Advances in Water Resources 23 (2000) 881892

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Dynamic modeling of long-term sedimentation in the Yadkin River

basin
Jagdish Krishnaswamy a,*, Michael Lavine a, Daniel D. Richter b, Karl Korfmacher c
b

a
Nicholas School of the Environment, Duke University, Durham, NC 27708, USA
Institute of Statistics and Decision Sciences, Duke University, Durham, NC 27708, USA
c
Environmental Studies Program, Denison University, Granville, OH 43023, USA

Abstract
Modeling of sediment transport in relation to changing land-surface conditions against a background of considerable natural
variability is a challenging area in hydrology. Bayesian dynamic linear models (DLMs) however, oer opportunities to account for
non-stationarity in relationships between hydrologic input and basin response variables. Hydrologic data are from a 40 years long
record (19511990) from the 5905 km2 Yadkin River basin in North Carolina, USA. DLM regressions were estimated between logtransformed volume-weighted sediment concentration as a response and log-transformed rainfall erosivity and river ow, respectively, as input variables. A similar regression between log-transformed river ow and log-transformed basin averaged rainfall was
also analyzed. The dynamic regression coecient which reects the erodibility of the basin decreased signicantly between 1951 and
1970, followed by a slowly rising trend. These trends are consistent with observed land-use shifts in the basin. Bayesian DLMs
represent a substantial improvement over traditional monotonic trend analysis. Extensions to incorporate multiple regression and
seasonality are recommended for future applications in hydrology. 2000 Elsevier Science Ltd. All rights reserved.
Keywords: Dynamic linear models; Bayesian time-series methods; Hydrology; Sedimentation; Land-use change; Yadkin River basin

1. Introduction
River systems are highly dynamic and are controlled
by a complex of ecologic, climatic, and geomorphic
processes. The movement of sediment through a river
system is dicult to predict and control [38], at least in
part because sediment results from soil and channel
erosion that may have occurred hours to centuries in the
past. Sedimentation is one of the worlds primary water
pollution problems, mainly because it is so readily accelerated by human activities such as forest conversion,
farming, surface mining, road construction, and the
growth of suburban and urban communities. Bruijnzeel
[5] in a review of land-use eects on tropical humid basin
hydrology noted the non-availability of adequately
gauged catchments, the inability of most studies to account for large-scale weather patterns, and infrequent

Corresponding author. Present address: Wildlife Institute of India,

P.O. Box 18, Chandrabani, Dehradun 248001, India.
E-mail addresses: jug@duke.edu (J. Krishnaswamy), michael
@stat.duke.edu (M. Lavine), drichter@duke.edu (D.D. Richter),
korfk@denison.edu (K. Korfmacher).

examples of rigorous statistical techniques. This is also

the general case even for temperate systems. The hydrologic and sedimentation response of large river systems to shifts in land use are neither well documented
nor easily tested experimentally. The task of separating
changing human inuences from natural variability is
made therefore complex and requires sophisticated
modeling of frequently sampled long-term data of high
quality.
The Yadkin River basin in North Carolina oers an
opportunity to test our ability to detect changes in
sedimentation due to changing land-use. The availability
of over 40 years of high quality time-series data during a
period of major land-use change makes this basin important for testing new methods that can address
changing sedimentation response.
Previous attempts at long-term trend analyses of
sedimentation processes have largely relied on graphical
techniques or detection of monotonic trends in sediment
discharge [10,14,31]. These methods are limited to linear
trends over time and are unable to eectively separate
land-use changes from climatic variability. In addition
they cannot be used to interpret the changes in a
mechanistic framework.

0309-1708/00/$ - see front matter 2000 Elsevier Science Ltd. All rights reserved.
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J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

