CHAPTER 3

Frequency Analysis and Forecasting

 Frequency Analysis and Forecasting
3.1 General
• Water resource systems must be planned for future events for which no
exact time of occurrence can be forecasted.

• Hence, the hydrologist must give a statement of the probability of the

stream flows

• These probabilities are important to the economic and social evaluation

of a project.

• For major projects, the failure of which seriously threatens human life, a
more extreme event, the probable maximum flood, has become the
standard for designing the spillway.
 Frequency Analysis and Forecasting
• Frequency analysis is the hydrologic term used to describe the probability of
occurrence of a particular hydrologic event (e.g. rainfall, flood, drought, etc.).

• For planning and designing of water resources development projects, the

important parameters are river discharges and related questions on the
frequency & duration of normal flows and extreme flows.

• Hydrological systems are some times impacted by extreme events (severe

storms, floods, droughts…)

• The magnitude of an extreme event is inversely related to its frequency of

occurrence
• Very severe events occur less frequently
• Moderate events occur more frequently
Probability of occurrence and Return Period (Recurrence Interval)
• Probability analysis seeks to define the flood flow with probability of
p being equaled or exceed in any year.
• The probability of each events can be calculated as follow
m
P
N 1

• The recurrence interval T, (also called return period of

frequency) is Average interval (years) between the occurrence of
a flood of specified magnitude and above.
• calculated as follow
1
T 
P
Example: Annual max discharge of the Guadalupe River,
Texas, 1935-1978, cfs
Time series of annual max discharge
200000

180000
Can you find number
160000 of years the discharge
140000 is >50,000 cfs?
120000
Discharge, cfs

100000

80000

60000

40000

20000

0
1930
1932
1934
1936
1938
1940
1942
1944
1946
1948
1950
1952
1954
1956
1958
1960
1962
1964
1966
1968
1970
1972
1974
1976
1978
1980
Year
Return Period (Recurrence Interval)
In our example, Record length (N) = 44 years
No. of years the discharge value is equal to 50,000 cfs and above
(m) = 9 years.
T =(N+1)/m = (44+1)/9 = 5 years
Probability of Occurrence
Probability of occurrence of an event in any observation is the
inverse of its return period.
P(X>XT) = 1/T
P(X>50,000 cfs) = 1/5 = 0.2
Probability that the maximum discharge in the Guadalupe River
will equal or exceed 50,000 cfs in any year is 0.2.
 Probability of Occurrence at least once
What is the probability that a T-year return period flood event will occur
at least once in N years?
Probability of occurrence of specified flood (or above) in any year = p
Probability that the specified flood (or above) will not occur in any year
= (1-p)
Probability of specified flood (or above) will not occur in N years
= (1-p)^N
Probability of occurrence of specified flood (or above) will occur at
least once in N years = 1-(1-p)^N
=1-(1-1/T)^N
 From Example 1
• Estimate the probability that annual maximum
discharge (Q) on the Guadalupe River will
exceed 50,000 cfs at least once during the next
three years.
• P(Q≥50,000) = 1-(1-0.2)3 = 1-(0.8)3
=1-0.512
= 0.488
 3.2 Flow Frequency

• The FDC only applies for the period for which it was derived.
• Example Pp 
m
*100%
N 1

Rank(m)

Flow that can be expected

75% of the time in a year
3.2 Flow Frequency
 3.3 Flood Probability

3.3.1 Selection of Data

Selection of data depends on
Relevance
Adequacy
Accuracy

There are two data series of floods:

(i) The annual series, and
(ii) The partial duration series.
 3.3 Flood Probability
3.3.1 Selection of Data

(i) The annual series

The annual series constitutes the data series that the values of the single
maximum daily/monthly/annually discharge in each year of record so that
the number of data values equals the record length in years.

(ii) The partial duration series.

• The partial duration series constitutes the data series with those values that
exceed some arbitrary level.

