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Water Resources Management 17: 197–222, 2003.

197
© 2003 Kluwer Academic Publishers. Printed in the Netherlands.

A Stochastic Model for Representing Drinking


Water Demand at Residential Level

STEFANO ALVISI1 , MARCO FRANCHINI1∗ and ALBERTO MARINELLI2


1 University of Ferrara, Department of Engineering, Via Saragat, 1, 44100 Ferrara;
2 University of Bologna, DISTART, Viale Risorgimento 2, 40100 Bologna
(∗ author for correspondence, e-mail: mfranchini@ing.unife.it)

(Received: 12 November 2001; accepted: 8 March 2003)


Abstract. In this study, attention is initially focussed on modelling finely sampled (1 min) residential
water demand time series. Subsequently, the possibility of simulating the water demand time series
relevant to different time intervals and many users is analysed by using an aggregation approach.
A cluster Neyman-Scott stochastic process (NSRP) is proposed to represent the residential water
demand and a parameterisation procedure is implemented to respect the cyclical behaviour usually
observed in any working day. A validation is performed on the basis of the one-minute data collected
on the water distribution system of Castelfranco Emilia located in the province of Modena (I). The
elaborations performed show the validity both of the NSRP model and the parameterisation procedure
proposed to represent the residential demand with fine time intervals (up to 5–10 min). On the other
hand, when a procedure of aggregation is applied to represent the water demand of a high number of
users, the results are no longer satisfactory since only the mean is preserved while the other statistics,
and in particular the variance, are underestimated.

Key words: residential water demand, spatial-temporal aggregation, stochastic process, time series

1. Introduction
Urban development is creating new problems for the management of water dis-
tribution systems which are called upon to respond to a growing drinking water
demand which is also highly variable in space and time. What is more, current laws
regulating the quality of the service are becoming increasingly stringent, specifying
the water capacity and pressure values to be guaranteed in the system on the basis
of preset risk levels. The increase of the water demand and the gradual depletion
of available resources thus mean that a careful analysis of the management policies
is required, as well as a growing attention to the quality aspects of the water
distributed.
In respect of increasingly stringent regulations, the needs of the various users
may be satisfied only by means of the use of new project and management criteria
the preparation of which require the reproduction of the behaviour of the water
network in order to highlight the consequences of these criteria on the levels of
pressure, capacity, times of transit and/or stagnation of the water in the pipes, etc.
198 S. ALVISI ET AL.

Current hydraulic modelling makes these investigations possible, in particu-


lar highlighting the influence on the above-mentioned quantities of the temporal
variability of the water demand in the different points of the network. For this
reason the study and the representation of the temporal trend of the demand for
drinking water, at different levels of spatial and temporal aggregation, is a crucial
element in the process of optimisation of the water distribution systems. A high
spatial and temporal aggregation (hundreds of users and hourly/daily temporal
scansion) are used in studies of planning and/or optimisation of the main net-
works, for example. On the other hand, the possibility of representing the series
of residential demands with fine temporal scansion (e.g. one minute) for outlying
areas or secondary network, where the time intervals without demand are consid-
erable, enables, for example, emphasis to be placed on the incidence of the times
of stagnation, generally detrimental to the quality of the water.
Nevertheless it must be observed that the statistical properties of the time series
of the water demand change as the level of spatial-temporal aggregation varies.
Therefore it is not possible to use just one type of modelling to represent all of
them.
The capacity measurements in a water distribution system are made only at
certain nodes, usually at a high level of spatial aggregation in correspondence with
the main structures such as reservoirs, wells, etc. or, in the opposite case, in corres-
pondence with individual users. This circumstance enables appropriate modelling
to be done of the series observed at the respective levels of spatial-temporal aggreg-
ation, but leaves open another problem: how to transfer the information collected at
specific nodes to all the others necessary for representing, through a mathematical
model, a water distribution system. For this purpose it may be feasible to use a
process of disaggregation if the series of reference are those modelled at a high
level of spatial-temporal aggregation, while otherwise a process of aggregation
may be more appropriate.
These brief considerations highlight two different problems concerning the rep-
resentation of the water demand. The first is how to model the time series of the
water demand with the most appropriate modelling, which will of course vary as
the level of spatial-temporal aggregation considered varies; the second is how to
transfer the information about the water demand collected at certain nodes to all
those making up a water distribution system to which a different level of spatial
and temporal aggregation generally corresponds.
In this study, attention is initially focussed on modelling finely sampled (1 min)
residential water demand time series. Subsequently, the possibility of simulating
the water demand time series relevant to different time intervals and many users
is analysed by using an aggregation approach. In technical literature there are a
great number of applicative and research examples concerning the study of the
temporal trend of the water demand at a high level of spatial-temporal aggregation
(see Shamir, 1974, for example), but only recently has attention been focussed on
the possibility of reproducing the temporal trend of the series of water demand
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 199

