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Non-stationarity approaches have been increasingly popular in hydrology, reflecting scientific concerns regarding intensification of the water cycle due to global warming. A considerable share of relevant studies is dominated by the practice of identifying linear trends in data through in-sample analysis. In this work, we reframe the problem of trend identification using the out-of-sample predictive performance of trends as a reference point. We devise a systematic methodological framework in which linear trends are compared to simpler mean models, based on their performance in predicting climatic-scale (30-year) annual rainfall indices, i.e. maxima, totals, wet-day average and probability dry, from long-term daily records. The models are calibrated in two different schemes: block-moving, i.e. fitted on the recent 30 years of data, obtaining the local trend and local mean, and global-moving, i.e. fitted on the whole period known to an observer moving in time, thus obtaining the global trend and global mean. The investigation of empirical records spanning over 150 years suggests that a great degree of variability has been ever present in the rainfall process, leaving small potential for long-term predictability. The local mean model ranks first in terms of average predictive performance, followed by the global mean and the global trend, in decreasing order of performance, while the local trend model ranks last among the models, showing the worst performance overall. Parallel experiments from synthetic timeseries characterized by persistence corroborated this finding, suggesting that future long-term variability of persistent processes is better captured using parsimonious features of the past. In line with the empirical findings, it is shown that, prediction-wise, simple is preferable to trendy.
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Projecting the future of rainfall extremes: Better classic than trendy
Theano Iliopoulou1* and Demetris Koutsoyiannis1
1Department of Water Resources, Faculty of Civil Engineering, National Technical University
of Athens, Heroon Polytechneiou 5, GR-157 80 Zografou, Greece
* Corresponding author. Tel.: +30 6978580613, E-mail address: tiliopoulou@hydro.ntua.gr
Citation: Iliopoulou, T. and Koutsoyiannis, D., 2020. Projecting the future of rainfall extremes:
Better classic than trendy, Journal of Hydrology, doi:10.1016/j.jhydrol.2020.125005.
Highlights
Prediction-oriented evaluation of rainfall trends
Trend and mean models are used to project 30 years of rainfall indices
The predictive skill of the models is assessed by moving-window validation
Trends have the worst performance and local mean models the best
Abstract Non-stationarity approaches have been increasingly popular in hydrology, reflecting
scientific concerns regarding intensification of the water cycle due to global warming. A
considerable share of relevant studies is dominated by the practice of identifying linear trends
in data through in-sample analysis. In this work, we reframe the problem of trend identification
using the out-of-sample predictive performance of trends as a reference point. We devise a
systematic methodological framework in which linear trends are compared to simpler mean
models, based on their performance in predicting climatic-scale (30-year) annual rainfall
indices, i.e. maxima, totals, wet-day average and probability dry, from long-term daily records.
The models are calibrated in two different schemes: block-moving, i.e. fitted on the recent 30
years of data, obtaining the local trend and local mean, and global-moving, i.e. fitted on the
whole period known to an observer moving in time, thus obtaining the global trend and global
mean. The investigation of empirical records spanning over 150 years of daily data suggests
that a great degree of variability has been ever present in the rainfall process, leaving small
potential for long-term predictability. The local mean model ranks first in terms of average
predictive performance, followed by the global mean and the global trend, in decreasing order
of performance, while the local trend model ranks last among the models, showing the worst
performance overall. Parallel experiments from synthetic timeseries characterized by
persistence corroborated this finding, suggesting that future long-term variability of persistent
processes is better captured using parsimonious features of the past. In line with the empirical
findings, it is shown that, prediction-wise, simple is preferable to trendy.
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Keywords: trends, rainfall extremes, probability dry, out-of-sample validation, predictive
performance, rainfall projections
1. Introduction
“A trend is a trend is a trend / But the question is, will it bend? /
Will it alter its course / Through some unforeseen force /
And come to a premature end?”
(Sir Alec Cairncross, 1969, signing as “Stein Age Forecaster)
In the past decades there has been a plethora of trend analyses in rainfall studies (Bunting et al.,
1976; Haylock and Nicholls, 2000, 2000; Rotstayn and Lohmann, 2002; Modarres and da Silva,
2007; Ntegeka and Willems, 2008; Kumar et al., 2010), and it could be argued that relevant
studies are still on the rise (e.g. Biasutti, 2019; Degefu et al., 2019; Folton et al., 2019; Khan et
al., 2019; Papalexiou and Montanari, 2019; Quadros et al., 2019; Rahimi and Fatemi, 2019).
For a quantitative analysis of the relevant literature, the reader is referred to Appendix I. This
boom of trend studies has had various scopes, most of which are related to global warming
assessment (IPCC, 2013). These include historic climate variability quantification, attribution
to deterministic drivers, projections to the future and impact assessments (e.g. Kumar et al.,
2010; Parmesan and Yohe, 2003; Biasutti, 2013; Rotstayn and Lohmann, 2002). Arguably what
is common in the majority of trend studies, even when not explicitly stated, is the expectation
for a monotonically changing future, which as a result, has initiated a growing discourse on the
appropriate modelling approach.
In climatology and hydrology, there has been an ongoing debate between stationary vs
nonstationary methods, with the former representing a well-established hydrological practice
(Montanari and Koutsoyiannis, 2014; Koutsoyiannis and Montanari, 2015) and the latter
reflecting recent attempts of the scientific community to find a new way to respond to change
and uncertainty under the anthropogenic climate change scenario (Milly et al., 2008; Craig,
2010; Milly et al., 2015). Yet deterministic trend modelling has been examined and mostly
criticized, on different grounds, namely with respect to empirical evidence (McKitrick and
Christy, 2019; Cohn and Lins, 2005), theoretical consistency (Koutsoyiannis and Montanari,
2015), modelling efficiency (Montanari and Koutsoyiannis, 2014), and meaningfulness of the
results (Serinaldi et al., 2018). It has also been argued that the concepts of change and
uncertainty are already well-represented within the stationarity framework (Koutsoyiannis and
Montanari, 2007; Serinaldi and Kilsby, 2018). In this research, we examine the trend modelling
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framework from a new perspective, through the evaluation of its out-of-sample modelling
qualities, namely, its predictive powers for a given record.
For this purpose, we introduce a validation framework for the evaluation of the results,
adding simpler, mean models in the pool of candidates, and basing the reasoning of model
selection on the statistical out-of-sample performance of the models. While split-sample
techniques (Klemeš, 1986) and multi-model approaches (Georgakakos et al., 2004; Duan et al.,
2007) are certainly not new in hydrology, they are usually disregarded as concepts in the field
of trend modelling, where the research question typically revolves around explanatory
performance, mostly by means of in-sample measures, as hypothesis testing (Shmueli, 2010).
In this work, we extend the simple split-sample validation by introducing a moving window
calibration and validation approach that progressively scans each record by sliding windows of
climatic-length, i.e. 30 years according to the common climate definition (IPCC, 2013). In this
manner, we obtain a sample of estimates of the models’ predictive performance, instead of a
single value.
By shifting the focus to the predictive modelling of linear trend, this analysis seeks to
answer the following key questions: (a) how well are the rainfall statistics of the most recent
climatic period predicted by the linear trend calibrated to the prior 30-year period? and (b) how
do the statistics of the predictive performance of linear trends compare to the ones derived from
application of simple mean models?
The first question is driven by the omnipresent scientific concerns regarding
intensification of extremes due to global warming during the last decades (e.g. Houghton et al.,
1991; Parmesan and Yohe, 2003; Oreskes, 2004; Solomon et al., 2007; McCarl et al., 2008;
Moss et al., 2010; Craig, 2010; Pachauri et al., 2014; Kellogg, 2019). According to the fifth
(latest) IPCC assessment (IPCC, 2013), the expected intensification mechanism suggests a 6%
7% increase of the global water vapour per °C of warming, followed by a 1% to 3% increase in
global mean precipitation. Recently, the physical assumptions behind these estimates have been
questioned and revisited in light of global datasets (Koutsoyiannis, 2020), while the evaluation
of hydrological impacts from increased greenhouse emissions remains an open research subject
with often conflicting evidence (e.g. Hirsch and Ryberg, 2012; Mallakpour and Villarini, 2015;
Blöschl et al., 2019). Therefore, the first examination of predictability is consciously biased in
favour of a model capturing the variability of the most recent period of data.
