European Geosciences Union General Assembly Vienna ... › ... › 752 › 2 › documents ›...

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1. Abstract In statistical terms, the climatic uncertainty is the result of at least two factors, the climatic variability and the uncertainty of parameter estimation. Uncertainty is typically estimated using classical statistical methodologies that rely on a time independence hypothesis. However, climatic processes are not time independent but, as evidenced from accumulating observations from instrumental and paleoclimatic time series, exhibit long range dependence, also known as the Hurst phenomenon or scaling behaviour. A methodology comprising analytical and Monte Carlo techniques is developed to determine uncertainty limits for the nontrivial scaling case. It is shown that, under the scaling hypothesis, the uncertainty limits are much wider than in classical statistics. Also, due to time dependence, the uncertainty limits of future are influenced by the available observations of the past. The methodology is tested and verified using a long instrumental meteorological record, the mean annual temperature at Berlin. It is demonstrated that the developed methodology provides reasonable uncertainty estimates whereas classical statistical uncertainty bands are too narrow. Furthermore, the framework is applied with temperature, rainfall and runoff data from a catchment in Greece, for which data exist for about a century. The uncertainty limits are then compared to deterministic projections up to 2050, obtained for several scenarios from several climatic models combined with a hydrological model. Climatic model outputs for rainfall and the resulting runoff do not display significant future changes as the projected time series lie well within uncertainty limits assuming stable climatic conditions along with a scaling behaviour. 2. Rationale and main hypotheses • Climate is not constant but rather varying in time and expressed by the long term (e.g. 30 year) time average of a natural process, defined on a fine scale; • The evolution of climate is represented as a stochastic process; if X i denotes an atmospheric or land surface variable at the annual scale, then climate is represented by the moving average process, with a typical time window k = 30: X i (k) := (X i +…+ X i k +1 )/k • The distributional parameters of the process, marginal and dependence, are estimated from an available sample by statistical methods • The climatic uncertainty is the result of at least two factors, the climatic variability and the uncertainty of parameter estimation (sampling uncertainty) • A climatic process exhibits scaling behaviour, also known as long range dependence, multi scale fluctuation or the Hurst phenomenon (Koutsoyiannis, 2002, 2003, 2005); this has been verified both in long instrumental hydrometeorological (and other) series and proxy data • Because of the dependence, the uncertainty limits of the future are influenced by the available observations of the past • Future climate trends suggested by general circulation models (GCM) should be viewed in the framework of uncertainty bands estimated by statistics accounting for scaling behaviour 3. Test case and data sets • Boeoticos Kephisos River basin: a closed basin (i.e. without outlet to the sea), with an area of 1955.6 km 2 , mostly formed over a karstic subsurface; an important basin in Greece, part of the water supply system of Athens whose history, as regards hydraulic infrastructure and management, extends backward to at least 3500 years • Data availability extends for about 100 years (the longest data set in Greece) and modelling attempts with good performance have already been done on the hydrosystem (Rozos et al., 2004). • The relatively long records made possible the identification of the scaling behaviour of rainfall and runoff (Koutsoyiannis, 2003) Sample statistic Temperature ( o C) Rainfall (mm) Runoff (mm) Size, n 96 96 96 Mean, x (n) 0 17.0 658.4 197.6 Standard deviation, s 0.72 158.9 87.6 Variation, C v = s/m 0.04 0.24 0.44 Skewness, C s 0.34 0.44 0.36 Lag-1 autocorrelation, r 1 0.31 0.10 0.34 Hurst coefficient, H 0.72 0.64 0.79 Sample statistics of the three long time series of the case study on an annual basis Karditsa Aliartos M3 M1 M2 4. Observed behaviour in the test basin 15 16 17 18 19 20 Temperature ( o C) Annual Climatic 250 500 750 1000 1250 Rainfall (mm) Annual Climatic 0 100 200 300 400 1900 1920 1940 1960 1980 2000 Year Runoff (mm) Annual Climatic Plots of the annual time series and their 30 year climatic values of Aliartos temperature, Aliartos rainfall and Boeoticos Kephisos annual runoff at Karditsa (see locations in panel 3); notice that the climatic time series are not centred in time (see definition in panel 2) 5. Probabilistic quantification of hydroclimatic uncertainty Parameter (or sampling) uncertainty: The estimate of a climatic parameter (e.g. the mean annual rainfall at a certain location) has some uncertainty due to limited observation record x 0,n =[x 0 , …, x 1– n ] ; this is defined assuming that x 0,n is realization of a vector of identically distributed random variables X 0,n =[X 0 , …, X 1– n ] and determined in terms of confidence limits for confidence coefficient : P (L U)= where L and U are estimators (functions of X 0,n ) of the lower and upper limits with estimates l and u (functions of x 0,n ) Uncertainty due to variability: A climatic variable (e.g. the mean annual rainfall at a certain location for a 30 year period) in addition to parameter uncertainty, has also the uncertainty due to (natural) temporal variability; this is determined in terms of distribution quantiles for confidence coefficient : P{y b < X < y a }= • The quantiles y b and y a are parameters and entail parameter uncertainty determined as above Total uncertainty for confidence ( , ) Uncertainty due to variability for confidence Confidence limits of estimation of y for confidence y = F Y –1 (w) Distribution function, F Y (y) Climatic variable, y 1 b =(1– )/2 a =(1+ )/2 y a y b Confidence Parameter uncertainty for confidence u(y a ) l(y a ) l(y b ) u(y b ) Explanation sketch for the total uncertainty of a climatic variable 6. The scaling property (the Hurst phenomenon) • In classical statistics we have the fundamental law (k) = /k 1/2 where (k) := StD[X (k) ] is the standard deviation of the random variable X (k) at scale k and (1) is the standard deviation of each of X i • As shown in the figure, the historical time series follow not this law, but the generalized law (k) = /k 1– H where the constant H is known as the Hurst coefficient • The latter law: (a) defines the time scaling behaviour (or Hurst behaviour); (b) defines a stochastic process known as simple scaling stochastic (SSS) process (or stationary increment of a self similar process) Slope: H-1 = -0.28 Slope: -0.5 -0.6 -0.5 -0.4 -0.3 -0.2 -0.1 0 0.2 0.4 0.6 0.8 1 Log k Log StD[ X i (k ) ] Empirical Classical SSS H-1= -0.36 Slope : Slope: -0.5 1.8 1.9 2 2.1 2.2 2.3 0 0.2 0.4 0.6 0.8 1 Log k Log StD[ X i (k ) ] Slope: H-1 = -0.21 Slope: -0.5 1.6 1.7 1.8 1.9 2 0 0.2 0.4 0.6 0.8 1 Log k Log StD[ X i (k ) ] Slope: -0.5 1.5 1.6 1.7 1.8 1.9 0 0.2 0.4 0.6 0.8 1 Log k Log StD[ X i (k ) ] Aliartos temperature ( o C) Boeoticos Kephisos runoff (mm) Synthetic runoff assuming independence (mm) Aliartos rainfall (mm) 1 10 100 1000 10000 100000 0 2 4 6 8 10 Scale, k Return period (years) Minimum, classical Maximum, classical Minimum, SSS Maximum, SSS Emprirically expected 7. The importance of the scaling behaviour in typical hydrological tasks • In the observed 96 year flow record of Boeoticos Kephisos, there are multi year periods of high flows and low flows (persistent droughts, such as a recent drought that lasted 7 years); this is observed in flow records of other rivers as well • If such behaviour is modelled with classical statistics, return periods of 10 3 10 5 years are obtained, whereas for the given record length we would expect return periods of the order of 10 2 years • In contrast, SSS statistics (Koutsoyiannis, 2003) give reasonable results (close to expectation) Return periods of the minimum and maximum of the average, over scale k = 1 to 10 