue box that appears on the screen, enter the file name and select an
appropriate location for the file. Then click the Save button.
To write the statistics and summary model assessment to a file, click the Save Statistics button
(you may also enter a title, which will be written to the output file).
In the Save As dialogue box that appears on the screen, enter the file name and select an
appropriate location for the file. Then click the Save button.
Note Users should first run the annual rainfall model (see Section 3.3) to
gain an appreciation of SCL
The description in this section assumes that the user has run the annual
rainfall model and has read Section 3.3.
17
Stochastic Climate Library (SCL)
Enter the required Number of Replicates and Replicate Length, and then click the Generate
button. The word “Completed” will appear above the progress bar when the model has
completed generating the stochastic data.
18
Using SCL
In the Percentiles view, the value of the statistic in the historical data, and the mean and
percentiles of the statistic in the stochastically generated data, are displayed as a whisker
plot.
In the Scatter plot view, the mean of the statistic in the stochastically generated data (for each
month) is plotted against the statistic in the historical data.
Note Users should first run the annual rainfall model (see Section 3.3) to
gain an appreciation of SCL.
The description in this section assumes that the user has run the annual
rainfall model and has read Section 3.3
The sub-daily rainfall model DRIP differs from other models within SCL
in that parameters are not estimated within SCL (in this version). DRIP
requires an input Bureau of Meteorology 6-minute pluviograph file and
a corresponding DRIP parameter file. These parameter files are
available for a number of sites through the Toolkit website (under
additional downloads with SCL)
19
Stochastic Climate Library (SCL)
20
Using SCL
21
Stochastic Climate Library (SCL)
Note Users should first run the annual rainfall model (see Section 3.3) to
gain an appreciation of SCL
The description in this section assumes that the user has run the annual
rainfall model and has read Section 3.3.
In the current SCL setup, the model generates three climate variables: Rainfall, Evaporation
and Mean max temperature. Continuous and concurrent time series data for the three
climate variables, each in a separate file, are required to run the model.
22
Using SCL
Aggregation timescale (Annual). A list of the possible Distribution plots will appear in the
lower panel.
Here a ‘distribution’ is taken to mean an empirical plot of the cumulative distribution of the
historical data series (at the aggregation level chosen) and the simulated median, 2.5 and
97.5 percentiles using the Weibull plotting position.
Select Rainfall, Annual and Annual Distribution in the left hand panels of the plot area. The
distribution of historical and generated annual values will appear in the plot area.
23
Stochastic Climate Library (SCL)
In the Save As dialogue box that appears on the screen, enter the file name and select an
appropriate location for the file. Then click the Save button.
To write the statistics and summary model assessment to a file, click the Save Statistics button
(you may also enter a title, which will be written to the output file).
In the Save As dialogue box that appears on the screen, enter the file name and select an
appropriate location for the file. Then click the Save button.
Note Users should first run the annual rainfall model (see Section 3.3) to
gain an appreciation of SCL.
The description in this section assumes that the user has run the annual
rainfall model and has read Section 3.3.
In the current SCL setup, the model generates three climate variables: Rainfall, Evaporation
and Mean max temperature. Continuous and concurrent time series data for the three
climate variables, each in a separate file, are required to run the model.
24
Using SCL
Enter the required Number of Replicates and Replicate Length, and then click the Generate
button. The word “Completed” will appear above the progress bar when the model has
completed generating the stochastic data.
25
Stochastic Climate Library (SCL)
In the Scatter plot view, the mean of the statistic in the stochastically generated data (for each
month) is plotted against the statistic in the historical data.
Note Users should first run the annual rainfall model (see Section 3.3) to
gain an appreciation of SCL.
The description in this section assumes that the user has run the annual
rainfall model and has read Section 3.3.
In the current SCL setup, the model generates three climate variables: Rainfall, Evaporation
and Mean max temperature. Continuous and concurrent time series data for the three
climate variables, each in a separate file, are required to run the model.
26
Using SCL
For example, to load Rainfall, select Rainfall at the top of the RHS frame, and click the Open
button. Then select the daily rainfall data file using the Open dialogue box, by clicking on
the appropriate data file, and then clicking the Open button. The data will be loaded and a
time series plot will be displayed in the right hand side (RHS) frame.
Repeat the steps to load Evaporation and Mean max temperature.
