Flood Frequency Analysis

Reading: Applied Hydrology Sec 12.1

12.6
Goal: to determine design discharges
Flood economic studies require flood discharge
estimates for a range of return periods
2, 5, 10, 25, 50, 100, 200, 500 years
Flood mapping studies use a smaller number of
return periods
10, 50, 100, 500 years
100 year flood is that discharge which is equaled
or exceeded, on average, once per 100 years.
Base Map for
Sanderson, Texas

Prepared by
Laura Hurd and
David Maidment

3/17/2010
CRWR CRWR CRWR CRWR CRWR
Design discharges for flood mapping needed here
USGS Gaging Station
08376300
USGS Annual Maximum Flood Data
http://nwis.waterdata.usgs.gov/usa/nwis/peak
1965 flood estimate
With dams
7
Hydrologic extremes
Extreme events
Floods
Droughts
Magnitude of extreme events is related to their
frequency of occurrence


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


occurence of Frequency
1
Magnitude
8
Return Period
Random variable:
Threshold level:
Extreme event occurs if:
Recurrence interval:
Return Period:
Average recurrence interval between events equaling or
exceeding a threshold
If p is the probability of occurrence of an extreme
event, then

or

T
x X >
T
x
X
T
x X > = of ocurrences between Time t
) (t E
p
T E
1
) ( = = t
T
x X P
T
1
) ( = >
9
More on return period
If p is probability of success, then (1-p) is the
probability of failure
Find probability that (X x
T
) at least once in N years.
N
N
T
T T
T
T
T
p years N in once least at x X P
years N all x X P years N in once least at x X P
p x X P
x X P p
|
.
|

\
|
= = >
< = >
= <
> =
1
1 1 ) 1 ( 1 ) (
) ( 1 ) (
) 1 ( ) (
) (
10
Frequency Factors
Previous example only works if distribution is
invertible, many are not.
Once a distribution has been selected and its
parameters estimated, then how do we use it?
Chow proposed using:

where

s K x x
T T
+ =
deviation standard Sample
mean Sample
period Return
factor Frequency
magnitude event Estimated
=
=
=
=
=
s
x
T
K
x
T
T
x
f
X
(x)
s K
T
x
T
x
T
x X P
T
1
) ( = >
11
Return period example
Dataset annual maximum discharge for 106
years on Colorado River near Austin
0
100
200
300
400
500
600
1905 1908 1918 1927 1938 1948 1958 1968 1978 1988 1998
Year
A
n
n
u
a
l

M
a
x

F
l
o
w

(
1
0
3

c
f
s
)
x
T
= 200,000 cfs
No. of occurrences = 3
2 recurrence intervals
in 106 years
T = 106/2 = 53 years

If x
T
= 100, 000 cfs
7 recurrence intervals
T = 106/7 = 15.2 yrs

P( X 100,000 cfs at least once in the next 5 years) = 1- (1-1/15.2)
5
= 0.29
12
Data series
0
100
200
300
400
500
600
1905 1908 1918 1927 1938 1948 1958 1968 1978 1988 1998
Year
A
n
n
u
a
l

M
a
x

F
l
o
w

(
1
0
3

c
f
s
)
Considering annual maximum series, T for 200,000 cfs = 53 years.
The annual maximum flow for 1935 is 481 cfs. The annual maximum data series
probably excluded some flows that are greater than 200 cfs and less than 481 cfs
Will the T change if we consider monthly maximum series or weekly maximum series?
13
Hydrologic data series
Complete duration series
All the data available
Partial duration series
Magnitude greater than base value
Annual exceedance series
Partial duration series with # of
values = # years
Extreme value series
Includes largest or smallest values in
equal intervals
Annual series: interval = 1 year
Annual maximum series: largest
values
Annual minimum series : smallest
values
14
Probability distributions
Normal family
Normal, lognormal, lognormal-III
Generalized extreme value family
EV1 (Gumbel), GEV, and EVIII (Weibull)
Exponential/Pearson type family
Exponential, Pearson type III, Log-Pearson type
III

15
Normal distribution
Central limit theorem if X is the sum of n
independent and identically distributed random variables
with finite variance, then with increasing n the distribution of
X becomes normal regardless of the distribution of random
variables
pdf for normal distribution