years, runoff of Boeoticos Kephisos from the 96 year runoff record; the return periods were calculated assuming that the distribution is normal for all scales and that the standard deviation over scale k is given by the classical and SSS laws (panel 6), respectively 8. Unconditional uncertainty for the SSS case For confidence coefficient , the distribution quantiles of X i (k) defining the uncertainty due to variability are y b (k) and y a (k) where b = (1 – )/2, a = (1 + )/2; for the SSS case assuming normal distribution, these are given as where b is the b quantile of the standard normal distribution; a similar expression is obtained for y a (k) The parameter uncertainty is due to uncertainty in the estimation of , and H Assuming that the true values of and H are known without uncertainty (the former being equal to the sample estimate s of standard deviation), the following semi analytical expressions have been derived for the upper and lower a confidence limits u(y b (k) ) and l(y b (k) ) of y b (k) for the SSS case (Koutsoyiannis, 2003): It can be verified that if H = 0.5 (independence case), these switch to known expressions in classical statistics; as H grows away from 0.5 the differences from the classical statistics increase drastically In the more realistic case that all , and H are unknown and estimated from the sample, the confidence limits can be estimated numerically by Monte Carlo simulation b = 1 n 1 – H 1 + (n, H) 2 n 2H – 1 b k 1 – H 2 , (n, H) = (0.1 n + 0.8) 0.088(4H 2 – 1) 2 u(y (k) b ), l(y (k) b ) = x (n) 0 + b s / k 1 – H (1 + )/2 b s y (k) b = µ + b / k 1 – H 0 100 200 300 400 500 -3 -2 -1 0 1 2 3 Reduced normal variate Distribution quantile (mm) PE/classic MCCL/classic PE/SSS MCCL/SSS 1 MCCL/SSS 2 0.99 0.95 0.8 0.5 0.2 0.05 0.01 0 100 200 300 400 500 Distribution quantile (mm) PE MCCL/classic MCCL/SSS 1 MCCL/SSS 2 Probability of nonexceedence Runoff, climatic Runoff, annual 9. Demonstration of differences: classical vs. SSS case Explanation Climatic values are for 30 years PE: point estimate MCCL/classic: Monte Carlo confidence limits assuming independence as in classical statistics MCPL/SSS 1: Monte Carlo confidence limits assuming scaling and known H MCPL/SSS 2: Monte Carlo confidence limits assuming scaling and unknown H 0.99 0.95 0.8 0.5 0.2 0.05 0.01 0 200 400 600 800 1000 -3 -2 -1 0 1 2 3 Reduced normal variate Distribution quantile (mm) PE/classic MCCL/classic PE/SSS MCCL/SSS 1 MCCL/SSS 2 Probability of nonexceedence 0 200 400 600 800 1000 -3 -2 -1 0 1 2 3 Reduced normal variate Distribution quantile (mm) PE/classic MCCL/classic PE/SSS MCCL/SSS 1 MCCL/SSS 2 Rainfall, climatic Runoff, climatic (same scale as in rainfall) 10. Conditional uncertainty (for the observed past) • For observed past (X 0,n = x 0,n ), the parameters whose conditional confidence limits are sought are the distribution quantiles and that is given by a similar expression, where • The final equations for calculating the relevant quantities, derived in Koutsoyiannis et al. (2007) are where i,n (H) is a function of the lag i, the sample size n and the Hurst coefficient H, whereas i (H) is a function of the lag i and the Hurst coefficient H; both are defined in Koutsoyiannis et al. (2007) and demonstrated in panel 11 y (k) b,i = E[X (k) i |x0,n]+ b StD[X (k) i |x0,n] E[X (k) i |x0,n]= i k i,n(H)+ 1– i k i k,n(H) + i k [1 – i,n(H)]+ 1– i k [1– i k,n(H)] x (n) 0 , i k X (k) i |x0,n = i k X (i) i |x0,n + 1– i k X (i k) i k |x0,n, i k X (k) i |x0,n = i k X (i) i |x0,n + 1– i k x (k i) 0 , i k y (k) a,i E[X (k) i |x0,n]= i k i,n(H) + i k [1 – i,n(H)] x (n) 0 + 1– i k x (k i) 0 , i k StD[X (k) i |x0,n]= k H –1 i/k(H), i k StD[X (k) i |x0,n]= i H k 1(H), i k 11. Demonstration of quantities involved in the estimation of conditional climatic confidence limits 1 2 4 8 16 32 64 128 256 512 Lag, i 0 0.2 0.4 0.6 0.8 1 0.5 0.6 0.7 0.8 0.9 1 H i ,100 (H ) 0 0.2 0.4 0.6 0.8 1 0.5 0.6 0.7 0.8 0.9 1 H i (H ) The function i,n (H) was evaluated for sample size n = 100 (rounding off 96, which is the historical sample size) Both i,100 (H) and i (H) were evaluated numerically for different values of i and H and then approximate analytical expressions were established, which are i,100 (H) = 1 – (2H – 1) c 1 [1 – c 2 (1 – H)]), c 1 = 0.75 + 0.1 ln i, c 2 = 2 – 3.3 exp[–(0.18 ln i) 3.7 ] i (H) = 1 – (2H – 1) 2 + ln i [1 – (2 – 1.28 / i 0.25 ) (1 – H)] 12. Variation of conditional statistics with lead time • In the calculation of the conditional mean, three terms are involved (panel 10) – Term 1 = coefficient of the true mean µ: it is an increasing function of the lead time i – Term 2 = coefficient of the sample mean x 0 (n) : it is an increasing function of the lead time i up to i = k = 30 and then becomes a decreasing function – Term 3 = the last (constant) term in the second equation in panel 10: it is a decreasing function of i and vanishes off at i = k = 30 • Even for lead time as high as 100, the influence of the known sample average is significant and the influence of the unknown true mean is smaller than 60%; this has an attenuating effect to the width of the confidence band • The conditional standard deviation increases quickly with lead time, reaching 85% at i = k = 30; then it increases slowly and becomes 93% at a lead time 100 0 0.2 0.4 0.6 0.8 1 0 20 40 60 80 100 Year Ratio of conditional to unconditional statistics Conditional mean, influence of true mean Conditional mean, influence of sample mean Conditional mean, constant term Conditional standard deviation Ratios of conditional mean (each of its three additive components) and standard deviation to the unconditional quantities; the true parameters were assumed equal to their sample estimates 13. Method validation using a longer data set • Validation of the proposed method is done against the potential arguments that: (a) the 20 th century data used in this study are already affected by anthropogenic influences, (b) the natural variability would be less than observed in the 20 th century, and (c) as a consequence, the uncertainty limits estimated by the proposed method are artificial (not representing the natural variability) and too wide • To put light to these arguments, a longer data set, not related to the case study, was used: the mean annual temperature record of Berlin/Tempelhof, one of the longest instrumental meteorological records going back to 1701 (with missing data before 1756) 7 8 9 10 11 12 1730 1760 1790 1820 1850 1880 1910 1940 1970 2000 Year Temperature ( o C) Historical, period with complete data Historical, period with missing data Sample mean Point hindcast MCCL, SSS, unconditional MCCL, SSS, conditional MCCL, classic, unconditional MCCL, classic, conditional • The data of the period 1908 2003 (as in the Boeoticos Kephisos case) were used to estimate the parameters of the scaling model (H = 0.78) and then climatic hindcasts were calculated in terms of conditional point estimates and confidence bands (for = = 95% and climatic time scale of 30 years) • This was done for both the scaling and the classical statistical model; the non used part of the series was compared with the confidence limits 14. Case study: Resulting conditional SSS confidence limits and comparison to classical statistical estimates 15.0 16.0 17.0 18.0 19.0 Temperature ( o C) Historical Sample mean Point forecast MCCL, SSS, unconditional MCCL, SSS, conditional MCCL, classic, unconditional MCCL, classic, conditional 400 500 600 700 800 900 Rainfall (mm) 0 100 200 300 400 1930 1960 1990 2020 2050 Year Runoff (mm) Temperature at Aliartos Rainfall at Aliartos Runoff of Boeoticos Kephisos Historical climate and (conditional) point estimates and confidence limits of future climate (for = = 95% and climatic time scale of 30 years) Comparison shows that SSS confidence bands are 2.5 3 times wider than the classical statistical bands 15. Scenario based analysis of uncertainty: IPCC scenarios, models and data sets IPCC scenarios for future climatic projections by GCM – SRES A2: high population growth (15.1 billion in 2100), high energy and carbon intensity, and correspondingly high CO 2 emissions (concentration 834 cm 3 /m 3 in 2100) – SRES B2: lower population (10.4 billion in 2100), energy system