[Example input data files can be found in c: \Program Files\Toolkit\SCL\Data\DailyClimate]
27
Stochastic Climate Library (SCL)
The variable name and possible aggregation levels will be displayed in the two upper LHS
panels. Select a Variable (Rainfall) and an Aggregation timescale (Annual, Monthly or Daily).
A list of the possible Statistics will appear in the lower panel.
To view a particular statistic, select one (mean, standard deviation etc) from the lower
Statistic panel. For cross correlation statistics, select two items from the Variable panel using
Ctrl + click.
The statistics can be viewed as tabulated values (Grid), as whisker plots (Percentiles) or as a
scatter plot comparing the statistic in the historical data and in the stochastically generated
data (Scatter plot) by clicking the appropriate View option (scatter plot option is available
only for Monthly Statistics and Daily Statistics).
In the Grid view, statistics are listed in text format (widen the screen to see everything).
The display shows the value of the statistic in the historical data, and the mean and
percentiles (2.5, 25, 50, 75, 97.5) of the statistic in the stochastically generated data. The
display also shows a pre-specified tolerance (see Chapter 5) and indicates whether the
difference between the mean of the statistic in the stochastically generated data and the
historical data is within the tolerance (the OK box (last item in each row) is ticked if the
difference is within the tolerance).
In the Percentiles view, the value of the statistic in the historical data, and the mean and
percentiles of the statistic in the stochastically generated data, are displayed as a whisker
plot.
In the Scatter plot view, the mean of the statistic in the stochastically generated data (for each
month) is plotted against the statistic in the historical data.
28
Using SCL
Note Users should first run the annual rainfall model (see Section 3.3) to
gain an appreciation of SCL.
The description in this section assumes that the user has run the annual
rainfall model and has read Section 3.3.
29
Stochastic Climate Library (SCL)
(Annual, Monthly or Daily – multiple timescales can be selected by holding Ctrl). A list of the
possible Distribution plots will appear in the lower panel.
Here a ‘distribution’ is taken to mean an empirical plot of the cumulative distribution of the
historical data series (at the aggregation level chosen) and the simulated median, 2.5 and
97.5 percentiles using the Weibull plotting position.
‘Annual Maxima’ distribution plots are available for Aggregation levels at or below the
monthly timescale. This plots the ranked annual maxima series extracted from the overall
record (for a given aggregation level). This can be used to produce plots equivalent to
Intensity-Frequency-Duration curves for rainfall.
Select Site 1, Annual and Annual Distribution in the left hand panels of the plot area. The
distribution of historical and generated annual values will appear in the plot area.
Select Site 1 and Monthly in the left hand panels, a number of monthly distributions appear
in the bottom panel. Select any monthly distribution to view.
Select Site 1and Daily in the left hand panels, a number of daily distributions appear in the
bottom panel. Select any daily distribution to view. Daily distributions can be viewed for
individual months.
30
Using SCL
data and the historical data is within the specified tolerance (see Chapter 5 for details on
assessing the quality of stochastically generated data).
31
Stochastic Climate Library (SCL)
4 Description of models
in SCL
This chapter provides a brief description of the stochastic climate data generation models in
SCL.
The model development and testing are described in detail in the references in Chapter 6.
zt = µ + 1 ( zt 1 µ) + t (4.1)
where zt is the transformed (see Eq 4.2) rainfall at time step t, µ is the mean, 1 is the
autoregressive parameter and t is a Gaussian random variable with zero mean and variance
2
.
The data is normalised (such that the Gaussian assumption of the AR(1) model is satisfied)
using the Box-Cox transformation:
xt 1
0
zt = (4.2)
log xt =0
where is the transformation parameter which transforms the skewed observed data to
approximately Gaussian. With the transformation parameter included, the vector of
unknown AR(1) model parameters is given by:
T
= (µ, , 1 , ) (4.3)
Rather than estimate a single parameter set through optimisation, a Bayesian approach is
adopted. This approach recognises that there is uncertainty associated with parameter
estimates, and infers a ‘posterior’ distribution of parameters (after input of model data). A
‘prior’ distribution must be specified (the distribution before input of data), and in this case a
uniform distribution is assumed for all parameters.
