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FREQUENCY ANALYSIS

12.1 – Return Period (ARI)


12.2 – Extreme Value Distribution
12.3 – Frequency Analysis using
Frequency Factors
12.4 – Probability Plotting
12.6 – Reliability of Analysis
Chow, V.T., Applied Hydrology,
pg. 380 - 415
STATISTICAL ELEMENTS
1. Population and Sample
2. Central tendency
– Expected Value
• Arithmetic mean
• Geometric mean
• Harmonic mean
– Median
– Mode
3. Variability
– Mean deviation
– Standard deviation
– Variance
– Range
– Coefficient of variation
4. Skewness
DENSITY FUNCTION
NORMAL DISTRIBUTION
DENSITY FUNCTION
1. Normal distribution
2. Gamma distribution
3. Poisson distribution
4. Log-normal distribution
5. Extreme distribution (Type I - Gumbel,
Type II, and Type III)
6. Pearson’s Type III distribution
7. Log Pearson’s Type III distribution
ESTIMATION OF PEAK FLOOD
• Physical indication of past floods
• Empirical formula or curve
• Concentration time method
• Overland flow hydrograph
• Rational method
• Unit hydrograph
• Flood frequency method
FLOOD FREQUENCY METHOD
WATERSHED
HYDROGRAPH
ORIGINAL FLOW DATA
ANNUAL MAXIMUM FLOW
When stream flow peaks are arranged in the
descending order of magnitude they constitute a
statistical array whose distribution can be expressed
in terms of frequency of occurrence.
STATISTICS
Distributions Commonly Used in
Hydrologic Frequency Analysis
•Normal Family – Normal, Log-normal

•Gamma Family – Pearson type III, Log-Pearson type


III

•Extreme Value – Type I (for max. or min) - Gumbel


Type II (for min) – Weibull
Generalized Extreme Value
FLOOD FREQUENCY CURVE
Return Period (Recurrent Interval)
•The return period of an event is the time between occurrences of the events. The
events can be those whose magnitude exceeds or equals to a certain magnitude of
interest, i.e, XxT
•In general, the actual return period (or inter-arrival time) between the occurrences of
an event could vary. The ‘return period’ commonly used in engineering is the expected
(or long-term averaged) inter-arrival time between events.

•Return period depends on the time scale of the data. E.g., using annual maximum (or
min.) series, the return period is year.

•Return period T = 1/Pr[XxT]

•To avoid misconception and mis-interpretation of an event, e.g., 50-year flood, it is


advisable to use “flood event with 1-in-50 chance being exceeded annually”.
Example: Frequency Analysis
Wanielista1990 Table 9.6 pg.326
Year Month-Day Max Annual Flow (m3/s)
1956 24-Apr 141
1957 16-May 90
1958 8-Nov 50
1959 25-Mar 109
1960 21-Apr 103
1961 25-Dec 142
1962 30-Nov 111
1963 1-Jun 75
1964 12-May 85
1965 16-Mar 63
1966 26-Apr 144
1967 11-May 135
1968 30-Apr 41
1969 24-Jul 123
Year Month-Day Max Annual Flow (m3/s)
1970 20-Sep 106
1971 8-Jun 121
1972 25-Nov 189
1973 22-Jul 64
1974 30-May 128
1975 4-Apr 176
1976 29-May 131
1977 11-Sep 164
1978 1-Apr 86
1979 9-May 137
1980 4-Sep 91
1981 23-Aug 99
1982 7-Apr 94
1983 28-May 92
1984 12-Jul 118
1. Graphical Frequency Analysis
2. Frequency Factor Method
Graphical Frequency Analysis
1) Data are arranged in descending order of magnitude,
x(1)  x(2)  ···  x(n-1)  x(n)

2) Compute the plotting position for each observed data


Weibull plotting position formula:
P[X≤x(m)]=m/(n+1)
See other formulas
3) Plot x(m) vs. m/(n+1) on a suitable probability paper.
(Commercially available are normal, log-normal, and
Gumbel probability papers)
4) Extrapolate or interpolate frequency curve graphically.
Plotting position formula
GUMBEL PROBABILITY PAPER
Normal Probability Plot
Log-normal Probability Plot
Gumbel Probability Plot
Frequency Factor Method
Frequency Factor for Various Dist’ns (1)
Frequency Factor for Various Dist’ns (2)
STATISTICAL EQUATIONS
1 n
X   Xi
n i 1