predominantly hydrocarbon based but with reduction in carbon intensity (CO 2 concentration 601 cm 3 /m 3 in 2100) – IS92a (older): in between the above two (population 11.3 and CO 2 concentration 708 cm 3 /m 3 in 2100) GCM coupled atmosphere ocean global models – ECHAM4/OPYC3: developed in co operation between the Max Planck Institute for Meteorology and Deutsches Klimarechenzentrum in Hamburg, Germany; mean resolution 2.81 o both in latitude and longitude (a total of 64 latitudes × 128 longitudes) [M1 in panel 3] – CGCM2: developed at the Canadian Centre for Climate Modeling and Analysis; resolution 3.75 o both in latitude and longitude (a total of 48 latitudes × 96 longitudes) [M2 in panel 3] – HADCM3: developed at the Hadley Centre for Climate Prediction and Research; resolution 2.5 o in latitude and 3.75 o in longitude (a total of 73 latitudes × 96 longitudes) [M3 in panel 3] GCM outputs (from http://ipcc ddc.cru.uea.ac.uk/ddc_gcmdata.html) – MP01GG01: output of ECHAM4/OPYC3 with historical inputs for 1860 1989 and inputs from IS92a beyond 1990 – MP01GS01: same as in 1 but also considering the sulphate concentration – CCCma_A2: output of CGCM2 with historical inputs for 1900 1989 and inputs from scenario A2 beyond 1990 – CCCma_B2: same as in 3 but for scenario B2 beyond 1990 – HADCM3_A2: output of CGCM2 with historical inputs for 1950 1989 and inputs from scenario A2 beyond 1990 – HADCM3_ B2: same as in 5 but for scenario B2 beyond 1990 16. Comparison of GCM outputs with historical data 0 5 10 15 20 25 30 Monthly average ( o C) Historic MP01GG01 MP01GS01 CCCma_A2 & B2 HADCM3_A2 & B2 0 0.5 1 1.5 2 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Monthly standard deviation ( o C) 0 20 40 60 80 100 120 Monthly average (mm) Historic MP01GG01 MP01GS01 CCCma_A2 & B2 HADCM3_A2 & B2 0 10 20 30 40 50 60 70 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Monthly standard deviation (mm) Temperature; period 1960 89 Rainfall; period 1960 89 Remarks: Positive bias in temperature and negative bias in the rainfall; underdispersion both in temperature and rainfall, on sub annual, annual and over annual scales Rectification (except for over annual scale): Rescaling of GCM output time series on monthly basis so as to match historical means and standard deviations of period 1960 89 17. Generation of runoff from GCM outputs The hydrological response that is used in this climatic study is runoff but, in order to estimate it, the entire water cycle had to be simulated Given the great extend of karst, both surface and ground water processes had to be modelled simultaneously Given that the basin is not in natural condition, the model had to take into account both natural processes and anthropogenic influences on the catchment All these requirements were handled with an advanced hydrological modelling scheme, called Hydrogeios (Efstratiadis et al., 2005) As shown in the diagram, the model performance in comparison to historical data is excellent, even though its calibration was done on a very small (6 year) period with detailed data (Efstratiadis, 2006) 0 10 20 30 40 50 60 70 80 90 100 Oct-07 Oct-10 Oct-13 Oct-16 Oct-19 Oct-22 Oct-25 Oct-28 Oct-31 Oct-34 Oct-37 Oct-40 Oct-43 Oct-46 Oct-49 Oct-52 Oct-55 Oct-58 Oct-61 Oct-64 Oct-67 Oct-70 Oct-73 Oct-76 Oct-79 Oct-82 Oct-85 Oct-88 Oct-91 Oct-94 Oct-97 Oct-00 Mean discharge (m 3 /s) Observed Simulated Calibration period 18. Comparison of GCM projections with climatic confidence limits • All GCM projections agree that sooner or later the temperature will depart from the natural uncertainty limits • In contrast, GCM rainfall and the resulting runoff fall within the SSS uncertainty limits for the whole examined period up to 2049; this means that traces such as the ones projected by the GCM can be readily obtained by stochastic simulation assuming stationarity • This more or less harmonizes with some earlier studies (e.g. a comprehensive climatic study for United States by Georgakakos and Smith, 2001) • The proposed stochastic method suggests that the uncertainty of runoff, even assuming natural variability, is in fact much larger than projected by GCM 15 16 17 18 19 20 21 22 Temperature ( o C) 400 500 600 700 800 900 1000 Rainfall (mm) 0 100 200 300 400 1930 1960 1990 2020 2050 Year Runoff (mm) MP01GG01 MP01GS01 CCCma_A2 CCCma_B2 HADCM3_A2 HADCM3_B2 Historic 1 Historic 2 Point forecast MCCL/SSS MCCL/classic 19. Conclusions Classical statistics, applied to climatology and hydrology, describes only a portion of natural uncertainty and underestimates seriously the risk if long range dependence is present Simple scaling stochastic (SSS) processes offer a sound basis to adapt hydro climatic statistics so as to capture interannual variability The uncertainty bands obtained from the SSS framework are significantly wider (about 3 times) than those obtained by classical statistics The detailed case study involving three important hydrometeorological processes (temperature, rainfall and runoff) in a catchment in Greece and elsewhere (mean annual temperature at Berlin) provides evidence that the SSS, rather than the classical, uncertainty bands are compatible to reality To capture anthropogenic climate changes, climatic model outputs should be incorporated in an uncertainty analysis and it can be anticipated that future uncertainty is even greater than produced by the SSS framework However, for the known past, GCM do not capture climatic variability, i.e. they result in monthly, annual and over annual variability that is too weak; obviously, this raises questions for their performance in predicting future climate variability Even for the future, GCM predict too small changes in hydroclimatic conditions (except for temperature that is predicted to increase significantly) in comparison to SSS uncertainty bands under a stationarity assumption Thus, it can be recommended that SSS uncertainty bands offer a safer and more reasonable basis for planning and management in comparison to GCM projections and classical statistics 20. References Efstratiadis, A. (2006), Strategies and algorithms for multicriteria calibration of complex hydrological models, Presentation of research activities of the Department of Water Rssources, Department of Water Resources, Hydraulic and Maritime Engineering National Technical University of Athens, Athens Efstratiadis, A., E. Rozos, A. Koukouvinos, I. Nalbantis, G. Karavokiros, and D. Koutsoyiannis (2005), An integrated model for conjunctive simulation of hydrological processes and water resources management in river basins, 2nd General Assembly of the European Geosciences Union, Geophysical Research Abstracts, Vol. 7, Vienna, 03560, European Geosciences Union Georgakakos, K.P. and D.E. Smith (2001), Soil moisture tendencies into the next century for the conterminous United States, Journal of Geophysical Research Atmosphere, 106(D21), 27367 27382 Koutsoyiannis, D. (2002), The Hurst phenomenon and fractional Gaussian noise made easy, Hydrological Sciences Journal, 47(4), 573 595 Koutsoyiannis, D. (2003), Climate change, the Hurst phenomenon, and hydrological statistics, Hydrological Sciences Journal, 48(1), 3 24 Koutsoyiannis, D. (2005), Uncertainty, entropy, scaling and hydrological stochastics, 2, Time dependence of hydrological processes and time scaling, Hydrological Sciences Journal, 50(3), 405 426 Koutsoyiannis D., A. Efstratiadis and K. P. Georgakakos (2007), Uncertainty assessment of future hydroclimatic predictions: A comparison of probabilistic and scenario based approaches, Journal of Hydrometeorology (in press) Rozos, E., A. Efstratiadis, I. Nalbantis, and D. Koutsoyiannis (2004), Calibration of a semi distributed model for conjunctive simulation of surface and groundwater flows, Hydrological Sciences Journal, 49(5), 819 842 European Geosciences Union General Assembly 2007, Vienna, Austria, 15 20 April 2007 Session NP4.02 Statistical analysis of paleoclimate time series A stochastic methodological framework for uncertainty assessment of hydroclimatic predictions D. Koutsoyiannis and Andreas Efstratiadis, Department of Water Resources, National Technical University of Athens, Greece Konstantine P. Georgakakos, Hydrologic Research Center, San Diego, CA., USA