at residential level using statistical techniques. The first systematic studies in this
field were carried out by Buchberger and Wu (1995), who suggest representing
the time series of the water demand at residential level by means of a Poisson
stochastic rectangular pulses process. The same authors (1995) also suggest that
the total water demand deriving from a set of users (all of residential type) may
be represented by a Poisson process obtained from the simple summing of single
Poisson processes, each representative of a specific user.
While on the one hand the comparison with the experimental data obtained from
a measuring campaign carried out by Buchberger and Wells (1996) at residential
level demonstrates that modelling with rectangular pulses is valid, on the other
hand it shows that the Poisson formulation is inadequate. What is more, Buchberger
and Wells (1996) do not check whether it is possible to sum the basic processes to
represent the series of water demand deriving from a set of residential users.
A possible alternative to the Poisson process, considered in this study, is the
Neyman-Scott clustered point process (NSRP), which, though designed for the
study and simulation of rainfall events (Cowpertwait, 1991, 1994, 1995, 1996a,b),
also proves suitable for the reproduction of the time series representative of the
water demand produced by a small number of users, as will be better illustrated
below. In this study, in particular, a technique of parameterisation of the Neyman-
Scott model is proposed which respects the existence, within the general working
day, of the different time bands of consumption and the main statistics, including
the mean, the variance, the covariance, the probability of non-use, besides others,
at different levels of temporal aggregation. Using this modelling and following the
indication of Buchberger and Wu (1995), analysis is thus made of the possibility
of reconstructing time series relative to a large number of users by means of a
simple process of aggregation, in other words, of the sum of single series, each
representative of the water demand of an individual user or a small number of
users.
The study was based on a set of experimental data collected during a monitor-
ing campaign performed in a medium to small Italian town, Castelfranco Emilia,
located in the province of Modena. The results presented below refer to a general
working day.

2. Neyman-Scott Rectangular Pulse Model


One or more family members are usually present in a house at certain periods of
the day and during these periods they tend to perform a series of actions which
involve the use of water. Due to the characteristics of the hydraulic equipment
in the house (for example the washing machine, dishwasher, etc.), the resulting
demands for water may be schematised as rectangular cells which may or may
not overlap and at the same time be concentrated in groups or blocks separated at
random according to the sequence of different activities performed in the house.
Figure 1a shows a typical fragment of a time series representative of the residential
200 S. ALVISI ET AL.

Figure 1. (a) Fragment of a time series representing the residential water demand; (b)
breakdown into its components (after Buchberger and Wells, 1996).

demand following the simultaneous occurrence of several requests such as the use
of water for the washing machine and the use of water in the kitchen for preparing
food. It is important to stress that this temporal trend is the result of the sum of
the various components (Figure 1b) relative to the different sources of demand the
form of which is basically a rectangular cell, as mentioned above. In this paper
these cells will be termed ‘elementary demand’ (ED) while their groupings will be
referred to as ‘demand blocks’ (DB).
It is in fact these simple considerations that suggest the use of the Neyman-Scott
model (Cowpertwait, 1991, 1994, 1995, 1996a,b) for representing the time series
of the water demand at residential level. Indeed, as highlighted in Figure 2, the
Neyman-Scott rectangular pulses model (NSRP) has properties which are perfectly
congruent with those leading to the formation of a time series of residential water
demand, briefly mentioned above. In fact, the origin of the DB (Figure 2a) is rep-
resented by means of a Poisson process with arrival rate λ. Each DB is associated
to a random number of ED, also distributed according to a Poisson probability
distribution of parameter µ (Figure 2b). The origin T of each ED is distributed,
independently of the others, at a temporal distance from the origin of the block
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 201

Figure 2. Use of the Neyman-Scott stochastic process to represent a time series of the water
demand at residential level (after Cowpertwait et al., 1996a).

whose probability is represented by means of an exponential law of parameter


β (Figure 2b). Each ED is schematised by means of a cell whose duration D is
an exponential random variable with parameter η while intensity X is a random
variable also of the exponential type with parameter ξ (Figure 2c).
The NSRP process is obtained by the summing, in every instant t, of the intens-
ity of the ED (Figure 2d). Table I shows the five parameters of the NSRP model
with their meaning given in brief.
These five parameters are linked to the moments of the NSRP process by means
of equations described in detail in Rodriguez-Iturbe et al. (1987); Entekhabi et
al. (1989); and in particular in Cowpertwait, (1991, 1994, 1995, 1996a,b). More
specifically, on the basis of the five parameters of the model, it is possible to define
the analytical expressions of the mean, the variance, the covariance, the probability
202 S. ALVISI ET AL.

