WORLD CLIMATE PROGRAMME DATA and MONITORING WORLD CLIMATE PROGRAMME – WATER DETECTING TREND AND OTHER CHANGES IN HYDROLOGICAL DATA Zbigniew W. Kundzewicz and Alice Robson (Editors) WCDMP – 45 WMO/TD-No. 1013 (Geneva, May 2000) UNITED NATIONS EDUCATIONAL WORLD METEOROLOGICAL SCIENTIFIC AND CULTURAL ORGANIZATION ORGANIZATION i The WCP implemented by WMO in conjunction with other international organizations consists of four major components: The World Climate Data and Monitoring Programme (WCDMP) The World Climate Applications and Services Programme (WCASP) The World Climate Impact Assessment and Response Strategies Programme (WCIRP) The World Climate Research Programme (WCRP) World Meteorological Organization Case postale N 2300 1211 Geneva Switzerland World Climate Data and Monitoring Programme Telephone: (+41-22) 730 81 11 Telefax: (+41-22) 730 80 42 Telex: 41 41 99 Email: [email protected] World Wide Web: http://www.wmo.ch/web/wcp/wcdmp/wcdmp.html NOTE The designations employed and the presentation of material in this publication do not imply the expression of any opinion whatsoever on the part of the Secretariat of the World Meteorological Organization concerning the legal status of any country, territory, city or area, or of its authorities, or concerning the delimitation of its frontiers or boundaries. Editorial note: This report has for the greater part been produced without editorial revision by the WMO Secretariat. It is not an official publication and its distribution in this form does not imply endorsement by the Organization of the ideas expressed. ii TABLE OF CONTENTS List of participants in the Wallingford Workshop, 2-4 December 1998 ........................................iii Other contributors to the volume ................................................................................................. vi Photograph of participants in the Wallingford Workshop ............................................................vii PART I - CORE MATERIAL CHAPTER 1 SETTING THE SCENE .................................................................................. 1 Zbigniew W. Kundzewicz and Alice Robson CHAPTER 2 GUIDELINE TO ANALYSIS .......................................................................... 11 Alice Robson CHAPTER 3 HYDROLOGICAL DATA FOR CHANGE DETECTION ................................ 15 Paul Pilon, Zbigniew W. Kundzewich and David Parker CHAPTER 4 EXPLORATORY / VISUAL ANALYSIS ........................................................ 19 Howard Grubb and Alice Robson CHAPTER 5 STATISTICAL METHODS FOR TESTING FOR CHANGE .......................... 49 Alice Robson, Andras Bardossy, David Jones and Zbigniew W. Kundzewicz PART II— SPECIAL TOPICS CHAPTER 6 DETECTING CHANGES IN EXTREMES ..................................................... 89 Alice Robson and Francis Chiew CHAPTER 7 TESTS FOR CHANGES IN FLOW REGIMES ............................................. 93 Hege Hisdal CHAPTER 8 SPATIAL / REGIONAL TRENDS ............................................................... 101 Harry F. Lins CHAPTER 9 TESTING FOR CHANGE IN VARIABILITY AND PERSISTENCE IN TIME SERIES ........................................................................................ 107 Geoffrey G.S. Pegram CHAPTER 10 SEGMENTATION ....................................................................................... 113 Pierre Hubert CHAPTER 11 CRITERIA FOR THE SELECTION OF STATIONS IN CLIMATE CHANGE DETECTION NETWORKS ................................... 121 Paul Pilon CHAPTER 12 PHASE RANDOMISATION FOR CHANGE DETECTION IN HYDROLOGICAL DATA ........................................................................ 133 Maciej Radziejewski, Andras Bardossy and Zbigniew W. Kundzewicz CHAPTER 13 SIMULTANEOUS ESTIMATION OF TRENDS IN MEAN AND VARIANCE ......................................................................... 141 Witold G. Strupczewski i APPENDIX I GUIDELINES: SOFTWARE ....................................................................... 147 Felix Portman APPENDIX 2 HYDROSPECT — SOFTWARE FOR DETECTING CHANGES IN HYDROLOGICAL DATA ........................................................................ 151 Maciej Radziejewski and Zbigniew W. Kundzewicz GLOSSARY ..................................................................................................................... 