We present a simple dynamic Bayesian regression

model that overcomes these limitations and is a reasonable compromise between mechanistic complexity
and statistical validity. The use of Bayesian time-series
methods in this study is motivated by its potential for
capturing the complex and changing hydrologic and
uvial dynamics of large basins.
1.1. Yadkin River basin
The river basin above Yadkin College is 5905 km2 in
area, mainly draining the western Piedmont of North
Carolina, but also the Blue Ridge escarpment of the
Appalachian Mountains in both western North Carolina and Virginia (Fig. 1). Detailed characteristics of the
basin are described elsewhere [14].
In the highly erodible Piedmont of south eastern
North America, conversion of forests for agriculture
greatly accelerated soil erosion and river sedimentation
since the 18th century [19]. As a result, many stream and
river channels, runo source areas, and ood plains
have large sediment deposits that are periodically
transported downstream [20]. Piedmont river systems
are transporting 10-fold or more sediment than they
were prior to European colonization [21].
During the 20th century, soil erosion from cultivated
lands has been decreasing in the Piedmont, mainly as a
result of row cropped land being abandoned or converted by farmers to less erosive uses [35]. Soil management has also improved on Piedmont farms that
remain under cultivation [34]. These agricultural changes
are widely suggested to have caused rapid decreases in
river sediment transport [1,9,18,26,35]. Other sediment

studies of the Piedmont and other regions suggest a

more complex and long-term river basin response to
land-use [8,19,21,33]. The Piedmont, for example, is now
entering a post-agricultural era in which urban and
suburban development and highway construction have
become increasingly common across the region.
The specic objective of this study was to model the
sediment response of the Yadkin basin using Bayesian
dynamic linear regression models, to determine their
ability to detect long term trends in basin sedimentation
response to changes in land-surface properties.
2. Methods
2.1. Modeling basin sedimentation processes
Land use and vegetation determine the land surface
and soil conditions that control the erodibility of the
soils in the basin. Rainfall supplies the energy to dislodge available exposed soil. The transport capability as
expressed in stream discharge controls the ultimate export of sediment from the basin. The dynamic sediment
discharge from a basin can be modeled as a simple
function of changing input hydrologic energy (rainfall
erosivity), transportation capability (stream ow), and
supply of erodible and transportable sediment. The
change in supply can be associated with deforestation,
subsequent land use, intensication of agriculture, as
well as mass movement events such as earthquakes and
landslides. All these contributory factors can vary in
time leading to a non-stationary supply function for
sediment. That is,

Fig. 1. Location of Yadkin River basin above Yadkin college, North Carolina (US Geological Survey station 02116500).

J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

St f1 Et ; Tt ; SUt ;


oSt
oEt oTt oSUt
f2
;
;
;
ot
ot ot ot

1
2

where St ; Tt ; Et and SUt are sediment output, uvial

transport capability, hydrologic energy (rainfall erosivity), and sediment supply from the basin, respectively
and oSt =ot; oEt =ot; oTt =ot; and oSUt =ot are their respective rates of change.
Empirical data based approaches are used to model
some measure of sedimentation (i.e. sediment concentration or ux) as a non-linear power function of stream
ow or discharge
Ct aQbt ;

where Ct is usually ux averaged mean monthly suspended sediment concentration (mg l1 ) and Qt is
monthly average of corresponding stream ow (m3 s1 )
at time t. In practice, log transformed sediment concentration and corresponding ow at a gauging station
have been used to t static linear regression models
log10 Ct A B log10 Qt e:

The parameters a and b (or A and B) may reveal

watershed and channel characteristics, including area,
geomorphology, vegetation, and hydro-climatic factors
[2,4,11,2224,27,37]. In general, the coecient A will be
higher (all else being equal) for watersheds with higher
rates of sedimentation. Thus the coecient A functions
as a base line supply parameter. B may be considered a
measure of rate at which hydrologic energy is converted
to geomorphic work [22,29]. Changes in B over time at a
gauging station could be an indication of increasing
sensitivity of the upstream watershed to hydrologic
forcing. Many researchers [1,2,20,25,41] have related
parameter B to the availability of sediment in relation to
available hydrologic energy. However, the parameters A
and B are inversely correlated in the watershed and as
statistical coecients as well [29].
Researchers have used various methods to detect
changes in water-quality variables such as sedimentation. The most frequently used method is to t a global
static linear regression between sediment concentration
and some function of river ow, as described above.
This is followed by graphical and non-parametric trend
analyses of the time-ordered residuals [10]. Other
methods of detecting change include inputoutput type
models in which the watershed is treated as a lumped
linear system with ow as input and sediment yield rate
as output [32], transfer function models of suspended
sediment that are based on autocorrelation structure of
the time-series [17] and Kalman lter applications [3].
In this paper we t a parsimonious regression model
with parameters that are mechanistically realistic
[12,13,36] and that evolve over time. The parameters
and their uncertainty at any time t are specied as prior