1  n 2 2
1 n
   
2
S 
2
Xi  X   Xi  nX 
n  1 i 1 n  1  i 1 

 X 
n 3
X
 X  3 X  X  2n X
3 2 3
i
n n
Cs  i 1
 i i

(n  1)(n  2) S3 (n  1)(n  2) S3
KT for Log-Pearson III Distribution
Distribution PDF or CDF Range Product Moments L-moments
1  1  x  2 
Normal f x (x )  exp       < x <  1=; 2=/?; 3=0; 4=0.1226
2   2    
1  1  ln ( x )   2  ln x  ln( x )   ln2 x / 2 ;  ln2 x  ln   x2  1 ;
Log-normal f x (x)  exp    ln x
 x>0 Eq. (2.68); Eq. (2.70)
2 ln x x  2   ln x    x  3 x   x3
 x    exp   1  x   
2
 1      2; 2 
1
   2 1 
Rayleigh f x (x )      x<     2  ;   2   2
 2
 2     2 3=0.1140; 4=0.1054
 1 >0
1  x   2
Pearson 3 f x (x )   ( x  ) / 
for >0: x>      ;  2   2 ;   sign( )
  ( )   
e

for <0: x<
Exponential f x (x)  e  x /   x>0 =  1=; 2=/2; 3=1/3; 4=1/6
1   x      x          0.5772  ;
Gumbel f x (x) =

exp      exp        1=; 2=?ln(2);
          < x <  22
(EV1 for maxima) 2  ;   1.1396 3=0.1699; 4=0.1504
6
 1  1   2  1 
  x     x          1   ;  2   2   1     2 1   
Weibull fx ( x )=
   
exp     
    
 >0; x>0         1       1  


 
1  ; 2   1  2 1 / 
  1  1 

>0:  
x      ;   

1   1    ; 1    
 
 [ 1   (1   ) ]
; 2   1  2    1    ;
  
1/ 
   (x   )      
Fx (x) = exp  1  
GEV
      
2
2  1  3  1  5  4     10  3     6  2   
    <0: x       2     1  2    2 1    3 
;
3 4 
     1 2   1  2 

>0:   

; 2 
2
; 1   

; 2 

1/ 
 ( x   ) 1 1     (1  2 ) 1 (1   ) ( 2   )
2

GPA Fx (x)  1   1    x      ;


    

2(1   ) (1  2 )1 / 2 3 
1
; 4 
(1   ) ( 2   )
<0: x<; (1  3 ) 3 (3   )( 4   )
Types of Hydrologic Data Series
Plotting Position Formulas
Example-2 (Graphical Procedure)
Hydrologic Risk
For a T-year event, P(XxT)=1/T. If xT is determined from an annual maximum series,
1/T is the probability of exceedance for the hydrologic event in any one year.

Assume independence of occurrence of events and the hydraulic structure is design


for an event of T-year return period.

Failure probability over an n-year service period, pf, is


pf = 1-(1-1/T)n (using Binomial distribution)
or pf = 1-exp(-n/T) (using Poisson distribution)

Types of problem:
(a) Given T, n, find pf
(b) Specify pf & T, find n
(c) Specify pf & n, find T
A flood is an unusual high stage of a river due to
runoff from rainfall and/or melting of snow in
quantities too great to be confined in the normal
water surface elevations of the river or stream,
as the result of unusual meteorological combination.
Design Flood—It is the flood adopted for the design of hydraulic
structures like
spillways, bridge openings, flood banks, etc. It may be the MPF
or SPF or a flood of any desired
recurrence interval depending upon the degree of flood
protection to be offered and cost economics
of construction of structures to the desired flood stage; the
design flood is usually selected
after making a cost-benefit analysis,
Annual Flood Series The return period or recurrence
interval (T) is the average number
of years during which a flood of given magnitude will
be equalled or exceeded once and is
computed by one of the following methods.
FREQUENCY ANALYSIS USING
FREQUENCY FACTORS
• XT = μ + ΔXT
• XT = μ + KT σ
• XT = Xaverage + KT s
STATISTICAL EQUATIONS
1 n
X   Xi
n i 1

1  n 2 2
1 n
   
2
S 
2
Xi  X   Xi  nX 
n  1 i 1 n  1  i 1 

 X 
n 3
X
 X  3 X  X  2n X
3 2 3
i
n n
Cs  i 1
 i i

(n  1)(n  2) S3 (n  1)(n  2) S3

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