Journal of Hydrology 554 (2017) 137–154

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Journal of Hydrology
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Research papers

Bayesian estimation of extreme flood quantiles using a rainfall-runoff

model and a stochastic daily rainfall generator
Veber Costa ⇑, Wilson Fernandes
Dept. of Hydraulic and Water Resources Engineering, Federal University of Minas Gerais, Brazil

a r t i c l e i n f o a b s t r a c t

Article history: Extreme flood estimation has been a key research topic in hydrological sciences. Reliable estimates of
Received 30 March 2017 such events are necessary as structures for flood conveyance are continuously evolving in size and com-
Received in revised form 4 September 2017 plexity and, as a result, their failure-associated hazards become more and more pronounced. Due to this
Accepted 5 September 2017
fact, several estimation techniques intended to improve flood frequency analysis and reducing uncer-
Available online 8 September 2017
tainty in extreme quantile estimation have been addressed in the literature in the last decades. In this
paper, we develop a Bayesian framework for the indirect estimation of extreme flood quantiles from
Keywords:
rainfall-runoff models. In the proposed approach, an ensemble of long daily rainfall series is simulated
Extreme floods
Upper-bounded distribution function
with a stochastic generator, which models extreme rainfall amounts with an upper-bounded distribution
Bayesian inference function, namely, the 4-parameter lognormal model. The rationale behind the generation model is that
Daily rainfall stochastic generation physical limits for rainfall amounts, and consequently for floods, exist and, by imposing an appropriate
Hydrologic modeling upper bound for the probabilistic model, more plausible estimates can be obtained for those rainfall
quantiles with very low exceedance probabilities. Daily rainfall time series are converted into stream-
flows by routing each realization of the synthetic ensemble through a conceptual hydrologic model,
the Rio Grande rainfall-runoff model. Calibration of parameters is performed through a nonlinear regres-
sion model, by means of the specification of a statistical model for the residuals that is able to accommo-
date autocorrelation, heteroscedasticity and nonnormality. By combining the outlined steps in a Bayesian
structure of analysis, one is able to properly summarize the resulting uncertainty and estimating more
accurate credible intervals for a set of flood quantiles of interest. The method for extreme flood indirect
estimation was applied to the American river catchment, at the Folsom dam, in the state of California,
USA. Results show that most floods, including exceptionally large non-systematic events, were reason-
ably estimated with the proposed approach. In addition, by accounting for uncertainties in each modeling
step, one is able to obtain a better understanding of the influential factors in large flood formation
dynamics.
Ó 2017 Elsevier B.V. All rights reserved.

1. Introduction However, conventional probabilistic modeling strategies, based

Floods are one of the most complex phenomena in nature. From
their very genesis, the combination of a large collection of interve-
nient factors, as related to the meteorological conditions for
extreme rainfall formation, the temporal and spatial patterns of
the produced storms, and the particular hydrologic characteristics
that may affect the catchment response, makes each flood a virtu-
ally unique event, which arises from intricate physical processes
with unpredictable outcomes.
Estimation of rare and extreme flood quantiles is a necessary
expedient for establishing guidelines for the design and risk assess-
ment of large hydraulic structures related to flood mitigation.
⇑ Corresponding author.
E-mail addresses: veber@ehr.ufmg.br (V. Costa), wilson@ehr.ufmg.br
(W. Fernandes).
on at-site flood frequency analysis, are, in general, ineffective in
describing the entire spectrum of maximum flood events, as the
available samples are usually small and do not provide a full pic-
ture on the behavior of the upper tail of the floods distributional
model. In addition, uncertainty estimation, which is a key topic
for accounting for the potential variability of the phenomenon
being modeled, is frequently performed on the basis of asymptotic
properties of parameters/quantile estimators, which might not be
suitably met in samples with reduced size.
Several techniques have been developed for improving flood
frequency analysis and reducing modeling uncertainties. Most
procedures rely on increasing sample sizes of block-maxima by
incorporating regional (e.g., Hosking and Wallis, 1997) or non-
systematic (e.g., Baker et al., 2002) information. Alternative infer-
ence procedures have also gained prominence in the last decades.
An example in this context is the peaks-over-threshold framework