The second question introduces the abovementioned methodological framework for
validating model predictions, which is applied to the empirical long-term rainfall records as
well as to synthetic series produced in order to mimic the natural long-term variability of the
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rainfall process. A discussion on the relevance of the framework in light of potential
deterministic changes is also provided.
2. Dataset
Our dataset is an update of the previous long-term dataset explored in Iliopoulou et al. (2018)
of long rainfall records surpassing 150 years of daily values. It includes the 60 longest available
daily rainfall records collected from global datasets, i.e. the Global Historical Climatology
Network Daily database (Menne et al., 2012), the European Climate Assessment and Dataset
(Klein Tank et al., 2002), as well as third parties listed in in the Appendix II (Table A1), along
with a brief summary of the stations’ properties; the geographic location of the rain gauges is
shown in Figure 1. The length of the timeseries provides rare insights into long-term rainfall
variability and enables the statistical evaluation of the predictive performance of linear trends
from multiple time windows.
Figure 1. Map of the 60 stations with longest records used in the analysis.
3. Methodological framework
3.1 Overview of literature approaches to trend modelling: From explanatory trends
to out-of-sample performance
It is well-known that studying the explanatory power of trends in hydroclimatic data is a very
active research field; see the literature analysis included in the Appendix I for the rising use of
relevant in-text words as well as in-title words from Google Scholar. Before discussing
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literature modelling strategies for trends, it is imperative to define the meaning of a trend per
se. Although ‘trends’ are frequently used as a synonym of temporal ‘changes’ (Fig. A3 provides
a quantitative analysis on the use of both words) and their notion has sometimes been extended
to encompass stochastic stationary models (Fatichi et al., 2009; Chandler and Scott, 2011), the
general idea behind the trend concept, is that the expected value of a response variable is
specified as a deterministic function of time t, . The function f may take different
forms the linear model being only the first one adopted, and the most widely used. Indeed,
this definition of a trend can be traced back to the development of the field of econometrics in
the early 20th century, when ‘secular’ trends, meaning long-term trends, were deemed to be a
component of financial timeseries, along with seasonal variation, cycles and residual elements
(Persons, 1922; Mitchell, 1930). Decomposition of a timeseries into components, one of them
being a trend, continued to dominate the econometrics literature, although even at early times
certain critiques were raised (Slutsky, 1927).
The most established technique to evaluate fitted trends is statistical hypothesis testing,
i.e. a statistical inference technique that estimates the probability of an outcome as far from
what is expected as the observed under the assumption that the null hypothesis is true (Gauch
Jr et al., 2003). The latter is known as the p-value and is compared to predefined significance
levels, in order to reject or not the null hypothesis. This is a scientific method for model
evaluation, which has been in part misused. For instance, its misuse in hydrology has been
showcased by seminal studies (e.g. Cohn and Lins, 2005; Koutsoyiannis and Montanari, 2007;
Serinaldi et al., 2018) which have established the fact that for hydrological, non i.i.d. data the
null hypothesis, which tacitly contains independence, is a priori wrong, and its rejection, if
correctly interpreted, should point out to the wrong independence assumption. Still, the
common practice has been to misinterpret outcomes in favour of trends. Part of the statistician
community argues against the concept of significance testing (Nuzzo, 2014; Wasserstein and
Lazar, 2016; Amrhein and Greenland, 2018; Trafimow et al., 2018; Wasserstein et al., 2019),
with the main critique summarized in the statement of the American Statistical Association that
the widespread use of 'statistical significance' (generally interpreted as 'p ≤ 0.05') as a license
for making a claim of a scientific finding (or implied truth) leads to considerable distortion of
the scientific process(Wasserstein and Lazar, 2016). Other inference techniques for assessing
the plausibility of changes under an a priori assumed model are also used, most notably change
point analysis (Hinkley, 1970), which attempts to identify points of abrupt changes in the data.
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This approach too, is very sensitive on a priori hypotheses about the expected degree of
variability in the data (a brief discussion on the issue in provided in Chandler and Scott, 2011).
With a stronger focus on modelling power rather than confirmatory analysis, model
selection criteria have been developed arising from Akaike’s work (Akaike, 1969). Akaike has
contributed to the introduction of information theory into model selection criteria (Akaike,
1974) which are now established worldwide in model inference (Anderson and Burnham, 2004)
and are increasingly adopted in hydrology as well (e.g. Ye et al., 2008; Laio et al., 2009;
Iliopoulou et al., 2018a). Information criteria are useful in that they try to achieve a better out-
of-sample performance by prompting for parsimony when fitting the model to the calibration
set. There is a vast literature on the asymptotic equivalence of information criteria and out-of-
sample prediction measures under specific conditions (Stone, 1977; Shibata, 1980; Wei, 1992;
Inoue and Kilian, 2006), which typically though imply large record lengths.
A discourse regarding the relative powers of the abovementioned ‘in-sample’ measures
compared to the assessment of predictive or out-of-sample performance is active in numerous
scientific fields (Breiman, 2001; Stein, 2002; Inoue and Kilian, 2006; Yarkoni and Westfall,
2017; Shmueli, 2010), while in fact, it has been argued that the distinction between the two
approaches might only arise due to the different objectives of each study (Gauch, 2003; Inoue
and Kilian, 2005). Obviously, predictive modelling dominates in operational fields concerned
with short-term prediction, as numerical weather prediction (Lorenc, 1986), and in such
domains, it is widely acknowledged that the model yielding the best predictions, in non-
stochastic terms, is not necessarily the ‘true’ one (Shmueli, 2010).
The premise of this work is that while explanatory performance of trends has been
thoroughly explored in hydrological studies (e.g. Chandler and Scott (2011) provide a
comprehensive review on the matter), much less attention has been given to the predictive
performance of trend modelling. A simple explanation might lie in the fact that in many
environmental studies trends have been employed as descriptors of changes or causal effects,
and less as models for predictions, in spite of the fact that they strongly communicate
expectations for the future by suggesting causal mechanisms (e.g. Fig. A2 on the combined use
of the word ‘trends’ and ‘projections’). The second reason could be related to the scarcity of
long-term environmental data for out-of-sample validation. Therefore, our aim is to assess the
relevance of long-term trend modelling in terms of point prediction, not examining elements of
stochastic prediction and categorically, not engaging in the identification of a ‘true’ model for
the data. We deem that this shift in point-of-view may provide contrasting insights to current
literature with respect to the relevance of trends for operational applications.
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3.2 Out-of-sample validation schemes
Cross-validation techniques are a systematic way to assess predictive power (Stone, 1974;
Simonoff, 2012). The procedure typically entails multiple runs of validation schemes on
random partitions of the original dataset and summarizes the model skill from the sample of all
validation scores. Standard cross-validation is not straightforward to apply for timeseries data
where the order of the data must be respected. Instead the use of a ‘holdout’ set for validation
is frequently applied, e.g. in hydrology this is done by reserving some data for validation, while
the rest are used for calibration (Klemeš, 1986). We consider an alternative approach respecting
the data order, by performing calibration and validation in moving-window partitions of the
original dataset, that constantly shift forward in time till the end of the record is reached. This
approach is known as ‘walk-forward’ analysis in the field of econometrics (Kirkpatrick II and
Dahlquist, 2010), and it is advantageous in that instead of a single measure of out-of-sample
performance obtained by the ‘split-sample’ approach, a sample of values is obtained, which can
be statistically analysed. Further, it compensates for hindsight bias providing realistic estimates
of historical predictability of changes by a given model. The statistics of a model’s past
performance can be considered a proxy of its future performance.