Table I. Parameters of the Neyman-Scott model and their meaning (ED:


elementary demand; DB: demand block)

Parameter Meaning

λ Average number of DB per unit of time; λ−1 represents


the average time between two subsequent arrivals.
µ Average number of EDs per DB.
β β −1 represents the average time between the
EDs and the origin of the DB.
η η−1 represents the average duration of each ED.
ξ ξ −1 represents the average intensity of each ED.

of no demand (P0) in the general time interval and the probability of passing, in
two subsequent time intervals, from ‘no demand’ to ‘no demand’ (P[ND→ND])
and from ‘demand’ to ‘demand’ (P[D→D]).
The five parameters are usually estimated on the basis of a the modified moment
method: instead of estimating these parameters so as to satisfy exactly certain
moments at a preset level of temporal aggregation, and reproduce more or less
inaccurately the others at the different temporal aggregations, it is preferable (cf.
for example Cowpertwait et al., 1996 a,b) to estimate them so as to guarantee a
good reproduction of a high number of statistics at several levels of temporal ag-
gregation. This is obtained by searching for the set of parameters which minimises
the objective function OF defined as:


N  
T Mi 2
OF (λ, β, µ, η, ξ ) = pi · 1 − (1)
i=1
OMi

where OM i (Observed Moments) are the various moments selected at the dif-
ferent levels of temporal aggregation estimated on the series observed and TM i
(T heoretic Moments) the corresponding moments estimated by means of the ana-
lytical expressions (cf. for example Cowpertwait et al., 1996 a,b); pi is the weight
attributed to the i-th moment of preset level of temporal aggregation and N is the
total number of statistics considered at the different levels of temporal aggregation.
The minimisation of the OF expressed by Equation 1 may be performed by means
of different algorithms. In this study the SCE-UA algorithm (Shuffled Complex
Evolution – University of Arizona) proposed by Duan et al. (1992) has been used
which, as shown in recent studies (for example Franchini et al., 1998), is found to
be the most efficient and effective of the various algorithms of minimisation of the
global type.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 203

Figure 3. The main water distribution system of Castelfranco Emilia (province of Modena, I).
The dotted ellipses show the area covered by stations 5 and 6.

3. The Water Distribution System of Castelfranco Emilia


The municipality of Castelfranco Emilia is in the region of Emilia Romagna be-
tween Modena and Bologna. The south side, close to the Modena hills, is less
densely populated, while a large number of villages are located in all the other
directions. The water distribution network is particularly conditioned by this lay-
out, expanding radially from the main town of Castelfranco Emilia. This therefore
gives rise to a situation in which an essentially grid-like network in the main town
is replaced by a branched network in the more remote areas. The entire distribution
system receives its water supply from an area of wells located not far from the main
reservoir (see Figure 3).
The measuring campaign was performed between January and December 2000
using 8 stations distributed so as to collect information about different types of user
(residential, hospitals, schools. etc.). Table II summarises the type of user identified
for each station (location as shown in Figure 3). For all these measuring stations,
series of data have been selected with an interval of one minute as regards the
capacity on this interval of time and the instantaneous pressure measured at the
temporal scansion selected. It should be pointed out that the capacity measuring
devices used are of the volumetric type, some measuring every 5 l, others measur-
ing every 100 l (see Table II). This means that if at the moment of consulting the
data logger, the volume which has flowed through the instrument does not exceed
the threshold of 5 l (or its multiples), for example, the capacity value recorded is
204 S. ALVISI ET AL.

Table II. Some characteristics of the measuring stations installed

Station Type of user Number of users Sensitivity of the


volumetric counter
[liters]

1 Residential High 100


2 Residential High 100
3 Residential Medium 100
4 Residential High 100
5 Residential Low 5
6 Residential Medium 5
7 Hospital 5
8 School 5

equal to zero (or rounded up to the lower multiple of 5), and the volume which has
actually flowed through (or the remaining quantity) is allocated by the data logger
to a subsequent interval of time.
The results shown in this study are based on the data collected at stations 5 and
6. The first serves 9 users of the residential type, with a total of 23 inhabitants. It
should be mentioned here that the stretch of pipeline serving these 9 users has, at
the end facing the town, the capacity measurer, and at the opposite end, a system
of valves which remained closed throughout the period of the measuring campaign
(see Figure 3). Station 6, instead, is located upstream of the stretch of branched
network serving the district of Riolo, and monitors 211 users, with a total of 596
inhabitants. Lastly, Figure 4 shows a picture of station 5 in which the capacity
measurer, the pressure measurer and the data logger may be distinguished.

