Journal of Environmental Management (1996) 46, 149–172

Time Series Analysis of Historical Surface Water Quality Data of

the River Glen Catchment, U.K.

Nandish M. Mattikalli

NASA/Goddard Space Flight Center, Laboratory for Hydrospheric Processes,

Hydrological Sciences Branch, Code 974, Greenbelt, MD 20771, U.S.A.

Received 27 February 1995

Solute concentrations in surface waters have increased in the recent past in

many developed countries, and are close to or above WHO and EC drinking
water limits in many British rivers. A time series analysis of surface water
quality as indexed by total oxidized nitrogen (TON) is carried out for the River
Glen catchment, U.K. for the period 1976–1990. Significant seasonal trends are
observed in water quality, with solute concentrations increasing during winter
and decreasing in summer. In addition, a strong increasing trend is observed in
the nitrogen records using both graphical outputs and statistical analysis.
Standard time series analyses (auto-correlation and partial auto-correlation
functions) are not applicable to irregularly sampled water quality data sets
provided by river monitoring public/statutory bodies, and there is a need for an
established method capable of handling such data sets that would be available
for most rivers. An approach based on multiple regression analysis has
therefore been developed to quantify both seasonal and annual trends in the
TON water quality data. It has been demonstrated that this approach is useful
for the analysis of historical water quality data sets.
 1996 Academic Press Limited

Keywords: surface water quality, total oxidized nitrogen, time series analysis,
regression analysis.

1. Introduction
The quality of surface water has deteriorated in many countries in the past few decades.
The majority of publications on water quality focus on nitrate trends, while phosphorus,
ammonium and suspended sediment are often not adequately documented. This em-
phasis is largely a result of the mobility of nitrate, concerns over health impacts, and
the gradual increase in legislative control of the nitrate content of drinking water and
drinking water sources. Meybeck et al. (1989) reviewed the general trends in the nitrate
content of global surface waters. They noted that, whilst the global median nitrate
concentration in surface waters excluding Europe is 0·25 mg NO3-N/l, the European
median level is 4·5 mg NO3-N/l, which is attributed to the greater anthropogenic loading
of nitrogen on surface waters in the industrialized European countries than in the
149
0301–4797/96/020149+24 $12.00/0  1996 Academic Press Limited
150 Time series analysis of historical water quality data

developing world. In Europe, yearly trends show a distinct increase in nitrate con-
centrations in regions where there is significant agricultural input (Meybeck et al.,
1989). Nitrate levels in U.K. rivers have risen by 50–400% over the past twenty years
(Royal Society, 1983). Analyses of water quality data for a number of rivers in the
south and east of England have indicated a significant and rapid increase in nitrate
content to levels close to or often exceeding the European Community/WHO nitrate
limit of 11·3 mg NO3-N/l (Walling and Webb, 1981; Slack and Williams, 1985; Roberts
and Marsh, 1987; Jose, 1989; Mattikalli, 1993).
This paper presents time series analysis of historical water quality data from
1976–1990 in a river catchment in the south-eastern part of England. Strong seasonal
and annual changes in the nitrogen records have been identified using graphical outputs.
Efforts were made to analyze the available data set statistically. It was recognized that
standard auto-correlation and partial auto-correlation functions and time series analysis
would not be applicable to these typical water quality data with many missing records
(Mattikalli, 1993). Therefore, there is a need for methods capable of dealing with
irregularly-sampled water quality data series compiled by public/statutory bodies. An
approach involving multiple regression analysis has therefore been developed to quantify
both seasonal and annual trends in the water quality data. This approach can be
employed to analyze both irregularly and regularly sampled water quality data set, and
is a useful tool to derive statistical descriptions of data sets typically provided by river
monitoring agencies.

2. Study area and data description

2.1.  :  R G 
A study area was selected in eastern England (Figure 1), a region where increasing
solute concentrations have been reported in the literature (DoE, 1978; Roberts and
Marsh, 1987). The choice of study area was influenced by the existence of considerable
quantities of data and the interest of the National Rivers Authority (NRA) in evaluating
the effects of land-use change on recharge to the Lincolnshire Limestone aquifer.
The River Glen catchment extends between Grantham, Bourne and Stamford in
South Lincolnshire, England. The geographical co-ordinates of the area are: longitude
0°20′–0°40′ W; latitude 52°40′–53°00′ N. It covers an area of 330 km2 in a predominantly
rural part of East Anglia. The study area is dominated by agricultural land-use patterns
with small urban areas and woodland. Crops such as wheat, barley and sugar beet
dominate the agricultural area. In addition to arable farming, grassland cultivation is
important within the catchment, although much of the grassland in the region has
changed to arable.

2.2.  

An inventory was carried out to explore the availablity of water quality data. The
NRA holds an extensive data set of various water quality variables, most of which
have been measured since 1976 (Table 1). Daily water quality point samples have been
measured for indicators such as total oxidized nitrogen (TON), ortho-phosphate and
suspended sediment concentrations (Mattikalli, 1993). A careful examination of the
data was necessary to evaluate their usefulness. Nitrogen has been measured as TON
since 1981, prior to which it was measured in terms of nitrates, nitrites and ammoniacal-
nitrogen. Since all three forms of nitrogen were available, it was possible to compute
N. M. Mattikalli 151

Grantham

Ea
We

st
1

st

Gl
Gle

en
2
3

n
4

5 11 Bourne B
our
ne E
au
6
7 12 len
rG
ve
Ri
14
8 13 Kates
Bridge
9
10

Stamford 0 km 5

Figure 1. Study area—The River Glen catchment, U.K. Also shown in the figure is the distribution of water
quality sampling stations (refer to Table 1).