Transcript of European Geosciences Union General Assembly Vienna ... › ... › 752 › 2 › documents ›...

Page 1: European Geosciences Union General Assembly Vienna ... › ... › 752 › 2 › documents › 2007EGUHydroclU… · infrastructure 1and 1management, 1extends 1 backward 1to 1at 1least

1. AbstractIn statistical terms, the climatic uncertainty is the result of at least two factors, theclimatic variability and the uncertainty of parameter estimation. Uncertainty istypically estimated using classical statistical methodologies that rely on a timeindependence hypothesis. However, climatic processes are not time independent but,as evidenced from accumulating observations from instrumental and paleoclimatictime series, exhibit long range dependence, also known as the Hurst phenomenon orscaling behaviour. A methodology comprising analytical and Monte Carlo techniquesis developed to determine uncertainty limits for the nontrivial scaling case. It isshown that, under the scaling hypothesis, the uncertainty limits are much wider thanin classical statistics. Also, due to time dependence, the uncertainty limits of futureare influenced by the available observations of the past. The methodology is testedand verified using a long instrumental meteorological record, the mean annualtemperature at Berlin. It is demonstrated that the developed methodology providesreasonable uncertainty estimates whereas classical statistical uncertainty bands aretoo narrow. Furthermore, the framework is applied with temperature, rainfall andrunoff data from a catchment in Greece, for which data exist for about a century. Theuncertainty limits are then compared to deterministic projections up to 2050, obtainedfor several scenarios from several climatic models combined with a hydrologicalmodel. Climatic model outputs for rainfall and the resulting runoff do not displaysignificant future changes as the projected time series lie well within uncertaintylimits assuming stable climatic conditions along with a scaling behaviour.