32
Description of models in SCL
Generalisation in the Bayesian framework requires parameter samples from the posterior
distribution. Markov Chain Monte Carlo (MCM) methods provide a mean to sample from
the posterior distribution. The Metropolis algorithm (a particular type of MCMC algorithm) is
used to simulate the posterior distribution of the model parameters. To improve the
acceptance rate of the Metropolis algorithm, the parameter space is transformed to remove
the dependencies of µ and on .
µx 1
µ=
(4.4)
= µx 1
x 1 1
2
where µx and x represent a first order approximation to the expected value and the standard
deviation of the untransformed rainfall data.
Once samples from the posterior distribution have been generated, these samples can be
used in the synthetic generation of time series replicates. The parameter samples T are
chosen at random from the posterior distribution to generate each individual replicate.
33
Stochastic Climate Library (SCL)
In the Transition Probability Matrix (TPM) model, the seasonality in occurrence and
magnitude of daily rainfall are taken into account by considering each month separately.
The daily rainfalls are divided into a number of states, up to a maximum of seven. State 1 is
dry (no rainfall) and the other states are wet. The recommended number of states for each
month can be determined for a specific location from Table 4.1 and Figure 4.1.
The state boundaries for rainfall amounts are given in Table 4.2. If the number of states is
less than seven, the upper limit of the last state is infinite.
The shifted Gamma distribution is used to model rainfall amounts for the last state, while a
linear distribution is used for the intermediate states. The latter is chosen because daily
rainfall usually exhibits a J shape distribution.
34
Description of models in SCL
Table 4-2: State boundaries for rainfall amounts in the TPM model
f ij (k )
pij (k ) = C
i, j = 1, 2, …, C; k = 1, 2, …, 12 (4.6)
f ij (k )
j =1
where fij(k) is the historical frequency of transition from state i to state j within month k, and C
is the maximum number of states.
The Gamma distribution parameters are obtained by the method of moments.
The daily rainfall data are generated by following the steps set out below, assuming that the
initial state is dry (that is, state one).
Step 1: Generate a uniformly distributed random number between 0 and 1. Using the
appropriate TPM for the month, determine the state of the next day.
Step 2: If the state is wet, go to step 3. Otherwise, set the rainfall depth to zero and go to
step 1.
35
Stochastic Climate Library (SCL)
Step 3: Calculate the rainfall depth by using the linear distribution for the intermediate
states and shifted Gamma distribution for the largest state.
Step 4: Repeat steps 1 to 3 until the required length of daily rainfall data is generated.
The generated daily rainfall is adjusted (by multiplying the generated rainfalls by an
adjustment factor) so that the model reproduces the mean and standard deviation of the
historical annual rainfall data. The adjustment factor is obtained as a ratio of the standard
deviation of the observed and generated annual rainfall. Thus:
stdev o
F= (4.7)
stdev g
{H + (Ti G ) F }
Ratio = (4.8)
Ti
Where H is the historical mean annual rainfall, G generated mean annual rainfall and Ti the
annual rainfall for year i.
1 x
ln 1 PX ( X x| M, M ) = ln 1 1 3 x 4
1 2
1 x
ln 1 PX ( X x | td , M , M ) = ln 1 1 (4.10)
1 2
36
Description of models in SCL
td
where 1 < 0, 2 > 0.x and are the storm intensity and duration respectively. A
µ = fn ( ln ( td ) ) = fn ( ln ( td ) )
broken line function ( and ) is used to model the
µ
dependence on duration to the mean ( ) and the standard deviation ( ) of this GP
distribution.
Once DRIP simulates a storm duration and intensity, the event is broken down to reproduce
the short-timescale temporal characteristics of the data using a conditional random walk on
a dimensionless mass curve. This mass curve, with the non-dimensionalised storm duration
# = t td t 0 < t < td ), and
on the x-axis (where is the time since the start of the event
$ = d (t ) / d (td ) d (t )
where is the cumulative rainfall up until time t . This curve is
considered a stochastic process also, hence a random walk is used to generate it. The storm
is broken into intervals, and an associated depth jump is determined for each interval
(according to a lognormal jumping distribution). Although quite important in IFD curves, and
intrastorm temporal variability, disaggregation will not be discussed in detail. The focus of
this study is on the greater aggregation scales, of the order of storm event durations. Further
details of this disaggregation can be found within Heneker et al. (2001).