4. Processing
The description of the Neyman-Scott model given above suggests that it may be
used for representing the time series of the water demand of an individual user
or family. Unfortunately the available data obtained from the measuring campaign
carried out at Castelfranco Emilia do not allow a parameterisation of the model
on an individual user. Indeed the measuring station at the lowest level of spatial
aggregation refers to 9 users (station 5). However the features of the time series
of the water demand in this station (blocks of demands alternating with temporal
intervals of no capacity) suggest that modelling with NSRP would be a reasonable
option. For this reason the research study aimed at evaluating the validity of the
parameterisation technique of the NSRP model was conducted on the basis of the
data recorded at station 5.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 205

Figure 4. Station 5 located in Via Quaresima.

Station 6 was used instead to see whether it was possible to apply an aggregation
process to the small group water demand time series produced by the NSRP model
to represent the time series of water demand relative to a large group of users.
The data used for both station 5 and station 6 refer to the period of January,
February and March 2000 alone. In this way it was possible to avoid processing
data from different seasons together (Winter and Summer, for example) since they
could be influenced by the different temperature and humidity level which can
reach very high values in the Po Valley in the summer. Incidentally, a measuring
campaign for these latter measurements is currently in progress with the aim of
analysing whether there is any relation between residential consumption and the
climate.
206 S. ALVISI ET AL.

4.1. PARAMETERISATION OF THE NSRP MODEL USING THE DATA FROM


STATION 5

The NSRP model was parameterised in accordance with the data measured at
station 5, seeking to respect the main statistics relative to several time intervals
and, at the same time, to obtain parameter values congruent with their physical
significance. For this purpose three different parameterisation procedures were
analysed; the first two are based on the historic series of the water demand of the 9
users and are distinguished by the inclusion or absence of constraints on the para-
meter values (free aggregated parameterisation [FAP] and constrained aggregated
parameterisation [CAP]); the third parameterisation procedure instead refers to a
potential individual user and makes use of a certain number of constraints made on
the parameter values (constrained individual user parameterisation [CIUP]).
In all three procedures the fact that the trend of the water demand for domestic
use changes during the hours of the general working day was taken into account and
for this reason the typical day was divided into twelve two-hour periods. For each
of these periods the most appropriate values for the five parameters were identified.

4.2. FREE AGGREGATED PARAMETERISATION


To take into account the fact that the time series of the water demand at station 5
was measured, though at a time interval of one minute, by means of a volumetric
counter with a sensitivity of 5 l, the objective function OF, expressed by Equation
1 has been modified as follows:
 N    
T Mi 2 ∗ GMi 2
OF (λ, β, µ, η, ξ ) = pi · 1 − + pi · 1 − (2)
i=1
OMi OMi

where OM i are the moments considered (mean, variance, covariance, P0, P[D→D],
P[ND→ND]) at different levels of temporal aggregation estimated on the series
observed, TM i the corresponding theoretic moments (cf. for example Cowpertwait
et al., 1996 a,b) and GM i (Generated Moments) the moments estimated on the
series generated, once the five parameters were attributed, and filtered by a ‘ficti-
tious’ capacity measurer with the same characteristics as the one used on the site;
pi and pi∗ are the weights to be attributed at the different moments to the different
levels of time aggregation and N is the total number of statistics considered at the
different levels of time aggregation.
The reason for this choice derives from the fact that it is not possible to make a
direct comparison of the theoretic moments with those estimated on the time series
since the former refer to a ‘potential’ natural series while the latter are relative
to a series ‘filtered’ by the characteristics of the capacity measurer. On the other
hand, considering only the second term of the OF, which, as has been said, refers
to the series generated and filtered by a fictitious capacity measurer, would not
be sufficiently selective towards the choice of parameters. Indeed, filtered series
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 207
Table III. Statistics and corresponding weights used to construct the objective function OF
within the FAP parameterisation

Statistics pi Weights pi∗


Theoretic equations linking the Statistics estimated on the
parameters to the statistics series generated
Agg. 1 min Agg. 2 min Agg. 3 min Agg. 1 min Agg. 2 min Agg. 3 min

Mean 10 0 0 30 0 0
Variance 5 5 5 10 10 10
Covariance 0 5 0 0 5 0
P0 1 1 1 1 1 1
P[D→D] 1 1 1 1 1 1
P[ND→ND] 1 1 1 1 1 1