http://dx.doi.org/10.1016/j.jhydrol.2017.09.003
0022-1694/Ó 2017 Elsevier B.V. All rights reserved.
138 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
(Katz and Parlange, 2002 and references therein). Another interest-
ing approach is that in which maximum-related deterministic
quantities, such as the Probable Maximum Precipitation (PMP)
and the Probable Maximum Flood (PMF), are accommodated in
probabilistic models for hydrologic random variables as estimators
for upper bound parameters (Elíasson, 1994, 1997; Takara and
Tosa, 1999; Botero and Francés, 2010; Fernandes et al., 2010;
Guse et al., 2010; Costa et al., 2015).
The rationale behind the use of distribution functions with
bounded upper tails in the modeling of hydrologic block-maxima
is the assumption that precipitation has a physical upper bound,
which results from the potentially limited supply of moisture to
the atmosphere. Once rainfall is assumed to be bounded, this will
also be the case for floods. The existence of upper bounds for the
referred random variables, however, remains a controversial issue
in hydrological sciences. On the one hand, authors such as
Yevjevich (1968), Klemes (1987), Yevjevich and Harmancioglu
(1987) and Papalexiou and Koutsoyiannis (2006) argue that an
exhaustive evaluation of the causal factors in the formation of
extreme storms and floods is beyond our current understanding
and modeling capability. This fact prevents one to prescribe quan-
tiles with null exceedance probability. Furthermore, according to
Hosking and Wallis (1997), the misspecification of upper bounds
in flood frequency analysis may entail ill estimates for the quan-
tiles of actual interest in the design of hydraulic structures.
On the other hand, some authors are skeptical on the possibility
of rainfall volumes and floods to increase indefinitely. As early as in
1936, Horton, an influential researcher in the field of hydrology,
had questioned the plausibility of a small stream to convey a flood
as large as the ones of the Mississippi River. This line of reasoning
is also supported by Boughton (1980, 1999), Laursen (1983) and
Takara and Tosa (1999). Objective evidence on the existence of
upper bounds for floods was provided by Enzel et al. (1993). In
effect, these authors demonstrated that the inclusion of non-
systematic information, associated to paleofloods whose occur-
rence spans a 4,000-year period, does not affect the envelope
curves derived on the basis of the systematic records of streamflow
block-maxima for the Colorado River. This fact suggests that a nat-
ural physical limit for floods exists at this particular location. Sim-
ilar conclusions were obtained by Jacoby et al. (2008) in the
modeling of maximum flood events in Israeli catchments. The
adoption of an upper-bounded distribution function in this paper
is mainly based on the findings of these two works, although they
alone are not expected to provide definitive conclusions on the
outlined dispute.
A comprehensive discussion of modeling strategies based on
the assumption of upper-bounded hydrologic variables is provided
by Fernandes et al. (2010) and Costa et al. (2015). As stated by
these authors, a major issue concerning such strategies lies on
the estimation of upper bound parameters of theoretical probabil-
ity functions. In fact, widely spread estimation techniques, such as
the maximum likelihood approach, are usually unable to provide
reliable estimates for the upper bound. It can be shown that, for
most models, the maximum likelihood estimates (MLE) for the
upper bound parameter are equal or very similar to the highest
recorded value in the random sample, which, in turn, is unlikely
to reflect the most extreme conditions for rainfall or floods forma-
tion at a given catchment.
By treating the upper bound parameter as a deterministic quan-
tity, whose magnitude is well beyond the observed data, some
drawbacks of the conventional maximum likelihood approach
are, at least partially, circumvented in the inference. In effect,
because of the location of the upper bound, the upper-bounded
model may behave very similarly to either light or heavy-tailed
distributions over a wide range of the random variable domain,
which should contain most quantiles of practical interest. In addi-
tion, as the bounded model has to converge to the upper bound,
precipitation and flood quantiles will be restricted to physically
plausible values, which is a desirable property for modeling pur-
poses. Nonetheless, PMP and PMF estimates are not univocal and
depend on the available samples and estimation techniques. As
such, these quantities should not be understood as actual upper
bounds, but as quantiles with small (yet non-null) exceedance
probability, for which a suitably uncertainty account is required.
Bayesian analysis emerges as a convenient approach for
addressing this problem, since such a school of inference provides
appropriate tools for handling and quantifying uncertainty. In this
sense, the random nature of PMP and PMF estimates may be incor-
porated into logical structures of analysis for estimating upper
bounds by means of prior uncertainty distributions. Fernandes
et al. (2010) proposed a method for flood frequency analysis in
which this rationale is utilized. In the referred work, the authors
elicited an informative prior distribution for the upper bound
parameter on the basis of regional information from a large collec-
tion of PMF estimates in the United States. The predictive posterior
distribution, as obtained from the bounded model, provided appro-
priate fits even for paleofloods, which could not be described by
unbounded distributions of frequent use in hydrology, such as
the Generalized Extreme Value Distribution (GEV). In addition,
the credible intervals associated to the bounded model were nar-
rower than the ones obtained for the unbounded Bayesian counter-
parts, which, at some extent, shows that incorporating an
appropriate upper bound to the probabilistic model improves the
estimation of extreme quantiles. However, some criticism may be
assigned for the proposed upper bound prior distribution, since
floods are scale-dependent and their mechanisms of formation
greatly differ from one catchment to another. Thus, very distinct
information sources were aggregated in the prior knowledge
regarding the floods upper bound, possibly entailing some loss of
physical realism in the posterior analyses.
In this paper, we propose an alternative approach in which
maximum flood quantiles are indirectly estimated from rainfall-
runoff models. The reasoning of the method is using rainfall
volumes as the variable of primary interest, since large areas are
characterized by similar meteorological conditions for rainfall
formation, which makes rainfall less scale dependent than floods.
Due to this fact, by modeling rainfall amounts, one is expected to
elicit more physically realistic and informative prior distributions
for upper bound parameters from regional PMP estimates. In addi-
tion, samples of daily rainfall volumes are usually larger than those
related to streamflows, which makes the former more likely to
contain records of extreme events and might provide a more accu-
rate description of the precipitation distribution upper tail. The
Bayesian bounded model for maximum rainfall precipitation is uti-
lized as a functional partition of a recently proposed stochastic
daily rainfall generator (Costa et al., 2015), which comprises a
well-suited algorithm for simulating long rainfall series, while pre-
serving statistical features of the original random sample, as well
as for providing a suitable ensemble of realizations of the phe-
nomenon, which allows one to evaluate a large set of hydrologic
responses of a catchment under different yet equally likely input
conditions.
Stochastic rainfall generators have been employed in
simulation-based hydrologic modeling since the 1960’s (Gabriel
and Neumann, 1962). During the last two decades, a number of
techniques, based on parametric and nonparametric inference pro-
cedures, have been developed for constructing at-site and multisite
generation models (Wilks, 1998; Yates et al., 2003; Apipattanavis
et al., 2007; Basinger et al., 2010; Li et al., 2012). Overall, these
models are able to reproduce summary statistics such as means,
standard deviations and mean number of wet days per month.
Most of them, however, are unfit to produce reliable estimates of
 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
extreme precipitation events (Sharif and Burn, 2006; Furrer and
Katz, 2008; Hundecha et al., 2009; Li et al., 2012; Chen and
Brissette, 2014). Extensively used light-tailed models, such as the
Gamma distribution, often underestimate the frequency and mag-
nitude of rare and extreme rainfall depths, whereas those models
with subexponential upper tails, such as the Generalized Pareto,
might entail the frequent generation of exceptionally large precip-
itation amounts, which may prove inconsistent with the physical
mechanisms of rainfall formation at particular locations. This con-
stitutes an additional motivation for utilizing a bounded model, as
it restrains the generated values to a physically plausible range
and, at the same time, mimics the actual behavior of the upper tail
of daily rainfall block-maxima for a set of conveniently specified
quantiles, according to hydraulic structures design requirements.
The streamflow series, as related to the synthetic daily rainfall
ensemble derived from stochastic simulation, are obtained by
means of a rainfall-runoff model, namely the Rio Grande model,
whose structure is based on the Xinanjiang model, originally pro-
posed by Zhao et al. (1980), and is described in details in Appendix
A. Such a strategy, however, imposes other challenges to the ana-
lyst, since new sources of uncertainty, associated to input errors,
parameter estimation and model structure, are aggregated into
the analysis. Nonetheless, the Bayesian paradigm provides a
straightforward framework for accounting for the resulting uncer-
tainty by treating the hydrological model parameters, as well as
those of the probabilistic model of calibration residuals, as random
variables, whose probabilistic behavior is summarized by a joint
posterior distribution. Thus, while constructing flood quantiles
curves by exploring rainfall synthetic series and different sets of
parameters of the hydrological model, as sampled from the joint
posterior distribution, the uncertainties are properly quantified
and coherently propagated in all modeling steps, which is expected
to entail more reliable estimates of rare and extreme floods.
The remainder of this paper is organized as follows. In Section 2,
the theoretical foundations of the proposed method are explored.
First, a brief description of the mixed model for stochastic daily
rainfall generation (Costa et al., 2015) is provided, along with the
elicitation of prior uncertainty distributions for the parameters of
the 4-parameter lognormal distribution (LN4). Next, calibration
of parameters of conceptual rainfall-runoff models under the Baye-
sian paradigm and the generalized log-likelihood function
(Schoups and Vrugt, 2010), which introduces a model for calibra-
tion residuals that accommodates autocorrelation, heteroscedas-
ticity and non-Gaussian behavior, are addressed. Finally, a
summary on the construction of flood quantile curves and the cor-
responding uncertainty evaluation is provided. Section 3 describes
an application of the proposed method to the American River
Catchment, at Folsom Dam. The conclusions and recommendations
of the study are presented in Section 4. Lastly, Appendix A provides
a description of the Rio Grande rainfall-runoff model.
2. Theoretical background
2.1. The mixed model for stochastic daily rainfall generation
Stochastic generation of daily rainfall is a widespread technique
for hydrologic simulation. Comprehensive reviews on the subject
may be found in Srikanthan and McMahon (2000) and Chen and
Brissette (2014). In general, daily rainfall stochastic generators
comprise a two-step simulation scheme. The first step models
the occurrence of rainfall, whereas, in the second step, rainfall
amounts are estimated on wet days. Rainfall occurrence is often
modeled through stochastic processes that are able to reproduce
the persistence of wet and dry intervals. Simple modeling alterna-
tives, such as alternating renewal processes (Wilby et al., 1998;
139
Wilks, 1999) and Markov chains (Gabriel and Neumann, 1962;
Boughton, 1999), are commonly used approaches for this purpose,
as they provide effective means for describing the dependence
structures of daily rainfall events.
The modeling of rainfall amounts, on the other hand, is a chal-
lenging and complex task. In fact, low to moderate and extreme
rainfall depths are inherently related to very distinct physical pro-