3.2.1 Static calibration and validation
We apply this type of analysis to the rainfall records by formulating two distinct calibration-
validation schemes, which are illustrated in Fig. 2. In the first scheme (Fig.2a), we evaluate the
models’ performance in capturing the variability of the recent 30-year period of each station
based on calibration on the prior 30-year period. By this ‘static validation’ scheme we intend to
evaluate whether extremes have changed in a consistent manner in the second half of the 20th
century, as they are commonly assumed. We also examine the performance of the models in
backward validation, i.e. in predicting observations occurring before the calibration period (Fig.
2a). In order to maximize the exploitation of the length of each record, we apply this evaluation
to the most recent period of each station, even if the final dates of all records do not coincide.
We favour separate treatment of each station, since in this case our focus is placed on the
operational exploitation of records for predictive purposes and less on a summary of the results
for a specific time period. However, the majority of the records span the whole 20th century,
and extend beyond, with a few exceptions that are mentioned in Table A1. In a second
examination, we directly evaluate changes in the predictive performance of each model
throughout the past 110 years up to 2009. Specifically, we compare the prediction errors of each
model for the following climatic periods: 19001929 (calibration period 18701899), 1930
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1959 (calibration period 19001929), 19601989 (calibration period 19301959), and 1980
2009 (calibration period 19501979). The end year (2009) of the last period (overlapping with
the previous one by 10 years) is selected in order to maximize the number of stations having
predictions for all four periods. This results to 52 stations for the AM and 51 for the AT, WDAV
and PD indices.
3.2.2 Dynamic calibration and validation
The second scheme (Fig.2b) focuses on the historical performance of the models by the
dynamic (else, walk-forward’) validation scheme introduced before. It assumes a
hypothetical observer moving in time and making predictions for the future 30-year period
updating the models as access to new information progressively becomes available. We
formulate two different schemes for making these predictions. In the first, which we call block-
moving calibration and validation, the models are calibrated on 30-year periods and validated
by the next ‘unobserved’ 30 years, and this procedure is repeated by rolling the calibration and
validation origin in time (Fig.2bi). New information is gradually taking the place of the past
information, which is discarded by the 30-year sliding windows. The start of the first moving-
window coincides with the start of each station, while the start of the last calibration moving-
window is 59 years prior to the end of the station, so that 30 years of validation data remain
available. This last validation window is the recent 30-year window that is exploited for
validation in the static scheme (Fig. 2a). The second scheme of the dynamic calibration-
validation, which we call global-moving, validates the models using sliding 30-year periods,
exactly as in the prior scheme, but calibrates the models on the whole available record, that is
known at each time step to the observer. Therefore, the origin of the calibration window remains
stable, but the window gradually extends in length as more data are assimilated into the model,
while no data are discarded (Fig.2bii). This scheme explores the potential of employing all
available information to make a prediction for the future. Since the validation periods are the
same in both schemes, results between the two can be directly compared.
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Figure 2. Explanatory sketch showing the two calibration and validation schemes (a. Static
and b. Dynamic) for an example station.
For the evaluation of the candidate models we estimate the Root Mean Square Error, a standard
and established metric of goodness of fit (Sharma et al., 2019). The RMSE is defined as the
square root of the mean square error of the predicted values with respect to the observed xi:


(1)
where n is the length of the data. We present the sample RMSE distribution of the models for
each station and we summarize the results by computing the average RMSE for each station
and its standard deviation. For the longest uninterrupted record of the station, we present a
comprehensive analysis including the temporal evolution of the errors.
3.3 Predictive models
Let xi be a stochastic process in discrete time i, i.e. a collection of random variables xi, and
x:= (x1, …, xn) a single realization (observation) of the latter, i.e. a timeseries. We assume that
in time i n the hypothetical observer makes a forecast based on a subset of the historical
information. Namely from the entire available information that we have (the observed series
(x1, …, xn)) we assume that the hypothetical observer knows only the subseries x = (x1, …, xi).
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To predict the unobserved periods, past or future, we employ two model structures. The
first is the typical linear trend model, encompassing two parameters, a slope and an intercept
, whose mean is a deterministic linear function of time t:

(2)
The trend model is fitted via least-squares regression. Robust regression techniques are also
explored, namely median quantile regression (Koenker and Hallock, 2001) and the Theil-Sen
slope estimation (Sen, 1968; Theil, 1992), but they did not yield better predictions, and hence,
the least-squares approach, which is also more rigorous in theoretical terms (e.g. Papoulis,
1990), was retained. For details on the application and discussion of the results, the reader is
referred to the analysis presented in Appendix III.
The second model considered is the mean model, including only one parameter, the mean
of the calibration period, extrapolated to the unobserved periods:

(3)
According to the followed calibration scheme, fitted to block-moving (local) 30 years or to all
the known (global) period, the trend model is termed local trend (L-Trend) and global trend (G-
Trend), respectively, and likewise, the mean model, is termed local mean (L-Mean) and global
mean (G-Mean). In the local models, the period  is used for calibration and
the [  for validation, while in the global models, the period   is used for
calibration and the   period for validation as in the former scheme. We note that these
two seemingly simplistic predictive models, i.e. the linear model fitted with least-squares and
the local average, can be found in a variety of theoretical results in statistical sciences, for
instance use of (temporally) local data constitutes a central concept in the k-nearest neighbours
technique, as discussed in Hastie et al. (2005), as well as in local regression as discussed in
Chandler and Scott (2011).
3.4 Selected indices of rainfall extremes and quality control
We examine four statistical indices of rainfall: annual maxima (AM), annual totals (AT), annual
wet-day average rainfall (WDAV) and probability dry (PD) also computed at the annual scale.
As wet, we consider any day with rainfall surpassing the threshold of 1 mm, while values below
this threshold are counted as dry days taken into account for the PD estimation. We employ the
following criteria for missing values. For the annual maxima we use a methodology proposed
by Papalexiou and Koutsoyiannis (2013), according to which an annual maximum in a year
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with missing values is not accepted if (a) it belongs to the lowest 40% of the annual maxima
values and (b) 30% or more of the observations for that year are missing. For the rest of the
indices, we do not compute the yearly index in years with more than 15% of missing values. In
general, most records have low percentages of missing values (Table A1), which in most cases
are clustered in the beginning of the records. A few records have consecutive missing periods
which might imply a change of instrumentation or relocation of the gauge. To avoid possible
artefacts in trend estimation in static validation (in backward validation) that may arise from
such cases, we analyse periods containing less than 5% of consecutive missing values of the
yearly indices. For the dynamic calibration and validation scheme, we fit the models only if
there exist at least 27 valid indices in each of the 30-year periods of calibration and validation.
3.5 Predictability of climatic changes under natural variability
In order to understand the predictive performance of the considered models under typical
conditions of natural variability, we run similar experiments with synthetic timeseries
reproducing increasing degrees of persistence. We recall that persistence, also known as Hurst-
Kolmogorov dynamics, is associated with enhanced natural variability at all scales
(Koutsoyiannis, 2003), which in turn implies increased unpredictability at large time horizons,
with some potential for predictability at short time steps due to the presence of temporal
clustering (Dimitriadis et al., 2016). This provides a scientifically relevant comparison to the
empirical data as rainfall series are known to exhibit mild to moderate degree of persistence
(e.g. Iliopoulou et al., 2018b; Iliopoulou and Koutsoyiannis, 2019). Moreover, segments of
persistent series resemble trends and can easily be misinterpreted as such (Cohn and Lins,
2005).