2. Rationale and main hypotheses• Climate is not constant but rather varying in time and expressed by the long term

(e.g. 30 year) time average of a natural process, defined on a fine scale;• The evolution of climate is represented as a stochastic process; if Xi denotes an

atmospheric or land surface variable at the annual scale, then climate isrepresented by the moving average process, with a typical time window k = 30:

Xi(k) := (Xi + … + Xi – k +1)/k• The distributional parameters of the process, marginal and dependence, are

estimated from an available sample by statistical methods• The climatic uncertainty is the result of at least two factors, the climatic variability

and the uncertainty of parameter estimation (sampling uncertainty)• A climatic process exhibits scaling behaviour, also known as long range

dependence, multi scale fluctuation or the Hurst phenomenon (Koutsoyiannis,2002, 2003, 2005); this has been verified both in long instrumentalhydrometeorological (and other) series and proxy data

• Because of the dependence, the uncertainty limits of the future are influenced bythe available observations of the past

• Future climate trends suggested by general circulation models (GCM) should beviewed in the framework of uncertainty bands estimated by statistics accountingfor scaling behaviour

3. Test case and data sets• Boeoticos Kephisos River basin: a closed

basin (i.e. without outlet to the sea), with anarea of 1955.6 km2, mostly formed over akarstic subsurface; an important basin inGreece, part of the water supply system ofAthens whose history, as regards hydraulicinfrastructure and management, extendsbackward to at least 3500 years

• Data availability extends for about 100 years(the longest data set in Greece) andmodelling attempts with good performancehave already been done on the hydrosystem(Rozos et al., 2004).

• The relatively long records made possiblethe identification of the scalingbehaviour of rainfall andrunoff (Koutsoyiannis,2003)

Sample statistic Temperature (oC) Rainfall (mm) Runoff (mm) Size, n 96 96 96 Mean, x(n)

0 17.0 658.4 197.6 Standard deviation, s 0.72 158.9 87.6 Variation, Cv= s/m 0.04 0.24 0.44 Skewness, Cs 0.34 0.44 0.36 Lag-1 autocorrelation, r1 0.31 0.10 0.34 Hurst coefficient, H 0.72 0.64 0.79

Sample statistics of thethree long time series ofthe case study on anannual basis

Karditsa

Aliartos

M3M1M2

4. Observed behaviour in the test basin

15

16

17

18

19

20

1900 1920 1940 1960 1980 2000Year

Tem

pera

ture

(o C)

Annual Climatic

250

500

750

1000

1250

1900 1920 1940 1960 1980 2000Year

Rai

nfal

l (m

m) Annual Climatic

0

100

200

300

400

1900 1920 1940 1960 1980 2000Year

Run

off (

mm

)

Annual Climatic

Plots of the annualtime series and their30 year climaticvalues of Aliartostemperature,Aliartos rainfall andBoeoticos Kephisosannual runoff atKarditsa (seelocations in panel3); notice that theclimatic time seriesare not centred intime (see definitionin panel 2)

5. Probabilistic quantification of hydroclimatic uncertainty• Parameter (or sampling) uncertainty: The

estimate of a climatic parameter (e.g. themean annual rainfall at a certain location)has some uncertainty due to limitedobservation record x0,n = [x0, …, x1 – n] ; thisis defined assuming that x0,n is realizationof a vector of identically distributedrandom variables X0,n = [X0, …, X1 – n] anddetermined in terms of confidence limitsfor confidence coefficient :

P (L U) =where L and U are estimators (functions ofX0,n) of the lower and upper limits withestimates l and u (functions of x0,n)

• Uncertainty due to variability: A climaticvariable (e.g. the mean annual rainfallat a certain location for a 30 year period)in addition to parameter uncertainty,has also the uncertainty due to (natural)temporal variability; this is determinedin terms of distribution quantiles forconfidence coefficient :

P{yb < X < ya} =• The quantiles yb and ya are parameters and

entail parameter uncertainty determined asabove

Tota

l unc

erta

inty

fo

r co

nfid

ence

(,

)

Unc

erta

inty

due

to

var

iabi

lity

for

conf

iden

ce

Confidence limits of estimation of yfor confidence

y = FY–1(w)

Distribution function, FY (y)

Clim

atic

va

riabl

e, y

1

b = (1– )/2 a = (1+ )/2

ya

yb

Confidence

Parameteruncertainty for confidence

u(ya)

l(ya)

l(yb)

u(yb)

Explanation sketch forthe total uncertainty ofa climatic variable

6. The scaling property (the Hurst phenomenon)• In classical statistics we have the

fundamental law(k) = /k1/2

where (k) := StD[X(k)] is thestandard deviation of the randomvariable X(k) at scale k and (1)

is the standard deviation of eachof Xi

• As shown in the figure, thehistorical time series follow notthis law, but the generalized law

(k) = /k1 – Hwhere the constant H is known asthe Hurst coefficient

• The latter law:(a) defines the time scaling

behaviour (or Hurstbehaviour);

(b) defines a stochastic processknown as simple scalingstochastic (SSS) process (orstationary increment of aself similar process)

Slope:H-1= -0.28

Slope: -0.5

-0.6

-0.5

-0.4

-0.3

-0.2

-0.1

0 0.2 0.4 0.6 0.8 1Log k

Log

StD

[ Xi(k

) ]

EmpiricalClassicalSSS

H-1= -0.36

Slope:

Slope: -0.5

1.8

1.9

2

2.1

2.2

2.3

0 0.2 0.4 0.6 0.8 1Log k

Log

StD

[ Xi(k

) ]