• All the peaks above a selected level of discharge (a threshold) are included
in the series and hence the series is often called the Peaks Over Threshold
(POT) series.
 3.3.2 Plotting Positions

• The probability of occurrence of the event r times in n successive years

can be obtained from:
 3.3.2 Plotting Positions

• Consider, for example, a list of flood magnitudes of a river arranged in

descending order as shown in Table The length of record is 50 years.
 3.3.3 Theoretical Distributions of Floods

• Chow has shown that most frequency-distribution functions applicable in

hydrologic studies can be expressed by the following equation known as the
general equation of hydrologic frequency analysis:

Where xT = Hydrologic flood series with a return period T,

x = mean of the variate,
σ = standard deviation of the variate,
K = frequency factor return period,
3.3.3 Theoretical Distributions of Floods
The commonly used frequency distribution functions for the prediction of
extreme flood values are
 Extreme Value Distribution:

 EVT-I –Gumbel’s
 EVT-II- Frechet
 EVT-III - Weibull
 Log- Pearson Type III Distribution
 Pearson Type-III Distribution
 Normal Distribution
 Log-normal Distribution
3.3.3.1. Extreme-Value Type I Distribution
Gumbel’s distribution
• the most widely used probability-distribution functions for extreme values in
hydrologic and meteorological studies for prediction of flood peaks, maximum
rainfalls, maximum wind speed, etc.
• For annual series of peak flows, the probability of occurrence of an event
equal to or larger than a value x 0 is

y
P X  x 0  1 e e


In which y is a dimensionless variable given by

y
128259
. X X  0.577
X
3.3.3.1 Extreme-Value Type I Distribution (Gumbel’s Method)

• The original Gumbel equation can be transposed as follow

applicable to an infinite sample size

(i.e. N → ∞).
 3.3.3.1 Gumbel's Equation for Practical Use.
• So that, Gumbel’s equation is modified to account for finite N as given below
for practical use.
standard deviation is given
x T  x  K
n 1  
  x x 2

Where n 1 N 1

yT  yn
K = frequency factor expressed as K
Sn

yT = reduced variate, a function of T    T  

y T   ln ln  
   T  1 
3.3.3.1 Gumbel's Equation for Practical Use.
Table 4.1. Reduced mean in Gumbel's extreme value distribution, N = sample size

N 0 1 2 3 4 5 6 7 8 9
10 0.4952 0.4996 0.5035 0.5070 0.5100 0.5128 0.5157 0.5181 0.5202 0.5220

yn
20 0.5236 0.5252 0.5268 0.5283 0.5296 0.5309 0.5320 0.5332 0.5343 0.5353

30 0.5362 0.5371 0.5380 0.5388 0.5396 0.5402 0.5410 0.5418 0.5424 0.5430

40 0.5436 0.5442 0.5448 0.5453 0.5458 0.5463 0.5468 0.5473 0.5477 0.5481

50 0.5485 0.5489 0.5493 0.5497 0.5501 0.5504 0.5508 0.5511 0.5515 0.5518

60 0.5521 0.5524 0.5527 0.5530 0.5533 0.5535 0.5538 0.5540 0.5543 0.5545

70 0.5548 0.5550 0.5552 0.5555 0.5557 0.5559 0.5561 0.5563 0.5565 0.5567

80 0.5569 0.5570 0.5572 0.5574 0.5576 0.5578 0.5580 0.5581 0.5583 0.5585

90 0.5586 0.5587 0.5589 0.5591 0.5592 0.5593 0.5595 0.5596 0.5598 0.5599

100 0.5600
 3.3.3.1 Gumbel's Equation for Practical Use.
Table 4.2. Reduced standard deviation Sn in Gumbel's extreme value distribution, N =
sample size

N 0 1 2 3 4 5 6 7 8 9
10 0.9496 0.9676 0.9833 0.9971 1.0095 1.0206 1.0316 1.0411 1.0493 1.0565

20 1.0628 1.0696 1.0754 1.0811 1.0864 1.0915 1.0961 1.1004 1.1047 1.1086

30 1.1124 1.1159 1.1193 1.1226 1.1255 1.1285 1.1313 1.1339 1.1363 1.1388

40 1.1413 1.1436 1.1458 1.1480 1.1499 1.1519 1.1538 1.1557 1.1574 1.1590

50 1.1607 1.1623 1.1638 1.1658 1.1667 1.1681 1.1696 1.1708 1.1721 1.1734

60 1.1747 1.1759 1.1770 1.1782 1.1793 1.1803 1.1814 1.1824 1.1834 1.1844

70 1.1854 1.1863 1.1873 1.1881 1.1890 1.1898 1.1906 1.1915 1.1923 1.1930

80 1.1938 1.1945 1.1953 1.1959 1.1967 1.1973 1.1980 1.1987 1.1994 1.2001

90 1.2007 1.2013 1.2020 1.2026 1.2032 1.2038 1.2044 1.2049 1.2055 1.2060

100 1.2065
 3.3.3.1 Gumbel's Equation for Practical Use.
Procedure:
To estimate the flood magnitude for d/t return period T and number of data
sample N.
 Assemble the discharge data of record length N.
 Find mean x1  x2  x3  ..xn
x
N
 Find standard deviation n-1  xx 
2

 
n 1 N 1

 Using Tables 4.1 and 4.2 determine the reduced mean and Reduced
standard deviation Sn sample N.
 Find the reduced variate, yT for a given    T  
y T   ln ln  
   T  1  