883

probability distributions. The parameters evolve with

time by incorporating new data to update distributions.
Information loss through time is specied by discounting older data. This method uses the Kalman ltering
equations and is known as a dynamic linear model
(DLM). It was applied to assess changes in sedimentow relationships in the Terraba basin of Costa Rica
[15].
Details of the DLM regression and applications in
hydrology are discussed elsewhere [16,28,39].
Many researchers have used ow as the independent
variable in regressions to predict sediment concentration. A more appropriate variable to predict sediment is
available hydrologic energy or rainfall [7,14,32]. This is
particularly applicable where rainfall erosivity varies
seasonally and inter-annually. The use of this variable in
sedimentation studies has been hampered by nonavailability of basin-wide rainfall intensity data. In this
study we will use basin averaged rainfall erosivity in
addition to stream ow separately as regression variables. In this paper we follow the basic procedure and
consider DLMs with observation equations using a
monthly time-step:
log10 Ct At Bt log10 EROSIVITYt et ;

log10 FLOWt At Bt log10 RAINFALLt et ;

log10 Ct At Bt log10 FLOWt et :

Ct is monthly volume-weighted sediment concentration,

FLOWt is monthly stream ow, RAINFALLt is
monthly basin rainfall, EROSIVITYt is a function of
rainfall intensity, and et is a stochastic noise variable.
Since there is no term for supply, changes in sediment
availability related to land-surface conditions will be
reected in the temporal dynamics of coecient B. We
will dene coecient B in Eq. (5) as the basin-wide
erodibility coecient at any time t and interpret changes
as reecting changes in land-surface conditions.
Changes in the parameters Bt over time due to landsurface processes such as forest conversion, reforestation and urbanization will be the main focus of the
analyses.
Details of the DLM are available elsewhere [28,39].
Operational details are given in Appendix A. Here a
brief description is given. In the DLM representation,
consider the sediment system of Eq. (5):
Observation equation:
Yt log10 Ct Ft0 ht mt ;

mt  N0; Vt ;

where
Ft 1; log10 EROSIVITY and

ht At ; Bt :

In the current application, we assume the observation

variance Vt V is an unknown constant, a situation
often encountered in practice [28,39].

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J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

The so-called ``dynamic'' aspect is modeled through

the system equation. This equation is the deterministic
relationship between parameter values at any time t to
their values at time t 1. The regression coecient
vector ht At ; Bt performs a random walk about its
previous level and its probability distribution is updated
at each time-step using Bayes theorem.
ht ht1 xt ;

xt  Tnt1 0; Wt ;

pht j Dt / pht jDt1 pYt jht ;

9
10

where T is student t distribution on appropriate degrees

of freedom corresponding to progress in processing the
time-series step by step and Dt is information available
at time step t.
The observation and evolution equation together
comprise the DLM. The covariance matrix Wt models
the rate of change in regression parameters. We choose
Wt through time by the method of discount factor [39].
The discount factor d is a number in [0, 1]. Let Rt be the
covariance matrix of h given data up to time t 1, from
pht jDt1 Tnt1 at ; Rt , that is the prior for time step t
and Ct1 be the posterior covariance matrix at time-step
t 1. Then,
Rt Ct1 Wt ;

11

Wt d1 1Ct1 ;

12

Rt Ct1 d1 :

13

Eective use of a discount factor adds some extra variance to the posterior at time t 1 to generate the prior
for time t. Large values of d model a process that
changes slowly through time. In fact, d 1 yields a
process that is static through time and reduces to the
usual linear regression model. Smaller values of d lead to
greater rates of decay of past information in relation to
more recent data. Small values of d model a process that
changes rapidly. Determining appropriate discount
factors for regression variables and implications for
hydrologic modeling are discussed elsewhere [16,28]. In
the current study the discount factors for the level At and
regression coecients Bt were kept the same based on
statistical correlation between similar variables in traditional sediment rating curves [29]. In this application it
is interpreted as a dynamic regression intercept. In applications where the level coecient At is of interest as
well, it is desirable to make At orthogonal and independent of the regression coecient Bt [28,39]. This is
achieved by centering the regression variable time-series
by subtracting the mean and dividing by the standard
deviation. However, this does not aect the general
shape of the time-trend of Bt , only its magnitude. Centering is also recommended in multiple regression
models to make the regression variables comparable. In
the current application, the regression slope Bt is the