Therefore, we examine both the comparative predictive performance of the four models
for persistent processes, where long-term changes are the rule (Serinaldi and Kilsby, 2018), and
the effect of available record length on the quality of the model predictions. The latter becomes
relevant in the global-moving scheme, in which the calibration period varies in length.
4. Results
4.1 Models performance in static validation
Results from the performance of the local mean and local trend models on the last 30 years of
each station, as well as on the years preceding the 30-year calibration, are shown in Figure 3
for all studied indices.
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Figure 3. Boxplots of the RMSE distribution from the static validation application to all
stations, for the local mean (L-Mean) and local trend (L-Trend) models, for all rainfall
indices. The band inside the box reports the median of the distribution, the lower and upper
ends of the box represent the 1st and 3rd quartiles, respectively, and the whiskers extend to
the most extreme value within 1.5 IQR (interquartile range) from the box ends; outliers are
plotted as points.
The local mean model performs on average better than the local trend model for all indices
in capturing their most recent changes of extremes, while the performance of the local trend
deteriorates considerably with respect to hindcasting the past. Interestingly, the larger
discrepancies of the trends both in future and past validation periods, are encountered in the
annual maxima, followed by probability dry. In most of the opposite cases, of trends showing
a better performance, the fitted slope is very mild, thus hardly differing from the local mean. A
visual examination of the plots of the 60 long-term stations, provided in the Appendix figures
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(A4-A7), suggests a positive answer to the opening question, providing empirical evidence that
climatic trends fluctuate and in fact, abruptly reverse.
Figure 4. Boxplots of the RMSE distribution from the static validation application to the
stations with data in all four prediction periods, 1900-1929, 1930-1959, 1960-1989, 1980-
2009, for the local mean (L-Mean) and local trend (L-Trend) models, for all rainfall indices.
For the boxplots’ properties description see Figure 3.
In order to gain further insights into temporal changes of predictability, we compare the
predictive performance of each model (L-Mean, L-Trend) for four distinct climatic periods,
covering the past 110 years up to year 2009. It is observed (Fig. 4) that the error distribution of
the L-Trend model does not present pronounced temporal differences for the indices among
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these periods, with the exception of PD which shows a larger, yet not consistent, variability
over these periods. Among the four periods, the L-Trend model performed best in the prediction
of the 19601989 period, based on calibration on 19301959, a period which however does not
include the decades of pronounced increase in greenhouse emissions (from the 60s and
thereafter). The predictive performance of trends on the latest period is not markedly different
from the previous periods, if not it is slightly worse for some indices, e.g. the AT. A particular
pattern is neither observed for the L-Mean. As it will be discussed next, these results seem to
be well-within the range of the statistical variability of the predictive skill of each model,
evaluated from the whole record. Finally, in this examination as well, the L-Mean model proves
superior to the L-Trend (only one or two exceptions are seen).
4.2 Moving-window validation of predictive performance
In this section, we explore the predictive qualities of the models by delving into the statistical
analysis of the whole record, considering the models from the global-moving calibration as
well, namely, the global trend and the global mean.
4.2.1 An examination of one of the longest records
As an illustration of the application of the methodology, we first explore the longest
uninterrupted station of our dataset, i.e. the Prague station in Czech Republic (211 years), shown
in Figure 5. The models’ error evolution pattern is reflective of their performance. For the
majority of time, the mean models are at the lower front of the errors, with the local mean model
showing slightly superior performance. The local trend model results in higher errors and its
predictions may quickly deteriorate, taking longer to converge to the mean models’ predictions
in areas of lower errors (Fig. 5). This is attributed to the fact that the trend model projects to the
future sensitive features of the calibration period, i.e. extreme observations or ‘trendy’
behaviour, which do not have a high chance to survive the end of the calibration period. The
more parsimonious structure of the mean model encapsulates minimal but robust knowledge of
the process behaviour, which is more likely to characterize its future evolution as well. In the
absence of an underlying global trend and as the sample grows larger, the global trend model
converges to the predictions of the mean models, but its performance remains slightly inferior
even towards the end of the record.
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Figure 5. Case study of the rainfall station in Prague. Timeseries of annual maxima, annual
totals, annual wet-day average and annual probability dry, error evolution and distribution of
the prediction RMSE for the four prediction models, global and local trend, and global and
local mean.
4.2.2 Application to all records
Figures 6-9 show the empirical distributions of the models’ prediction RMSE for each rainfall
index and for all 60 stations. For most stations the local mean and global mean models have the
lower probabilities of exceeding high errors, contrary to the local trend model whose error
distribution is clearly shifted to the right, in the higher error area. The distribution of the
prediction RMSE of the global trend model is located in between the two, showing in general
a better behaviour than the local trend.
16
Figure 6. Empirical cumulative distribution function (ECDF) for the prediction RMSE of
annual maxima for the local trend, the global trend, the global mean and the local mean model
for the 60 stations.
17
Figure 7. Empirical cumulative distribution function (ECDF) for the prediction RMSE of
annual totals for the local trend, the global trend, the global mean and the local mean model
for the 60 stations.
18
Figure 8. Empirical cumulative distribution function (ECDF) for the prediction RMSE of
wet-day average rainfall for the local trend, the global trend, the global mean and the local
mean model for the 60 stations.
19
Figure 9. Empirical cumulative distribution function (ECDF) for the prediction RMSE of
probability dry for the local trend, the global trend, the global mean and the local mean model
for the 60 stations.
A summary of the distributional properties of the prediction RMSE of all stations shown
in Fig. 6-9, is provided in Fig. 10, in terms of the average and the standard deviation of the
RMSE distribution of each station. The average values of the latter also summarized in Table
1. Accordingly, the models performance can be ranked from best to worst as follows: (1) local
mean, (2) global mean, (3) global trend and (4) local trend. The local mean model marginally
outperforms the global mean with respect to the average RMSE, yet in terms of the standard
deviation of the RMSE distribution (Fig. 10b, d, f, h), it is evident that the local mean model
prevails showing smaller standard deviation of prediction errors, and thus more reliable
performance. In this case, the linear trend model shows markedly inferior performance.
20
Figure 10. Boxplots of the average RMSE and standard deviation of RMSE as estimated for
each station from moving window application of the local (L-) mean, global (G-) mean and
local (L-) and global (G-) trend for all the indices. For the boxplots’ properties description see
Figure 3.
21
Table 1 Averages of the average RMSE and the standard deviation of RMSE of the four
models (local (L-) mean, global (G-) mean, local (L-) trend and global (G-) trend) from all
stations and for all four indices, as shown in Figure 10.
Annual Maxima (mm)
Annual Totals (mm)
L-mean
G-mean
G-trend
L-trend
L-mean
G-mean
G-trend
L-trend
Average
RMSE
16.00
16.05
16.73
18.76
149.07
154.18
154.77
174.7
St. Dev.
RMSE
3.04
3.13
3.37
4.74
21.52
23.02
27.4
45.45
Wet-Day Average (mm/d)
Probability Dry (-)
L-mean
G-mean
G-trend
L-trend
L-mean
G-mean
G-trend
L-trend
Average
RMSE
0.98
1.01
1.11
1.2
0.04
0.05
0.05
0.05
St. Dev.
RMSE
0.18
0.18
0.27
0.39
0.01
0.01
0.01
0.02
4.3 Models’ performance under natural variability
4.3.1 An experiment with synthetic series
Following the rationale outlined in Section 3.5, the goal of this experiment is to test the
performance of the predictive models in conditions of enhanced structured uncertainty,
characterized by changes at all scales and trend-like behaviour for small periods. As the latter
are distinctive features of persistent processes (Koutsoyiannis, 2002), we produce five long-
term timeseries from a standard normal distribution with length N = 10 000 that reproduce HK
dynamics, using the SMA algorithm (Koutsoyiannis, 2000; Dimitriadis and Koutsoyiannis,
2018). The series are generated with increasing degree of persistence, quantified through the
Hurst parameter H, from mild persistence H = 0.6 to very strong H = 0.99. In order to explore
the impact of record length we also examine smaller segments of the same timeseries of lengths
N = 100 and N = 1000. Because smaller segments are impacted by larger estimation uncertainty,
we plot the average ECDF of the prediction RMSE estimated from non-overlapping segments
extracted from the original timeseries of length N = 10 000. Therefore, the N = 100 plots
correspond to the average of 100 timeseries of length 100, derived from the 10 000 series.