A = M1 M 0 1 (4.12)
where M0 and M1 are the lag zero and lag one cross correlation matrices respectively. The
elements of M0 and M1 corresponding to variables i and j are given by:
1 n
m0ij = Xi X j (4.14)
n t =1
n 1
1
m1ij = Xi X j 1 (4.15)
n 1 t =1
The matrix A can be obtained from Eq (4.10). The matrix BBT is symmetric and should be
positive semi-definite for solving for B. The matrix B can be obtained by the Cholesky
decomposition where the matrix B is assumed to be lower triangular. The elements bij of B
are obtained from the recursive relationships:
bij = 0, j > i (4.16)
where cij is the element of matrix B = BBT. The remaining elements in the first column of B
are given by:
b1j = c1j / b11 (4.18)
th
For j > 1, the j diagonal element is obtained from
37
Stochastic Climate Library (SCL)
j 1
b jj = c jj b 2jk , j = 2, 3 (4.19)
k =1
The solution is complete when j = 3. Otherwise, the other elements of column j of B are
computed from:
j 1
cij bik b jk
k =1
bij = j=2 (4.20)
b jj
Once matrices A and B are determined, standardised normally distributed values are
generated using Eq (4.9). The skewness is then input to the generated values by the Wilson-
Hilferty transformation, rescaled by the standard deviation and the mean added to obtain the
generated annual climate data.
where xkj is the generated annual climate data for variable j and year k, s yj is the standard
deviation of the observed annual climate data for variable j, 1 is the disaggregated y kj
j
monthly climate data for variable j for the last month of year k-1, and s y is the standard
deviation of the observed monthly climate data for variable j for the last month of the year.
A set of fragments are selected for which the sum ( i + %i) is minimum and multiplying the
generated annual climate data by each set of the 12 fragments to give generated monthly
climate data.
38
Description of models in SCL
The model developed is a nested model in which the daily model is nested in a monthly
model, which in turn is nested in an annual model. This is an aggregation model in contrast
to the disaggregation model used to generate monthly climate data.
According to the rainfall states of the present day, the daily evaporation and maximum
temperature are divided into two groups. A multivariate model is used for each group, with
the seasonality taken into account by considering each month separately. Since the model
generated large maximum temperatures, these are limited empirically to be slightly larger
than the observed maximum and slightly smaller than the observed minimum values.
~
Once the daily climate data (Y ji ) is generated for a month, the monthly climate data ( X ij ) is
obtained by summing the daily climate data. The generated monthly climate data is
modified using the Thomas-Fiering monthly model:
~
X ij µ ( X ij ) X ij µ ( X ij 1 ) 2 1/ 2 X ij µ ' ( X ij )
=& + (1 &
i 1 i
j, j 1 j, j 1 ) (4.23)
( X ij ) ( X ij 1 ) ' ( X ij )
where µ ( X ij ) is the historical mean monthly value for climate variable i and month j,
µ ' ( X ij ) is the theoretical mean monthly value for climate variable i and month j, ( X ij ) is
the historical standard deviation of monthly climate data for climate variable i and month j,
' ( X ij ) is the theoretical standard deviation of monthly climate data for climate variable i
and month j, & ij , j 1 is the historical correlation coefficient of monthly climate data for climate
variable i between months j and j-1, and X ij is the modified monthly climate data for climate
variable i and month j.
The theoretical values of the mean and standard deviation are given by:
' 2 ( X ij ) ) 2
d {
(Y ji ) N d ( j ) + 2 & (Y ji )[ N d ( j ) 1] + 2 & 2 (Y ji )[ N d ( j ) 2] + 2 & 3 (Y ji )[ N d ( j ) 3] + }
2
w j
i
{
(Y ) N w ( j ) + 2 & (Y )[ N w ( j ) 1] + 2 & (Y )[ N w ( j ) 2] + 2 & (Y )[ N w ( j )
i
j
2 i
j
3
j
i
3]}+
2 & (Y ji ) d (Y ji ) w (Y ji )
(4.25)
where Nd(j) is the number of dry days in month j, Nw(j) is the number of dry days in month j,
µ d (Y ji ) is the mean of daily climate data for climate variable i and month j for dry
days, µw (Y ji ) is the mean of daily climate data for climate variable i and month j for wet
days, d (Y ji ) is the standard deviation of daily climate data for climate variable i and month
j for dry days, w (Y ji ) is the standard deviation of daily climate data for climate variable i
and month j for wet days, and & (Y ji ) is the lag one autocorrelation coefficient of daily climate
data for climate variable i and month j.