parameter of interest, and the original scale of the observed time-series was used.
In order to initiate the DLM, prior estimates of
model parameters are required at time t0 . In the absence
of informative priors from previous data, mechanistic
intuition or expert opinion, two practical methods are
available. One can t a static model d 1, equivalent
to ordinary regression that assumes no change in regression coecients over time. The means and variances
for regression parameters can be used to specify priors,
along with a point estimate of the observation variance.
The other alternative is to use reference analyses [28,39].
The reference initial prior specication for an unknown
but constant observation variance V case is dened via
ph1 ; V jD0 / V 1 :

14

The joint prior and posterior distributions of the state

vector and the observation variance for t 1; 2; . . . are
derived and described elsewhere [39]. A small part of the
time-series data is used and after n 1 observations
(n number of unknown parameters including the unknown observation variance) proper priors with large
uncertainty are obtained and the regular DLM updating
can proceed. Eectively posterior covariances do
not exist for t < n 1. So setting Wt 0 for t
1; 2; . . . ; n 1 is recommended. This is because until
time t n 1, we have essentially only one observation
worthy of information for each unknown parameter.
Thus, it is not possible to detect or estimate any changes
in parameters until t n 1. At this time, the full dynamic model with suitable, non-zero evolution covariance matrices becomes operational. In this study,
reference analyses were used to specify priors. To check
sensitivity to priors we also used the static regression
method and found very little dierence in the posteriors
and the shape of the time-trend of the parameters of
interest.
In order to evaluate alternative models in discount
space, a model performance diagnostic is required that
can be plotted as a likelihood surface for discount
combinations. Observed predictive density is model
likelihood, a measure of goodness of predictive performance is dened as
Pt P Yt jDt1

15

in the one-step ahead forecast mode, where Yt is the

actual observed response and Dt is information:
pht1 jDt1 ; Yt1 , etc. at time t. Thus the error sequence
et Yt ft where ft is the one step ahead predicted
forecast based on Dt1 is used to calculate the model
likelihood. The log-likelihood based on the above is a
convenient measure to compare dierent discount
models [28,39]. In addition, since it is based on forecasting ability, it is a commentary on the mechanistic
validity of the particular model in relation to the real
process under investigation.

J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

Once the one-step ahead estimates of the regression

coecients and their distributions, phtk jDtk1 are
obtained, the retrospective probability distributions,
conditional on all the data phtk jDt for all k, can be
obtained through a backward recursive technique
[28,39]. These estimates are particularly recommended
when the objective is to assess historical changes in
processes, rather than forecasting ability. In this study,
only the ``smoothed'' retrospective estimates of the regression coecient and their 90% probability intervals
are presented.
2.2. Data
The daily suspended sediment record of the Yadkin
River collected at the gauging station at Yadkin College,
North Carolina is one of the longest-duration daily
suspended sediment records in the world. At Yadkin
College, suspended sediment has been sampled by the
US Geological Survey as part of the NASQAN network
at least daily since January 1951 to September 1990.
Concentrations of suspended sediment are estimated
by depth-integrated stream collections. Corresponding
streamow at Yadkin College has been continuously
recorded. Details of sampling are described elsewhere
[14,31]. The daily records were aggregated to generate
monthly records of average and volume weighted-sediment concentration and corresponding stream ow.
Daily precipitation at eight 15-min recording stations
(Fig. 2) were aggregated on a monthly time-step and
Thiessen polygons were utilized to generate an area
weighted, spatially averaged, basin rainfall. Daily ero-

885

sion index (EI) variable [30] was generated for each of

the eight stations using the EI equation:
EI aP b e;

16

where EI is the calculated EI variable (MJ mm ha1

h1 ), P is the daily (storm) rainfall, e the random component, and a and b are model parameters that vary
seasonally. The higher value for parameter a in the
summer season reects the rainfall intensity dierences
between summer convective thunderstorms and winter
frontal systems. Daily values were aggregated on a
monthly time-step and area weighted by Theissen
polygons to obtain a basin wide monthly rainfall erosivity. The processed time-series used in this study are
shown in Fig. 3.