 Find K by yT  y n
K
Sn

 Determine the required xT by xT x K

n 1
Example : Annual maximum recorded floods in a certain river,
for the period 1951 to 1977 is given below.. Estimate the
flood discharge with return period of (i) 100 years and (ii) 150
years by graphical extrapolation.

Year Max. flood (m3/s) Year Max. flood (m3/s) Year Max. flood (m3/s)

1951 2947 1960 4798 1969 6599

1952 3521 1961 4290 1970 3700
1953 2399 1962 4652 1971 4175
1954 4124 1963 5050 1972 2988
1955 3496 1964 6900 1973 2709
1956 2947 1965 4366 1974 3873
1957 5060 1966 3380 1975 4593
1958 4903 1967 7826 1976 6761
1959 3757 1968 3320 1977 1971
x

Example 1
SOLUTION: The flood discharge values are arranged in descending order and
the plotting position return period TP for each discharge is obtained as
Order number Flood discharge Order Flood discharge
m x (m3/s) TP number x (m3/s) N  1T 28
TP  P
(years) m m(years)
m
1 7826 28.00 15 3873 1.87
2 6900 14.00 16 3757 1.75
3 6761 9.33 17 3700 1.65
4 6599 7.00 18 3521 1.56
5 5060 5.60 19 3496 1.47
6 5050 4.67 20 3380 1.40
7 4903 4.00 21 3320 1.33
8 4798 3.50 22 2988 1.27
9 4652 3.11 23 2947 -
10 4593 2.80 24 2947 1.17
11 4366 2.55 25 2709 1.12
12 4290 2.33 26 2399 1.08
13 4175 2.15 27 1971 1.04
14 4124 2.00
N = 27 years, = 4263 m3/s, n-1 = 1432.6 m3/s
x

Example 1
SOLUTION:
• From Tables 4.1 and 4.2, for N = 27, yn = 0.5332 (reduced mean)and Sn = 1.1004
(reduced standard deviation) is calculated.
• YT and K for any chosen T is calculated by the formulas as follows
• Discharge xT for any chosen return interval is calculated by using Gumbel's
formulae, and the result for some T values are shown in table below.
T    T   yT  yn XT (m3/s)
(years) y T   ln ln   K 
   T  1  Sn xT 4263 1432K

5.0 1.500 0.8785 5522

10.0 2.251 1.560 6499

20.0 2.791 2.05 7436

100.0 4.60 4.051 9558

150.0 5.008 4.006 10088

3.3.3.2 Log-Pearson Type III Distribution

• In this distribution the variate is first transformed into logarithmic form and the
transformed data is then analyzed. Z = log x
• For this z series, for any recurrence interval T,

Where Kz = a frequency factor which is a function of recurrence

interval T and the coefficient of skew Cs,
3.3.3.2 Log-Pearson Type III Distribution

• The corresponding value of xT is obtained by

xT = antilog(zT)
Table 4.6 Kz=F(Cs,T) for use in Log-Pearson Type III Distribution cont’’
 Example 2
For the annual flood series data given in Example 1, estimate the flood discharge
for a return period of (a) 100 years (b) 200 years and (c) 1000 years by using
Log-Pearson Type III distribution.
Example 2
• Solution…..
x

3.3.3.1.1 Confidence Limits for the fitted data

• Since the value of the variate for a given return period x T determined by
Theoretical probability distribution method can have errors due to the limited
sample data used, an estimate of the confidence limits of the estimate is desirable.

• The confidence interval indicates the limits about the calculated value between
which the true value can be said to lie with a specific probability based on
sampling errors only.

