Filling missing data in streamflow series for supporting models

Mijail Arias-Hidalgo; Gonzalo Villa-Cox; Ann Van Griensven; Arthur E. Mynett

Filling missing data in streamflow series for supporting models

Mijail Arias-Hidalgo, Gonzalo Villa-Cox, Ann Van Griensven, Arthur E. Mynett

Department of Water and Climate

Research output: Chapter in Book/Report/Conference proceeding › Conference paper

2 Citations (Scopus)

Abstract

Several previous publications have addressed the problem of missing data in time series, which is a typical problem in many developing regions. This paper proposes an alternative when to develop a rainfall-runoff model to predict streamflows given rainfall series is time demanding or when such a data are simply not available. The Hodrick-Prescott filter has been employed in two modalities: heteroscedastic and homoscedastic by blocks (high and low discharges). The signal was split in trend and noise where the former is simulated and extended using Fourier Series and the latter is a function of the trend and computed using the Maximum Likelihood Estimation criterion for the unknown values. Afterwards, summing up the simulated trend and noise, a new total signal was obtained. The applicability of this technique was tested in some streamflow stations in Guayas River Basin (34000 Km²), Ecuador. Further models can be benefited from the products of these interpolations, either in setup stage (e.g. boundary conditions) or for further application such as recognition of overbanking periods.

Original language	English
Title of host publication	34th IAHR Congress 2011 - Balance and Uncertainty
Subtitle of host publication	Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering
Publisher	International Association for Hydro-Environment Engineering and Research (IAHR)
Pages	4016-4022
Number of pages	7
ISBN (Electronic)	9780858258686
Publication status	Published - 1 Jan 2011
Event	34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering - Brisbane, Australia Duration: 26 Jun 2011 → 1 Jul 2011

Publication series

Name	34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering

Conference

Conference	34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering
Country/Territory	Australia
City	Brisbane
Period	26/06/11 → 1/07/11

Keywords

Hodrick-Prescott filter
Homoscedastic
Maximum likelihood estimation
Noise
Streamflow time series
Trend

Cite this

Arias-Hidalgo, M., Villa-Cox, G., Van Griensven, A., & Mynett, A. E. (2011). Filling missing data in streamflow series for supporting models. In 34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering (pp. 4016-4022). (34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering). International Association for Hydro-Environment Engineering and Research (IAHR).

Arias-Hidalgo, Mijail ; Villa-Cox, Gonzalo ; Van Griensven, Ann et al. / Filling missing data in streamflow series for supporting models. 34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering. International Association for Hydro-Environment Engineering and Research (IAHR), 2011. pp. 4016-4022 (34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering).

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title = "Filling missing data in streamflow series for supporting models",

abstract = "Several previous publications have addressed the problem of missing data in time series, which is a typical problem in many developing regions. This paper proposes an alternative when to develop a rainfall-runoff model to predict streamflows given rainfall series is time demanding or when such a data are simply not available. The Hodrick-Prescott filter has been employed in two modalities: heteroscedastic and homoscedastic by blocks (high and low discharges). The signal was split in trend and noise where the former is simulated and extended using Fourier Series and the latter is a function of the trend and computed using the Maximum Likelihood Estimation criterion for the unknown values. Afterwards, summing up the simulated trend and noise, a new total signal was obtained. The applicability of this technique was tested in some streamflow stations in Guayas River Basin (34000 Km2), Ecuador. Further models can be benefited from the products of these interpolations, either in setup stage (e.g. boundary conditions) or for further application such as recognition of overbanking periods.",

keywords = "Hodrick-Prescott filter, Homoscedastic, Maximum likelihood estimation, Noise, Streamflow time series, Trend",

author = "Mijail Arias-Hidalgo and Gonzalo Villa-Cox and {Van Griensven}, Ann and Mynett, {Arthur E.}",

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pages = "4016--4022",

booktitle = "34th IAHR Congress 2011 - Balance and Uncertainty",

note = "34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering ; Conference date: 26-06-2011 Through 01-07-2011",

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Arias-Hidalgo, M, Villa-Cox, G, Van Griensven, A & Mynett, AE 2011, Filling missing data in streamflow series for supporting models. in 34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering. 34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering, International Association for Hydro-Environment Engineering and Research (IAHR), pp. 4016-4022, 34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering, Brisbane, Australia, 26/06/11.

Filling missing data in streamflow series for supporting models. / Arias-Hidalgo, Mijail; Villa-Cox, Gonzalo; Van Griensven, Ann et al.
34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering. International Association for Hydro-Environment Engineering and Research (IAHR), 2011. p. 4016-4022 (34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering).

Research output: Chapter in Book/Report/Conference proceeding › Conference paper

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AU - Arias-Hidalgo, Mijail

AU - Villa-Cox, Gonzalo

AU - Van Griensven, Ann

AU - Mynett, Arthur E.

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N2 - Several previous publications have addressed the problem of missing data in time series, which is a typical problem in many developing regions. This paper proposes an alternative when to develop a rainfall-runoff model to predict streamflows given rainfall series is time demanding or when such a data are simply not available. The Hodrick-Prescott filter has been employed in two modalities: heteroscedastic and homoscedastic by blocks (high and low discharges). The signal was split in trend and noise where the former is simulated and extended using Fourier Series and the latter is a function of the trend and computed using the Maximum Likelihood Estimation criterion for the unknown values. Afterwards, summing up the simulated trend and noise, a new total signal was obtained. The applicability of this technique was tested in some streamflow stations in Guayas River Basin (34000 Km2), Ecuador. Further models can be benefited from the products of these interpolations, either in setup stage (e.g. boundary conditions) or for further application such as recognition of overbanking periods.

AB - Several previous publications have addressed the problem of missing data in time series, which is a typical problem in many developing regions. This paper proposes an alternative when to develop a rainfall-runoff model to predict streamflows given rainfall series is time demanding or when such a data are simply not available. The Hodrick-Prescott filter has been employed in two modalities: heteroscedastic and homoscedastic by blocks (high and low discharges). The signal was split in trend and noise where the former is simulated and extended using Fourier Series and the latter is a function of the trend and computed using the Maximum Likelihood Estimation criterion for the unknown values. Afterwards, summing up the simulated trend and noise, a new total signal was obtained. The applicability of this technique was tested in some streamflow stations in Guayas River Basin (34000 Km2), Ecuador. Further models can be benefited from the products of these interpolations, either in setup stage (e.g. boundary conditions) or for further application such as recognition of overbanking periods.

KW - Hodrick-Prescott filter

KW - Homoscedastic

KW - Maximum likelihood estimation

KW - Noise

KW - Streamflow time series

KW - Trend

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M3 - Conference paper

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T3 - 34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering

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PB - International Association for Hydro-Environment Engineering and Research (IAHR)

T2 - 34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering

Y2 - 26 June 2011 through 1 July 2011

ER -

Arias-Hidalgo M, Villa-Cox G, Van Griensven A, Mynett AE. Filling missing data in streamflow series for supporting models. In 34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering. International Association for Hydro-Environment Engineering and Research (IAHR). 2011. p. 4016-4022. (34th IAHR Congress 2011 - Balance and Uncertainty: Water in a Changing World, Incorporating the 33rd Hydrology and Water Resources Symposium and the 10th Conference on Hydraulics in Water Engineering).

Filling missing data in streamflow series for supporting models

Abstract

Publication series

Conference

Keywords

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