3. Results and discussion

3.1. Choice of discount factor
The log-likelihood results for Eqs. (5) and (7) favor a
discount factor of 0.95, and for Eq. (6) a value closer to
0.90 (Table 1). In this study Eqs. (5) and (7) are the chief
focus, and to be consistent, 0.95 was chosen for all three
equations. In addition, the principles of conservative
trend detection favor a value close to 1 [15,28]. However
sensitivity analyses for discount factor was performed.
This is discussed later. Comparisons of the time-trend of
regression coecients using the static prior and reference analyses priors gave almost identical results.

Fig. 2. Location of eight 15 min recording rain gauge stations in Yadkin basin. Theissen polygons for basin averaged rainfall and rainfall erosivity
were based on these stations.

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J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

Fig. 3. Time-series of monthly hydrologic data for Yadkin basin.

Table 1
The observed predictive density expressed as log-likelihood for dierent values of discount factors
Discount
factor

Log-likelihood
Eq. (5)

Eq. (6)

Eq. (7)

0.85
0.9
0.95
1.00

)116
)93
)77
)101

193
231
201
123

)226
)307
)128
)146

However, the graphical displays of the results presented

for discussion are based on the reference analyses priors.
3.2. Dynamic regression coecients
A regression coecient that changes over time is indicative of changes in the process that links the independent variable to the response variable. Analysis of
the DLM yields time-series of estimates of Bt , the regression slope at time t. Figs. 46 show how the slope
(with 90% probability intervals) changes over time for
regressions (5)(7). The annual cycle is evident in Figs. 5
and 6, and is not expressed in the erodibility coecient
(Fig. 4). This is attributed to the incorporation of
seasonal changes in rainfall energy explicitly in the regression variable itself. All three gures indicate a
change occurring sometime in the late 1960s or early
1970s. Fig. 4 shows that following a period of decrease
between 1951 and the change point, there was an increase in sediment per unit basin hydrologic energy
oSt =oEt , suggesting an increase in basin erodibility.

Fig. 4. Time-series of dynamic erodibility coecient with 90% probability intervals: slope of log rainfall erosivity in regression of log
volume-weighted sediment concentration with log rainfall erosivity as
independent variable.

J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

Fig. 5. Time-series of dynamic ow coecient with 90% probability

intervals: slope of rainfall in regression of log ow with log rainfall as
independent variable.

Fig. 5 shows an increased ow per unit rainfall

oFt =oRt , in the latter period. Fig. 6 indicates an increase in sediment per unit ow oSt =oTt , indicating a
more accessible source of sediment, especially in the late
1960s to 1980s period.
3.3. Model t and sensitivity analyses
In order to assess the model-t performance of the
selected models, the log-likelihood based on one-step
ahead forecasts (Table 1) and tted vs observation plots
(Fig. 7) based on ltered, retrospective smoothed predictions were evaluated. The superiority of the nonstationary models (higher log-likelihood and better t)
as compared to the static or non-stationary models is
clearly evident. This indicates that the observed changes
in the regression coecients over time are a strong indicator of changes in the system in which the time-series
data were sampled. The shape of the time-trend is generally robust towards choice of discount factor especially for Eqs. (5) and (6) (Fig. 8). Thus the observed
changes in Bt cannot be attributed as an artifact of
choice of discount factor. Analyses of residuals from the

887

Fig. 6. Time-series of dynamic sediment coecient with 90% probability intervals: slope of log ow in regression of log ow with log
rainfall as independent variable.

models also indicated no serious violation of assumptions.

3.4. Dynamic intercept At
Although the parameter of interest is clearly the regression slope coecient, Bt , results for the intercept At
are presented as well (Fig. 9). The time-trend of At in
cases where it is modeled as an intercept (rather than a
level) is expected to be non-orthogonal to Bt . The negative correlation between At and Bt corresponds to
similar correlation between the intercept and regression
slope observed in traditional static sediment rating
curves and other hydrologic regressions [29].
3.5. Sedimentation in the Yadkin basin
All the observed changes as reected in the dynamic
regression coecients above are consistent with, and
possibly explained by, changes in land use throughout
the basin starting in the late 1960s that reversed the
declining trends in basin erodibility and run-o.
The basin is mainly forested in the mountains and is
largely agricultural across much of the Piedmont with

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J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

Fig. 7. Comparison of DLM tted vs observed for discount factors

0.95 and 1.00. Discount factor 1.00 corresponds to a static or
stationary model that assumes no change over time in regression
parameters.