cesses, which may not be entirely accommodated into a single
mathematical model. In other words, as they are a result of very
particular meteorological conditions, extreme rainfall amounts
are expected to be sampled from a different population as com-
pared to the most frequent precipitation volumes. Furthermore,
it has been noted by Koutsoyiannis (2004), Papalexiou and
Koutsoyiannis (2012), Li et al., (2012) and Papalexiou et al.
(2013) that daily rainfall annual block-maxima are less likely to
be extracted from distributions with exponential upper tails. In
fact, as pointed by a recently published study by Papalexiou and
Koutsoyiannis (2016), the Generalized Gamma model, which has
a stretched upper tail as compared to the exponential counterparts,
appears to be the most appropriate distributional model for a large
set of samples of annual maximum daily rainfall, followed by mod-
els with subexponential tails. Therefore, in order to appropriately
describe the overall spectrum of rainfall amounts, it may be neces-
sary employing hybrid models, which arise from the combination
of two probability distributions set apart by a suitable threshold:
a light-tailed right-skewed distribution, for modeling low to mod-
erate rainfall, and a distribution with heavier tails for modeling the
most extreme ones (Hundecha et al., 2009; Li et al., 2012; Ramesh
and Onof, 2014).
Strictly parametric hybrid models represent an intuitive choice
for composing the stochastic daily rainfall generator structure, as
they may readily fit the observed sample of non-null rainfall
depths and may suitably model those amounts that exceed a suffi-
ciently high threshold by means of imposing a heavy tail-like decay
from the threshold onwards. However, an intractable problem may
stem for most sets of candidate distributions for constructing a
hybrid model: the resulting probability density function (PDF) will
rarely be continuous at the transition point, which prevents one to
obtain parameter estimates from usual estimation methods, such
as the maximum likelihood, and may incur in numerical instability
along the simulations (Furrer and Katz, 2008).
Nonparametric models (Lall and Sharma, 1996; Apipattanavis
et al., 2007; Basinger et al., 2010) may, to some extent, circumvent
the outlined problem, as no theoretical distribution functions are
fit to the data. In this sense, low to moderate and extreme rainfall
distributions can be obtained from kernel density estimation, with
no need for prescribing a common value for probability density at
the threshold. Nonetheless, the most frequently used kernel esti-
mators are light-tailed, which restrains the ability of extrapolation
of the nonparametric density for extreme rainfall amounts
(Markovich, 2007; Furrer and Katz, 2008; Li et al., 2012) and might
entail an ill description of the upper tail of the distribution of max-
imum daily precipitation.
Costa et al. (2015) proposed an alternative approach, which
combines parametric and nonparametric methods in the stochastic
generator structure. The authors termed the resulting model as the
mixed model for stochastic daily rainfall generation. The rationale
behind the mixed model is similar to that of hybrid parametric
models, i.e., distinct processes of rainfall formation require differ-
ent modeling approaches. However, as defining a coherent thresh-
old, which ascertains the continuity of the PDF’s at this transition
point, for particular pairs of theoretical probability distributions,
may be impossible, one may simulate a given range of the domain
of daily precipitation volumes in a nonparametric framework and,
thus, trivially bypass the mathematical constraint imposed by the
definition of the threshold.
140 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
The mixed model is derived from a first-order Markov process,
described by a 3-state transition probability matrix (TPM), which
represent dry days (d), wet days (w) and extremely wet days (e).
Such states are intended to simulate the possible conditions of
rainfall occurrence by setting apart low to moderate and extreme
rainfall amounts in wet days, allowing one to employ different
inference strategies for estimating precipitation volumes. The tran-
sition probability matrices are defined for every day of the year, by
accounting for the empirical frequency of transitions between
states in the random sample, which simply corresponds to the
MLE’s. The daily basis for the construction TPM’s entails some
degree of smoothing of the transition probabilities along the year,
as compared to the usual monthly time span, and, at some extent,
allows more complex dependence structures in the daily rainfall
time series to be reproduced.
Simulation of low to moderate rainfall amounts is based on a
data-driven procedure, by means of the bootstrap resampling tech-
nique (Efron, 1979). The underlying assumption on this choice is
that the available random samples should provide an appropriate
summary on the variability of daily rainfall amounts, for each
day of the year. By following this line of reasoning, no conjectures
on a theoretical probabilistic model are necessary for describing
this range of the random variable domain and no mathematical
constraints are imposed for defining the threshold between transi-
tion states. In addition, as TPM’s are defined for the daily time span,
the nonparametric approach entails a more parsimonious model,
as the parametric counterpart would require parameter estimation
for a set of 365 models and, thus, a higher degree of uncertainty
should result. Bootstrapping is performed inside moving windows,
centered and symmetrically spread with respect to the day being
simulated. The size of the moving windows is user defined. During
the simulations, one may choose between all non-null values
inside the window, providing larger sets for resampling, or
between those records with identical combination of transition
states, as a means for preserving, at least partially, the dependence
structure of the data.
As for the modeling of extreme rainfall amounts, a fully paramet-
ric approach is employed, in order to allow the extrapolation for
quantiles that are much larger than the observed records. In the
application discussed in this paper, the LN4 distribution is utilized,
since such a model presents an explicit upper bound parameter,
which ensures that the generated rainfall depths are restrained to
a physically plausible range. A detailed description of the referred
probability distribution function is provided in Section 2.2.
Parameter estimation of the LN4 model is based on the Bayesian
framework. An informative prior uncertainty distribution on the
upper parameter is elicited by means of aggregating regional infor-
mation from a large set of PMP estimates, following the sugges-
tions of Fernandes et al. (2010). Since, in general, a single PMP
estimate is available in a given catchment, one cannot obtain a full
picture of PMP seasonal variability for modeling purposes and, as a
result, a single set of parameters, as obtained from the posterior
descriptive distribution, is utilized in the stochastic generator
structure. This might appear incoherent from a theoretical point
of view, as PMP estimates are expected to assume very distinct val-
ues in dry and wet seasons of the year. However, by fixing a conve-
niently high threshold, one may restrain the conditional
probabilities of generating extreme rainfall events to very low val-
ues during the dry season, making it highly unlikely that daily rain-
fall amounts with the same order of magnitude of the PMP
estimate to be generated when physically plausible conditions
for this are not met.
In short, the daily rainfall generation algorithm works as follows:
1. The conditional transition probabilities, for each day of the year,
are estimated from the historical time series;
2. For each time step of the simulation, a random number is gen-
erated from a uniform distribution defined in the interval (0, 1).
Such a random number is then compared to the conditional
probabilities in the appropriate line of the TPM, which is
defined by the rainfall occurrence state of the previous day. This
allows one to construct a Markov chain by exploring the transi-
tions between the 3 states of the TPM. The procedure is
repeated until a series with the desired size is obtained;
3. From the Markov chain defined in the previous step, a vector of
rainfall amounts is estimated. If, for a given day, state d is
selected, the algorithm returns a null value. If, on the other
hand, the chain is state w, the rainfall amount is simulated by
resampling inside a moving window centered on the day of
interest. Finally, if state e holds, the rainfall amount on that
day is obtained by the inverse function of the LN4 model; and
4. The overall procedure is repeated until a previously defined
number of synthetic time series is simulated.
The performance evaluation of the model is based on the com-
parison of a collection of daily summary statistics for the synthetic
series and those related to the observed ones, both with the same
sample size, for each month of the year, as a means for checking
the appropriate reproduction of seasonal features of daily rainfall.
The summary statistics, as proposed by Srikanthan and Pegram
(2009), are: (a) mean; (b) standard deviation; (c) coefficient of
skewness; (d) average number of wet days; and (e) annual daily
maximum rainfall amount. Due to the random nature of the gener-
ation algorithm, a particular synthetic time series may not reflect
the statistical features of the original random sample, even though
all generated series are considered equally likely realizations of the
same stochastic process. Thus, for evaluating the performance of
the algorithm, a large set of synthetic daily rainfall series is gener-
ated, from which the median values of the performance indexes
will be extracted as point estimates, and the 2.5% and 97.5% asso-
ciated quantiles provide an uncertainty measure. After the valida-
tion of the model for synthetic series with the same sample size as
the observed records, the previously mentioned summary statis-
tics, except for monthly annual maxima, are computed for
10,000-year long generated series, in order to evaluate whether
the statistical similarity holds when very long rainfall series are
simulated. This additional validation step is necessary for indi-
rectly constructing flood quantile curves and estimating their cor-
responding predictive uncertainty. It is worth mentioning that, in
the application discussed in Section 3, we have assumed that the
ensemble of 10,000-year generated series is simulated from a sta-
tionary stochastic process. Such an option results from two model-
ing aspects. First, no significant monotonic trends or jumps were
detected in the observed annual block-maxima sample, when
applying, respectively, the Mann-Kendall and Pettitt hypothesis
tests at significance level of 5%. Second, the time window provided
by the observed records (about 35 years) is considered too small
for identifying a suitable model for any kind of trend, even if one
had been, in fact, verified in the data.
2.2. The 4-parameter lognormal model and prior distributions for its
parameters
Some models of frequent use in hydrology may present upper-
bounded forms, due to particular combinations of parameter esti-
mates. Among these models, one can mention the 3-parameter
GEV, the log-Pearson type 3 (LP3) and the Kappa distributions.
These bounded models, however, arise from general parametric
forms, which also accommodate unbounded upper tails and do
not present an explicit upper bound parameter, hindering potential
associations with meteorological characteristic of the region in
study. In addition, the upper-bounded forms of these models result
 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
in negative coefficient of skewness, which are, for most applica-
tions, inappropriate for modeling maximum-related random
variables.
Another class of distributions, with fewer applications in hydro-
logic sciences, comprise bounded models that are right-skewed. Of
primary interest for this paper are those distributional models with
such a shape characteristic and explicit upper-bound parameter,
for which an informative prior uncertainty distribution can be eli-
cited on the grounds of regional information from PMP estimates.
Among these models, it is worth mentioning the Transformed
Distribution Function, or TDF (Elíasson, 1997), the Extreme Value
Type 4 distribution, or EV4 (Kanda, 1981), and the 4-parameter
lognormal distribution, or LN4 (Slade, 1936). The latter will be used
in the parametric module of the mixed model for daily rainfall
generation.
The LN4 distribution is bounded in both lower and upper tails
and arises from the following transformation:


