Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian Noise

Abstract Stochastic methods have been typically used for the design and operations of hydraulic infrastructure. They allow decision makers to evaluate existing or new infrastructure under different possible scenarios, giving them the flexibility and tools needed in decision making. In this paper, we...

Full description

Saved in:
Bibliographic Details
Main Authors: Cristián Chadwick, Frederic Babonneau, Tito Homem‐de‐Mello, Agustín Letelier
Format: Article
Language:English
Published: Wiley 2024-02-01
Series:Water Resources Research
Subjects:
Online Access:https://doi.org/10.1029/2023WR035371
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1850211741791682560
author Cristián Chadwick
Frederic Babonneau
Tito Homem‐de‐Mello
Agustín Letelier
author_facet Cristián Chadwick
Frederic Babonneau
Tito Homem‐de‐Mello
Agustín Letelier
author_sort Cristián Chadwick
collection DOAJ
description Abstract Stochastic methods have been typically used for the design and operations of hydraulic infrastructure. They allow decision makers to evaluate existing or new infrastructure under different possible scenarios, giving them the flexibility and tools needed in decision making. In this paper, we present a novel stochastic streamflow simulation approach able to replicate both temporal and spatial dependencies from the original data in a multi‐site basin context. The proposed model is a multi‐site extension of the modified Fractional Gaussian Noise (mFGN) model which is well‐known to be efficient to maintain periodic correlation for several time lags, but presents shortcomings in preserving the spatial correlation. Our method, called Weighted‐mFGN (WmFGN), incorporates spatial dependency into streamflows simulated with mFGN by relying on the Cholesky decomposition of the spatial correlation matrix of the historical streamflow records. As the order in which the decomposition steps are performed (temporal then spatial, or vice‐versa) affects the performance in terms of preserving the temporal and spatial correlation, our method searches for an optimal convex combination of the resulting correlation matrices. The result is a Pareto‐curve that indicates the optimal weights of the convex combination depending on the importance given by the user to spatial and temporal correlations. The model is applied to a number of river basins in Chile, where the results show that the WmFGN approach maintains the qualities of the single‐site mFGN, while significantly improving spatial correlation.
format Article
id doaj-art-4a5ce06f67ae488180e1cb3eb3f1d0e8
institution OA Journals
issn 0043-1397
1944-7973
language English
publishDate 2024-02-01
publisher Wiley
record_format Article
series Water Resources Research
spelling doaj-art-4a5ce06f67ae488180e1cb3eb3f1d0e82025-08-20T02:09:29ZengWileyWater Resources Research0043-13971944-79732024-02-01602n/an/a10.1029/2023WR035371Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian NoiseCristián Chadwick0Frederic Babonneau1Tito Homem‐de‐Mello2Agustín Letelier3Faculty of Engineering and Sciences Universidad Adolfo Ibáñez Santiago ChileKedge Business School Talence FranceSchool of Business Universidad Adolfo Ibáñez Santiago ChileFaculty of Engineering and Sciences Universidad Adolfo Ibáñez Santiago ChileAbstract Stochastic methods have been typically used for the design and operations of hydraulic infrastructure. They allow decision makers to evaluate existing or new infrastructure under different possible scenarios, giving them the flexibility and tools needed in decision making. In this paper, we present a novel stochastic streamflow simulation approach able to replicate both temporal and spatial dependencies from the original data in a multi‐site basin context. The proposed model is a multi‐site extension of the modified Fractional Gaussian Noise (mFGN) model which is well‐known to be efficient to maintain periodic correlation for several time lags, but presents shortcomings in preserving the spatial correlation. Our method, called Weighted‐mFGN (WmFGN), incorporates spatial dependency into streamflows simulated with mFGN by relying on the Cholesky decomposition of the spatial correlation matrix of the historical streamflow records. As the order in which the decomposition steps are performed (temporal then spatial, or vice‐versa) affects the performance in terms of preserving the temporal and spatial correlation, our method searches for an optimal convex combination of the resulting correlation matrices. The result is a Pareto‐curve that indicates the optimal weights of the convex combination depending on the importance given by the user to spatial and temporal correlations. The model is applied to a number of river basins in Chile, where the results show that the WmFGN approach maintains the qualities of the single‐site mFGN, while significantly improving spatial correlation.https://doi.org/10.1029/2023WR035371stochastic hydrologyhydrologystreamflows
spellingShingle Cristián Chadwick
Frederic Babonneau
Tito Homem‐de‐Mello
Agustín Letelier
Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian Noise
Water Resources Research
stochastic hydrology
hydrology
streamflows
title Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian Noise
title_full Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian Noise
title_fullStr Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian Noise
title_full_unstemmed Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian Noise
title_short Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian Noise
title_sort synthetic simulation of spatially correlated streamflows weighted modified fractional gaussian noise
topic stochastic hydrology
hydrology
streamflows
url https://doi.org/10.1029/2023WR035371
work_keys_str_mv AT cristianchadwick syntheticsimulationofspatiallycorrelatedstreamflowsweightedmodifiedfractionalgaussiannoise
AT fredericbabonneau syntheticsimulationofspatiallycorrelatedstreamflowsweightedmodifiedfractionalgaussiannoise
AT titohomemdemello syntheticsimulationofspatiallycorrelatedstreamflowsweightedmodifiedfractionalgaussiannoise
AT agustinletelier syntheticsimulationofspatiallycorrelatedstreamflowsweightedmodifiedfractionalgaussiannoise