the exception of the Winston-Salem area, which has

undergone urbanization and suburbanization, especially
since the 1970s. The land use of the larger southern
Piedmont is in general rapidly changing from a primarily rural, agricultural landscape to one that is
dominated by a mix of uses (Fig. 10). A remotely sensed
land-use land-cover database [14,31] estimates that
the area under row crops decreased from 679 (11.52%)
to 330 km2 (5.6%) during the period of record, reverting
to forest and pasture. On the other hand residential
and urban areas have grown from 391 to 704 km2
(518%). Urban development is particularly concentrated close to the main stem of the river near the mouth
of the basin.
Previous analyses using the traditional trend techniques suggest that ow adjusted sediment transport is
decreasing at the rate of 1:15  0:3790% conf mg km2
yr1 . According to the non-parametric time trend analyses [9] the Yadkin was transporting 30% less sediment
in the 1990s than in the 1950s [30]. The eects of the shift
from rural changes to urbanization could not be analyzed using these techniques, since they assume a single
monotonic trend through time. However only the
existence of a monotonic trend can be demonstrated and

linkages to changes in land-surface conditions are not

possible. The current application of the DLM in this
study demonstrates that a graph of the back-ltered
estimates of the regression coecient or slope of rainfall
erosivity provides a much stronger and convincing evidence for a real change in basin erodibility.
The regrowth of forests and pastures on abandoned
agricultural areas would explain the decrease in the
ability of rainfall to erode soil in the basin between 1951
and 1970. The more recent rising trend in the erodibility
coecient and changes in the rainfall-ow processes
may be related to the increase in urban areas and road
construction. These generate impervious surfaces close
to the main stem of the river leading to quick run-o and
higher sediment delivery ratio. This recent growth of
more impervious surfaces prone to run-o and consequent erosion accelerated in the late 1960s to early
1970s. The increase in the availability of sediment between mid-1960s and early 1980s as reected in the rising trend in the dynamic sediment coecient (regression
7) in Fig. 6 is attributed to the recent urban developments closer to the main stem of the river near the basin
mouth.
The agricultural changes have substantially decreased
gross soil erosion on extensive rural areas of agricultural
land throughout the Piedmont region [14,31]. It is postulated, however, that the sources of sediment in the
Yadkin River are not simply decreasing but are rather
shifting from being largely a result of agricultural activities to being a result of a variety of human activities,
increasingly associated with urban and suburban development [40]. The Yadkin basin, like much of the
Piedmont as a whole is increasingly aected by urban
and suburban developments and highway construction.
In the Yadkin, such developments have been particularly pronounced in rapidly growing communities surrounding Winston-Salem, NC. The continued eects of
urbanization in stabilizing the decline in overall basin
surface erodibility and perhaps increasing sedimentation
will perhaps be revealed by DLMs estimated in the near
future.
4. Conclusion and future directions
The DLM regression approach is successful in modeling non-stationary hydrologic processes as illustrated
for the Yadkin basin. The changes in the regression
coecients were consistent with predicted eects of
changes in land-use. The dynamic erodibility coecient
as dened in this paper can be used to analyse the eects
of complex shifts in land-surface conditions on basin
sedimentation separate from natural climatic variability.
In general the dynamic regression approach would be
most suitable for assessing changes in relationships between dierent hydrologic and ecological uxes over

J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

889

Fig. 8. Sensitivity analyses of DLM regression slopes or coecients to choice of discount factors. 90% probability intervals about regression slope
estimates are shown.

time. These could then be related to changes in land-use

or shifts in hydro-climatology. Impact of infrequent but
high intensity events such as earthquakes and landslides,
which may have a lingering inuence on hydrology and
sedimentation, are more easily detectable using this
method. The change points as well the duration of the
inuence of such events on rainfall-sediment or rainfallow processes could be analysed using the dynamic regression approach. This method lends itself to a more
mechanistic interpretation (of the changes in the regression coecients) compared to time-ordered residual
analysis after tting a static regression model or nonparametric tests for monotonic trend such as the
Seasonal Kendall and MannKendall with Sen slope
estimator. This is primarily because changes in regression coecients over time are more likely to be related
to real changes in the process that links an independent
variable such as rainfall erosivity to a response variable
such as sediment concentration.
In this study only one regression variable was used to
model a response variable. Extension to multiple regression applications with single or dierent discount
factors for level and the dierent regression variables is