Xe
Y ¼ ln ð1Þ
aX
in which e is the lower bound parameter of the random variable X, a
is the upper bound parameter, and the transformed random vari-
able Y follows a normal distribution with parameters ðlY ; r2Y Þ, here-
after denoted by l and r. From a theoretical point of view, a null
value for the annual maximum rainfall volume is, as a matter of
fact, a possible realization of the phenomenon being studied. In
addition, Fernandes et al. (2010) demonstrated that such an
assumption does not significantly affect the upper tail and the over-
all behavior of the LN4 model. Thus, we assume, with no loss of gen-
erality, that the lower bound is zero, in order to obtain a more
parsimonious model, with fewer prior uncertainty distributions to
be elicited.
The probability density function of a random variable X, dis-
tributed according to the LN4 model and denoted by
X  LN4ðl; r; aÞ, with location parameter l 2 R, scale parameter
r 2 Rþ and upper bound parameter a 2 Rþ , is expressed as:
 i
a 1 h  x 
f X ðxjl; r; aÞ ¼ pffiffiffiffiffiffiffi  exp ln  l2
ð2Þ
xða  xÞr 2p 2r2 ax
The cumulative distribution function of the LN4 model is given
by
for the domain of the upper bound parameter, which implicitly
1  x  l
F X ðxjl; r; aÞ ¼ U ln  ð3Þ
r ax r
where U denote the standard normal distribution.
From a modeling perspective, the upper bound is the only
parameter of the LN4 model that can be physically related to mete-
orological characteristics of the catchment. In this sense, informa-
tion regarding extreme precipitation amounts, such as maximum
rainfall-related deterministic quantities or maximum precipitation
envelope curves, may be used for eliciting informative or subjec-
tive prior distributions on a. Location and scale parameters, l
and r on the other hand, have no clear interpretation with respect
to hydrometeorological processes, and, as a result, eliciting subjec-
tive prior uncertainty distributions on these parameters becomes a
complex task. In fact, apart from expressing location and disper-
sion measures, l and r also affect the skewness and the upper tail
of the LN4 model, respectively. Due to this fact, it becomes difficult
to clearly associate these parameters to meteorological or hydro-
logical covariates, and, thus, aggregate prior data-independent
knowledge to the analysis. Therefore, as no consistent prior infor-
mation on l and r is available, non-informative or objective prior
distributions are prescribed for both parameters.
Location parameter l may assume any value in the real number
line. Hence, an intuitive choice for the objective prior distribution
141
is that in which l / 1, or, in other words, l would follow a uniform
distribution, defined in the interval ð1; 1Þ. Such a distribution,
however, is improper, since integrating it along the entire param-
eter domain would not result in a unity value. This fact, per se, is
not a constraint for inference, as long as the posterior distribution
is proper. However, according to Robert (2007), the use of impro-
per distributions might entail inconsistent posterior results and
should be avoided whenever it is possible. An alternative for cir-
cumventing the outlined problem is utilizing flat proper distribu-
tions as a means of reflecting the absence of previous knowledge.
For instance, the prior uncertainty regarding parameter l may be
summarized by a normal distribution with very large variance,
which implies that approximately the same probability density is
attributed to every possible value in the real number line. A similar
rationale may be employed for the scale parameter r. Nonetheless,
such a parameter is only defined for positive non-null real values,
which makes the normal model an inappropriate choice for its
prior distribution. Thus, a flat Gamma, which has domain ð0; 1Þ,
is selected for describing the prior uncertainty on r .
As for the upper bound parameter, the subjective prior uncer-
tainty distribution is elicited on the basis of regional information
gathered from a large set of 1-day PMP estimates. Insights on the
shape and the dispersion of the theoretical distribution of these
quantities may obtained from a frequency histogram. As a rule of
thumb, maximum-related hydrologic random variables are right-
skewed, which makes distributions such as the 2-parameter log-
normal and the Gamma model reasonable candidates for fitting
the sample of PMP estimates. In addition, it seems plausible to
admit, in view of our understanding of the physical processes
encompassed by rainfall formation, that the variability pattern of
both PMP and upper bound is similar, as the PMP estimates,
although affected by estimation uncertainties, are intended to syn-
thetize the most extreme meteorological conditions that are likely
to occur in a given location. Thus, although the referred distribu-
tions are not expected to be identical, useful information on the
prior distribution for the upper bound may be obtained from the
probabilistic model fitted to the PMP estimates.
Adopting an unbounded right-skewed probabilistic model for
summarizing the prior uncertainty on the upper bound parameter
might appear an incoherent modeling procedure. However, such a
choice prevents the modeler from specifying, a priori, a finite range
reflects our limited understanding on the processes of rainfall for-
mation under extreme meteorological conditions. In addition, by
using a flexible light-tailed distribution for summarizing the
uncertainty on the upper bound, very low probabilities are attrib-
uted to those rainfall amounts that are considered physically
implausible by the modeler. On the basis of these arguments, the
Gamma distribution emerges as a convenient option for eliciting
the prior distribution of the upper bound parameter.
The Gamma distribution, with scale parameter ba 2 Rþ and
shape parameter qa 2 Rþ , may be fully described by: (1) an esti-
mate of the regional coefficient of variation, CVa , since, from the
method of moments, q ^ a ¼ CV2a ; and (2) a statement on the non-
exceedance probability of the at-site PMP estimate, as hyperpa-
rameter ba can be estimated from Pða 6 PMPjqa ; ba Þ ¼ p
(Fernandes et al., 2010). If one assumes similarity between the
variability pattern of PMP and upper bound, CVa may be readily
obtained from the former’s sample summary statistics. Attributing
a non-exceedance probability of the at-site PMP estimate, on the
other hand, is a nontrivial task. In effect, to our knowledge, no
entirely objective techniques for this purpose are discussed in
the literature. Due to this fact, an ad hoc procedure is employed
here. As water vapor availability in distinct locations is expected
to affect both extreme and aggregated annual rainfall amounts,
142 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
all regional PMP estimates, including the at-site homologous, were
normalized by the mean annual rainfall, in order to account for
spatial variability of precipitation. Next, empirical cumulative
non-exceedance probabilities were attributed to the resulting vari-
ates with the use of the Weibull plotting position. Finally, the
empirical probability obtained for the location of interest is used
in the estimation of ba .
Fernandes et al. (2010) and Costa et al. (2015) also evaluated
the potential effects of eliciting a non-informative prior distribu-
tion to the upper bound parameter. These studies showed that
the data, alone, are not able to provide useful information for esti-
mating floods and precipitation upper bounds in the absence of
prior data-independent knowledge. In other words, after the appli-
cation of Bayes’ theorem, the posterior distribution of a closely
resembles the prior counterpart. As a result, when using an objec-
tive prior distribution and a quadratic loss function in parametric
inference, Costa et al. (2015) obtained point estimates as large as
100,000 mm for the maximum daily rainfall upper bound, which
is virtually impossible in any catchment on Earth. Hence, in the
application discussed in this paper, only the proposed informative
prior uncertainty distribution is employed.
2.3. Calibration of parameters of conceptual hydrologic models in a
Bayesian framework
Flood formation processes arise from a complex collection of
factors, which account for the variation, in both time and space,
of rainfall, losses and storages in a given catchment. Due to the
complexity of these processes, it is admittedly unfeasible to quan-
tify the hydrologic response of the catchment by integrating the
differential equations that describe mass, momentum and energy
transfers between phases of the water cycle, as a result of a partic-
ular input condition. Thus, it is usual to resort to simplified math-
ematical schemes, which describe water transfers by routing the
inputs through linear or nonlinear fictional reservoirs. This is the
rationale behind conceptual rainfall-runoff models, which can be
generally expressed, at each simulation time step, as
~t ¼ hðXjhÞt þ et
y ð4Þ
where y ~t is the observed streamflow at time t, hðXjhÞt is the hydro-
logic model response, X denotes the model input vector (which usu-
ally comprises mean areal precipitation and evapotranspiration), h
corresponds the model parametric vector and et is a random error
term. Parameters of hydrologic models are intended to synthetize
the routing properties of unsaturated and saturated soil phases, as
well as the ones of the surface runoff counterpart, in the catchment
response. For most models, however, parameters are not measur-
able quantities. As a result, the parametric vector is generally iden-
tified by means of nonlinear regression models, constructed in such
a way that the differences between simulated and recorded daily
streamflows are minimized. Such an expedient is denoted
calibration.
Calibration of parameters of conceptual hydrologic models has
been traditionally addressed as an optimization problem
(Kavetski et al., 2003). In effect, the modeler main target is usually
estimating a set of parameters that minimizes the simulation
residuals, with respect to a particular objective-function, by means
of a regression model that does not consider input uncertainty. In
this sense, if one assumes that the calibration residuals are inde-
pendent Gaussian variates, a conventional least squares procedure
suffices for providing unbiased estimators for the rainfall-runoff
model parameter vector. However, such an approach ignores rele-
vant aspects of the hydrologic model structure. First, since water
transfers are mainly governed by routing of inputs through the
model reservoirs, it is intuitively expected that some degree of
autocorrelation be present in the residuals time series. In addition,
from a theoretical point of view, such a serial correlation only dis-
appears when a given reservoir in the model structure is com-
pletely emptied. This clearly violates the assumption of
independent error variates. Second, most calibration criteria based
on a single set of parameters have proved unable to accommodate
the distinct physical mechanisms that affects different parts of a
hydrograph, particularly those related to fast changes in input
rates (Kavetski et al., 2003). This fact often entails distinct vari-
ances/ heteroscedasticity and skewed distributions for the residu-
als, which, in turn, violates the assumption that such variables are
identically distributed Gaussian variates (Schoups and Vrugt, 2010;
Silva et al., 2014).
Specifying a suitable probabilistic model for calibration residu-
als has been a key research topic in hydrologic modeling. (Schoups
and Vrugt, 2010; Silva et al., 2014). In fact, the IID Gaussian
assumption has been shown to introduce significant bias to param-
eter estimates, which should probably result in a reduction of the
predictive abilities of the hydrologic model (Kavetski et al., 2003;
Schoups and Vrugt, 2010; Silva et al., 2014). Thus, by employing
a distributional parametric form that is able to accommodate serial
correlation and skewed residuals distribution, one is expected to
obtain more reliable estimates of the hydrologic model parame-
ters. However, an appropriate error model, alone, may not be suf-
ficient for the correct identification of the parametric vector. In
effect, the need for accounting for input uncertainty as a means
for reducing bias in parameter estimation has been highlighted
in several studies (e.g., Kavetski et al., 2003 and references therein).
In this context, an inference framework that allows separating and
explicitly treating input and model structure uncertainties appears
to be required.
The outlined problem may be also properly addressed by resort-
ing to the Bayesian school of inference. In fact, observed inputs are
usually areal averaged-based estimates, which are expected to be
corrupted by measurement errors. Throughout routing procedures
in hydrologic simulation, input errors are propagated through the
model structure. In addition, the hydrologic model is itself, at best,
a simplification of the real physical process and, thus, it also intro-
duces errors to the analysis. Both error sources are to be combined
in order to estimate the catchment simulated response. Such a sit-
uation is illustrated in Fig. 1. If data-independent prior uncertainty
distributions are elicited for input, model structure, model param-
eters and calibration residuals, Bayes’ theorem allows one to obtain
a joint posterior distribution, conditioned on both observed input
and output records, which summarizes the updated knowledge
on the referred quantities. Furthermore, by integrating such a dis-
tribution along the parametric space, the predictive uncertainty of
each simulated daily streamflow may be properly quantified.
In addition to prior uncertainty distributions, the application of
the Bayesian inference framework requires the specification of a
likelihood function, which, in the context of rainfall-runoff model-
ing, describes the degree of similarity between simulated and
observed streamflows. Schoups and Vrugt (2010) introduced the
generalized log-likelihood function, which is derived from an auto-
correlated skewed model for calibration residuals. In such a prob-
abilistic model, simulation of daily streamflow is performed on the
basis of a nonlinear regression additive model, which is expressed
as
~ ¼Eþe
Y ð5Þ
where Y~ is a vector of observed streamflows, E denotes the vector of
flow expected values, which is obtained from the hydrologic model,
and e is a vector of zero mean modeling residuals, which accounts
for model structure errors. At each time step, flow expected values
are given by
 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
Fig. 1. Propagation of errors in hydrological modeling. Adap. from Kavetski et al. (2003).
Et ¼ Y h;t ðXjhÞ lt ð6Þ
in which Y h;t ðXjhÞ is the simulated streamflow and lt is a multi-
plicative bias factor, which is intended to account for input model
errors by amplifying the nonlinearity of the catchment response
(Schoups and Vrugt, 2010) and is expressed as