Likewise, the N = 1000 series are the average of 10 timeseries of length 1000. The plots of the
22
ECDF distribution (Fig.11) of the prediction RMSE for the four predictive models are produced
employing the same dynamic validation schemes applied for the real-world stations.
The contrasting performance of the two local models is observed here as well; local
features are better exploited by the mean rather than the trend model, irrespective of the record
size. The latter becomes important when the global models are considered. In the absence of a
global underlying trend, the increased variability encountered in small calibration periods (N =
100) leads the global trend model to bad predictions. When the trend model is calibrated from
larger series, the trend component is smoothed out, and therefore, the prediction performance
approaches the one from the mean models. Regarding the competition between global and local
mean, it appears that it is a function of both the record length and degree of persistence. For
large record lengths and H > 0.7, the local mean model prevails, while for small record lengths
and medium persistence, the two are comparable. In persistent process, where clustering arises,
local information is likely to be more relevant for prediction, yet for long-term prediction as is
the case here, ‘local’ may need to extend a few steps back in the past, which for small record
lengths could be within the reach of the calibration period employed for the global mean model.
Obviously though, results from the global model become less relevant when the sample is large
and therefore global information extends too far in the past. A thorough treatment of the
theoretical basis and practical formulation of local mean models in relation to the persistence
properties of the parent process is given by Koutsoyiannis (2020).
We note that the behavior observed in the N = 100 plots is qualitatively consistent with
the one observed from the rainfall records. Moreover, indices known for their persistence
properties, such as annual totals (Iliopoulou et al., 2018b; Tyralis et al., 2018) and probability
dry (Koutsoyiannis, 2006) show a slight preference for the local mean model, while others
where persistence is less manifested, as annual maxima (Iliopoulou and Koutsoyiannis, 2019)
the performance of the global and the local mean model in terms of the average RMSE are
indistinguishable (Fig. 10); the variance of the errors still being smaller for the latter.
23
Figure 11. Empirical cumulative distribution function (ECDF) for the prediction RMSE of
the HK timeseries resulting from application of the local trend, the global trend, the global
mean and the local mean model, for segments of the original timeseries with increasing
sample size, N = 100, 1000, 10 000 (original). The ECDF for the first two lengths are the
averages as computed from 100 and 10 non-overlapping segments of the 10 000 values.
4.3.2 A discussion on parsimony and predictive accuracy
In the above controlled experiment, where the generating mechanism of the data is known, it
is evident that among the four ‘false’ models, the local mean yields the most accurate
predictions in terms of RMSE, using in-sample data more efficiently by means of its single
24
parameter. The increase in predictive accuracy and statistical efficiency is tightly associated
with the notion of parsimony, which is a dual criterion measuring the model’s fit to the data as
well its simplicity (Gauch, 2003). In these terms, the local mean model is deemed to be a
parsimonious model, since it fits the out-of-sample data either better or at least equally well to
the more complicated trend model.
The reason behind the sometimes interchangeable use of the words parsimony and
simplicity is a certain tendency of simple models to make reliable predictions, which among
other approaches as information criteria discussed in Section 3.1, is also incorporated as a
concept in Bayesian analysis assigning higher prior probabilities to simpler models, and a
posteriori favouring the simpler model (Berger and Bernardo, 1992; Berger and Pericchi,
1996; Gauch, 2003 and references therein). More recent developments from the Bayesian
standpoint include constructing penalized complexity priors (Simpson et al., 2017), while the
concept informs variable selection in linear regression though various techniques as the Lasso
and ridge regression (Tibshirani, 1996). Another demonstration of the relation between
predictive accuracy and simplicity is the possibly better predictive performance in terms of
mean square error of simpler, yet misspecified models, compared to the ones derived from the
correctly structured model (Hocking, 1976); for instance, Wu et al. (2007) provided a set of
conditions for which this holds true in the case of linear models. Therefore, theoretical
arguments are in favour of simpler predictive models, all the more so in the case of natural
processes characterized by a great degree of variability, for which our understanding is
limited. A comprehensive discussion on the connection of simplicity to wider epistemological
and philosophical principles is provided in Gauch (2003).
4.3.3 On alternative climatic predictors of rainfall
It is beyond the scope of the paper to formulate and suggest a good climatic prediction method
for rainfall. Having shown however that past climatic trends of rainfall are not useful predictors
of its future evolution, it is tempting to reflect on a common alternative option for long-term
prediction, namely the use of large-scale climatic oscillations. The latter are considered a
potential source of decadal climatic predictability (Latif et al., 2006). The predictive skill arising
from the use of a climatic oscillation as a covariate for prediction relies upon two factors;
existence of significant correlation of rainfall with large-scale climatic oscillations, and reliable
predictability of the latter. On the over-decadal climatic scale examined here fulfilment of both
conditions is challenging. There is an increasing number of studies relating climatic oscillations
to decadal rainfall, but both the type of the correlated oscillation and the specification of the
correlation (type, lagged response), are region-specific (e.g. Krichak et al., 2002; Scaife et al.,
25
2008; Lee and Ouarda, 2010; Sun et al., 2015; Krishnamurthy and Krishnamurthy, 2016; Nalley
et al., 2019). Therefore, with respect to multi-sites analyses, the identification of robust response
patterns of decadal rainfall to climatic oscillations constitutes a nontrivial research subject.
Even more challenging is the predictability of the climatic oscillations themselves on the 30-
year scale. For instance, it is only during the last 5 years, that prediction of the North Atlantic
Oscillation (NAO) has become skilful on the seasonal scale, and at the moment research efforts
are directed towards predictability on beyond annual scales (Scaife et al., 2014; Smith et al.,
2016). While some progress has been reported in terms of the decadal predictability of climatic
oscillations related to the NAO, as the Atlantic Multi-decadal Oscillation (AMO), predictability
of the actual values of the NAO beyond the seasonal scale remains very limited (Smith et al.,
2016; Yeager and Robson, 2017). A relevant case study by Lee and Quarda (2010) concluded
that predictions of decadal streamflow extremes using the NAO as a covariate were impacted
by large uncertainty to the point of almost being non-informative. Although a promising
research subject, it appears that in the best case, there is still way to go before attaining
hydrologically relevant climatic predictions based on climatic oscillations, at least to the degree
that this is becoming possible at the seasonal scale for some regions (e.g. Scaife et al., 2014).
Yet the case that this proves to be infeasible cannot be excluded (Koutsoyiannis, 2010).
4.3.4 Can a stationary framework be compatible with a deterministic forcing?
A question that often arises is the relevance of past predictability under the hypothesis of a
climate impacted by monotonic anthropogenic forcing, not existing in the past. In this case, it
could be argued that the examination of the predictive performance in the past in which
stationarity is implicitly assumed, is an irrelevant approach as the past might no longer
representative be of the future. As a first remark, it is worth recalling that change is not
synonymous to non-stationarity, while in the presence of uncertainty in every real-world
system, the choice of a stationary versus a non-stationary model is done in terms of modelling
convenience rather than based on the existence (or co-existence) of deterministic drivers
(Montanari and Koutsoyiannis, 2014; Koutsoyiannis and Montanari, 2015b). De Luca et al.