Slope:H-1= -0.21

Slope: -0.5

1.6

1.7

1.8

1.9

2

0 0.2 0.4 0.6 0.8 1Log k

Log

StD

[ Xi(k

) ]

Slope: -0.5

1.5

1.6

1.7

1.8

1.9

0 0.2 0.4 0.6 0.8 1Log k

Log

StD

[ Xi(k

) ]

Aliartostemperature

(oC)

Boeoticos Kephisosrunoff (mm)

Synthetic runoffassuming

independence(mm)

Aliartosrainfall (mm)

1

10

100

1000

10000

100000

0 2 4 6 8 10Scale, k

Ret

urn

perio

d (y

ears

)

Minimum, classicalMaximum, classicalMinimum, SSSMaximum, SSSEmprirically expected

7. The importance of the scaling behaviour in typicalhydrological tasks

• In the observed 96 year flow record of Boeoticos Kephisos, there are multi yearperiods of high flows and low flows (persistent droughts, such as a recent droughtthat lasted 7 years); this is observed in flow records of other rivers as well

• If such behaviour is modelled withclassical statistics, return periods of103 105 years are obtained, whereas forthe given record length we would expectreturn periods of the order of 102 years

• In contrast, SSS statistics (Koutsoyiannis,2003) give reasonable results(close to expectation)

Return periods of the minimum andmaximum of the average, over scale k = 1 to10 years, runoff of Boeoticos Kephisos fromthe 96 year runoff record; the returnperiods were calculated assuming that thedistribution is normal for all scales and thatthe standard deviation over scale k is givenby the classical and SSS laws (panel 6),respectively

8. Unconditional uncertainty for the SSS case• For confidence coefficient , the distribution quantiles of Xi(k) defining the uncertainty

due to variability are yb(k) and ya(k) where b = (1 – )/2, a = (1 + )/2; for the SSS caseassuming normal distribution, these are given as

where b is the b quantile of the standard normal distribution; a similar expression isobtained for ya(k)

• The parameter uncertainty is due to uncertainty in the estimation of , and H• Assuming that the true values of and H are known without uncertainty (the former

being equal to the sample estimate s of standard deviation), the following semianalytical expressions have been derived for the upper and lower a confidence limitsu(yb(k)) and l(yb(k)) of yb(k) for the SSS case (Koutsoyiannis, 2003):

• It can be verified that if H = 0.5 (independence case), these switch to knownexpressions in classical statistics; as H grows away from 0.5 the differences from theclassical statistics increase drastically

• In the more realistic case that all , and H are unknown and estimated from thesample, the confidence limits can be estimated numerically by Monte Carlo simulation

b = 1

n1 – H 1 + (n, H)

2 n 2H – 1b

k 1 – H

2

, (n, H) = (0.1 n + 0.8)0.088(4H 2 – 1)2

u(y(k)b ), l(y(k)

b ) = x(n)0 + b s / k1 – H

(1 + )/2 b s

y(k)b = µ + b / k1 – H

0

100

200

300

400

500

-3 -2 -1 0 1 2 3Reduced normal variate

Dis

tribu

tion

quan

tile (m

m) PE/classic

MCCL/classicPE/SSSMCCL/SSS 1MCCL/SSS 2

0.990.950.80.50.20.050.01

0

100

200

300

400

500

Dis

tribu

tion

quan

tile

(mm

)

PEMCCL/classicMCCL/SSS 1MCCL/SSS 2

Probability of nonexceedence

Runoff,climatic

Runoff,annual

9. Demonstration of differences: classical vs. SSS caseExplanationClimatic valuesare for 30 yearsPE: pointestimateMCCL/classic:Monte Carloconfidencelimits assumingindependenceas in classicalstatisticsMCPL/SSS 1:Monte Carloconfidencelimits assumingscaling andknown HMCPL/SSS 2:Monte Carloconfidencelimits assumingscaling andunknown H

0.990.950.80.50.20.050.01

0

200

400

600

800

1000

-3 -2 -1 0 1 2 3Reduced normal variate

Dis

tribu

tion

quan

tile (m

m)

PE/classicMCCL/classicPE/SSSMCCL/SSS 1MCCL/SSS 2

Probability of nonexceedence

0

200

400

600

800

1000

-3 -2 -1 0 1 2 3Reduced normal variate

Dis

tribu

tion

quan

tile

(mm

) PE/classicMCCL/classicPE/SSSMCCL/SSS 1MCCL/SSS 2

Rainfall,climatic

Runoff,climatic(same scale asin rainfall)

10. Conditional uncertainty (for the observed past)• For observed past (X0,n = x0,n), the parameters whose conditional confidence limits are

sought are the distribution quantiles

and that is given by a similar expression, where

• The final equations for calculating the relevant quantities, derived in Koutsoyiannis etal. (2007) are

where i,n(H) is a function of the lag i, the sample size n and the Hurst coefficient H,whereas i(H) is a function of the lag i and the Hurst coefficient H; both are defined inKoutsoyiannis et al. (2007) and demonstrated in panel 11

y(k)

b,i = E[X(k)

i |x0,n] + b StD[X(k)

i |x0,n]

E[X(k)

i |x0,n]=ik i,n(H) + 1 –

ik i–k,n(H) +

ik [1– i,n(H)] + 1 –

ik [1– i–k,n(H)] x

(n)

0 , i k

X(k)

i |x0,n =ik X

(i)

i |x0,n + 1 –ik X

(i – k)

i – k |x0,n, i k

X(k)

i |x0,n =ik X

(i)

i |x0,n + 1 –ik x

(k – i)

0 , i k

y(k)

a,i

E[X(k)

i |x0,n] =ik i,n(H) +

ik [1– i,n(H)]x

(n)

0 + 1 –ik x

(k – i)

0 , i k

StD[X(k)

i |x0,n] = k H – 1 i/k(H), i k StD[X(k)

i |x0,n] =iHk 1(H), i k

11. Demonstration of quantities involved in theestimation of conditional climatic confidence limits

1 2 4 8 16 32 64 128 256 512

Lag, i

0

0.2

0.4

0.6

0.8

1

0.5 0.6 0.7 0.8 0.9 1

H

i,10

0 (H

)

0

0.2

0.4

0.6

0.8

1

0.5 0.6 0.7 0.8 0.9 1

H

i(H

)

• The function i,n(H) was evaluated for sample size n = 100 (rounding off 96, which isthe historical sample size)