lt ¼ expðlh Y h; t Þ ð7Þ
where lh is a bias parameter which is inferred from the data. As for
calibrations residuals, which are described by a joint probability
density function and a parametric vector he , the following model
is proposed:
Up ðBÞet ¼ rt at
ð8Þ
Pp
in which the term Up ðBÞ ¼ 1  i¼1 ui Bi is an autoregressive poly-
nomial of order p, which is intended to remove serial correlation;
B is the backshift operator; rt is the standard deviation at time t,
expressed as
rt ¼ r0 þ r1 E t ð9Þ
with parameters r0 and r1 , and whose purpose is handling
heteroscedasticity; and at is an IID random error term, with zero
mean and unity standard deviation, described by the skew expo-
nential power (SEP) density function, and is intended to accommo-
date nonnormality of residuals. The probability density function of a
SEP distributed variate at, with shape parameter n > 0 and kurtosis
parameter b, defined in (1,1), is given by
2rn n o
xb exp cb jan; t j1þb
2
pðat jn; bÞ ¼ 1
ð10Þ
nþn
where an; t ¼ nsignðln þrn tÞ , and ln ; rn ; cb xb and xb are computed as
functions of n and b (see Schoups and Vrugt, 2010, for details).
Parameter b controls the peakedness of the PDF whereas parameter
n is related to its skewness. The PDF is symmetric for n ¼ 1, posi-
tively skewed for n > 1 and negatively skewed otherwise. If n ¼ 1,
then a Gaussian distribution results when b ¼ 0, a uniform distribu-
tion when b ¼ 1 and a Laplace distribution when b ¼ 1 (Schoups
143
and Vrugt, 2010). The SEP distribution constitutes a useful paramet-
ric form for describing calibration residuals as it relaxes the tradi-
tional IID Gaussian assumption for the errors and, at the same
time, has the normal probability density as a limiting distribution.
In addition, as the SEP distribution may present heavier tails than
the Gaussian error model, parameter inference may be effectively
more robust to the presence of outliers, which, in turn, can improve
the predictive abilities of the rainfall-runoff model.
The log-likelihood function of the outlined error model, denoted
generalized log-likelihood function (GL), can thus be expressed as
(Schoups and Vrugt, 2010)
 X X
~ hÞ ¼ N ln 2rn xb 
N N
lnðrt Þ  cb jan; t j1þb
2
LðY 1
ð11Þ
nþn t¼1 t¼1
in which N is the sample size, as expressed by the number of daily
time spans of the training period. Eq. (11) is a conditional form of
the likelihood function, which was shown to present close agree-
ment with the exact counterpart for large N (Sorooshian and
Dracup, 1980), this being typically the case in rainfall-runoff
modeling.
Performance evaluation of the described calibration procedure
is based on the following indexes: (1) root mean squared error
(RMSE); (2) ratio of simulated and observed volumes (RV); (3)
Nash-Sutcliffe criterion (NS); and (4) Pearson correlation coeffi-
cient (r). In addition, a visual assessment of the residuals behavior
is performed in order to validate the overall set of prior modeling
assumptions. In these procedures, the modes of the marginal pos-
terior distributions are utilized as point estimates for the parame-
ters of the rainfall-runoff model.
2.4. Construction of flood quantile curves
The final step of the proposed method consists in estimating the
flood quantile curves and the corresponding predictive uncer-
tainty. In standard Bayesian flood frequency analysis, such a proce-
dure is performed by integrating the inverse cumulative
distribution function of the floods distributional model, at each
144 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
quantile of interest, along the entire parametric space. The result-
ing quantile curve arises from the predictive posterior distribution
and expresses the variability of both flood formation processes and
parameter estimates. For rainfall-runoff modeling, on the other
hand, the predictive uncertainty may be estimated through the
integration of the hydrologic model parameter joint posterior dis-
tribution at each simulated daily streamflow. In our modeling
approach, however, none of the outlined strategies for assessing
uncertainty is entirely appropriate. In fact, as flood quantiles are
indirectly estimated from hydrologic simulation, an alternative
uncertainty estimation framework, which comprises characteris-
tics of both modeling strategies, is necessary.
An ad hoc procedure in this context consists in simulating the
rainfall-runoff model for a large set of synthetic daily rainfall series
and different parameter point estimates, as obtained from the joint
posterior distribution, for the hydrologic model parametric vector.
For each model run, a set of notable flood quantiles is computed.
Next, for a given flood quantile, the resulting estimates are ranked,
and, finally, the order statistics corresponding to empirical cumu-
lative probabilities of 0.025, 0.50 and 0.975 are extracted from
the quantile samples in order to define a median curve and its
credible intervals. This line of reasoning is intended to approxi-
mate the integrals of the posterior distribution along the paramet-
ric space at each quantile of interest.
For the application discussed in the next section, an ensemble of
1,000 time series, with size 10,000 years, is simulated with the
mixed model for daily rainfall generation. Each of these series is
assigned a specific realization of the joint distribution of the hydro-
logic model parameters, which is obtained from calibration. Then,
the quantiles corresponding to return periods of 2, 5, 10, 25, 50,
100, 500, 1,000 and 10,000 years are estimated along with the pre-
dictive uncertainty. The resulting curves are then compared to
available empirical estimates and other flood estimation methods,
such as Bayesian flood frequency analysis encompassing bounded
and unbounded distributional models.
3. Case study
3.1. Study area and dataset
The method for indirect estimation of extreme flood quantiles
was applied to the American river catchment, at a river cross sec-
tion defined by the Folsom Dam, whose construction was com-
pleted in 1955. The Folsom Dam is located upstream of the city
of Sacramento, California. At this point, the catchment encom-
passes a drainage area of approximately 4,820 km2, which com-
prises mountainous regions with glaciated peaks in the upper
basin, forests in the middle portion and alluvial plains nearby the
Folsom lake (USBR, 2002). The American river catchment was
selected for the present application due to the availability of sys-
tematic records, of both streamflow and rainfall, as well as non-
systematic flood information, which plays an important role in
the description of the upper tail of the maximum floods distribu-
tion. In addition, several flood-related hazard studies have been
conducted at the Folsom Dam (USBR, 2002), which allows a com-
parison of performances for different modeling approaches.
Climate in the American river basin is mostly classified as
Mediterranean, with a wet season in the winter months (between
November and April), in which about 90% of runoff-producing
storms occur (USACE, 1987), and a hot dry season throughout the
remainder of the year. According to USBR (2002), extreme flood-
producing winter storms are primarily related to westerly warm
moist Pacific systems, which interact at nearly right angles with
the Sierra Nevada, resulting in intensification of orographic effects.
Mean annual precipitation (MAP) greatly varies in the catchment
due to the influence of elevation. As an example, in the Sacramento
Valley the mean annual precipitation is approximately 460 mm
whilst in the crests of Sierra Nevada such a quantity assumes val-
ues around 1,800 mm.
In addition to rainfall, snowmelt is also a contributing factor for
runoff production, particularly in the upper portions of the Amer-
ican river catchment. Nonetheless, USBR (2002) highlights the lim-
ited role of snowmelt in large flood dynamics at Folsom Dam. In
fact, the technical report states that the snowmelt runoff rates
are usually small and, as a result, most flooding conditions at this
location are related to rainfall events. Due to this fact, the effects
of snowmelt will be neglected in all subsequent analyses of this
paper.
Streamflows at Folsom Dam are strongly regulated. According
to USBR (2002), there exist 58 reservoirs upstream of this river sec-
tion. Five of them, completed by the early 1960’s, control 90% of
the storage upstream the Folsom Dam cross section and corre-
spond to 14% of the drainage area of the catchment. Studies of
the United States Army Corps of Engineers (USACE, 1998) estimate
that, during large storm events, the set of upstream storage struc-
tures entails a reduction of 14%–18% in the peaks of inflow
hydrographs.
Systematic streamflow gauging is available since the beginning
of the 20th century at Fair Oaks gauging station (code
USGS11446500), which is located immediately downstream the
Folsom lake and has an incremental area of 70 km2 as compared
to river section at Folsom Dam. Discharge estimates in these loca-
tions are usually considered equivalent (NRC, 1999). Daily stream-
flow data are available in https://waterdata.usgs.gov. For the
purposes of lumped hydrologic simulation, unregulated daily
streamflows are required. As limited information on private dam
systems is at disposal and the five largest reservoirs in the catch-
ment were only fully implemented in the 1960’s, we considered
that all discharges measured prior to this date are approximately
unregulated. Thus, a streamflow training dataset, comprising the
water years between 1940 and 1945, was employed for applying
the Bayesian calibration framework, and a 3-year period, encom-
passing the water years between 1945 and 1948, was utilized for
validation. The streamflow sample does not present missing
values.
In addition to systematic data, a collection of paleoflood esti-
mates is available at the Fair Oaks streamflow gauging station.
By resorting to geological evidence and two-dimension hydraulic
modeling, USBR (2002) reconstructed at least five major floods at
the Folsom Dam section: one of them in 1862, three of them
between 150 and 700 years ago, and the largest one between 700
and 2000 ago (using as reference the year 2000). Apart from the
1862 event, the remaining floods have magnitudes up to three
times higher than the maximum unregulated observed record,
which makes such events useful for evaluating the predictive abil-
ity of the proposed method outside the range of systematic
records. Readers are referred to USBR (2002) for details in the
reconstruction of paleofloods in the American river.
As for daily rainfall data, a set of 5 rain gauging stations was
selected for computing the mean areal rainfall by means of the
Thiessen polygons method: Blue Canyon (code USW00023225),
Colfax (code CA95713), Placerville (code USC00046960), Represa
(code USC00047370) and Twin Lakes (code USC00049105). Daily
rainfall information was obtained in http://www1.ncdc.noaa.gov.
The training dataset for stochastic daily rainfall generation com-
prised the years between 1961 and 1995, which corresponds to
the largest time period-of-record with no missing values in all
gauging stations. Time spans coincident with those proposed for
systematic streamflow records, 1940–1945 and 1945–1948, were
selected, respectively, for calibration and validation of the
rainfall-runoff model.
 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
Finally, evaporation data were obtained from the technical
report TR NWS 34 (NOAA, 1982), which provides a summary of
monthly potential evaporation rates at several locations in the Uni-
ted States. As the daily time span is used for hydrologic modeling,
evaporation estimates in monthly basis were equally partitioned
between each day of the month being simulated. Although, at first
sight, this procedure may introduce large input uncertainties to the
analysis, Kavetski et al. (2003) and Silva et al. (2014) state that
most calibration procedures are somewhat insensitive to changes
in evapotranspiration rates. Hence, in the present application, we
assume the uncertainty in daily evaporation measurements is at
least partially accommodated in the prior distribution elicited for
the Rio Grande model parameter k.
3.2. Estimation of the parameters of the LN4 model
Estimation of the parameters of the LN4 model is based on the
Bayesian framework, in which prior uncertainty distribution are
elicited for a, l and r. As stated in Section 2.2, non-informative
prior distributions are utilized for location and scale parameters.
In this application, we have considered that l  NORMALð1:0;
1:0  106 Þ and r  GAMMAð1:0; 1:0  108 Þ, where the hyperpa-
rameter values refer, respectively, to the mean and the precision
of the Gaussian variate and the scale and shape parameters of
the Gamma counterpart (Fernandes et al., 2010; Costa et al.,
2015). As for the upper bound parameter, regional information
on 1-day PMP estimates is required for constructing the subjective
prior uncertainty distribution. A collection of 39 meteorological
PMP estimates in the state of California is provided by the hydrom-
eteorological report HMR 59 (NOAA, 1999), including the at-site
1-day PMP estimate at Folsom Dam, which corresponds to 370 mm.
Since the locations in which PMP estimation was performed encom-
145
Filliben), resulted in not rejecting the null hypothesis that the
PMP sample may be extracted from a Gamma population at the
significance level of 5%. As the patterns of variability of both upper
bound and PMP estimates are considered similar in our modeling
strategy, the Gamma model appears to be a reasonable choice for
summarizing the uncertainty regarding a and is, thus, selected
for statistical inference. However, as mentioned earlier, the
prior distribution of the upper bound parameter is not expected
to match that of PMP estimates and hence estimates for the
hyperparameters of the upper bound prior distribution are still
required.
From the set of reduced PMP estimates, summary statistics
were computed and a value of 0.304 was obtained for the sample
regional coefficient of variation, which, in the proposed modeling
framework, is assumed to equal that of the daily precipitation
upper bound prior distribution, CV a . By employing the method of
moments, it follows that qa ¼ 10:821. Estimation of parameter ba
relied on assigning a non-exceedance probability of the at-site esti-
mate, Pða < 370j qa ; ba Þ. For this purpose, the 39 PMP estimates
were normalized by the corresponding mean annual rainfall, in
order to account for spatial variation of moisture availability, and
empirical probabilities, as obtained from the Weibull plotting posi-
tion, were attributed to the ranked adjusted estimates. Following
this line of reasoning, the non-exceedance probability for the at-
site PMP estimate was found to be 0.084 and thus ba ¼ 0:0181.
The elicited prior distribution for the upper bound parameter is
therefore a  GAMMAð10:821; 0:0181Þ:
The posterior distribution of the LN4 parameters is then
expressed as