T 1. Details of availability of water quality data for the River Glen
catchment

Sampling site Total oxidized Ortho-phosphate

nitrogen records records

1. Burton Coggles 1976–88 1985–86

2. Easton Wood 1976–81 —
3. Corby Glen 1975–82 —
4. Swayfield Bridge 1976–79; 82–85 1985–86
5. Creeton Spring 1976–81; 83–86 1985–86
6. Creeton Bridge 1976–79; 82–91 1985–88
7. Little Bytham 1976–81 —
8. Holywell Brook 1976–81; 83–86 1985–86
9. Carlby Bridge 1976–79; 82–86 1985–86
10. Essendine Bridge 1982–91 1985–88
11. Edenham 1975–88 1985–86
12. Toft 1976–79 —
13. Wilsthorpe 1976–81; 83–91 1985–88
14. Kates Bridge 1980–91 1985–88
152 Time series analysis of historical water quality data

equivalent TON so that data consistency was achieved. However, Table 2 shows that
the length and number of observations vary for the different sampling stations. Although
there are few measurements for some years at several stations, these measurements
were usually made in seasons of different significance for the crop cycle, and can
therefore be used to indicate generalized seasonal changes.
Data on ortho-phosphates do not exist for more than one year at most gauging
stations, the exceptions being Creeton Bridge, Essendine Bridge, Wilsthorpe and Kates
Bridge, for which data exist from 1985–1988. An initial examination of this data set
revealed no significant trend in ortho-phosphate concentration at all four sites although
a subtle seasonal pattern could be seen (Mattikalli, 1993). Typically, values reached
their peak in spring with most other values remaining under 0·2 mg/l. Because of the
absence of any significant trend in the data, further analysis of ortho-phosphate data
has not been carried out. Suspended sediment data have been collected rarely and its
availability is very sparse; thus, suspended solids data could not be used in the analysis.
Accordingly, this paper focusses on the TON concentration data which were analyzed
using the MINITAB statistical package.

3. Methodology
Descriptive statistics such as the mean, median and standard deviation describe char-
acteristics of water quality variation. Such simple indices which cannot adequately
describe the seasonal and annual patterns, would be prone to significant errors where
data sets are small (Walling and Webb, 1981), and would be of doubtful value when
measurements are made irregularly. Therefore, attempts were made to perform time
series analysis to quantify long-term patterns of TON (Edwards and Thornes, 1973).
Time series analysis involves describing a series by auto-correlation and partial auto-
correlation functions, and breaking down a series into its components so that quantitative
statements can be made about patterns in the data. This approach requires a continuous
data set and cannot be applied to a irregularly sampled data set with some missing
values (Box and Jenkins, 1970; Draper and Smith, 1981; Mattikalli, 1993). Therefore,
regression techniques were explored to develop models describing seasonal and annual
variations of TON.
Multiple regression techniques offer an alternative approach for the development
of statistical models of historical TON data. A regression analysis that accounts for
two main components (a long-term trend and seasonal variations) in the form of an
additive time series model is an appropriate tool. The trend value can be identified by
fitting least squares regression lines to the TON time series data paired with the
observation dates. Seasonal indices can be estimated using an index that compares the
seasonal mean with a grand mean value, or by the ratio-to-moving average method.
This method involves identifying one season as a base season, and measuring all other
seasonal indices with respect to this base. The time series data are recorded using
dummy variables to represent seasons other than the base season (Table 3). This
notation allows us to represent all four seasons with only three variables (Mattikalli,
1993). For instance, the base season autumn is represented by three zeros, winter by
(1, 0, 0), spring by (0, 1, 0) and summer by (0, 0, 1). With the data represented in this
fashion, it is possible to construct a regression equation of the form:

y=b0+b1t+b2S2+b3S3+b4S4+e (1)
 N. M. Mattikalli

T 2. Number of TON observations available at each water quality sampling station

Station 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991

1. Burton Coggles — 2 9 12 12 12 2 2 11 9 4 4 6 4 — — —
2. Easton Wood — 1 9 9 8 9 2 — — — — — — — — — —
3. Corby Glen 4 2 4 5 4 3 11 8 — — — — — — — — —
4. Swayfield Bridge — 1 6 6 2 – — 6 7 5 4 — — — — — —
5. Creeton Spring — 1 11 11 11 12 2 — 8 10 4 4 — — — — —
6. Creeton Bridge — 2 12 12 3 — — 1 9 10 4 4 6 4 12 11 3
7. Little Bytham — 1 12 10 11 12 3 — — — — — — — — — —
8. Holywell Brook — 2 11 11 12 11 5 — 9 10 4 4 — — — — —
9. Carlby Bridge — 2 11 10 4 — — 1 9 10 4 4 — — — — —
10. Essendine Bridge — — — — — — — 5 12 10 4 4 6 4 12 11 3
11. Edenham 4 3 4 4 4 3 11 12 12 10 4 4 6 6 — — —
12. Toft — 1 11 10 3 — — — — — — — — — — — —
13. Wilsthorpe — 1 8 10 11 12 3 — 6 6 2 5 6 5 6 5 3
14. Kates Bridge — — — — — 3 11 12 12 10 4 6 7 6 12 11 3
153
154 Time series analysis of historical water quality data

T 3. Use of dummy variables to indicate four seasons of a year

in the time series analysis. The water quality data can be arranged
in such tables for cases of two season, four season or twelve season
(each month representing a season) by taking the appropriate number
of dummy variables and computing average TON concentration for
each time period

Year Season Time S2 S3 S4

(t) (Winter) (Spring) (Summer)

1976 Autumn 1 0 0 0
Winter 2 1 0 0
Spring 3 0 1 0
Summer 4 0 0 1
1977 Autumn 5 0 0 0
Winter 6 1 0 0
Spring 7 0 1 0
Summer 8 0 0 1
1978 Autumn 9 0 0 0
Winter 10 1 0 0
····
····
···· ····
····
···· ····
····
···· ····
····
···· ····
····
···· ····
····
····

where y represents the predicted TON, t is the time period, b0, b1, b2, b3, b4 are regression
coefficients, and S2, S3 and S4 are the indicator variables representing winter, spring
and summer, respectively. To obtain a forecast using such a regression equation, we
must determine the time period, t, and the season Sj for which the forecast is desired.
If we desire a forecast of TON for the spring of 1978, then t=11, and the seasonal
indicators are (0, 1, 0). The forecast would then be

y=b0+b1(11)+b2(0)+b3(1)+b4(0)=b0+b1(11)+b3

This expression clearly shows that the forecast consists of: (i) a trend value=
[b0+b1(11)], and (ii) an amount b3. This amount b3 is the seasonal adjustment for
spring concentrations. The same line of reasoning shows that b2 and b4 are seasonal
adjustment figures for winter and summer, respectively. Because autumn is selected as
the base season in Table 3, it does not require any seasonal adjustment. When the
regression equation (1) is used to forecast a future value of a time series, we are using
a simple form of additive time series model. This example involves four seasons, but
the method can be extended to analysis involving any number of seasons. In the present
study, the TON data were re-organized into two seasons (summer and winter); four
seasons (autumn, winter, spring and summer); and twelve ‘‘seasons’’ (i.e. each month
representing a season), and the corresponding regression equations have been developed.