153 ii LIST OF PARTICIPANTS IN THE WALLINGFORD WORKSHOP, 2-4 December 1998 Mr A. Bardossy Institut für Wasserbau Lehrstuhl für Wasserbau und Wasserwirtschaft Universität Stuttgart D-70550 Stuttgart Germany Tel: (49 711) 685 47 52/47 53 Fax: (49 711) 685 46 81 Email: [email protected] Mr M. Bonell Division of Water Sciences UNESCO and IHP Secretariat 1 Rue Miollis 75700 Paris Cedex 15 France Tel: (33 1) 45 68 39 96 Fax: (33 1) 45 68 58 11 Email: [email protected] Mr F. Chiew Cooperative Research Centre for Catchment Hydrology Department of Civil and Environmental Engineering University of Melbourne Parkville Victoria 3052 Australia Tel: (61 3) 934 466 44 Fax: (61 3) 934 462 15 Email: [email protected] Mr H. Grubb Department of Statistics Reading University Whiteknights Road PO Box 240 Reading RG6 6FN United Kingdom Tel: (44 1 18) 931 65 73 Fax: (44 1 18) 975 31 69 Email: [email protected] iii Ms H. Hisdal Norwegian Water Resources and Energy Administration PO Box 5091, Majorstua 0301 Oslo Norway Tel: (47 22) 95 91 33 Fax: (47 22) 95 92 16 Email: [email protected] Mr P. Hubert Ecole des Mines de Paris 35 Rue St Honore 77305 Fountainebleau – Cedex France Tel: (33 1) 64 69 47 40 Fax: (33 1) 64 69 47 03 Email: [email protected] Mr D. Jones Institute of Hydrology Maclean Building Crowmarsh Gifford Wallingford Oxon, OX10 8BB United Kingdom Tel: (44 1 491) 83 88 00 Fax: (44 1 491) 69 24 24 Email: [email protected] Mr Z.W. Kundzewicz Research Centre of Agricultural and Forest Environment Polish Academy of Sciences Bukowska 19 60-809 Poznań Poland Tel: (48 618) 47 56 01 Fax: (48 618)47 36 68 Email: [email protected] Mr J. Kuylenstierna ERM Dynamo Sturegatan 46 100 41 Stockholm Sweden Tel: (46 8) 667 88 68 Fax: (46 8) 662 22 30 Email: [email protected] iv Mr H.F. Lins US Geological Survey 436 National Centre Reston, Va 22092 USA Tel: (1 703) 648 57 12 Fax: (1 703) 648 50 70 Email: [email protected] Mr D. Parker Meteorological Office Hadley Centre for Climate Prediction and Research London Road Bracknell Berks RG12 2SY United Kingdom Tel: (441 344) 85 66 49 Fax: (44 1 344) 85 48 98 Email: [email protected] Mr G. Pegram Civil Engineering University of Natal Durban 4041 South Africa Tel: (27 31) 260 30 57 Fax: (27 31) 260 14 11 Email: [email protected] Mr P. Pilon Environment Canada Atmospheric Environment Service 75 Farquhar Street Guelph Ontario N1H 3N4 Canada Tel: (1 519) 823 42 02 Fax: (1 519) 826 20 83 Email: [email protected] v Mr F. Portmann Global Runoff Data Centre (GRDC) Bundesanstalt für Gewässerkunde/Federal Institute of Hydrology Kaiserin-Augusta-Anlagen 15-17 D-56068 Koblenz Germany Tel: (49 261) 1306 52 18 Fax: (49 261) 1306 52 80 Email: [email protected] Ms A. Robson Institute of Hydrology Maclean Building Crowmarsh Gifford Wallingford Oxon OX1O 8BB United Kingdom Tel: (44 1 491) 83 88 00 Fax: (44 1 491) 69 24 24 Email: [email protected] [email protected] OTHER CONTRIBUTORS TO THE VOLUME: Mr M. Radziejewski Faculty of Mathematics and Computer Science Adam Mickiewicz University Poznañ Poland E-mail: [email protected] Mr W.G. Strupczewski Institute of Geophysics Polish Academy of Sciences Ks. Janusza 64 01-452 Warsaw Poland Tel: (48 22) 69 15 853 Fax: (48 22) 69 15 915 Email: [email protected] vi Participants in the International Workshop on Detecting Changes in Hydrological Data held in the Institute of Hydrology, Wallingford, UK from 2 to 4 December 1998. Front row, from left to right: Mr G. Pegram, Mr J. Kuylenstierna, Mr H. Lins, Ms H. Hisdal, Ms A. Robson, Mr D. Parker, Mr F. Chiew. Middle row, from left to right: Mr P. Hubert, Mr D. Jones, Mr M. Bonell, Mr P. Pilon. Back row, from left to right: Mr A. Bardossy, Mr H. Grubb, Mr Z.W. Kundzewicz, Mr F. Portnann.. vii 0 CHAPTER 1 SETTING THE SCENE Zbigniew W. Kundzewicz & Alice Robson Structure of this report This document is the result of an International Workshop on Detecting Changes in Hydrological Data that was held in Wallingford from 2 to 4 December 1998. The primary aim of this document is to serve as a handbook for practitioners and numerate scientists who need to undertake analyses of trend and other changes in hydrological data. The following chapters contain recommendations and general guidelines for the detection of change and should serve a broad audience. The document will also be useful to statisticians, but it is not aimed solely at them. Where appropriate, references are provided for those willing to undertake further, more detailed studies. This report begins with core material and then moves on to outline more advanced and specialist topics. The core material is presented in Chapters 1-5. The remainder of this introductory chapter sets the scene for studies of change in hydrological series. It is followed by an overview chapter that is particularly aimed at those who are relative newcomers to the topic of trend detection. Its function is to assist the reader in solving her or his particular problem. It introduces some of the most fundamental concepts and suggests how to approach the study of change. Data is the backbone of any attempt to detect trend in long time series and Chapter 3 discusses