statistically similar to those observed may also derive from (extremely) different
‘natural’ series, and with theoretical moments (for example the variance) different
from those observed. Basically, the structure of OF expressed by Equation 2) al-
lows the estimate of the parameters to be balanced, using a different weight for the
theoretical moments and/or for those of the generated series.
The best results (discussed below) were obtained after several attempts by at-
tributing greater weights to the mean and to the variance, slightly lower weights
to the covariance, P0, P[D→D] and P[ND→ND], and considering the levels of
temporal aggregation of 1, 2 and 3 min (see Table III).
As already mentioned above, the minimisation of the OF was done by means
of the SCE-UA algorithm (Duan et al., 1992). This algorithm requires the setting
of the interval in which the solution is to be sought for every parameter a priori.
The parameters were initially left free to vary within broad intervals. However, the
mean intensity of the ED (represented by ξ −1 ) was subsequently constrained to the
value of 5 l/min, which was found to be reasonable for the various domestic uses
(taps, filling the washing machine, etc.) which, when activated, produce a demand
for water whose intensity does not depend on the period of the day in which it is
made (Table IV). It has however been observed that, though not constrained, the
parameters β −1 and η−1 take on values which are more or less constant throughout
the day: β −1 = 3 min and η−1 = 0.25 min. This is quite reasonable, particularly
for parameter η−1 which in fact represents the mean duration of the ED, which has
no reason to change in the passage from day to night time. In addition, within the
FAP, phenomena of self-compensation have been observed between the parameters
λ and µ since a certain number of cells, and therefore of water demands, in a two-
hour period may be produced both by many DB and few ED per DB, and by few
DB and many ED per DB, making it difficult to maintain both the consistency and
the significance of the values of these two parameters. In fact it is expected that a
208 S. ALVISI ET AL.

Table IV. FAP of the NSRP model: range


of variation of the parameters

Parameters Range of variation


Min. Max.

λ−1 (min) 3 250


µ (n◦ ED) 1 100
β −1 (min) 1 15
η−1 (min) 0.2 10
ξ −1 (l min−1 ) 5.0

Table V. FAP procedure: values of the parameters λ−1 and µ in the twelve two-hour periods into
which the working day was divided

Parameters Two-hour period


0–2 2–4 4–6 6–8 8–10 10–12 12–14 14–16 16–18 18–20 20–22 22–24

λ−1 (min) 28.9 36.8 24.3 6.7 3.1 4.0 3.6 5.1 5.9 4.3 5.2 10.6
µ (n◦ ED) 17.0 7.8 17.5 14.3 9.8 10.2 12.8 10.3 13.4 12.8 12.6 15.4

greater number of DB corresponds to a high number of ED for each of them, and


vice versa. Indeed, there are many DB during the periods of greatest consumption,
like the morning, and for each DB there are also many ED. The opposite applies to
the night, when consumption falls: there are few DB and few ED per DB. Instead
with the parameterisation described above, the number of DB and ED oscillates
freely, always maintaining the total volume, but influencing each other in turn, as
may be seen from the values of the parameters λ and µ shown in Table V.

4.3. CONSTRAINED AGGREGATED PARAMETERISATION


To solve the problems mentioned above, a different parameterisation of the NSRP
model was developed. Besides the parameter ξ −1 , already constrained in the FAP
to the value of 5 l/min, the parameters β −1 and η−1 were also fixed, respectively
equal to 3 and 0.25 min, values close to those taken by the parameters when they
are left free to oscillate. By setting the mean intensity ξ −1 and the mean duration
η−1 , the mean volume of the single cell has in fact been set. On the other hand,
a parameter set which preserves the mean guarantees the preservation of the total
volume for each two-hour period. The ratio between the total volume and the mean
volume of the single cell gives an estimation of the mean number of cells per two-
hour interval. This number is represented by the product of two parameters, λ,
mean number of DB per time unit, and µ, mean number of ED per DB. In fact the
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 209
Table VI. CAP of the NSRP model: range
of variation of the parameters

Parameters Range of variation


Min. Max.

λ−1 (min) 3 250


µ (n◦ ED) 1 100
β −1 (min) 3.0
η−1 (min) 0.25
ξ −1 (l min−1 ) 5.0

product µ · λ ·  T , with  T = 2 hr is an estimate of the mean number of cells per


two-hour interval. The two parameters may thus compensate each other as has been
observed above. Instead, to guarantee that a greater number of ED corresponds to
a greater number of DB and vice versa, high values of µ must correspond to high
values of λ. For this reason the following constraint has been introduced:
1
µ· =K (3)
λ
Indeed, with K kept constant, for high values of λ (many DB) there are also high
values of µ (many ED) while low values of λ correspond to low values of µ. K
is a constant set by attempts between 90 and 100 so as to guarantee values for the
parameters λ and µ congruent with their physical significance. The new limits of
variation for each parameter are shown in Table VI, while the OF and the relative
weights adopted are the same as the FAP.
The results obtained with the two different parameterisation techniques (FAP
and CAP) are basically equivalent as regards the conservation of the statistics, but
in the case of the procedure CAP the values of the parameters are more congruent
with their physical significance, so only the results of this latter parameterisation
technique are reported and discussed in detail.
Figure 5 shows the values of the mean, the variance, the covariance, of P0,
P[D→D] and P[ND→ND], both those observed and those reproduced using the
NSRP model, for the levels of temporal aggregation of 1, 2, 5 and 10 minutes. It is
worth remembering that in the OF the levels of temporal aggregation considered
are of 1, 2 and 3 min and thus the temporal intervals of 5 and 10 min must be
considered as a check of the representativity of the NSRP model at levels of higher
temporal aggregation.
As may be seen, the statistics relative to the 12 two-hour periods in which the
general working day has been divided are generally well-represented by the NSRP
model parameterised with the technique described. In particular, it may be noted
that the values of the mean, the variance, the covariance at lag−1, of the zero
probability (P0), of the probability of transition Demand→Demand (P[D→D])
210