4. Results and discussion

Seasonal and annual patterns of water quality have been identified using graphical
outputs, and trends have been quantified using the above statistical methods. The
following paragraphs present a detailed discussion of the results.
N. M. Mattikalli 155

4.1.  

Time series plots were generated for monthly TON values [Figures 2(a–n)]. Seasonal
patterns were recognized by observing data corresponding to four seasons identified in
the crop calendar of the Anglian Region (Figure 3). Strong seasonal patterns are clear
at all locations, with TON reaching its peak values in winter and low values in late
summer and early autumn. In between these extremes, TON values decrease during
spring and early summer, and increase during late autumn and early winter. Similar
seasonal variations have been found in the River Dart catchment in Devon, U.K.
(Webb and Walling, 1985). In general, seasonal contrasts in TON levels recorded in
the River Glen are similar to those reported for several other catchments in Britain
but differ to a small extent from other sites in the details of the timing and geometry
of the seasonal distribution (e.g. Casey and Clarke, 1979), because of differences in factors
such as land cover, soil, geology, hydrometeorological and topographic conditions
(Mattikalli, 1993).
The occurrence of high TON concentrations in the River Glen during winter months
may be related to several factors, including strong leaching of soluble nitrate ions by
water moving through the soil in winter, and the absence of nitrogen uptake by plants
in the dormant season (Mattikalli, 1993). Further, the extent of the drainage network
and the volume of saturated soil supplying runoff is at a peak in winter, allowing the
tapping of nitrate–nitrogen stores which may be unconnected to the main watercouse
at other times of the year (Edwards, 1973). It has also been argued that plant die-back
is a gradual process, providing a supply of nitrogen to the soil well beyond the autumn
months, and that rates of mineral nitrogen production reach a maximum in late rather
than in early winter (Roberts, 1987). The importance of internal cycling of nitrogen
within the soils of the study catchment has not been quantified and processes of
nitrogen storage and release may potentially influence the seasonal fluctuation of stream
concentrations.
Low TON levels in the summer months reflect (i) greatly diminished soil water
movement; (ii) the dominance of bed-rock and lower soil horizons as runoff sources,
these being remote from zones of relatively high nitrogen content located near the soil
surface; and (iii) losses of nitrate–nitrogen through uptake by growing crops and by
biological activity within the steam. Denitrification by stream sediments to the at-
mosphere are thought to reduce summer nitrate–nitrogen levels significantly (e.g.
Houston and Brooker, 1981), and these processes may operate in the River Glen
catchment especially under conditions of low flow and high water temperatures, such
as those observed during the 1976 and 1990 droughts.
The transition between summer and winter conditions in the annual TON regimes
at various locations in the River Glen catchment is associated with a very rapid increase
in concentration during early winter (Figure 2). This marked rise in TON levels is
related to the flushing of nitrogen accumulated during the summer months when soil
moisture deficits are replenished by the first winter storms. Mineralization and
nitrification may also be accelerated as soils are progressively wetted up in autumn
months, and further supplies of nitrogen may be made available from plant die-back
in this period.
Variability from year to year in the seasonal pattern of TON can be observed from
the time series plots (Figure 2). The between-year variability of the TON regime is
more pronounced during the autumn period when the transition from typical summer
to typical winter conditions changes in timing according to (i) the extent of the soil
 156

(a) Burton Coggles

B
30.0
1
2 4
20.0 1
3 23 1 2 3 8
5 12 2 4
4 B 3 A 3 A 2 23 45 9 0
11.3 56 4 4 B 0 5 3 B
4 B 3 B 5 A 3 6

TON (mg/l)
10.0 2 1 2 5
1 56 0
B 5 6 9 6 A
7 7 9 8 A 0 6
4 A 6 8 8 8 A
0.0 7 90A 7 89 0 6B 78 6B

1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989

(b) Corby Glen

30.0
A

20.0 A 1
B 3
3 3
2
11.3 2 5 3 4 7

TON (mg/l)
10.0 3 8 3 4
1
6 6 9 5 56 A
7 A 0 8
3 A 9 56
0.0 B 9 A 6 9 9 78

1974 1975 1976 1977 1978 1979 1980 1981 1982 1983

Figure 2. Time series plots of TON concentration for various sampling stations. Alpha-numerals in the graph indicate the data points, and refer to the months of a
year, i.e. 1=January; 2=February; 3=March; and so on until 9=September; 0=October; A=November, and B=December. Source: Mattikalli (1993).
Time series analysis of historical water quality data
 (c) Swayfield Bridge
N. M. Mattikalli

B
30.0
1

25.0
4
2 1 0 7 1
20.0
3 2 A 2 A
3
5 A 2
15.0 4 2 5

TON (mg/l)
3 12 3
B 4
56 5 3 2
11.3 4 6
10.0 9 5
8
8

5.0
1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986

(d) Creeton Bridge

30.0 1 1
2
4
20.0 1 3 1 1 3
2 2 2 6 4 8 A
B 3 3 5 12 6 7 90 B 3 6 8 8 2 6 2 34
4 4 6 8 3 8 6 0 3 56 2 5 7 56
5 7 1 7 9 5 8 A 45 8 2 5 A A B 4 8 B 7

TON (mg/l)
11.3
6 9 9 A 3 A
10.0 6 0AB 0AB 9 8
0
0
90
0.0
1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992

Figure 2. Continued.
157
158 Time series analysis of historical water quality data
(e) Easton Wood

30.0 A

B B
TON (mg/l)

20.0 1 A
1
B
12
11.3 2 1 A
10.0 3 2
2 A 3 34 3
45 6 0 B 3
5 6 4 1
4 5
0.0 67 8 0 5 7

1976 1977 1978 1979 1980 1981 1982

(f) Little Bytham

20.0 1
2
2
TON (mg/l)