2
2
1
2
1
) (
|
.
|

\
|

=
o

t o
x
X
e x f
is the mean and o is the standard
deviation
Hydrologic variables such as annual precipitation, annual average streamflow, or
annual average pollutant loadings follow normal distribution
16
Standard Normal distribution
A standard normal distribution is a normal
distribution with mean () = 0 and standard
deviation (o) = 1
Normal distribution is transformed to
standard normal distribution by using the
following formula:
o

=
X
z
z is called the standard normal variable
17
Lognormal distribution
If the pdf of X is skewed, its not
normally distributed
If the pdf of Y = log (X) is
normally distributed, then X is
said to be lognormally
distributed.


x log y and x
y
x
x f
y
y
= >
|
|
.
|

\
|

= , 0
2
) (
exp
2
1
) (
2
2
o

t o
Hydraulic conductivity, distribution of raindrop sizes in storm follow
lognormal distribution.
18
Extreme value (EV) distributions
Extreme values maximum or minimum
values of sets of data
Annual maximum discharge, annual minimum
discharge
When the number of selected extreme values
is large, the distribution converges to one of
the three forms of EV distributions called Type
I, II and III
19
EV type I distribution
If M
1
, M
2
, M
n
be a set of daily rainfall or streamflow,
and let X = max(Mi) be the maximum for the year. If
M
i
are independent and identically distributed, then
for large n, X has an extreme value type I or Gumbel
distribution.
Distribution of annual maximum streamflow follows an EV1 distribution
o
t
o
o o o
5772 . 0
6
exp exp
1
) (
= =
(

|
.
|

\
|

=
x u
s
u x u x
x f
x
20
EV type III distribution
If W
i
are the minimum streamflows
in different days of the year, let X =
min(W
i
) be the smallest. X can be
described by the EV type III or
Weibull distribution.
0 k , x
x x k
x f
k k
> >
(
(

|
.
|

\
|

|
.
|

\
|
|
.
|

\
|
=

o
o o o
; 0 exp ) (
1
Distribution of low flows (eg. 7-day min flow)
follows EV3 distribution.
21
Exponential distribution
Poisson process a stochastic
process in which the number of
events occurring in two disjoint
subintervals are independent
random variables.
In hydrology, the interarrival time
(time between stochastic hydrologic
events) is described by exponential
distribution
x
1
x e x f
x
= > =



; 0 ) (
Interarrival times of polluted runoffs, rainfall intensities, etc are described by
exponential distribution.
22
Gamma Distribution
The time taken for a number of
events (|) in a Poisson process is
described by the gamma distribution
Gamma distribution a distribution
of sum of | independent and
identical exponentially distributed
random variables.
Skewed distributions (eg. hydraulic
conductivity) can be represented using
gamma without log transformation.
function gamma x
e x
x f
x
= I >
I
=

; 0
) (
) (
1
|

| |
23
Pearson Type III
Named after the statistician Pearson, it is also
called three-parameter gamma distribution. A
lower bound is introduced through the third
parameter (c)
function gamma x
e x
x f
x
= I >
I

=

;
) (
) (
) (
) ( 1
c
|
c
c | |
It is also a skewed distribution first applied in hydrology for
describing the pdf of annual maximum flows.
24
Log-Pearson Type III
If log X follows a Person Type III distribution,
then X is said to have a log-Pearson Type III
distribution
c
|
c
c | |
> =
I

=

x log y
e y
x f
y
) (
) (
) (
) ( 1
25
Frequency analysis for extreme events
o
t
o
o o o
5772 . 0
6
exp exp
1
) (
= =
(

|
.
|

\
|

=
x u
s
u x u x
x f
x
(

|
.
|

\
|

=
o
u x
x F exp exp ) (
o
u x
y

=
| |
( ) | | | |
(

|
.
|

\
|
=
> = = =
=
T
y
x P(x p where p x F y
y x F
T
T
1
1 ln ln
) ) 1 ln( ln ) ( ln ln
) exp( exp ) (
If you know T, you can find y
T
, and once y
T
is know, x
T
can be computed by
T T
y u x o + =
Q. Find a flow (or any other event) that has a return period of T years
EV1 pdf and cdf
Define a reduced variable y
26
Example 12.2.1
Given annual maxima for 10-minute storms
Find 5- & 50-year return period 10-minute
storms