recommended [16]. In hydrologic systems, the contribution of dierent input or forcing variables to the response may display varying degrees of hydrologic
``memory'' or dynamism as the system evolves in time.
In the DLM this can be approximated by setting different discount factors for the individual regression
variables. One example in hydrology, where dierent
discount factors could be applied is in a multiple regression of stream ow modeled as a function of basin
storage and rainfall. The rainfall coecient is likely to
be more dynamic compared to basin storage which may
have a longer ``hydrologic'' memory.
Seasonality, driven primarily by the annual solar cycle, is an integral feature of many ecological and geophysical systems. In many hydrologic systems the
seasonality of the annual cycle is expressed in uxes of
hydrologic variables such as ow, rainfall, rainfall erosivity, run-o coecients, erosion and sedimentation. In
sedimentation for example, concentrations at a given
discharge mostly decrease as the run-o season progresses and sediment is ushed out of a system leading
to exhaustion. This leads to a typical clockwise loop
between ow and sediment concentration. However, the

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J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

composed into a long-term trend and a seasonal oscillation. These could be used to determine changes in the
amplitude of annual seasonality over time. This type of
analyses can be used to determine changes in climate
and phenomenon such as ENSO, and their impact on
hydrologic processes.
These approaches need to be applied to other hydrologic and geophysical time-series data where there is
an identied response variable and one or more explanatory variables. This will lead to an enhanced understanding of the dynamism of hydrologic systems and
their sensitivity to climate change as well as anthropogenic inuences.
Acknowledgements
Michael Hofmockel of the Duke University Forest
Soils laboratory helped with gures and formatting. We
thank two anonymous reviewers for useful comments
and suggestions. The Ashoka Trust for Research in
Ecology and the Environment supported and facilitated
this study.
Appendix A
Fig. 9. Posterior estimates of intercept At with 90% probability intervals and relationship with regression slope Bt . All R2 values are for
p 0.

Fig. 10. Land-use change in North Carolina Piedmont. Based on six

forest inventories of the US Department of Agriculture Forest Service
[6].

A brief outline of the DLM from [39] is provided

below to enable implementation.
Consider the case of when observation variance
V /1 is unknown and constant and the system
evolution is a random walk about previous values.
Yt observation for response variable, Ft independent variables regression matrix, ht regression parameters state vector, Wt system evolution variance.
d0; 1 is the discount factor. Dt information available
at time t, St point estimate of observation variance,
nt degrees of freedom, N, T and G are Normal, Student T and Gamma distributions, respectively. et is one
step ahead forecast error and ft is the forecast. Initial
priors are specied: m0 ; C0 ; S0 ; n0 1 or obtained after
reference analyses using a small part of the initial data.
Then:
Observation:
Yt Ft0 ht mt ;
System:
ht ht1 xt ;

Yadkin basin is unique in displaying an anticlockwise

seasonal hysteretic loop [14].
Incorporation of a seasonal component in intercept
or regression coecients can be done by a modication
of the system evolution matrix, G and the regression
variable vector, Ft [16]. These models can potentially
capture the seasonality in real hydrologic uxes and
regression or intercept coecients over time can be de-

mt  N0; V :
xt  Tnt1 0; Wt :

Information:
ht1 jDt1  Tnt1 mt1 ; Ct1 ;
/jDt1  Gnt1 =2; nt1 St1 =2:
Forecast:
Yt jDt1  Tnt1 ft ; Qt ;
ht jDt1  Tnt1 at ; Rt :

J. Krishnaswamy et al. / Advances in Water Resources 23 (2000) 881892

Rt Ct Wt ; Wt d1 1Ct1 ;
at mt1 ; Qt Ft0 Rt Ft St1 ;
ft Ft0 at :

Updating equations
/jDt  Gnt =2; nt St =2;
ht1 jDt1  Tnt mt ; Ct ;
with
et Yt ft

and

At Rt Ft =Qt ;

nt nt1 1;
St St1 St1 =nt e2t =Qt1 ;
mt at At et ;
Ct St =St1 Rt At A0t Qt :
Retrospective back-ltering
htk jDt  Tnt atk ; St =Stk Rtk :

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