3
15.0 A
B 3 5
B 234
11.3 B
3 2 4
10.0 1 3
56 7 8 2
4 567 67 90 90 5 8 9 0A B1
9 1 8 A 67
0A

1976 1977 1978 1979 1980 1981 1982

(g) Toft Bridge

A
24.0 1 B
B
A

2
TON (mg/l)

16.0 12
3 12
3 56 3
11.3 4 B

8.0 4
56 0
7 9

78
0.0
1976 1977 1978 1979 1980

Figure 2. Continued.
 (h) Creeton Spring

A
30.0
N. M. Mattikalli

B 1 6
20.0 1 2 3
23 56 5 B 3456 8 8
45 1 2 34 1 2 3 56 1 3 6 7 89 0 78 2 5 A
67 78 9 4 78 9 B 2 4 56 78 0A B1 A 9 A
11.3 9 0A 0 9 0

TON (mg/l)
10.0 0

B
3

0.0
1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987

(i) Carlby Bridge

30.0
B
4

20.0 1
12 7
5 3
3 1 12
3 4 5 4

TON (mg/l)
11.3 6
10.0 45 23 6 3 5 2 5 8 A 8 A
4 67 A 8 7 8 9 0A 6 9
6 7 90A B 8 90 B 8 0

4
0.0
1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987

Figure 2. Continued.
159
 160

(j) Holywell Brook

2 4 3
6
11.3 3 A
10.5 2 2 A 8
5 34 5 5 8
34 6 1 6 2
1 5 1 7
4 345 12 67 2 34 5 7 8 9 0A 78 9
7.0 B 56 89 0 123 B 0
67 9 A AB 6 7 9 AB 4
7 1 8 0 8

TON (mg/l)
0 B
9 A
3.5
4

1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987

(k) Essendine Bridge

30.0
12
4

20.0
A 1 3 8 1
2 4 2 4 0 2 2

TON (mg/l)
11.3 1 3 5 6 6 B 3 3 3
10.0 B 2 6 3 5 2 5 A 8 A 56 1 34 A 4 A
0 7 8 9 0A B 67 8 A 56 B 56
89 8 90 7 89 0 7
0
89
0.0
1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992

Figure 2. Continued.
Time series analysis of historical water quality data
 (l) Edenham

22.5 4
A 3 4
A 2 5 3 2 0
15.0 3 3 4 0 1 1
5 3 2 B 23 0
11.3
N. M. Mattikalli

2 3 3 4 5 4 5 8 B
3 35
B 0 1 6 B 3 2 A 6
7.5 4 B 78 9 6
1 5 6 9 6 0
6 6 A A 8 6 A 5

TON (mg/l)
79 A B 8 A A
A 5 9 6 8 78 0
B 9 9 6 78
0.0 9 6 9

1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990

(m) Wilsthorpe

24.0 1 B 12
8 4
3
1 2 B
16.0 2 2 4 3 1
3 1 1 3 2 0 2
3
11.3 4 35 24 12 0A 3 5 4 6 0 B 2 4 3
5 46 567 34 67 5 B 8 56 3 4
8.0 6 3 5 5 5
8 56 9 B12 8

TON (mg/l)
7 9 7 6 8
8
8 A B 1
7 0 8 6
0.0 9 A A 0

1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992

(n) Kates Bridge

2
24.0 1
4
B
16.0 3 A 2 1
3 3 3
2 4 0 2 2
11.3 2 4 2 0 1 1 4
5 4 B 23 5 3 2 5 6 8 B 3 34 3

TON (mg/l)
8.0 6 0A 6 56 4
1 6 B1 7 7 5 8 A 89 1 5
5 8 7 5 8 8 0 B 8 A 6 5
7 0A 6 9 9A 7 90 0 78 A 6 0A
89 9 B 7
0.0 0 89

1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992
161

Figure 2. Continued.
162 Time series analysis of historical water quality data

April
Spring
May
June
July Summer Summer
August
September
Autumn
October
November
December
January Winter Winter
February
March

(a) (b)

Figure 3. Classification of months into climatic seasons of the Anglia Region (a) two seasons: summer and
winter (b) four seasons: spring, summer, autumn and winter. (Dr E. Evans, pers. comm.).

moisture deficit generated in the preceding summer months, and (ii) the specific
occurrence and character of storms in early winter. It is interesting to examine the
patterns in the annual variation more carefully.

4.2.  

Interesting patterns are observed in the TON time series plots. The entire time series
from 1976–90 was divided into three distinct sub-series depending on the observed
variability of TON, namely, 1976–80, 1983–87 and 1988–90. These sub-series vary
slightly for different locations depending upon the records available, but have distinct
patterns of TON variability and different trends in monthly TON values. In addition,
strong seasonal variations can be observed in all three time periods. The salient features
of each sub-series are identified in the following paragraphs.

(a) Period from 1976–1980

This period was characterized by high variability of TON, which decreased during the
period. Generally, it can be observed that peak late winter values decreased while low
late spring and summer values increased [Figure 4(a)], therefore reducing the total
variability in TON. This trend could be clearly seen at several locations including
Edenham, Carlby Bridge, Holywell Brook and Wilsthorpe. The peak values recorded
during winter remained above the EC drinking water limit (11·3 mg/l) at most locations.
Exceptionally high TON values recorded at the beginning of 1977 may reflect the
effects of the drought experienced in 1976. These high values are attributable to the
low surface runoff and limited amount of water draining solutes from farmland in the
previous year (Mattikalli, 1993). At a few locations such as Easton Wood and Toft,
TON values remained persistently high for two years until 1979, after which they
decreased suddenly. It is interesting to note that, at some locations (such as Swayfield
N. M. Mattikalli 163

TON concentration (mg/l)

TON concentration (mg/l)

Decre
asing alues
high v igh v
alues ng h
Increasi

s Decrea
value sing lo
asin g low w valu
es
Incre

(a) Period 1977–1980 (b) Period 1988–1990

Figure 4. Schematic diagram showing the patterns in variability of the TON observations (a) decreasing
variability during 1977–80; (b) increasing variability during 1988–90. Source: Mattikalli (1993).