N
1 a 1
pða; l; rjXÞ / pffiffiffiffiffiffiffi p
2p r xða  xÞ
( 
)
pass very distinct drainage areas, Depth-Area-Duration (DAD) rela- X 1 ln x  l
2
N
ax
 exp 
tions were used for reducing the PMP estimates to appropriate
i¼1
2 r
values at the Folsom Dam river section, according to the procedure q0

suggested by the HMR 59 (NOAA, 1999). b0

A frequency histogram was constructed for the reduced PMP
estimates. Such a graphic tool is presented in Fig. 2, along with
the PDF of a Gamma distribution function fitted to the PMP sample.
It is possible to observe that the histogram is bimodal and slightly
skewed to the right. Most parametric distributions of frequent use
in hydrology are not able to accommodate sample bimodality.
However, the Gamma distribution provides an appropriate fit as
the positive skewness property is concerned. In addition,
goodness-of-fit hypothesis tests, with different power of discrimi-
nation in the tails (Kolmogorov-Smirnov, Anderson-Darling and
Fig. 2. Empirical distribution of reduced 1-day PMP estimates and the Gamma
distribution fitted to the PMP sample.
 aq0 1 expðb0 aÞ
Cðq0 Þ
( "
2 #)
1 1 1 l  l1
 pffiffiffiffiffiffiffi exp 
2p r1 2 r1
" #
q1
b1
 r q1 1
expðb1 rÞ ð12Þ
Cðq1 Þ
where b0 and q0 are the hyperparameters of the prior distribution of
a, l1 and r1 are the hyperparameters of the prior distribution of l,
and b1 and q1 are the hyperparameters of the prior distribution of r.
The posterior distribution of the LN4 parameters was explored
by sampling Markov Chain Monte Carlo (MCMC) algorithms.
Numerical simulations were performed with software WinBUGS
(Lunn et al., 2000). Calculations of the Brooks-Gelman-Rubin statis-
tic (Brooks and Gelman, 1998) showed that the Markov chains
attained convergence after approximately 40,000 iterations. In
addition, a trial-and error procedure demonstrated that a lag of
20 is suitable for producing non-correlated samples of the joint
posterior distribution. Thus, after discarding the burn-in samples
and applying the selected lag, a sample of size 50,000 was retained
for subsequent analyses. Plots of marginal variation of parameter
values (not shown here) attest that, as desired, no tendencies or
changes in variance are verified in the samples of the posterior
distribution.
Table 1 summarizes the some posterior results for parameters
a, l and r. One can observe that a physically reasonable point esti-
mate is obtained for the upper bound parameter, which should
prevent the simulation of exceptionally large rainfall amounts
from the posterior descriptive distribution in the parametric
146 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
Table 1
Posterior summaries for the LN4 parameters.
Parameter Mean SD CV 95%HPDa
r 0.424 0.083 0.196 (0.300;0.622)
l 1.795 0.430 0.240 (2.518; 0.824)
a 489.4 162.8 0.332 (218.8;852.2)
a
95% HPD – Highest posterior density interval (95% credible interval).
module of the stochastic daily rainfall generator. In addition, such
an estimate is about 32% larger than the 1-day PMP counterpart. It
is then possible to infer that attributing a null exceedance proba-
bility to the at-site PMP estimate might lead to ill-posed estimates
of extreme rainfall quantiles. It is also worth mentioning that the
posterior distribution of a assigns a higher non-exceedance proba-
bility to the at-site PMP estimate, as compared to the prior homol-
ogous. This fact results from the limited range of the records of
annual daily rainfall block-maxima. In effect, as the maximum
observed value is well below the at-site PMP estimate in the ran-
dom variable domain, the posterior distribution is expected to
move to the left in the real number line.
As no prior information was available for the location and scale
parameter, it is unfeasible to render an objective evaluation of the
posterior inference of l and r. It has to be noted, however, that the
marginal posterior distributions of l and r are unimodal and
approximately symmetric.
3.3. Calibration and performance evaluation of the mixed model for
stochastic daily rainfall generation
Calibration of the mixed model for stochastic daily rainfall gen-
eration requires the selection of a threshold between low to mod-
erate and extreme rainfall and the definition of the resampling
window size for the former quantities. The threshold level directly
affects the behavior of the upper tail of the distribution of maxi-
mum daily precipitation. In fact, a very low value for the threshold
implies that rainfall volumes will be frequently sampled from the
parametric module of the generator and, thus, overestimation of
precipitation quantiles for most return periods is likely to occur.
A very high value for the threshold, on the other hand, inhibits
extreme rainfall generation and may constrain the generated
Fig. 3. Comparison of statistics of the simulated series (dashed line) and the observed one (continuous line) for each month of the year (a) mean daily rainfall; (b) coefficient
of variation; (c) coefficient of skewness; (d) average number of wet days; and (e) maximum daily rainfall. The X axis corresponds to the months of the year.
amounts to the range of the observed records. The resampling win-
dow size, in turn, controls the variability of low to moderate daily
rainfall volumes. A small window will reduce the computational
effort. However, as few records are available for resampling, the
simulations may not suitably capture the entire range of variation
of daily rainfall amounts. Thus, for simulation efficiency of very
long series (e.g., 10,000 years), a tradeoff between descriptive abil-
ity and calculation demands must be reached in the generation
process.
For selecting the threshold, median quantile curves were
obtained from ensembles of 1,000 35-year long daily rainfall series,
simulated for several threshold levels, and compared to the empir-
ical quantiles, with non-exceedance probabilities given by the
Weibull plotting position, by means of the RMSE criterion. The
optimum value of the performance index was attained for a thresh-
old of approximately 80 mm. It has to be noted that such a level
hinders the occurrence of extreme rainfall during the months of
April to October. Nonetheless, as the largest flood events are
reported to occur during the winter (USBR, 2002), we considered
that such a constraint does not significantly affect the indirect esti-
mation of extreme flood quantiles and that the nonparametric
module of the mixed generation model suffices for simulating daily
rainfall in the dry season.
As for the resampling window size, partition intervals of 7, 14
and 28 days were tested. Simulations of median curves of 1,000
model runs showed that mean daily rainfall, in each month of
the year, is properly reproduced for any of the proposed intervals.
However, daily standard deviations in winter months are underes-
timated for the 7-day window size. The partition intervals of 14
and 28 days, in turn, led to very similar performances regarding
daily variability. Thus, in order to reduce the computational effort,
the window size of 14 days was selected.
Daily summary statistics were then computed for the calibrated
model, considering an ensemble of 1,000 35-year long series. Fig. 3
presents some results. Mean values of daily rainfall are properly
reproduced by the mixed model (Fig. 3a) during the entire year,
and the 95% credible intervals show little dispersion around the
central value, particularly in the dry season. Point estimates of
daily coefficients of variation (Fig. 3b) also closely agree with the
empirical counterpart, with a single mismatch in July. Wider vari-
ation intervals, however, are obtained in the summer months. As
 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154 147

for the coefficient of skewness (Fig. 3c), the empirical estimates Table 2
were suitably reproduced only in the wet season. Nonetheless, Prior uncertainty distributions for the parameters of the hydrological and the
calibration residuals.
coefficients of skewness of magnitude as high as 10 were simu-
lated by the mixed model. In addition, all monthly estimates, apart Model Parameter Lower Upper
from that of July, are contained inside the 95% credible intervals, Bound Bound

indicating that the mixed generator is able to model even complex Rio Grande k 0.500 1.000
empirical distributions. The mean number of wet days per month imp 0.000 0.030
wum 5.000 150.000
(Fig. 3d), in turn, was consistently underestimated by the simula- wlm 50.000 250.000
tion algorithm. This fact is probably related to the daily time span wdm 5.000 150.000
employed in the construction of the Markov chains, as most mod- sm 40.000 120.000
els based on monthly (or longer) time spans are effective in simu- b 0.100 1.000
ex 0.100 2.000
lating such a statistic.
c 0.010 1.000
The mixed model also proved to be able to reproduce the max- kss 0.050 0.350
imum daily rainfall amounts in almost all months of the year kg 0.050 0.650
(Fig. 3e). Exceptions are made for January. During the dry season, ci 0.400 0.990
daily maxima estimates are obtained from the nonparametric cg 0.980 0.999
Residuals r0 2.000 1.000
module of the generator, which hinders the possibilities of extrap-
r1 0.000 1.000
olation in those months. However, in all winter months the daily b 0.900 1.000
rainfall maxima are simulated from the LN4 model, which indi- n 0.100 10.000
cates the suitability of the calibrated threshold, at least for the /1 0.000 1.000
period-of-record utilized for training the mixed model. From these lg 0.000 100.000