(2019) yet shed further light on this misconception by the following experiment. They show
that artificially imposed trends of the projected magnitude of climate scenarios, on the
parameters of a sub-hourly rainfall generator regarding bursts intensity, duration, and number
of occurrences, were masked on coarser temporal scales and as a result, they could be
adequately modelled by a stationary extreme value model. This suggests that the presence of
deterministic drivers in a system does not disfavour stationary modelling. For there is the
possibility that even systematic changes may not be manifested at the scales of interest to the
26
degree that they warrant a more complicated representation for the future. Hence, the
examination of a stationary framework is justified also in the presence of monotonic and
accelerating forcing, as it aligns with the abovementioned principle of parsimonious modelling.
Therefore, the question shifts from the existence or not of deterministic drivers, to evaluation
of the degree to which observed changes require a more complicated modelling. In our case, it
is assumed that the past is still representative enough for the future in order to achieve a similar
degree of predictability by the given models, which is not falsified by the examination of the
recent period. The entire question however relies on a simplistic view of complex systems, i.e.
that just one factor (or the change thereof) suffices to determine the system’s future evolution.
In our view, this is not a logically consistent framework for dealing with complex systems.
5. Summary and conclusions
Under the popular assumption of intensification of the water cycle due to global warming, a
considerable deal of contemporary research in hydrology revolves around the study of temporal
changes of extremes, with the application of trend analyses being on the rise during the past
two decades (as illustrated in Appendix I). While the explanatory analysis of trends has
dominated the relevant studies, assessment of the predictive skill of trend models has not been
equally assessed, despite the apparent significance of such a task for risk planning. This research
reframes the problem of trend evaluation, as a model selection problem oriented towards
identifying the model with the best predictive qualities in deterministic terms, which is neither
equivalent to the ‘true’ model nor to the model better at explaining the in-sample data.
For this purpose, we introduce a systematic framework for evaluating projections of
trends by means of comparing the prediction RMSE to the one obtained from simpler mean
models. We perform a variation of cross-validation, also known as walk-forward analysis,
devising two distinct calibration and validation schemes (Fig. 2). In block-moving calibration
we fit the linear trend and mean models to 30 years of data (local trend and local mean) and we
validate the results based on the outcome of their predictions for the next 30 years, repeating
the procedure using sliding windows, till the end of the record is met. In global-moving
calibration, we fit the models to all the known period (global trend and global mean), assuming
that in the beginning, one knows only the first 30 years, and progressively the calibration period
grows larger. In this case too, we evaluate the outcome of the predictions of the models for the
next 30 years, therefore the projections of the four models can be compared in terms of the
statistics of their empirical distribution of errors.
27
The models compete in predicting the out-of-sample behaviour of four rainfall indices:
annual maxima, annual totals, annual wet-day average rainfall and probability dry at the annual
scale, as estimated from a unique dataset comprising the 60 longest rainfall records surpassing
150 years of daily data. Results show that models rank from best to worst as follows: local
mean, global mean, global trend and local trend. A separate examination of the latest 30-year
period for each station confirmed the above rank of the models as well. The temporal changes
in the prediction error distribution among four fixed climatic periods, common for all stations
covering 110 years up to 2009, are also investigated. Fluctuations of predictability do occur
among the climatic periods, yet no increase in predictability is achieved by the local trend model
for the latest period (19802009), compared to earlier periods. Results from both analyses show
that future rainfall variability is on average better predicted by mean models, since local trend
models identify features of the process that are unlikely to survive the end of the calibration
period, either being extreme observations, or ‘trend-like’ behaviour. These features are
smoothed out in longer segments, which is the reason behind the better performance of global
trends. Robust regression techniques were also employed for the calibration of local trends but
perhaps not surprisingly, did not improve the out-of-sample predictions (see discussion in
Appendix III).
In an attempt to reproduce the observed behaviour, we generate long-term timeseries
exhibiting long-term persistence or HK dynamics (Koutsoyiannis, 2011; O’Connell et al., 2016;
Dimitriadis, 2017), and carry out the same analysis. Persistent processes show enhanced
variability and a user unfamiliar with their properties may misinterpret segments of their
timeseries as trends, which perhaps explains why trend claims have been that common lately.
Results from the synthetic records show qualitative similarities with the ones from empirical
rainfall records, known to exhibit persistence, depending on the scale and studied index
(Koutsoyiannis, 2006; Markonis and Koutsoyiannis, 2016; Iliopoulou et al., 2018b; Iliopoulou
and Koutsoyiannis, 2019). The local and global mean outperform the local trend model for all
degrees of persistence and sample sizes, while for small record lengths (N = 100) the
performance of the global trend model is notably inferior too. Local and global mean models
hardly show differences for medium degrees of persistence, but the local mean prevails for
strong persistence.
From a systematic investigation of long-term rainfall records, corroborated by simulation
results, we have verified that local trends have poor out-of-sample performance, being
outperformed in their predictions by simpler models, as the local mean. This empirical finding
suggests that the large inherent variability present in the rainfall process makes the practice of
28
extrapolating local features in the long-term future dubious, especially when the complexity of
the latter increases. This in turn questions the theoretical and practical relevance of projections
of rainfall trends and the grounds of the related abundant publications.
Acknowledgments
We thank the Editor Andras Bardossy for handling the review of the paper, as well as the
Associate Editor Felix Frances, the eponymous reviewer Robert M. Hirsch, and an
anonymous reviewer for providing constructive comments, which resulted in substantial
improvements. We greatly thank the Radcliffe Meteorological Station, the Icelandic
Meteorological Office (Trausti Jónsson), the Czech Hydrometeorological Institute, the
Finnish Meteorological Institute, the National Observatory of Athens, the Department of
Earth Sciences of the Uppsala University and the Regional Hydrologic Service of the Tuscany
Region (servizio.idrologico@regione.toscana.it) for providing the required data for each
region respectively. We are also grateful to Professor Ricardo Machado Trigo (University of
Lisbon) for providing the Lisbon timeseries, to Professor Marco Marani (University of Padua)
for providing the Padua timeseries and to Professor Joo-Heon Lee (Joongbu University) for
providing the Seoul timeseries. All the above data were freely provided after contacting the
acknowledged sources. The remaining timeseries are publicly available by the data providers
in the ECA&D project (http://www.ecad.eu), and in the GHCN-Daily database
(https://data.noaa.gov/dataset/global-historical-climatology-network-daily-ghcn-daily-
version-3). The analyses were performed in the Python 2.6 (Python Software Foundation.
Python Language Reference, version 2.7. Available at http://www.python.org) using the
contributed packages pandas, scipy and seaborn. Academic word occurrence code developed
by Strobel (2018), available at http://doi.org/10.5281/zenodo.1218409.
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33
Appendix
I. A brief quantitative literature review
The aim of this literature review is to evaluate the academic interest in trends of rainfall
variables by means of a quantitative analysis of research papers appearing in Google Scholar.
We base this analysis on the quantification of the occurrence of associated words in Google
Scholar using Python code developed by Strobel (2018), omitting results related to citations
and patents. This analysis was performed on 21/10/2019 and in order to refer to full calendar
years it contains results published till the end of 2018.
Figure A1. Temporal evolution along with three-year moving average of the ratio of the
occurrence of the word ‘trends’ in Scholar items containing the words ‘precipitation’,
‘hydrology’ and ‘extremes’.
In Fig. A1, we show the temporal evolution of the ratio of appearance of the word
‘trends’ in items also containing the complete list of words [‘precipitation’, ‘hydrology’,
‘extremes’]. Results have been randomly varying from the beginning till the mid 20th century,
when there were less than 100 results per year fulfilling the criteria of containing the list in the
denominator of the ratio. It can be seen though that approximately from the 1960 and later on
there has been an increasing trend in relevant publications containing the word ‘trends,’
reaching 89% in 2018. Obviously, results belonging to a different context than the one
assumed might have been calculated as well but we assume their effect to be analogous both
in the nominator and the denominator of the ratio, thus not significantly affecting the
conclusion.