Bridge and Creeton Spring), each monthly observation exceeded the EC limit. TON
minima clearly increased although they were near zero during late summer and autumn
at Burton Coggles and Edenham. At Corby Glen, Edenham and Kates Bridge maximum
values increased and seasonal variations were marked.

(b) Period from 1983–1987

Water quality in the River Glen was regularly monitored in 1983 and 1984 and most
values (including the summer lows) exceeded the EC limit at Swayfield Bridge, Creeton
Spring and Creeton Bridge. Although observations were less frequent in 1985 and 1986,
a single TON value was recorded in each season and can be compared with records of
the preceding and succeeding years. TON increased at many stations (Creeton Spring,
Creeton Bridge, Holywell Brook, Essendine Bridge and Kates Bridge). Occasionally,
high values were recorded in the spring and summer, for example at Swayfield Bridge,
Creeton Bridge and Kates Bridge in 1983.

(c) Period from 1988–1990

This period was characterized by considerable variability of TON as peak values
increased, low values decreased [Figure 4(b)] and total variability of TON increased.
This pattern, evident at all four locations where measurements are available, is the
inverse of the pattern observed during 1976–80. Peak values typically reached their
highest in the winter of 1990 and were comparable with those observed in the winter
after the 1976 drought.
The foregoing discussion can be summarized thus: (1) Maximum winter TON
concentrations have every year exceeded the EC limit at several stations (e.g. Burton
Coggles, Easton Wood, Swayfield Bridge, Wilsthorpe and Kates Bridge); (2) almost all
records exceeded the EC limit at several locations (e.g. Swayfield Bridge and Creeton
Spring), although they remained within the EC limit in other sub-catchments (e.g.
Holywell Brook); (3) a strongly-increasing trend was observed in TON values at some
sites (e.g. Creeton Spring, Holywell Brook and Kates Bridge); (4) a pattern of decreasing
variability in TON was observed during 1976–80, which is opposite to the pattern of
increasing variability in the recent past (during 1988–90).
Although graphical outputs have been very useful in identifying seasonal patterns
164 Time series analysis of historical water quality data

and annual trends in the TON data, statistical analysis of the data was necessary to
quantify these patterns and demonstrate the trends in TON.

4.3.  

The following paragraphs present the results of applying the statistical methodology
outlined in the previous section. The analysis was carried out for three cases: (i) two
seasons; (ii) four seasons; and (iii) twelve seasons. It is necessary to consider some
points in the interpretation of results of Case (i) and (ii). First, seasonal average TON
values were employed in the analysis. Such seasonal-average values are less variable
than the actual observations and regression equations derived from using these averages
will have higher explained variance. Second, the lengths of data series varied between
sampling stations, and the slope values (i.e. b1) therefore need to be interpreted carefully.
A direct comparison of slope values for two stations can only be made if the same
time period is covered in the analysis. Nevertheless, the regression equations can be
used to quantify and predict the overall seasonal patterns observed from the time series
plots of the previous section.

(a) Case (i): Two seasons (summer and winter)

The TON data were grouped into summer and winter seasons by referring to a crop
calendar [Figure 3(a)], and seasonal averages were calculated. Summer was selected as
the base season since it was characterized by low TON values and a dummy variable
was introduced to represent winter. Results of multiple regressions for all sampling
stations are presented in Table 4(a–c). Although it is clear from these equations that
TON concentrations increased in winter and decreased in summer (positive b2), these
equations did not successfully identify an overall increasing trend in TON (low b1). A
possible reason for this failure is the lack of a single linear trend over the entire period.
As in the previous section, the study period 1976–90 was partitioned into distinct time
windows with changing patterns in the variability of the TON, and results for these
different windows were analyzed [Tables 4(b) and 4(c)].
Increasing TON concentrations during 1976–1980 are given in Table 4(b) although
some locations were characterized by a decreasing trend. The intercept, b0, and the
seasonal adjustment for winter, b2, are so high that the TON concentration often
exceeded the allowable limit. The seasonal pattern is apparent, with increased TON
values in the winter. The effect of averaging of TON values over the broad seasons
suppresses variability within a season, and this problem may be overcome to some
extent by dividing each year into four seasons and carrying out further multiple
regression analyses (Mattikalli, 1993).

(b) Case (ii): Four seasons (autumn, winter, spring and summer)
Monthly TON data were grouped into four seasons, namely autumn, winter, spring
and summer [Figure 3(b)], and average seasonal values were calculated. Generally,
autumn seemed to be the season with the lowest TON concentration and was selected
as the base season. Three dummy variables were introduced to represent winter, spring
and summer. Multiple regression was carried out [Table 5(a–c)]. The co-efficient b1 was
smaller in this case than in Case (i), since the number of data points was doubled,
given the division into four seasons. Results of this case [Table 5(a)] explain in more
N. M. Mattikalli 165

T 4. Results of multiple regression analysis of the TON data: Case (i) Two seasons (summer
and winter) (a) for entire length of records, (b) for 1976–80 period, (c) for 1982 onwards. Models
are of the form: TON (mg/l)=b0+b1 t+b2 S2
(a)

Station Period Model

b0 b1 b2 N R2 F

Burton Coggles 1976–89 7·07 −0·218 +2·93 26 31·1 4·96

Easton Wood 1976–82 3·70 −0·501 +8·73 12 87·7 17·79
Corby Glen 1976–82 −1·27 +0·683 +2·64 12 59·1 5·79
Swayfield Bridge 1976–86 9·13 −0·303 +2·51 20 24·5 —
Creeton Spring 1976–87 16·7 −0·365 −2·03 22 33·3 3·50
Creeton Bridge 1976–90 9·31 −0·084 +1·69 30 6·6 —
Little Bytham 1976–81 7·62 +0·047 +1·89 10 32·5 —
Holywell Brook 1976–87 6·06 −0·06 +0·10 22 2·8 —
Carlby Bridge 1976–87 6·66 −0·135 +1·87 22 10·8 —
Essendine Bridge 1982–90 5·29 +0·059 +1·86 18 8·8 —
Edenham 1976–88 1·60 +0·123 +1·50 24 15·7 —
Toft 1976–78 4·60 +0·302 +8·23 4 99·5 187·3
Wilsthorpe 1976–90 7·97 −0·158 +1·95 30 42·8 7·84
Kates Bridge 1980–90 4·06 +0·036 +2·49 22 19·9 —