~
The generated daily climate data is multiplied by the ratio X ij / X ij . Once the data for the
twelve months of a year have been generated, the monthly climate data can be aggregated
~
to obtain the annual value (Z ki ) . The aggregated annual value is modified by using a lag
one autoregressive model.
~
Z ki µ (Z i ) Z ki µ (Z i ) Zki µ ' (Z i )
= & (Z i ) 1
+ [1 & 2 (Z i )]1 / 2 (4.26)
(Z i ) (Z i ) ' (Z i )
where µ (Z i ) is the historical mean annual value for climate variable i, µ ' (Z i ) is the
theoretical mean annual value for climate variable i and month j, (Z i ) is the historical
standard deviation of annual climate data for climate variable i,
39
Stochastic Climate Library (SCL)
' (Z i ) is the theoretical standard deviation of annual climate data for climate variable i
j, & (Z i ) is the historical lag one autocorrelation coefficient of annual climate data for climate
variable i, and Zki is the modified annual climate data for climate variable i and year k.
The theoretical values of the mean and standard deviation are given by:
12
µ (Z i ) = µ ( X ij ) (4.27)
j =1
12 12 12
2
(Z i ) ) 2
( X ij ) + 2 ( X ij ) ( X ij 1 ) & ij , j 1 +2 ( X ij ) ( X ij 2 ) & ij , j 1& ij 1, j 2 +
j =1 j =2 j =3
12
2 ( X ij ) ( X ij 3 ) & ij , j 1& ij 1, j 2 & ij 2, j 3
j =4
(4.29)
~
The generated monthly climate data is multiplied by the ratio Zki / Zki . This will preserve the
annual characteristics. Rather than adjusting twice, the adjustment can be carried out in one
~ ~
step by multiplying the generated climate data for each month (j) by the ratio X ij Z ki / X ij Zki .
The daily rainfall is generated using a two-part model. The occurrence of the rainfall is
modelled by a first order Markov chain. On rain days, the amount of rainfall is generated by
using a gamma distribution. The generated daily rainfall is adjusted to match the monthly
rainfall. The monthly rainfall data are aggregated to obtain the annual rainfall and this is
modified using Eqns. (4.21) to (4.23).
day given that the previous day was wet. The unconditional probability of a wet day for the
site k, can be derived as
k
p
*k = W |D
(4.30)
1+ p k
W |D pWk |W
Given a network of N locations, there are N(N - 1)/2 pair wise correlations that should be
maintained in the generated rainfall occurrences. This is achieved by using correlated
uniform random numbers (ut) in simulating the occurrence process. The uniform variates ut(k)
can be derived from standard Gaussian variates wt(k) through the transformation
ut(k) = +[wt(k)] (4.31)
where +[.] indicates the standard normal cumulative distribution function. Let the correlation
between the Gaussian variates, wt, for the station pair k and l be
,(k,l) = Corr[wt(k), wt(l)] (4.32)
Together with the transition probabilities for stations k and l, a particular ,(k,l) will yield a
corresponding correlation between the synthetic binary series (Xt) for the two sites.
-(k,l) = Corr[Xt(k), Xt(l)] (4.33)
40
Description of models in SCL
Let
- o (k , l ) denote the observed value of -(k,l), which will have been estimated from the
X o (k ) X o (l )
observed binary series t and t at stations k and l. Hence the problem reduces to
finding the N(N –1) correlations of ,(k,l) which together with the corresponding pairs of
(4.37)
The spatial correlation in the daily rainfall amounts is preserved by using a vector of
correlated uniform variates vt. As in the rainfall occurrence model, it is convenient to obtain
the elements of this vector from a corresponding realisation of correlated standard normal
variates zt(k) as vt(k) = +[zt(k)]. This vector zt is drawn from a multivariate normal distribution
with mean 0 and variance-covariance matrix Z, whose elements are
0(k,l) = Corr[zt(k), zt(l)] (4.37)
As was the case of ., direct computation of Z is not feasible since the zt are not observed.
The correlations in Eq (9) can be estimated using a similar procedure to the one used in the
rainfall occurrence model. However, the response surface for the rainfall amount is flat and it
may not be possible to obtain the correlation necessary between the normal variates (Wilks
1998). Under these circumstances, the correlation between the normal variates is obtained
by multiplying the correlation between the rainfall amounts by 1.05. This adjustment seems
to work well for the present study. The correlated multivariate normal variates are obtained
from independent normal variates as above.