138 . 0
177 . 0 * 6 6
= = =
t t
o
s
569 . 0 138 . 0 * 5772 . 0 649 . 0 5772 . 0 = = = o x u
in s
in x
177 . 0
649 . 0
=
=
5 . 1
1 5
5
ln ln
1
ln ln
5
=
(

|
.
|

\
|

=
(

|
.
|

\
|

=
T
T
y
in y u x 78 . 0 5 . 1 * 138 . 0 569 . 0
5 5
= + = + = o
in x 11 . 1
50
=
27
Normal Distribution
Normal distribution



So the frequency factor for the Normal
Distribution is the standard normal variate


Example: 50 year return period

2
2
1
2
1
) (
|
.
|

\
|

=
o

t o
x
X
e x f
T
T
T
z
s
x x
K =

=
s z x s K x x
T T T
+ = + =
054 . 2 ; 02 . 0
50
1
; 50
50 50
= = = = = z K p T
Look in Table 11.2.1 or use NORMSINV (.) in
EXCEL or see page 390 in the text book
28
EV-I (Gumbel) Distribution
(

|
.
|

\
|

=
o
u x
x F exp exp ) (
t
o
s 6
= o 5772 . 0 = x u (

|
.
|

\
|

=
1
ln ln
T
T
y
T
s
T
T
x
T
T
s s x
y u x
T T
)
`

|
.
|

\
|

+ =
)
`

|
.
|

\
|

+ =
+ =
1
ln ln 5772 . 0
6
1
ln ln
6 6
5772 . 0
t
t t
o
)
`

|
.
|

\
|

+ =
1
ln ln 5772 . 0
6
T
T
K
T
t
s K x x
T T
+ =
29
Example 12.3.2
Given annual maximum rainfall, calculate 5-yr
storm using frequency factor
)
`

|
.
|

\
|

+ =
1
ln ln 5772 . 0
6
T
T
K
T
t
719 . 0
1 5
5
ln ln 5772 . 0
6
=
)
`

|
.
|

\
|

+ =
t
T
K
in 0.78
0.177 0.719 0.649
s K x x
T T
=
+ =
+ =
30
Probability plots
Probability plot is a graphical tool to assess
whether or not the data fits a particular
distribution.
The data are fitted against a theoretical
distribution in such as way that the points should
form approximately a straight line (distribution
function is linearized)
Departures from a straight line indicate
departure from the theoretical distribution
31
Normal probability plot
Steps
1. Rank the data from largest (m = 1) to smallest (m = n)
2. Assign plotting position to the data
1. Plotting position an estimate of exccedance probability
2. Use p = (m-3/8)/(n + 0.15)
3. Find the standard normal variable z corresponding to the
plotting position (use -NORMSINV (.) in Excel)
4. Plot the data against z
If the data falls on a straight line, the data comes from
a normal distributionI
32
Normal Probability Plot
Annual maximum flows for Colorado River near Austin, TX
0
100
200
300
400
500
600
-3 -2 -1 0 1 2 3
Standard normal variable (z)
Q

(
1
0
0
0

c
f
s
)
Data
Normal
The pink line you see on the plot is x
T
for T = 2, 5, 10, 25, 50, 100, 500 derived
using the frequency factor technique for normal distribution.
33
EV1 probability plot
Steps
1. Sort the data from largest to smallest
2. Assign plotting position using Gringorten
formula p
i
= (m 0.44)/(n + 0.12)
3. Calculate reduced variate y
i
= -ln(-ln(1-p
i
))
4. Plot sorted data against y
i
If the data falls on a straight line, the data
comes from an EV1 distribution
34
EV1 probability plot
Annual maximum flows for Colorado River near Austin, TX
0
100
200
300
400
500
600
-2 -1 0 1 2 3 4 5 6 7
EV1 reduced variate
Q

(
1
0
0
0

c
f
s
)
Data
EV1
The pink line you see on the plot is x
T
for T = 2, 5, 10, 25, 50, 100, 500 derived
using the frequency factor technique for EV1 distribution.
35
HW 10 will be posted online sometime this
week. The due date is April 25
Next class Exam 2
Questions??