Figure 5. CAP parameterisation. Comparison between the moments of the historic series —— and those of the synthetic series generated with the NSRP
model ——; a) time aggregation: 1 min. b) time aggregation: 2 min. c) time aggregation: 5 min. d) time aggregation: 10 min. (Mean [l/h]; Variance [l2 / h2 ];
Covariance [l2 /h2 ]; h = time aggregation).
S. ALVISI ET AL.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 211

Figure 5. continued.
212 S. ALVISI ET AL.

and of No-Demand→No-Demand (P[ND→ND]) are congruent with those found


in the historic series at low levels of temporal aggregation, 1, 2 and 5 min, while
at an aggregation level of 10 min the covariance begins to be underestimated, thus
influencing the estimate of the variance in a similar way.
At even higher levels of aggregation, (30 min and 1 hr, not shown here) the
covariance of the series generated falls to values close to zero and the variance is
strongly underestimated. At these latter levels of temporal aggregation, also P0,
the probability of transition P[D→D] and that of P[ND→ND] lose their meaning,
with P0 and P[ND→ND] tending to 0, and P[D→D] to 1 respectively in all the
two-hour intervals. This circumstance gives an initial warning that the model is
not valid for high levels of temporal aggregation, in other words when temporal
intervals of zero water demand are no longer present. It may also be noted that
when the level of temporal aggregation is much greater than the lag to which the
respect of the covariance in the objective function is set, the variance of the series
generated begins to fall significantly. This depends on the type of operation carried
out. In fact a temporal aggregation of 10 min for example is the equivalent of
summing 10 random variables, each relative to a time interval of 1 min. As known
from statistics (e.g., Kottegoda and Rosso, 1999), the variance of a variable sum of
other variables is equal to the sum of the variances plus the double of all the cross
covariances. It follows that the underestimation of the covariances is reflected in
an underestimation of the variance, and in fact this is what is observed in the series
generated.
Figure 6 show the trends of the parameters λ and µ, again with reference to the
twelve two-hour periods. Observe that the DB are more frequent during the day
than at night and that the mean number of ED per DB is higher in the periods of
elevated water consumption and lower in the others.
Though these aspects are reasonable, the fact remains that the parameterisation
process was performed directly on a series representative of the consumption of 9
users, and not of an individual user, as would instead have been recommended for
better interpreting the parameters physically.

4.4. CONSTRAINED INDIVIDUAL USER PARAMETERISATION

For the reasons mentioned above, it was considered necessary also to analyse a
parameterisation based on a hypothetical individual user. However, since no ex-
perimental data of capacity time series relative to an individual user was available,
the parameterisation was done according to the following procedure. Since station
5 records the sum-demand of 9 users, as has already been noted, once a set of
parameters was fixed, 9 time series were generated with a scansion of 1 min, each
representative of the water demand of a single user; they were then aggregated,
in other words summed, and finally the estimated moments of the aggregated
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 213

Figure 6. CAP parameterisation: values of the parameters λ−1 and µ in the twelve two-hour
periods into which the working day was divided. The parameters ξ −1 , β −1 and η−1 were set
equal to 5 l min−1 , 3 min and 0.25 min respectively. (λ−1 [min]).

series were compared by means of the OF with the experimental moments. In this
procedure the following OF was used:


N  
GMi 2
OF (λ, β, µ, η, ξ ) = pi · 1 − (4)
i=1
OMi

where OM i are the moments considered (mean, variance, covariance, P0, P[D→D],
P[ND→ND]) at different levels of temporal aggregation estimated on the series
observed and GM i the moments estimated on the series obtained (a) by aggregating
9 users, in each of which the water demand was generated on the basis of the
same set of parameters, and (b) by applying the filter described above; pi are the
weights to be attributed at the different moments to the different levels of temporal
aggregation and N is the total number of statistics considered at the different levels
of temporal aggregation. In Equation 4) the theoretic moments TM i have not been
considered since, once the parameters of the NSRP model have been attributed,
these refer to a single user and therefore may not be compared in any way to those
estimated by the series recorded at station 5 which instead refers to 9 users, as has
been stated above.
Table VII lists the weights used. In addition, the parameters have been con-
strained in this parameterisation too, as in the CAP case. In fact, the parameters
ξ −1 , β −1 and η−1 were fixed, respectively equal to 5 l min−1 , 2 min and 0.25 min,
214 S. ALVISI ET AL.