(b)

Station Period Model

b0 b1 B2 N R2 F

Burton Coggles 1976–80 5·29 −0·169 +6·63 8 63·5 6·08

Swayfield Bridge 1976–78 13·3 −1·97 +5·79 4 91·5 10·76
Creeton Spring 1976–80 12·9 +0·171 −1·43 8 14·5 —
Creeton Bridge 1976–78 4·07 +1·40 +2·66 4 52·9 —
Holywell Brook 1976–80 3·63 +0·35 +0·68 8 33·4 —
Carlby Bridge 1976–78 3·61 +0·46 +4·24 4 43·7 —
Edenham 1976–80 0·734 +0·075 +1·60 8 36·2 2·55
Toft 1976–78 4·60 +0·302 +8·23 4 99·5 187·3
Wilsthorpe 1976–80 7·66 −0·084 +2·03 8 22·4 —

(c)

Station Period Model

b0 b1 b2 N R2 F

Burton Coggles 1983–89 7·64 −0·508 +0·74 10 31·1 —

Swayfield Bridge 1982–85 10·7 −1·28 +3·05 6 42·6 —
Creeton Spring 1983–86 18·4 −1·92 −1·09 6 66·8 5·02
Creeton Bridge 1983–90 8·38 +0·11 −0·11 16 1·4 —
Holywell Brook 1983–86 10·3 −1·03 −0·93 6 76·8 8·26
Carlby Bridge 1983–86 12·6 −1·38 −0·97 6 77·2 8·46
Edenham 1981–88 8·90 −0·536 +2·49 16 20·6 —
Wilsthorpe 1983–90 4·48 −0·016 +2·24 16 17·3 —
T 5. Results of multiple regression analysis of the TON data. Case (ii). Four seasons (autumn, winter, spring and summer) (a) for entire length
166

of records, (b) for 1976–80 period, (c) for 1982 onwards. Models are of the form: TON (mg/l)=b0+b1 t+b2 S2+b3 S3+b4 S4
(a)

Station Period Model

b0 b1 b2 b3 b4 N R2 F

Burton Coggles 1976–89 6·71 −0·0757 +2·04 +5·49 −2·10 52 45·4 6·86
Easton Wood 1976–82 3·16 −0·184 +10·3 +2·21 −0·72 24 83·2 11·17
Corby Glen 1976–82 −0·64 +0·277 +3·71 −2·60 −0·24 24 57·3 4·37
Swayfield Bridge 1976–86 19·9 −0·172 −6·72 −3·16 −10·4 40 44·2 2·57
Creeton Spring 1976–87 15·0 −0·108 −1·63 +1·09 +0·98 44 19·3 —
Creeton Bridge 1976–90 9·31 −0·0356 +2·49 +4·21 +1·56 60 12·5 —
Little Bytham 1976–81 7·15 +0·044 +2·87 +1·21 −0·415 20 41·9 —
Holywell Brook 1976–87 5·89 +0·004 −0·19 +0·96 −0·03 44 3·8 —
Carlby Bridge 1976–87 7·21 −0·0283 +0·95 +2·06 −0·30 44 7·2 —
Essendine Bridge 1982–90 6·65 −0·0350 +2·34 +3·41 −0·25 36 18·4 —
Edenham 1976–88 2·21 +0·0677 +0·92 +3·42 −1·75 48 31·2 4·77
Toft 1976–78 3·95 +0·258 +10·4 +3·40 −1·69 8 99·7 268·08
Wilsthorpe 1976–90 5·60 −0·0586 +5·06 +5·65 +1·17 60 40·4 5·76
Kates Bridge 1980–90 4·08 −0·0120 +3·72 +3·56 +0·01 44 29·2 12·56

(b)

Station Period Model

b0 b1 b2 b3 b4 N R2 F

Burton Coggles 1976–80 3·83 −0·118 +8·25 +8·61 +0·11 16 79·9 9·96
Swayfield Bridge 1976–78 22·1 −1·080 XX −0·01 −10·7 8 88·1 4·93
Creeton Spring 1976–80 11·9 +0·047 +0·63 +2·77 +0·87 16 19·9 —
Creeton Bridge 1976–78 6·0 +0·470 +3·96 +4·19 −1·30 8 62·6 —
Holywell Brook 1976–80 3·82 +0·118 +1·73 +1·65 +0·60 16 26·2 —
Carlby Bridge 1976–78 3·56 +0·326 +4·7 +1·98 −0·98 8 36·5 —
Edenham 1976–80 0·396 +0·023 +2·72 +2·94 +0·34 16 51·3 3·4
Toft 1976–78 3·95 +0·258 +10·4 +3·40 −1·69 8 99·7 268·08
Wilsthorpe 1976–80 3·88 +0·040 +6·17 +5·83 +1·95 16 50·4 2·79
Time series analysis of historical water quality data
 N. M. Mattikalli

T 5. Continued.
(c)

Station Period Model

b0 b1 b2 b3 b4 N R2 F

Burton Coggles 1983–89 9·22 −0·215 −1·29 +2·86 −3·65 20 48·2 3·49
Swayfield Bridge 1982–85 16·4 −0·768 −1·04 +3·49 −4·59 12 67·2 3·07
Creeton Spring 1983–86 16·3 −0·658 −1·84 −0·62 +2·70 12 43·3 —
Creeton Bridge 1983–90 8·38 −0·033 +2·26 +4·08 +2·24 28 8·6 —
Holywell Brook 1983–86 8·78 −0·374 −0·70 +2·10 +1·38 12 60·5 3·06
Carlby Bridge 1983–86 9·36 −0·617 +1·70 +5·28 +3·56 12 61·0 3·13
Edenham 1981–84 7·78 −0·123 +2·11 +5·19 −2·79 12 47·3 —
Wilsthorpe 1983–90 4·85 −0·0603 +0·3 +5·0 +0·11 32 32·6 —

XX: Highly correlated with other X variables.