• Both i,100(H) and i(H) were evaluated numerically for different values of i and Hand then approximate analytical expressions were established, which are

i,100(H) = 1 – (2H – 1)c1 [1 – c2 (1 – H)]), c1 = 0.75 + 0.1 ln i, c2 = 2 – 3.3 exp[–(0.18 ln i)3.7]

i(H) = 1 – (2H – 1)2 + ln i [1 – (2 – 1.28 / i 0.25) (1 – H)]

12. Variation of conditional statistics with lead time• In the calculation of the conditional mean, three terms are involved (panel 10)

– Term 1 = coefficient of the true mean µ: it is an increasing function of the lead time i– Term 2 = coefficient of the sample mean x0(n): it is an increasing function of the leadtime i up to i = k = 30 and then becomes a decreasing function

– Term 3 = the last (constant) term in the second equation in panel 10: it is adecreasing function of i and vanishes off at i = k = 30

• Even for lead time as high as 100, the influence of the known sample average issignificant and the influence of the unknown true mean is smaller than 60%; this has anattenuating effect to the width of the confidence band

• The conditional standarddeviation increases quicklywith lead time, reaching 85%at i = k = 30; then it increasesslowly and becomes 93%at a lead time 100

0

0.2

0.4

0.6

0.8

1

0 20 40 60 80 100Year

Rat

io o

f con

ditio

nal t

o un

cond

ition

al s

tatis

tics

Conditional mean, influence of true meanConditional mean, influence of sample meanConditional mean, constant termConditional standard deviation

Ratios of conditional mean(each of its three additivecomponents) and standarddeviation to theunconditional quantities; thetrue parameters wereassumed equal to theirsample estimates

13. Method validation using a longer data set• Validation of the proposed method is done against the potential arguments that:

(a) the 20th century data used in this study are already affected by anthropogenicinfluences,

(b) the natural variability would be less than observed in the 20th century, and(c) as a consequence, the uncertainty limits estimated by the proposed method are

artificial (not representing the natural variability) and too wide• To put light to these arguments, a longer data set, not related to the case study, was

used: the mean annual temperature record of Berlin/Tempelhof, one of the longestinstrumental meteorological records going back to 1701 (with missing data before 1756)

7

8

9

10

11

12

1730 1760 1790 1820 1850 1880 1910 1940 1970 2000Year

Tem

pera

ture

( oC

)

Historical, period with complete data Historical, period with missing dataSample mean Point hindcastMCCL, SSS, unconditional MCCL, SSS, conditionalMCCL, classic, unconditional MCCL, classic, conditional

• The data of the period 1908 2003 (asin the Boeoticos Kephisos case)were used to estimate theparameters of the scaling model (H= 0.78) and then climatic hindcastswere calculated in terms ofconditional point estimates andconfidence bands (for = = 95%and climatic time scale of 30 years)

• This was done for both the scalingand the classical statistical model;the non used part of the series wascompared with the confidencelimits

14. Case study:Resulting conditionalSSS confidence limitsand comparison toclassical statisticalestimates

15.0

16.0

17.0

18.0

19.0

Tem

pera

ture

( oC

)

Historical Sample meanPoint forecast MCCL, SSS, unconditionalMCCL, SSS, conditional MCCL, classic, unconditionalMCCL, classic, conditional

400

500

600

700

800

900

Rai

nfal

l (m

m)

0

100

200

300

400

1930 1960 1990 2020 2050Year

Run

off (

mm

)

Temperature at Aliartos

Rainfall at Aliartos

Runoff of Boeoticos Kephisos

Historical climate and(conditional) point estimatesand confidence limits offuture climate (for = =95% and climatic time scaleof 30 years)

Comparison shows that SSSconfidence bands are 2.5 3 timeswider than the classical statisticalbands

15. Scenario based analysis of uncertainty:IPCC scenarios, models and data sets• IPCC scenarios for future climatic projections by GCM

– SRES A2: high population growth (15.1 billion in 2100), high energy and carbon intensity, andcorrespondingly high CO2 emissions (concentration 834 cm3/m3 in 2100)

– SRES B2: lower population (10.4 billion in 2100), energy system predominantly hydrocarbonbased but with reduction in carbon intensity (CO2 concentration 601 cm3/m3 in 2100)

– IS92a (older): in between the above two (population 11.3 and CO2 concentration 708 cm3/m3 in2100)

• GCM coupled atmosphere ocean global models– ECHAM4/OPYC3: developed in co operation between the Max Planck Institute forMeteorology and Deutsches Klimarechenzentrum in Hamburg, Germany; mean resolution2.81o both in latitude and longitude (a total of 64 latitudes × 128 longitudes) [M1 in panel 3]

– CGCM2: developed at the Canadian Centre for Climate Modeling and Analysis; resolution3.75o both in latitude and longitude (a total of 48 latitudes × 96 longitudes) [M2 in panel 3]

– HADCM3: developed at the Hadley Centre for Climate Prediction and Research; resolution2.5o in latitude and 3.75o in longitude (a total of 73 latitudes × 96 longitudes) [M3 in panel 3]

• GCM outputs (from http://ipcc ddc.cru.uea.ac.uk/ddc_gcmdata.html)– MP01GG01: output of ECHAM4/OPYC3 with historical inputs for 1860 1989 and inputs fromIS92a beyond 1990

– MP01GS01: same as in 1 but also considering the sulphate concentration– CCCma_A2: output of CGCM2 with historical inputs for 1900 1989 and inputs from scenarioA2 beyond 1990

– CCCma_B2: same as in 3 but for scenario B2 beyond 1990– HADCM3_A2: output of CGCM2 with historical inputs for 1950 1989 and inputs fromscenario A2 beyond 1990

– HADCM3_ B2: same as in 5 but for scenario B2 beyond 1990

16. Comparison of GCM outputs with historical data

0

5

10

15

20

25

30

Mon

thly

ave

rage

( oC

)

HistoricMP01GG01MP01GS01CCCma_A2 & B2HADCM3_A2 & B2

0

0.5

1

1.5

2

Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep

Mon

thly

sta

ndar

d de

viat

ion

( oC

)

0

20

40

60

80

100

120

Mon

thly

ave

rage

(mm

)

HistoricMP01GG01MP01GS01CCCma_A2 & B2HADCM3_A2 & B2

0

10

20

30

40

50

60

70

Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep

Mon

thly

sta

ndar

d de

viat

ion

(mm

)