Table VII. Statistics and corresponding weights used to con-


struct the objective function OF within the CIUP paramet-
erisation

Statistics Weights
Agg. 1 min Agg. 2 min Agg. 3 min

Mean 30 0 0
Variance 10 10 10
Covariance 0 10 0
P0 1 1 1
P[D→D] 1 1 1
P[ND→ND] 1 1 1

Table VIII. CIUP of the NSRP model:


range of variation of the parameters

Parameters Range of variation


Min. Max.

λ−1 (min) 2 120


µ (n◦ ED) 1 20
β −1 (min) 2.0
η−1 (min) 0.25
ξ −1 (l min−1 ) 5.0

values close to those taken by the parameters when they were initially left free to
oscillate within a large range. Table VIII shows the ranges of possible variation.
The values of the parameters may now be read in terms of individual user which
in the case being examined consists of an average of three people. (Figure 7).
During the night there is a DB every 40–60 min and 1–2 ED per DB. Instead,
during the intervals of maximum consumption the DB are much more frequent,
every 20 min with 4–5 ED per DB.
Figure 8 shows both the observed values of the statistics and those estimated on
the series generated by the NSRP model, for the levels of temporal aggregation of 1,
2, 3, 5 and 10 min. In this case it may be noted that already at a low level of temporal
aggregation (5 min), the covariance and the variance are underestimated and this
underestimation gradually increases as the temporal aggregation increases. This
fact may be explained as described above. Now however, as well as the summing
operation at temporal level, the sum at spatial level is also done (the sum of 9 time
series generated independently of each other). This latter element increases the
non-conservation of the variance even further.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 215

Figure 7. CIUP parameterisation: values of the parameters λ−1 and µ in the twelve two-hour
periods into which the working day was divided. The parameters ξ −1 , β −1 and η−1 were set
equal to 5 l min−1 , 2 min and 0.25 min respectively. (λ−1 [min]).

Lastly it may be observed that during the night the demand blocks DB and the
elementary demands ED numbers remain rather high, when they refer to a single
user of not more than three inhabitants, thus showing a possible weakness of this
last parameterisation procedure.
To summarise what has been discussed so far, it may be noted that, given the
type of information available, the most suitable parameterisation procedure of the
three described above is the CAP. This is the procedure which, making use of
appropriate constraints, allows the estimate of the parameters of the NSRP model
representative of the series of water demand at the same level of spatial aggreg-
ation as the one recorded. It may also be observed that the process of temporal
aggregation obtained by summing the consumptions generated with an interval
of 1 min tends to produce an underestimation of the variance as the temporal
level of aggregation increases. This is due to the fact that this operation should
be linked to the respect of the temporal covariance at lags at least close to the level
of aggregation itself. This is something that cannot be achieved during calibration
of the parameters. Indeed, even if the objective function considers several levels
of aggregation, the covariance is always set to lag-1, and, on the other hand, the
various experiments carried out have shown that the setting of lag-2, lag-3, etc.
during calibration is not respected and that the procedure itself actually tends not
to converge.
216

Figure 8. Station 5: CIUP parameterisation. Comparison between the moments of the historic series —— and those of the synthetic series generated with
the NSRP model ——; a) time aggregation: 1 min. b) time aggregation: 2 min. c) time aggregation: 5 min. d) time aggregation: 10 min. Mean [l/h]; Variance
[l2 /h2 ]; Covariance [l2 /h2 ]; h = time aggregation).
S. ALVISI ET AL.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 217

Figure 8. continued.
218 S. ALVISI ET AL.

In short, once the NSRP model has been calibrated to a brief temporal interval
(e.g. 1 min) it may be used to represent series of residential demand with a wider
interval but not greater than 5 min and certainly as long as significant intervals
of non-consumption exist. When these intervals tend to disappear following tem-
poral aggregation, time series are formed for which the NSRP model is no longer
justified.