167
168 Time series analysis of historical water quality data

detail the seasonal trend of the TON concentrations and it is possible to monitor the
variability of TON more accurately. Predicted TON concentration remained above the
EC limit during winter and spring at locations such as Swayfield Bridge and Creeton
Spring although a decreasing trend was seen at these locations. Strong seasonal trends
were also evident, with an increase in winter and spring (indicated by positive values
of b2 and b3) and a decrease (negative values of b4) during summer.
As in Case (i), inclusion of the entire time series in a single model did not successfully
identify an increasing trend in TON concentration at some sites. Therefore, data were
again split into two time windows with continuous observations and an analysis was
carried out for two periods: (i) from 1976–80; and (ii) from 1982 onwards [Table 5(b–c)].
These equations provide better results for the data recorded during 1976–80 with a
clear increasing trend in TON concentration at many locations. In addition, coefficients
describing seasonal variations are larger, indicating a strong seasonal pattern. Further,
the R2 values are higher, indicating improved relationships.
Division of each year into four seasons yielded improved relationships. Although
these results identified strong seasonal patterns, the co-efficients portray only average
seasonal adjustments and the within-season variation is lost. Monthly variation of TON
concentration can be identified only if the total number of time periods is increased,
and if monthly data are used directly in regression analysis, with resulting co-efficients
providing monthly adjustments for forecasting the TON concentrations.

(c) Case (iii): Twelve seasons (each month representing a season)

Observed monthly TON concentrations were directly employed in this analysis to
account for monthly variations. January was considered as the base month and eleven
dummy variables were introduced to represent the remaining months. Tables 6(a–c)
show that the coefficient b1 is much smaller than in the previous cases, because the
number of seasons has increased to twelve. Most of the monthly-adjustment co-efficients
are negative in this analysis indicating that predicted TON concentrations remain below
the trend line. This is because the base month, January, generally had the highest TON
values (Mattikalli, 1993). Analysis of these results showed clear increases in TON
concentrations at many locations [Table 6(a)]. Decreases were observed, however, at
some locations (Easton Wood, Swayfield Bridge, Little Bytham, Essendine Bridge and
Toft), although levels remained above the EC limit during the winter and spring seasons.
The intercept, b0, is high, and exceeded the allowable limit at most locations.
Using the equations of Table 6 it is possible to forecast monthly TON. It is interesting
to note the cyclic variation in the co-efficients b2–b12 which portray the seasonality of
TON. Winter and spring months (November–May) are associated with low negative
co-efficients indicating high values of TON, while summer and autumn months (June–
October) are characterized by high negative co-efficients to reflect the lower TON
concentrations. The equations in Table 6 have improved R2 values compared to those
in Case (i) and Case (ii) [Tables 4(a) and 5(a)]. Further improvements occurred for the
periods from 1976–1980 [Table 6(b)]. In these equations, intercepts are higher compared
to those in Table 6(a) but are compensated for by decreases in the regression coefficients.
Nevertheless, monthly co-efficients are higher during winter and spring months, to
predict higher TON concentrations, and are lower in summer, to forecast lower TON.
Analysis of the results for the period after 1982 indicated increased TON concentrations
at many locations [Table 6(c)]. These relationships are superior to those presented in
T 6. Results of multiple regression analysis of the TON data. Case (iii). Twelve seasons (each month representing a season) (a) for entire length
of records, (b) for 1976–80 period, (c) for 1982 onwards. Models are of the form: TON (mg/l)=b0+b1 t+b2 S2+b3 S3+b4 S4+b5 S5+b6 S6+b7
N. M. Mattikalli

S7+b8 S8+b9 S9+b10 S10+b11 S11+b12 S12

(a)
Station Period Model

b0 b1 b2 b3 b4 b5 b6 b7 b8 b9 b10 b11 b12 N R2 F

Burton Coggles 1976–89 15·7 +0·0083 −1·18 −2·07 −3·34 −5·37 −10·9 −14·3 −13·0 −11·3 −10·1 −9·82 −2·86 89 48·1 3·05
Easton Wood 1976–82 18·2 −0·125 −2·75 −5·58 −8·94 −11·1 −11·6 −13·3 −14·0 0 −9·49 +4·34 +5·18 38 69·7 2·67
Corby Glen 1976–82 13·8 +0·0145 −0·67 −0·41 −3·46 −7·26 −10·9 −9·58 −9·83 −12·1 −10·4 −6·18 +2·56 41 58·2 5·03
Swayfield Bridge 1976–86 23·6 −0·0445 −4·56 −6·04 −5·37 −7·55 −9·85 +1·85 −11·1 −9·69 +1·05 −2·52 +0·60 37 59·9 2·86
Creeton Spring 1976–87 16·0 +0·0257 −1·06 −2·17 −1·72 −1·29 −0·86 −2·58 −2·44 −3·94 −5·09 −1·22 −2·52 77 22·1 —
Creeton Bridge 1976–90 20·1 +0·00569 −3·43 −4·78 −4·79 −6·85 −6·86 −7·33 −7·16 −11·2 −12·4 −9·67 −8·23 91 47·0 5·77
Little Bytham 1976–81 13·3 −0·0457 +2·43 +1·37 −1·10 −1·81 −3·55 −3·71 −3·31 −3·78 −3·89 −2·29 +0·05 49 47·7 2·66
Holywell Brook 1976–87 6·28 +0·0319 +1·16 +1·10 +0·217 +0·32 −0·129 −1·02 −1·24 −1·73 −1·6 −1·08 −1·39 79 54·0 6·46
Carlby Bridge 1976–87 15·9 +0·0174 −4·21 −4·48 −5·78 −5·84 −8·49 −7·28 −9·81 −10·3 −10·5 −9·38 −3·21 55 38·0 4·28
Essendine Bridge 1982–90 16·5 −0·0075 −1·66 −4·12 −1·70 −6·26 −6·8 −9·09 −8·38 −10·5 −8·68 −5·96 −6·72 71 48·1 5·21
Edenham 1975–88 8·23 +0·0241 +1·96 +2·73 +3·29 −1·41 −5·61 −6·94 −6·79 −6·74 −2·05 −3·43 −1·39 87 50·7 6·33
Toft 1976–78 19·4 −0·068 −2·82 −4·62 −9·26 −9·23 −9·26 −15·1 −15·9 −14·3 −12·7 +4·53 −0·60 25 80·5 3·77
Wilsthorpe 1976–90 14·6 +0·00054 −0·11 −2·02 −2·63 −4·97 −6·11 −8·12 −8·55 −10·0 −7·95 −11·0 −1·44 89 41·0 4·4
Kates Bridge 1980–90 11·6 +0·00249 +1·59 +0·39 −0·04 −4·49 −5·39 −7·56 −7·24 −8·83 −6·50 −5·75 −3·17 97 49·5 3·81