The generated daily rainfall amounts when aggregated into monthly and annual totals will
not in general preserve the monthly and annual characteristics. Hence, the daily amount
model is nested in a monthly and annual model as in the daily climate model. This will only
improve the monthly and daily characteristics of the generated rainfall and will have no effect
on the spatial correlation for the monthly and annual rainfall.
41
Stochastic Climate Library (SCL)
5 Assessment of
generated data
This chapter describes the statistics of the stochastically generated data displayed by SCL and
discusses how they can be compared with the statistics in the historical time series data to
assess the quality of the stochastically generated data.
42
Assessment of generated data
• the replicate length must be the same as the length of historical data
• there must be a large number of replicates (at least 100)
• the historical input data must be sufficiently long (at least 30 years).
Statistic Tolerance
Mean (%) 5
Standard deviation 5
Coefficient of skewness 0.5
Lag one autocorrelation coefficient 0.15
Maximum (%) 10
Minimum (%) 10
Range (%) 10
2-year low rainfall sums (%) 10
3-year low rainfall sums (%) 10
5-year low rainfall sums (%) 10
7-year low rainfall sums (%) 10
10-year low rainfall sums (%) 10
For the daily rainfall model, the following statistic is also evaluated
Statistic Tolerance
Mean annual number of wet days (%) 5
For the climate models, the range and low rainfall sums are not evaluated, but the cross
correlations between climate variables are evaluated.
Statistic Tolerance
Cross correlation between climate variables 0.2
Statistic Tolerance
Mean (%) 7.5
Standard deviation 7.5
Coefficient of skewness 0.75
Lag one autocorrelation coefficient 0.2
Maximum (%) 10
Minimum (%) 10
Proportion of months with no rainfall (%) 5
For the climate models, the proportion of months with no rainfall is not evaluated, but the
cross correlations between climate variables are evaluated.
43
Stochastic Climate Library (SCL)
Statistic Tolerance
Cross correlation between climate variables 0.2
Statistic Tolerance
Mean number of wet days (day) 1
Maximum daily rainfall (%) 10
Mean daily rainfall (of wet days) (%) 7.5
Standard deviation (of wet days) (%) 7.5
Coefficient of skewness (of wet days) 0.75
Mean daily rainfall on solitary wet days (mm) 0.75
Mean daily rainfall on wet days bounded by wet day on one side (mm) 0.75
Mean daily rainfall on wet days bounded by wet day on both sides
0.75
(mm)
Correlation between rainfall depth and wet spell duration 0.2
Mean dry spell length (day) 1
Standard deviation of dry spell length (day) 1
Skewness of dry spell length 0.75
Mean wet spell length (day) 0.5
Standard deviation of wet spell length (day) 0.5
Skewness of wet spell length 0.75
Longest dry spell length (day) 5
Longest wet spell length (day) 1
Daily rainfall
Statistic Tolerance
Mean daily rainfall (of wet days) (%) 7.5
Standard deviation (of wet days) (%) 7.5
Coefficient of skewness (of wet days) 0.75
Mean number of wet days (%) 5
Maximum (%) 10
Daily climate
Statistic Tolerance
Mean (%) 7.5
Standard deviation (%) 7.5
Coefficient of skewness 0.75
Lag one autocorrelation coefficient 0.2
44
Assessment of generated data
Statistic Tolerance
Maximum (%) 10
Minimum (%) 10
Cross correlation 0.2
Monthly rainfall 12 84
(7 x 12)
Annual climate* 21
(6 x 3 + 3)
45
Stochastic Climate Library (SCL)
6 References
The following references are CRCCH technical reports and working documents. They
provide a review of stochastic climate data generation methods, description of stochastic
climate models (including models that are not in SCL) and description of model development
and testing carried out by CRCCH in collaboration with other researchers.
The key references are highlighted in bold.
Most of the references can be downloaded as pdf files from the CRCCH website
(www.catchment.crc.org).
46
References
Thyer, M., Kuczera, G. and Wang, Q.J., 2002. Quantifying parameter uncertainty in
stochastic models using the Box-Cox transformation. Journal of Hydrology,
265(1-4): 246-257.
47