To further refine our search to more technical papers explicitly referring to rainfall trends
we define the following search terms. Word combination A is the full list [‘precipitation|rainfall
34
trends’, ‘precipitation|rainfall data|records’], where the symbol | refers to ‘or’, and word
combinations inside ‘’ should be found together, i.e. one possible combination is the list
[‘precipitation trends’, ‘rainfall data’]. Word combination B is an extension of word
combination A that also includes the word ‘projections’, while word combination C is an
extension of word combination A also including the word sequence ‘linear
trend|trends|model|regression’. The absolute numbers of the results are shown in Fig. A2a,
while in Fig.A2b we show their relative ratio. Expectedly, the total number of studies containing
rainfall trends are rising, however this is not surprising in terms of absolute numbers,
considering the increasing availability of papers in Scholar over the years. However, the use of
the word ‘projections’ appears to be increasing in relative terms as well. The relative use of
word combination C, related to the linear trend, has slightly increased too over the years,
stabilizing over the past 5-year period to approximately half of the related publications
(Fig.A2b).
Figure A2. (a) Temporal evolution of the occurrence of the word combinations A, B and C
and their relative ratio (b).
As a final refinement, we consider words appearing only in the title of papers, which
should limit the results to strictly related papers. Results are shown in Fig. A3. The standard
term that is contained in every result is ‘rainfall|precipitation’ followed by the appearance,
anywhere in the title, of the single terms, trends|trend, variability, change|changes, and non-
stationary|non-stationarity|nonstationary|nonstationarity. Note that we consider also plural
terms where applicable, as well as possible differences in spelling, while this time, we do not
require words to be found in a specific order as in the previous in-text search (for instance, it
could be “trends in rainfall...” or “rainfall trends in the..”). We do not compute ratios over
the items containing in their title the words ‘rainfall|precipitation’ because these terms alone
are too generic, and can be found in a variety of studies, a significant part of which are only
loosely related to hydrology (e.g. physics, chemistry, radar technologies etc.). Instead, to
35
provide a more relevant reference point for comparison, we use two words semantically
‘uncharged’ with the trend concept, which are however widely used in combination with the
standard terms, namely the words ‘model’ and ‘distribution’ (e.g. “a rainfall model…” or
“the distribution of the … precipitation”).
Apparently, the conceptually more inclusive terms ‘changes’ and ‘variability’ are
ranking first in the related search terms, with the explicit use of the word ‘trend(s)ranking
third, yielding consistently over the last ten years above 200 results per year (288 in 2018, as
per results appearing on Google Scholar on 21/10/2019). Terms related to non-stationarity are
slowly rising over the past ten years (39 in-title results in 2018), while being close to zero
before 2000. It is interesting to note the evolution of the use of terms explicitly associated
with the temporal properties of rainfall compared to the terms more related to marginal
properties (‘distribution’), or being more of a general use, perhaps implying both properties
(‘model’). The mere use of the word ‘trend(s)’ has exceeded the use of an all-times classic
word for rainfall, i.e. distribution, which clearly shows a certain shift in academic interest.
Likewise, the ever higher-scoring word ‘model’ has been outnumbered in the past three years
by the word ‘change(s)’.
Figure A3. Temporal evolution of the occurrence of the word combinations in titles of
Scholar items.
36
In conjunction, these results suggest that over the last two decades, there has been a
rising scientific interest in the temporal properties of rainfall and their future evolution, with
‘trends’ taking up a considerable share of this emerging focus.
II. Rainfall records properties and long-term variability
Table A1 summarizes the properties of the long-term rainfall stations. In Fig A4-A7, we
illustrate the static validation scheme showing results from the projections of the local trend
and the local mean model for all rainfall indices.
Table A1. Properties (name, source, latitude, longitude, start year, end year, record length and
missing values percentage) of the 60 longest stations used in the analysis sorted by decreasing
length. For the global datasets, the European Climate Assessment dataset (ECA;
http://www.ecad.eu ) and the Global Historical Climatology Network Daily database
(GHCND; https://data.noaa.gov/dataset/global-historical-climatology-network-daily-ghcn-
daily-version-3), the station identifier is also reported. Asterisks (*) in the “end year” column
denote data that have been continued from a second source. The country of each station is
abbreviated in parentheses aside its name.
Name
Source
Lat
Lon
Start
year
End
year
Record
length
Missing
%
PADOVA (IT)
Marani and Zanetti (2015)
45.87
11.53
1725
2013
289
5.04
CHUK-WOO-KEE,
SEOUL (KR)
Jhun and Moon (1997) and
Korea Meteorological
Agency
37.53
127.0
2
1777
2017
*
241
0.00
HOHENPEISSENBERG
(DE)
ECA: 48
HOHENPEISSENBERG DE
47.80
11.01
1781
2017
237
25.56
PALERMO (IT)
GHCND:ITE00105250
38.11
13.35
1797
2008
212
17.16
PRAGUE (CZ)
Czech Hydrometeorological
Institute
50.05
14.25
1804
2014
211
0.20
BOLOGNA (IT)
GHCND:ITE00100550 and
Dext3r of ARPA Emilia
Romagna, Rete di
monitoraggio RIRER
(http://www.smr.arpa.emr.
it/dext3r/)
44.50
11.35
1813
2018
*
206
0.00
JENA STERNWARTE GM
(DE)
GHCND:GM000004204
50.93
11.58
1826
2015
190
5.47
RADCLIFFE (UK)
Radcliffe Meteorological
Station (Burt and Howden,
2011)
51.76
-1.26
1827
2014
188
0.05
UPPSALA (SE)
Department of Earth
Sciences of the Uppsala
University
59.86
17.63
1836
2014
179
0.02
TORONTO (CA)
GHCND:CA006158350
43.67
-
79.40
1840
2015
176
5.97
GENOA (IT)
GHCND:ITE00100552
44.41
8.93
1833
2008
176
0.00
ONNEN (NL)
ECA :2491 ONNEN NL
53.15
6.67
1846
2018
173
1.10
SAPPEMEER (NL)
ECA:2507 SAPPEMEER NL
53.17
6.73
1846
2018
173
1.10
WOLTERSUM (NL)
ECA:2553 WOLTERSUM NL
53.27
6.72
1846
2018
173
1.14
GRONINGEN (NL)
ECA:147 GRONINGEN NL
53.18
6.60
1846
2018
173
1.10
RODEN (NL)
ECA:516 RODEN NL
53.15
6.43
1846
2018
173
1.10
37
Name
Source
Lat
Lon
Start
year
End
year
Record
length
Missing
%
EELDE (NL)
ECA:164 EELDE NL
53.12
6.58
1846
2018
173
1.10
HELSINKI (FI)
Finnish Meteorological
Institute
60.17
24.93
1845
2015
171
0.33
MANTOVA (IT)
GHCND:ITE00100553
45.16
10.80
1840
2008
169
5.75
DEN_HELDER (NL)
ECA:146 DEN_HELDER NL
52.93
4.75
1850
2018
169
1.13
DE_KOOY (NL)
ECA:145 DE_KOOY NL
52.92
4.78
1850
2018
169
1.13
ANNA_PAULOWNA
(NL)
ECA:521
ANNA_PAULOWNA NL
52.87