(b)

Station Period Model

b0 b1 b2 b3 b4 b5 b6 b7 b8 b9 b10 b11 b12 N R2 F

Burton Coggles 1976–80 18·1 −0·0504 −0·81 −1·45 −4·82 −6·12 −11·0 −14·7 −15·6 −14·8 −12·5 −9·02 −6·92 49 66·0 4·86
Swayfield Bridge 1976–78 26·9 −0·208 −4·95 −6·70 −11·9 −10·1 −13·6 0 0 0 0 −5·27 +4·67 15 92·7 —
Creeton Spring 1976–80 16·5 +0·0103 −0·84 −0·67 −1·78 −1·24 −1·35 −2·59 −2·89 −3·83 −4·93 +2·03 −5·05 38 33·0 —
Creeton Bridge 1976–78 19·8 −0·0866 −0·81 −2·79 −5·19 −4·6 −6·37 −5·83 −4·42 −7·91 −10·3 −10·3 −9·53 29 68·2 —
Holywell Brook 1976–80 7·66 −0·0082 +1·65 +1·17 +0·393 +0·278 −0·457 −0·669 −1·44 −1·65 −1·54 −1·63 −1·35 51 49·2 2·99
Carlby Bridge 1976–78 17·9 −0·022 −3·06 −5·16 −9·62 −4·63 −10·3 −10·9 −11·0 −11·4 −11·5 −10·9 −0·76 27 58·7 3·07
Edenham 1976–80 3·22 −0·114 +8·13 +14·7 +4·06 +11·1 +3·85 0 +8·88 +0·97 0 +9·46 XX 26 67·8 2·81
Toft 1976–78 19·4 −0·068 −2·82 −4·62 −9·26 −9·23 −9·26 −15·1 −15·9 −14·3 −12·7 +4·53 −0·60 25 80·5 3·77
Wilsthorpe 1976–80 16·4 −0·0653 −1·98 −2·65 −4·71 −4·77 −5·93 −8·86 −8·67 −9·86 −7·72 −9·35 +1·38 45 54·2 36·5
169
 170

T 6. Continued.
(c)

Station Period Model

b0 b1 b2 b3 b4 b5 b6 b7 b8 b9 b10 b11 b12 N R2 F

Burton Coggles 1983–88 11·0 +0·047 +0·069 +2·15 +4·13 −3·13 −5·83 0 −4·46 0 +0·99 −6·07 XX 23 43·0 2·83
Swayfield Bridge 1982–85 18·0 −0·0328 −2·89 −4·18 +1·0 −4·81 −6·23 +4·0 −9·04 −7·43 +3·30 +1·13 −4·53 38 73·9 —
Creeton Spring 1983–86 21·4 +0·0443 −4·81 −3·12 −4·23 −4·64 −3·57 −5·55 −5·63 −7·14 −8·38 −7·90 −4·66 26 72·1 2·79
Creeton Bridge 1983–90 23·7 −0·0221 −5·36 −6·21 −5·87 −8·90 −7·50 −8·70 −9·20 −13·6 −14·0 −10·3 −9·09 63 51·2 4·29
Holywell Brook 1983–86 8·60 +0·0613 −0·18 +0·69 +2·02 +0·13 −0·03 −1·32 −1·29 −1·80 −1·99 −0·7 −2·60 27 77·6 4·04
Carlby Bridge 1983–86 14·2 +0·0372 −3·51 −2·71 +2·71 −4·52 −5·19 −1·73 −6·97 −7·17 −7·40 −6·33 −7·67 28 59·1 3·73
Edenham 1981–88 9·83 +0·0313 +2·96 +2·48 +3·83 −0·91 −5·46 −6·98 −7·74 −5·77 −1·77 −2·72 −1·89 63 53·2 3·03
Wilsthorpe 1983–90 14·3 +0·0033 +1·87 −1·33 −1·01 −5·07 −6·14 −5·3 −7·97 0 −7·15 −14·0 −4·21 44 40·6 —

XX: Highly correlated with other X variables.

Time series analysis of historical water quality data
N. M. Mattikalli 171

Tables 4(c) and 5(c) for Case (i) and Case (ii), respectively. Therefore, both annual and
seasonal variations can be better recognized from these equations.
It is clear from the above that the statistical models have been successful for both
description and prediction of the increasing trend, and seasonal variation in TON
concentration based on point monthly observations. Improved statistical relationships
have been established by splitting the data into several time windows. This procedure
has therefore proved to be a useful tool for the analysis of water quality data typically
having several missing observations.

5. Conclusions
Concentrations of total oxidized nitrogen (TON) have risen and have exceeded the EC
limit in the recent past in the River Glen catchment, U.K. This observation is similar
to trends reported in the literature for various other rivers in the U.K., Europe and
elsewhere. A strong seasonal trend was evident in the graphical time series plots. A
methodology has been presented which employs multiple regression to analyze time
series water quality data with several observational gaps. Several statistical models were
developed for different cases. It was observed that improved statistical relationships
could be established by splitting the data into several time windows. Better models can
be developed by introducing dummy variables representing a larger number of seasons,
and such models can be employed to monitor monthly variations in TON.

This research work was funded in part by the National Rivers Authority (NRA), Anglian Region,
England, through the good offices of Mr. Nigel Fawthrop. The water quality data was provided
by Mr. Fawthrop, NRA. The author was supported by a Cambridge Commonwealth Trust
(Trinity College) Scholarship and an ORS Award at the University of Cambridge, and is presently
an NRC Regular Research Associate at NASA/Goddard Space Flight Center. Useful discussions
with Dr K. S. Richards and Dr B. J. Devereux helped completion of this study. Valuable comments
on the manuscript by Dr K. S. Richards and Dr E. T. Engman improved the draft copy.
Encouragement provided by Dr E. T. Engman, Head, Hydrological Sciences Branch, NASA/
GSFC, is gratefully acknowledged. We thank Kavitha for excellent word processing and proof
reading of the paper.

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