• For a confidence probability c, the confidence interval of the variate x T is bound by

value x1 and x2 given by x1/2 = xT f (c)Se

Where f(c) = function of the confidence probability c determined by using the

c in per 50 68 80 90 95 99
table of normal variate cent(%)
f(c) 0.674 1.00 1.282 1.645 1.96 2.58

 n1
Se = probable error = Se  b b 1  1.3K  11
. K2
N
 Example 3
Data covering a period of 92 years for a certain river yielded the mean and
standard deviation of the annual flood series as 6437 and 2951 m3/s respectively.
Using Gumbel's method estimate the flood discharge with a return period of 500
years. What are the (a) 95% and (b) 80% confidence limits for this estimate.
Solution
From Table 4.1 and 4.2 for N = 92 years, = 0.5589, and Sn = 1.2020.

   T     500  
y500  ln ln    [ln ln  ]  6.2136
   T  1     500  1  
yT  yn 6.21360.5589
K   4.7044
Sn 1.2020
x500 6437  4.7044 * 2951  20320m3 / s
For the 95% confidence probability f(c) = 1.96 and x1/2 = 20320 (1.96*1726),
which results in x1 = 23703m3/s and x2 = 16937m3/s.
Thus the estimated discharge of 20320m3/s has a 95% probability of lying between
23700 and 16940m3/s.
3.4 Risk, Reliability and Safety factor

• Risk and Reliability: The designer of a hydraulic structure always faces a

nagging doubt about the risk of failure of his structure.

• The probability of occurrence of an event (X ≥ X T) at least once over a

period of n successive years is called the risk, R .
 Example 4:
• A bridge has an expected life of 25 years and is designed for a flood magnitude
of return period 100 years. (a) What is the risk of this hydrological design? (b) If
10% risk is acceptable, what return period will have to be adopted?
Solution:
(a) The risk R for n = 25 years and T = 100 years is:

 Hence the inbuilt risk in this design is 22.2%.

Say 240 years. Hence to get 10% acceptable risk, the bridge will have to be
designed for a flood of return period T = 240 years
 3.5. Low Flow Analysis
3.5.1 Definitions:

Low Stream flows: For purposes of statistical analysis, low flows are defined as
annual minimum flows averaged over consecutive-day periods of varying length.

3.5.2 Low flow frequency:

The objective of low-flow analysis is to estimate the frequency or probability with which
stream flow in a given reach will be less than various levels.

Thus the flow-duration curve; is an important tool of low-flow analysis.

Characterization of the magnitude, frequency, and duration of low stream flows and
droughts is vital for assessing
• The reliability of flows for all in-stream and withdrawal uses

• For defining resource shortages on drought.

 3.5.3 Drought analysis

The objective of drought analysis is to characterize the magnitude,

duration, and severity of meteorological, agricultural, or hydrological
drought in a region of interest.

• The analysis process can be structured in terms of five questions:

What type of drought of interest?

What averaging period will be used?

How will “drought” be quantitatively defined?

What are the magnitude-frequency relations of drought characteristics?

How are regional aspects of drought addressed?

3.5.3 Drought analysis

Type of draught
Meteorological

Agricultural

Hydrological
 3.5.3 Drought analysis

DROUGHT TYPE

Drought
Impact
 3.5.3 Drought analysis

Averaging Period:-drought analysis requires selection of an averaging period (dt).

• Drought definition:- A time series of a selected quantity, X (e.g., precipitation,

stream flow, ground water level), averaged over an appropriate time “dt”.

- The quantitative definition of drought is determined by the truncation level, X0,

selected by the analyst: Values of X < X0 are defined as droughts.

 3.5.3 Drought analysis

Drought can be characterized by the following terms

• Duration, D = length of period for which X <X0;

• Severity, S = cumulative deviation from X0;

• Intensity (or magnitude), I = S/D.

• Magnitude- Frequency Relations:

Once the severities, durations, and intensities of “drought” have
been determined for a given time series, the magnitude-frequency
characteristics of each of those quantities can be analyzed
3.5.3 Drought analysis
• Magnitude- Frequency Relations:
 3.6 Regional Frequency Analysis
A regional frequency analysis usually involves a regression analysis of gauged
watersheds within the general region.
A regional analysis usually consists of the following steps:
1. Select components of interest, such as mean and peak flows.
2. Select definable basin characteristics of gauged watershed:
drainage area, length, slopes, etc.
3. Derive prediction equations with single-or multiple-linear regression analysis.
4. Map and explain the residuals (differences between computed and observed
values) that constitute “unexplained variances” in statistical analysis on a regional
basis.
 3.7 Precipitation Probability

• The preceding discussions on flood probability apply generally to

precipitation.
End of chapter 3
THANK YOU ALL!!