Temperature;period 1960 89

Rainfall;period 1960 89

Remarks: Positive bias in temperature and negative bias in the rainfall; underdispersionboth in temperature and rainfall, on sub annual, annual and over annual scalesRectification (except for over annual scale): Rescaling of GCM output time series onmonthly basis so as to match historical means and standard deviations of period 1960 89

17. Generation of runoff from GCM outputs• The hydrological response that is used in this climatic study is runoff but, in order to

estimate it, the entire water cycle had to be simulated• Given the great extend of karst, both surface and ground water processes had to be

modelled simultaneously• Given that the basin is not in natural condition, the model had to take into account

both natural processes and anthropogenic influences on the catchment• All these requirements were handled with an advanced hydrological modelling

scheme, called Hydrogeios (Efstratiadis et al., 2005)• As shown in the diagram, the model performance in comparison to historical data is

excellent, even though its calibration was done on a very small (6 year) period withdetailed data (Efstratiadis, 2006)

0102030405060708090

100

Oct

-07

Oct

-10

Oct

-13

Oct

-16

Oct

-19

Oct

-22

Oct

-25

Oct

-28

Oct

-31

Oct

-34

Oct

-37

Oct

-40

Oct

-43

Oct

-46

Oct

-49

Oct

-52

Oct

-55

Oct

-58

Oct

-61

Oct

-64

Oct

-67

Oct

-70

Oct

-73

Oct

-76

Oct

-79

Oct

-82

Oct

-85

Oct

-88

Oct

-91

Oct

-94

Oct

-97

Oct

-00

Mea

n di

scha

rge

(m3 /s

)

Observed Simulated

Calibrationperiod

18. Comparison of GCMprojections with climaticconfidence limits• All GCM projections agree that sooner or

later the temperature will depart from thenatural uncertainty limits

• In contrast, GCM rainfall and theresulting runoff fall within the SSSuncertainty limits for the whole examinedperiod up to 2049; this means that tracessuch as the ones projected by the GCMcan be readily obtained by stochasticsimulation assuming stationarity

• This more or less harmonizes with someearlier studies (e.g. a comprehensiveclimatic study for United States byGeorgakakos and Smith, 2001)

• The proposed stochastic method suggeststhat the uncertainty of runoff, evenassuming natural variability, is in factmuch larger than projected by GCM

15

16

17

18

19

20

21

22

Tem

pera

ture

( oC

)

400

500

600

700

800

900

1000

Rai

nfal

l (m

m)

0

100

200

300

400

1930 1960 1990 2020 2050Year

Run

off (

mm

) MP01GG01 MP01GS01CCCma_A2 CCCma_B2HADCM3_A2 HADCM3_B2Historic 1 Historic 2Point forecast MCCL/SSSMCCL/classic

19. Conclusions• Classical statistics, applied to climatology and hydrology, describes only a portion

of natural uncertainty and underestimates seriously the risk if long rangedependence is present

• Simple scaling stochastic (SSS) processes offer a sound basis to adapt hydroclimatic statistics so as to capture interannual variability

• The uncertainty bands obtained from the SSS framework are significantly wider(about 3 times) than those obtained by classical statistics

• The detailed case study involving three important hydrometeorological processes(temperature, rainfall and runoff) in a catchment in Greece and elsewhere (meanannual temperature at Berlin) provides evidence that the SSS, rather than theclassical, uncertainty bands are compatible to reality

• To capture anthropogenic climate changes, climatic model outputs should beincorporated in an uncertainty analysis and it can be anticipated that futureuncertainty is even greater than produced by the SSS framework

• However, for the known past, GCM do not capture climatic variability, i.e. theyresult in monthly, annual and over annual variability that is too weak; obviously,this raises questions for their performance in predicting future climate variability

• Even for the future, GCM predict too small changes in hydroclimatic conditions(except for temperature that is predicted to increase significantly) in comparison toSSS uncertainty bands under a stationarity assumption

• Thus, it can be recommended that SSS uncertainty bands offer a safer and morereasonable basis for planning and management in comparison to GCM projectionsand classical statistics

20. References• Efstratiadis, A. (2006), Strategies and algorithms for multicriteria calibration of complex

hydrological models, Presentation of research activities of the Department of Water Rssources,Department of Water Resources, Hydraulic and Maritime Engineering National TechnicalUniversity of Athens, Athens

• Efstratiadis, A., E. Rozos, A. Koukouvinos, I. Nalbantis, G. Karavokiros, and D. Koutsoyiannis(2005), An integrated model for conjunctive simulation of hydrological processes and waterresources management in river basins, 2nd General Assembly of the European Geosciences Union,Geophysical Research Abstracts, Vol. 7, Vienna, 03560, European Geosciences Union

• Georgakakos, K.P. and D.E. Smith (2001), Soil moisture tendencies into the next century for theconterminous United States, Journal of Geophysical Research Atmosphere, 106(D21), 27367 27382

• Koutsoyiannis, D. (2002), The Hurst phenomenon and fractional Gaussian noise made easy,Hydrological Sciences Journal, 47(4), 573 595

• Koutsoyiannis, D. (2003), Climate change, the Hurst phenomenon, and hydrological statistics,Hydrological Sciences Journal, 48(1), 3 24

• Koutsoyiannis, D. (2005), Uncertainty, entropy, scaling and hydrological stochastics, 2, Timedependence of hydrological processes and time scaling, Hydrological Sciences Journal, 50(3), 405426

• Koutsoyiannis D., A. Efstratiadis and K. P. Georgakakos (2007), Uncertainty assessment of futurehydroclimatic predictions: A comparison of probabilistic and scenario based approaches, Journalof Hydrometeorology (in press)

• Rozos, E., A. Efstratiadis, I. Nalbantis, and D. Koutsoyiannis (2004), Calibration of a semidistributed model for conjunctive simulation of surface and groundwater flows, HydrologicalSciences Journal, 49(5), 819 842

European Geosciences Union General Assembly 2007, Vienna, Austria, 15 20 April 2007 Session NP4.02 Statistical analysis of paleoclimate time series

A stochastic methodological framework for uncertainty assessment of hydroclimatic predictionsD. Koutsoyiannis and Andreas Efstratiadis, Department of Water Resources, National Technical University of Athens, Greece

Konstantine P. Georgakakos, Hydrologic Research Center, San Diego, CA., USA