4.5. SPATIAL AGGREGATION OF TIME SERIES GENERATED WITH THE NSRP


MODEL

Once the NSRP model has been parameterised with reference to the time series ob-
served at station 5 and the limits of the process of temporal aggregation observed,
the process of spatial aggregation was analysed. In fact, it was seen whether a series
representative of a number of users which is a multiple of the original one could
be reconstructed, starting from a time series representative of a small number of
users. For this investigation the time series recorded at station 6 was used, referring,
as observed above, to an agglomerate about twenty four times larger than that of
station 5 (211 users compared with 9).
The synthetic time series of the water demand of station 6 was thus obtained by
aggregating/summing n = 24 series generated on the basis of the parameters estim-
ated for station 5 (CAP procedure). Figure 9 enables a comparison to be made of
the main statistics calculated respectively on the historic series, observed at station
6, and on those generated following the steps described above. This comparison
shows that, independently of the level of temporal aggregation, the trend of the
mean capacities evaluated on the series generated is similar to that of the historic
series, though it is strongly dependent on that of the station of reference 5. This is
comprehensible if consideration is made of the fact that the mean tends to be added
and of the fact that the series of capacity reconstructed at station 6 is obtained by
the aggregation of 24 different series of station 5, all with an interval of 1 minute.
Therefore the mean daily trend of the generated capacity duly rescaled remains
that of the station of departure (i.e. station 5). On the contrary the mean daily trend
observed at station 6 oscillated to a lesser degree, in line with the greater number
of inhabitants. Secondly, in the series reconstructed at station 6 a systematic un-
derestimation of the covariance was noted, so much that it tended to zero as the
temporal aggregation increased. This may be explained by recalling that the 24
series summed in order to generate that of station 6 are independent from each
other and therefore their reciprocal covariances are zero.
This is highlighted also by the analysis of figure 10 which shows, for each
period of the day, the box-plots relative to the two-hourly means of capacity for the
historic series (a) and the series reconstructed (b) by the aggregation of 24 series
generated on the basis of the parameters of the NSRP model estimated at station 5.
Though the series generated respect the trend in terms of central values, they clearly
underestimate the dispersion around these values. Together with the fact that stat-
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND

Figure 9. Station 6: Comparison between the moments of the historic series and those of the synthetic series generated by aggregating 24 time series
generated on the basis of the parameters estimated for station 5 (CAP procedure). a) time aggregation: 1 min. b) time aggregation: 2 min. c) time aggregation:
5 min. d) time aggregation: 10 min. Mean [l/h]; Variance [l2 /h2 ]; Covariance[l2 /h−2 ]; h = time aggregation).
219
220 S. ALVISI ET AL.

istics such as P0, P[D→D] and P[ND→ND] lose their meaning at high levels of
spatial aggregation, these considerations suggest that the procedure of aggregation
is inadequate for reconstructing the time series of the water consumption of a large
number of users starting from the series representative of a small number of users
generated on the basis of the NSRP model, at least when it does not include in its
structure the possibility of representing a multi-site covariance pattern. The data
available unfortunately do not permit a more detailed study to identify a possible
threshold value below which the spatial aggregation remains acceptable.

5. Conclusions

In this study attention has been focussed on the modelling of the residential water
demand at a small temporal interval (1 min), produced by small aggregates of users.
In addition, evaluation has been made of whether it is possible to obtain the time
series of the water demand of a medium-large group of users by means of a process
of aggregation applied to the information available at residential level.
As regards the modelling of the water demand at residential level, the Neyman-
Scott stochastic process with clustered points (NSRP) was considered and its ap-
plicability evaluated, making use of the data obtained during a measuring campaign
conducted at Castelfranco Emilia.
Of the three procedures of parameterisation considered, one was selected which
best adapts to the type of information available. This is characterised by the fact
of taking into account (a) the cyclical nature of the water demand over the general
working day, (b) the possibility of interpreting the parameters, (c) the respect of
different statistics at different levels of temporal aggregation and (d) the character-
istics of the series of consumptions observed, deriving from the volumetric nature
of the measuring instruments used.
The results obtained show that the process of temporal aggregation obtained
from the sum of the consumptions generated with an interval of 1 min produces
time series the variance of which, with respect to the one observed, is all the
more underestimated the higher the level of temporal aggregation. This is the
consequence of the operation of addition/temporal aggregation.
In short, once the NSRP model has been calibrated to a brief temporal interval
(e.g. 1 min), it may be used to represent series of residential demand with a wider
interval, though there is an upper limit which in the data used appears to be around
5 min.
As regards the reconstruction of the time series for medium-large groups of
users by means of a process of ‘spatial’ aggregation applied to the information
which may be deduced at residential level, as suggested by Buchberger and Wu
(1995), results have been obtained which appear to show this process to be unsuit-
able if the procedure of spatial aggregation is pushed to values which are too high,
since it produces a marked underestimation in the variance of the aggregated series.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 221

Figure 10. Station 6. Box-plots of the two-hour means [l min−1 ] evaluated on the historic
series (a), and on those generated with the NSRP model with CAP parameterisation (b). These
latter have a much lower dispersion than those observed in the historic series.
222 S. ALVISI ET AL.

This process of aggregation, or possibly of disaggregation, must clearly be


designed by introducing directly into the model representative of the time series
the maintenance of both the spatial and the temporal cross-correlation if the series
generated are to be representative also at different levels of aggregation in time and
space. It is in fact in this direction that our current research is developing, which
will also make use of further data which will be collected following the installation
of magnetic capacity measurers which should permit a more accurate measuring
of consumption as regards one or two-family users, without risking the contrived
discretisation which is observed in the series of consumptions recorded by means
of volumetric capacity measurers.

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