results, it seems reasonable to assume, at least for the present

dataset, that the LN4 distribution provides an appropriate descrip-
tion of maximum daily rainfall from the threshold up to the upper
bound.
Similar results (not show here) were obtained for the ensemble
of 10,000-year long time series, except for annual daily rainfall
maximum estimates, which, as expected, are much larger (e.g.,
median value of 240 mm in February) than the ones obtained from
the 35-year long series. This fact highlights the adequacy of the
mixed model for simulating very long series while preserving
important statistical features of the original sample.
As the focus of this paper is the modeling of extreme rainfall
events, summary statistics related to time intervals other than
the day are not addressed here. However, the mixed model shares
useful properties with strictly nonparametric models, which
allows it to suitably reproduce the variance of monthly and annual
rainfall solely by aggregating the daily amounts (Costa et al., 2015).
Such a property is not enjoyed by most parametric counterparts
(Boughton, 1999) and provide broader scopes for utilizing the
mixed model in simulation procedures.
3.4. Calibration of the Rio Grande rainfall-runoff model
The runoff production module of the Rio Grande rainfall runoff
model requires the calibration of 13 parameters (see Appendix A
for details). In the proposed Bayesian framework, each of these
parameters is assigned a prior uniform uncertainty distribution.
Prior data-independent knowledge may be acquired from previous
studies with the referred hydrologic model. Benchmark model
applications (Zhijia et al., 2013; Lü et al., 2013; Costa et al., 2014;
Silva et al., 2014) provide a suitable spectra for defining uniformly
distributed variation ranges for the model parameters. Obviously,
some degree of tuning on these ranges is desired for simulation
efficiency. Hence, the largest possible ranges were initially admit-
ted and whenever an optimum interval was highlighted by the
benchmark applications or convergence was not attained after
the maximum pre-defined number of iterations, the initial range
was reduced. This should ascertain that as little prior information
as possible is aggregated to inference. A similar procedure was
adopted for defining the uniformly distributed ranges of variation
for the parameters of the generalized log-likelihood function, with
benchmark model applications provided by Schoups and Vrugt
(2010) and Silva et al. (2014). An additional remark with respect
to the error model is that autoregressive polynomials of orders
1–4 were considered in the simulations. Table 2 presents the
assumed prior uncertainty distributions for both hydrologic and
calibration residuals models.
The joint posterior distribution was again simulated with
MCMC sampling algorithms. In this modeling step, the DREAM
(Differential Evolution Adaptive Metropolis) algorithm, developed
by Vrugt et al. (2008), was employed for numerical simulations.
The DREAM algorithm is a well-suited tool for hydrologic modeling
since it allows the simulation of several Markov chains in parallel,
for exploring the multidimensional parametric space more effi-
ciently. It also adjusts the shape and scale of the proposal distribu-
tion throughout the simulations, in order to accelerate the
convergence to the equilibrium distribution. In the calibration pro-
cess, we considered 10 parallel Markov chains and accepted con-
vergence when the Brooks-Gelman-Rubin statistic attained the
value of 1.01, which occurred after approximately 80,000 itera-
tions. We also considered a lag of 50 for removing serial correla-
tion, after which a sample of size 1,000 was retained for
hydrologic simulation. Fig. 4 illustrates the marginal posterior dis-
tributions for the parameters of the Rio Grande rainfall-runoff
model.
Evaluating the marginal effects of the parameters in the result-
ing hydrograph is not a trivial procedure due to the complex struc-
ture of dependence between them. In this sense, the joint variation
of a given set of parameters might impose opposite nonlinear
effects in a particular range of the simulated streamflows, which
could attenuate or even conceal the influence of a given parameter
in the model output. Nonetheless, the marginal behavior of the
parameter posterior distributions may provide insights on the
updated knowledge regarding the formation of hydrographs. It is
possible to observe from Fig. 4 that the parameters that control
the water distribution in the soil, wum, wlm and wdm, are strongly
concentrated in the vicinities of the upper bounds assumed a pri-
ori. For practical purposes, this limits their influence in the estima-
tion of daily streamflow predictive uncertainty, as little variation is
expected in their values when exploring the joint posterior distri-
bution. A similar condition concerns parameters ci, cg, sm and kg: a
significant reduction in the range of variation initially admitted
and a relative degree of pooling nearby the marginal distribution
modes are also verified, albeit, in these cases, they do not necessar-
ily correspond to the prior ranges upper bounds. Parameter EX
remained approximately uniformly distributed, although its range
of variation was reduced to about 25% of that considered in the
prior distribution, assuming values between 1.5 and 2.0. The
148 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154

Fig. 4. Marginal posterior distributions for the parameters of the Rio Grande rainfall-runoff model.

remaining parameters presented marginal posterior distributions
approximately bell-shaped and symmetric around the mean value
of the prior uniform interval. It is also worth mentioning that no
significant reduction on the prior admitted range was observed
for k, imp, b, c and kss (at least for parameter k, such a behavior
was expected as large uncertainties are present in evaporation data
and they were not accounted for by means of a prior distribution).
Therefore, one may expect that the latter 6 parameters, which pre-
sented a higher degree of variability in the posterior results, will
have a more pronounced effect in the calculations of the predictive
uncertainty of daily streamflow estimates.
Fig. 5 presents a comparison between the observed and the sim-
ulated hydrographs. The modes of the marginal posterior distribu-
tions were used as point estimates for the model parameters in the
hydrologic simulation. A visual assessment readily shows that
most peak flows are properly reproduced by the Rio Grande rainfall
 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154 149

as point estimates for the model parameters. One may notice that
the Rio Grande rainfall-runoff model explained about 88% of the
daily streamflow variation for the training dataset and 81% for
the testing counterpart. As index NS imposes larger weights for
flows of higher magnitude, it is possible to infer that flood events
are also reasonably modeled in the validation phase. In addition,
no significant mismatches were verified in the ratios between sim-
ulated and observed flows, for daily duration. In fact, a slight ten-
dency of underestimation is perceived, probably due to
misrepresentations of the peak flow contribution in a reduced set
of large floods between 1940 and 1942. Finally, the relatively high
values of the Pearson correlation coefficient, r, for both calibration
and validation datasets, indicate the time coherence is preserved in
the simulations.
Fig. 6 depicts posterior inferences on the calibration residuals. A
plot of simulated versus observed daily streamflows is shown in the
Fig. 5. Simulated and observed hydrographs for the model training period. upper left panel (Fig. 6a). One may notice that, apart from a small
number of points, an overall low degree of scatter is verified, which
demonstrates the reasonable predictive ability of the hydrologic
Table 3
Performance indexes for rainfall-runoff modeling in calibration and validation
model in all portions of the simulated hydrograph. Fig. 6b illus-
periods. trates the behavior of the normalized residuals with respect to
the observed streamflows. It is possible to observe that the
Performance Calibration Validation
Index
heteroscedasticity was successfully removed. In fact, the larger
normalized errors are related to the low flow portion of the hydro-
NS 0.882 0.810
RMSE 21.657 30.489
graph. In other words, at least in this case, the assumption of vari-
VR 0.957 0.928 able variance improved the representation of the peak flows. The
r 0.922 0.886 lower left panel (Fig. 6c) presents the autocorrelation function of
the calibration residuals, with the 95% confidence intervals, from
lags 1–10. It is possible to observe that significant serial correla-
model during the training period. Of particular interest, the highest tions occur for most lags, and no apparent tendency of decay with
simulated flows are, for most cases, in close agreement with the the increase of the lag order was verified. Hence, even an AR(4)
observed flows. This fact suggests that the hydrologic model is able time series model was unable to remove the serial correlation of
to capture, at least to some extent, the main characteristics of large the modeling errors. This fact makes evident the complex time
flood formation dynamics in the catchment. Table 3 provides a dependency structure of calibration residuals. It is possible that
summary of performance indexes for calibration and validation an ARMA model, as suggested by Schoups and Vrugt (2010), be
periods, also using the modes of marginal posterior distributions more appropriate for modeling the residuals time series. However,

Fig. 6. Evaluation of the behavior of calibration residuals. (a) simulated versus observed daily streamflows; (b) plot of the normalized residual versus observed daily
streamflow; (c) residuals autocorrelation function; and (d) empirical (continuous line) and theoretical (dashed line) distributions of the residuals.
150 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154

as most serial correlation coefficients have low magnitude, the bias Fig. 8 presents the results of flood frequency analysis for three
introduced in parameter estimates should not be large (Silva et al., different Bayesian modeling approaches, in comparison to the pro-
2014). Finally, Fig. 6d illustrates the close agreement between the posed estimation method. The upper panel (Fig. 8a) depicts the
empirical frequency histogram of calibration residuals, which is quantile curve and uncertainty bands for a positively skewed
slightly right-skewed, and the theoretical probabilistic model. In (therefore unbounded) log-Pearson type 3 distribution (LP3),
effect, the SEP model was able to describe shape and dispersion which originated from the study of USBR (2002). The middle panel
characteristics of the empirical frequency distribution. The (Fig. 8b) comprises point and interval quantile estimation from
skewed-to-the-right property makes inference more robust to out- a GEV distribution, with prior uncertainty on the shape parameter
liers, which, in essence, avoids ill-posed regression models. In addi- summarized by the geophysical prior distribution (Martins and
tion, the right-skewed SEP model suggests that the calibration Stedinger, 2000). Such a model was employed as a benchmark
residuals are heavy-tailed, which is consistent with several previ- unbounded parametric form in the work of Fernandes et al.
ous studies, such as Yang et al. (2007) and Schoups and Vrugt (2010). At last, the lower panel (Fig. 8c) presents the results of
(2010). From these results, it seems reasonable to assume that the study of Fernandes et al. (2010), which made use of a bounded
the joint posterior distribution, as obtained with the generalized model, the LN4 distribution, with subjective prior distribution for
log-likelihood function, provide a reliable uncertainty account for the upper bound parameter elicited on the basis of regional PMF
the model parameters in the light of the information gathered by information. All three approaches included non-systematic
the data, which, according to Schoups and Vrugt (2010), is critical
for the estimation of the predictive uncertainty.
After calibration and validation of the hydrologic model, the
flood quantile curves were constructed. For this purpose, each of
the 10,000-year long synthetic daily rainfall series, as obtained
from an ensemble of 1,000 runs of the mixed model, was routed
into the rainfall-runoff model with a specific parametric vector,
and the quantiles of interest were estimated from the daily stream-
flow time series. Fig. 7 presents the resulting median curve along
with the 95% credible intervals. Empirical estimates are shown as
circles whereas vertical bars denote the uncertainty ranges of the
hydraulic modeling for non-systematic data. The plotting positions
for both systematic and non-systematic flood events were
obtained from Fernandes et al. (2010). It is possible to observe that
the median flood quantile curve (continuous line) provide accurate
estimates for annual maximum floods for most return periods,
including some of the paleoflood events. In effect, only the point
estimate for the largest non-systematic flood was significantly
underestimated with the proposed framework. Nonetheless, the
95% credible intervals for such an event contain the entire uncer-
tainty range imposed by hydraulic modeling. Such a situation also
holds for other non-systematic events, albeit small departures
from the estimated uncertainty bands are verified for two pale-
ofloods. This possibly indicates that uncertainties resulting from
meteorological processes randomness, the structure of the utilized
models and overall parameter estimation were relatively well
quantified and propagated during hydrologic synthesis, which
should attest, at least for this application, the adequacy of the
method for indirect extreme flood estimation.

Fig. 8. Quantile curves for different inference approaches: (a) indirect flood
Fig. 7. Simulated median flood quantile curve (continuous line) and 95% credible estimation method as compared to Bayesian FFA with LP III; (b) indirect flood
intervals (dashed lines) Circles represent empirical maximum flood quantiles and estimation method as compared to Bayesian FFA with GEV; and (c) indirect flood
vertical bars comprise uncertainty ranges for non-systematic data. estimation method as compared to Bayesian FFA with LN4
 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
information in the likelihood function. As such, useful information
regarding the annual maximum floods upper tail were at disposal,
which should improve point and interval estimates of rare and
extreme flood quantiles as compared to the case in which only
the systematic record is utilized for inference.
As the assumptions on which the outlined approaches and the
proposed method were based on are not similar, and distinct uncer-
tainty sources were considered in each study, it is not possible to ren-
der a direct performance comparison between estimation
techniques. However, general remarks regarding the quantile curves
and credible intervals can be made in an objective fashion. First, one
may notice that both GEV and LP3 models underestimate flood quan-
tiles associated to return periods between 10 and 100 years. This
range should contain most quantiles of practical interest for the
design of usual hydraulic structures, such as open channels. Thus,
risk assessment for such structures may not be properly performed
when these probabilistic models are employed. As for the larger
flood quantiles, the LP3 model shows reasonable matches, particu-
larly for the paleoflood events. The GEV model, on the other hand,
departs from the empirical records for return periods about
300 years, with a noticeable tendency of overestimation for the
floods of higher magnitude. In summary, at least in this application,
both unbounded models were unable to reproduce the entire range
of variability of annual maximum flood events in the catchment,
which may limit their use in practical situations.
As for the upper-bounded models approach, both techniques
provided reasonable estimates for most empirical records in the
quantile curve. In effect, point estimates indirectly obtained from
hydrologic simulation were quite similar to the ones derived from
the Bayesian flood frequency analysis method proposed by
Fernandes et al. (2010), with the former being slightly lower than
the latter. Nonetheless, the study of Fernandes et al. (2010) demon-
strated that a lower predictive ability is achieved in quantile esti-
mation when only systematic data are employed in inference. In
fact, for this situation, most paleoflood events were not suitably
modeled. This fact suggests that, as little information on the upper
tail of annual maximum daily precipitation is required in the pre-
sent modeling strategy, broader spectra for application, encom-
passing those catchments where large flood non-systematic
information are not available or the systematic streamflow record
is too short, may be associated to indirect flood estimation method.
Another important aspect concerns interval quantile estimation
on the set of inference techniques. It is possible to observe that the
credible intervals are consistently narrower for those approaches
based on bounded models. Of course, such a behavior is expected
since prior information is included in inference in these cases.
However, as the bounded models demonstrated, at least in this
application, higher predictive ability than the unbounded counter-
parts, the derived uncertainty bands for the former are deemed to
be more realistic. In addition, it appears that accounting for uncer-
tainties in each modeling step and propagating them along the
simulations entail the shortest interval widths for all evaluated
quantiles. This could indicate another potential advantage of the
proposed approach. However, some caution is necessary when com-
paring the resulting uncertainty bands as the generation of excep-
tionally large (yet physically plausible) rainfall amounts may
present limitations, due to the algorithm for random number simu-
lation utilized in the mixed model. Thus, more extreme rainfall con-
ditions could be obtained if a larger ensemble of daily rainfall series
was utilized, which should entail wider credible intervals.
4. Conclusions
This article presented a Bayesian framework for indirect estima-
tion of extreme flood quantiles from a rainfall-runoff model. The
151
theoretical foundations of the method rely on the assumption that
daily precipitation is a physically limited quantity, and, as such,
should be modeled by a probability distribution with bounded
upper tail. A modeling strategy based on aggregating regional
information from a large set of 1-day PMP estimates was employed
for eliciting a subjective prior uncertainty distribution on the upper
bound parameter, and the posterior descriptive distribution of the
annual block-maxima bounded model is then used as a functional
partition of a stochastic daily rainfall generator, from which long
rainfall time series are simulated in order to provide an ensemble
of input realizations for hydrologic modeling, flood quantile esti-
mation and predictive uncertainty accounting.
The method for indirect flood estimation was successfully
applied to the American river catchment, at the Folsom dam
cross-section. The mixed model for stochastic daily rainfall gener-
ation proved capable of capturing the main variability characteris-
tics of daily rainfall at the referred site from a relatively short
training dataset, as most sample summary statistics, for both short
and long series, were properly reproduced, including those fre-
quently reported to fail in similar models, such as the coefficient
of skewness (Srikanthan and Pegram, 2009; Costa et al., 2015). In
addition, the LN4 model appears to provide a reasonable descrip-
tion of the annual maximum daily rainfall upper tail, since the
most critical rainfall observed events in the wet season were rea-
sonably simulated and extrapolation conditions were, at least in
this application, validated by the flood quantile curves. These
results are consistent with the previous study of Costa et al.
(2015) using the mixed model and demonstrates the potential
advantages of synthetically simulating daily rainfall by combining
parametric and nonparametric techniques. However, prescribing
other distributional models for annual block-maxima in the para-
metric module of the mixed model is necessary for a meaningful
assessment of uncertainty in extreme rainfall simulation due to
model selection. Furthermore, alternative procedures for eliciting
prior uncertainty distributions for the upper bound and their
effects in the posterior descriptive distribution have to be evalu-
ated. Finally, more objective procedures for defining the threshold
between low to moderate and extreme rainfall are desirable.
As for the hydrologic modeling, the use of the generalized log-
likelihood function allowed one to relax simplifying modeling
assumptions on the behavior of calibration residuals. The adequacy
of the likelihood function was highlighted for the good match
between the simulated and the observed hydrographs and in the
diagnostic plots, with exception made for the serial structure of
dependency. As pointed out by Schoups and Vrugt (2010), the
choice of a suitable statistical model for calibration residuals has
a strong influence on the estimation of the predictive uncertainty.
Therefore, it is expected that more reliable parameter posterior
estimates were obtained in calibration, as compared to traditional
least-squares procedures, and a more realistic account for the pre-
dictive uncertainty is provided by the proposed approach.
Nonetheless, an explicit treatment of both input uncertainties
and model structural errors by means of prior uncertainty distribu-
tions, as suggested by Renard et al. (2010), along with a formal sta-
tistical description of the dependence structure of the model
parameters are still required for a broader comprehension of the
rainfall-runoff model capabilities and for evaluating the contribu-
tion of each of these sources in the resulting predictive uncertainty.
The flood quantile curves derived from hydrologic simulation
closely resembled the empirical counterparts, in most ranges of
the hydrologic random variable domain. As compared to other
studies in the catchment, particularly those based on distributions
with unbounded upper tails, the proposed approach led to more
accurate point estimates and narrower uncertainty bands for most
of the evaluated return periods, which, at some extent, demon-
strates the advantages of incorporating appropriate upper bounds
152 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154
to statistical inference. In addition, as little knowledge on excep-
tionally large rainfall amounts appears to be necessary for calibrat-
ing the mixed model for daily rainfall generation, the method could
be easily adapted for simulating large floods in those catchments
where the only information available is the systematic record of
streamflows and the annual maximum floods upper tails cannot
be characterized as precisely. Obviously, a larger set of applications
is necessary for allowing some generalization. However, the Baye-
sian indirect flood estimation method points to a promising direc-
tion for improving flood frequency analysis, since, by separating
and accounting for uncertainties in each modeling step, one is able
to obtain a better understating of the influence of meteorological
factors and catchment hydrologic response conditions in extreme
flood formation dynamics.
Acknowledgements
The authors wish to acknowledge Simon Michael Papalexiou
and an anonymous reviewer for the valuable comments and sug-
gestions, which helped improving the paper. The authors also
acknowledge the support to this research from CNPq (‘‘Conselho
Nacional de Desenvolvimento Científico e Tecnológico”) and from
CAPES (‘‘Coordenação de Aperfeiçoamento de Pessoal de Nível
Superior”).
Appendix A. The Rio Grande rainfall-runoff model
The Rio Grande rainfall-runoff model is a conceptual semi-
distributed hydrologic model, which was developed by the Depart-
ment of Hydraulic and Water Resources Engineering of Federal
University of Minas Gerais. In short, the hydrological syntheses of
the Rio Grande model comprises two modules: a runoff production
module, which controls water transfers in the soil phase by means
of a collection of 13 parameter that require calibration, and a flow
concentration module, which routs the runoff from different parts
of the catchment to its outlet. An additional module, which per-
forms the routing of the produced hydrograph throughout a given
Fig. A1. Flow chart of the runoff production module of the Rio Grande rainfall-runoff model, which is similar to the Xinanjing model as described by Zhao et al. (1980).
channel reach is available, although, for the purposes of this paper,
it is not necessary.
The runoff production module of hydrologic model is based on
the concepts of the Xinanjiang model, first described by Zhao et al.
(1980). Such a concept establishes that runoff only occurs when
the maximum soil storage is attained (Costa et al., 2014). In other
words, the moisture content of the unsaturated portion of the soil
must reach the field capacity for allowing the production of runoff.
Fig. A1 presents a flow chart of the runoff production module.
Symbols inside blocks denote inputs, outputs or state variables,
whereas those elements outside blocks refer to model parameters.
Model inputs comprise areal average daily rainfall (P) and daily
pan evaporation (EM). The main output is the total discharge per
unit area (CIN). Model state variables are the mean spatial soil
water (W), which represents water storage, and the mean spatial
free water storage (S), which corresponds to the amount of water
in the soil phase that is free to flow. W has three components,
namely, WU, WL and WD, representing, respectively, the water
storage in upper, lower and deep layers. FR is the contributing area
factor; RB is the runoff from the impermeable area of the catch-
ment, while R denotes the runoff from the permeable area, com-
prising surface (RS), interflow (RI) and groundwater (RG). Runoff
components are then transferred into QS, QI and QG, respectively,
and through their combination, at each time step, the total dis-
charge CIN is formed.
As for the model parameters, k denotes the ratio of potential
evapotranspiration with respect to pan evaporation; wm and b
accounts for the soil water distribution, where wm is the mean spa-
tial soil water capacity, divided in components wum, wlm and wdm,
and b is the exponent of the soil water capacity distribution curve;
imp represents the impermeable area factor; sm and ex describe
the distribution of free water, kss and kg are the coefficients of free
water storage to interflow and groundwater flow, cg is the daily
recession constant of the groundwater flow and ci denotes the
recession constant to the interflow counterpart. For more details
on the meaning and typical values of the model parameters, the
reader is referred to Zhao et al. (1980), and Costa et al. (2014).
 V. Costa, W. Fernandes / Journal of Hydrology 554 (2017) 137–154 153

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