4.83
1850
2018
169
1.13
CALLANTSOOG (NL)
ECA:2382 CALLANTSOOG
NL
52.85
4.70
1850
2018
169
1.13
RITTHEM (NL)
ECA:2503 RITTHEM NL
51.47
3.62
1854
2018
165
1.16
VLISSINGEN (NL)
ECA:166 VLISSINGEN NL
51.44
3.60
1854
2018
165
1.16
SCHOONDIJKE (NL)
ECA:572 SCHOONDIJKE NL
51.35
3.55
1854
2018
165
1.16
'S_HEERENHOEK (NL)
ECA:2350 'S_HEERENHOEK
NL
51.47
3.77
1854
2018
165
1.16
BRESKENS (NL)
ECA:2377 BRESKENS NL
51.40
3.55
1854
2018
165
1.16
MIDDELBURG (NL)
ECA:2474 MIDDELBURG NL
51.48
3.60
1854
2018
165
1.16
ARMAGH (UK)
GHCND:UK000047811
54.35
-6.65
1838
2001
164
0.26
OXFORD (UK)
GHCND:UK000056225
51.77
-1.27
1853
2015
163
0.42
HVAR (HR)
ECA:1686 HVAR HR
43.17
16.45
1857
2018
162
7.74
MELBOURNE
REGIONAL OFFICE (AS)
GHCND:ASN00086071
-
37.81
144.9
7
1855
2015
161
1.29
STYKKISHOLMUR (IS)
Icelandic Meteorological
Office
65.08
-
22.73
1856
2015
160
1.00
GRYCKSBO_D (SE)
ECA:6456 GRYCKSBO_D SE
60.69
15.49
1860
2018
159
0.62
FALUN (SE)
GHCND:SW000010537
60.62
15.62
1860
2018
159
0.89
VAEXJOE (SE)
GHCND:SWE00100003
56.87
14.80
1860
2018
159
4.13
FLORENCE (IT)
Regional Hydrologic Service
of the Tuscany Region
43.80
11.20
1822
1979
158
2.00
SYDNEY OBSERVATORY
HILL (AS)
GHCND:ASN00066062
-
33.86
151.2
1
1858
2015
158
0.48
DENILIQUIN
WILKINSON ST (AS)
GHCND:ASN00074128
-
35.53
144.9
5
1858
2014
157
1.37
ZAGREB GRIC (HR)
GHCND:HR000142360
45.82
15.98
1860
2015
156
1.54
ROBE COMPARISON
(AS)
GHCND:ASN00026026
-
37.16
139.7
6
1860
2015
156
3.66
GABO ISLAND
LIGHTHOUSE (AS)
GHCND:ASN00084016
-
37.57
149.9
2
1864
2018
155
3.36
NEWCASTLE NOBBYS
SIGNAL STATIO (AS)
GHCND:ASN00061055
-
32.92
151.8
0
1862
2015
154
2.55
OVERVEEN (NL)
ECA:2497 OVERVEEN NL
52.40
4.60
1866
2018
153
1.25
HOOFDDORP (NL)
ECA:151 HOOFDDORP NL
52.32
4.70
1866
2018
153
1.25
ROELOFARENDSVEEN
(NL)
ECA:540
ROELOFARENDSVEEN NL
52.22
4.62
1866
2018
153
1.29
SCHIPHOL (NL)
ECA:593 SCHIPHOL NL
52.32
4.79
1866
2018
153
1.25
AALSMEER (NL)
ECA:2351 AALSMEER NL
52.27
4.77
1866
2018
153
1.25
HEEMSTEDE (NL)
ECA:2430 HEEMSTEDE NL
52.35
4.63
1866
2018
153
1.25
LIJNDEN_(NH) (NL)
ECA:2466 LIJNDEN_(NH) NL
52.35
4.75
1866
2018
153
1.25
LISSE (NL)
ECA:2467 LISSE NL
52.27
4.55
1866
2018
153
1.29
NIJKERK (NL)
ECA:2484 NIJKERK NL
52.23
5.47
1867
2018
152
0.75
VOORTHUIZEN (NL)
ECA:2542 VOORTHUIZEN N
52.18
5.62
1867
2018
152
0.75
PUTTEN_(GLD) (NL)
ECA: 551 PUTTEN_(GLD) NL
5.62
14.00
1867
2018
152
0.75
ATHENS (GR)
National Observatory of
Athens
37.97
23.72
1863
2014
152
0.66
38
Name
Source
Lat
Lon
Start
year
End
year
Record
length
Missing
%
ELSPEET (NL)
ECA:2404 ELSPEET NL
52.28
5.78
1867
2018
152
0.75
LISBON (PT)
Kutiel and Trigo (2014)
39.20
-9.25
1863
2013
151
1.06
MILAN (IT)
GHCND:ITE00100554
45.47
9.19
1858
2008
151
0.12
NEW_YORK_CNTRL_PK
_TWR (US)
GHCND: USW00094728
40.78
-
73.97
1869
2018
150
0.51
Figure A4. Local trend vs the local mean in projecting annual maxima for the 60 longest
rainfall stations.
39
Figure A5. Local trend vs the local mean in projecting annual totals for the 60 longest rainfall
stations.
40
Figure A6. Local trend vs the local mean in projecting wet-day average rainfall for the 60
longest rainfall stations.
41
Figure A7. Local trend vs the local mean in projecting probability dry for the 60 longest
rainfall stations.
III. Fitting algorithms: Least-squares vs robust regression
We explore the effect of the linear trend definition and fitting algorithm on the results of the
local trends, as trends in small segments are expected to be more sensitive to the choice of the
fitting algorithm (Santer et al., 2000). The first algorithm is the widely used ordinary least-
square estimation (OLS), which fits Eq. 2 to the data, by minimizing the sum of the squares of
the differences between the observed data and the predictions of the linear model. Secondly,
two alternative trend calibration approaches are explored that place less weight on influential
observations (outliers) and thus belong to the range of ‘robust regression’ techniques. The
first is the least absolute deviations (LAD) method, which estimates the regression coefficients
by minimising the sum of absolute deviations of the predicted from the observed values, and is
42
a special case of quantile regression, fitting the trend line to the median of the observations,
rather than the mean (Chandler and Scott, 2011). The second is the non-parametric method of
Theil-Sen slope estimation (Sen, 1968; Theil, 1992), which estimates the slope b of the linear
model as the median of the pairwise slopes of all sample points. Among the different approaches
that exist for the intercept coefficient, we follow Conover (1980) and estimated the intercept as
, where  and  are the sample medians.
Figure A8. Boxplots of the average prediction RMSE as estimated for each station from
moving window validation of the local trend using Least Squares regression (LS), least
absolute deviation regression (LAD) and the Theil-Sen regression. For the boxplots’
properties description see Figure 3.
Results from the comparison of the prediction RMSE from these three algorithms are
shown in Figure A8. Evidently, the ordinary least square regression performs better than the
LAD regression, while its results are very close to the Theil-Sen regression. Therefore, the OLS
estimator is retained for the main analysis due to its better performance compared to the LAD
estimator, non-ambiguity in definition compared to the Theil-Sen estimator, and well-studied
mathematical properties (Papoulis, 1990). As a final note, we underline that the notion of
‘robustness’ of statistical regression has arisen as a positive trait for systems with known and
expected behaviour, where extreme values are considered either ‘outliers’ or erroneous
measurements, which “contaminate” the record. Yet for natural systems, producing extremes
43
as part of a large and inherent variability, and exhibiting irregular ‘trends’ difficult or perhaps
impossible to attribute to causal mechanisms, we deem that there might be no theoretical reason
behind the expected superiority of robust statistics, which is in fact empirically shown in this
experiment.
... Source: Koutsoyiannis (2021b). See additional evidence about the inappropriateness of trends in Iliopoulou and Koutsoyiannis (2020). We assess the 'trends' effectiveness in long-term projections via a predictionoriented evaluation framework. ...
... Iliopoulou and Koutsoyiannis (2020). Explanation: AM: annual maxima, AT: annual totals, WDAV: annual wet-day average rainfall, PD: probability dry. ...
... D. Koutsoyiannis, Stochastic modelling of hydrological extremes in a perpetually changing climate Source:Iliopoulou and Koutsoyiannis (2020). ...
Presentation
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Current-day scholars have rediscovered change and given particular emphasis on climate change. However change has been well known and well studied on philosophical and scientific grounds since the era of Heraclitus and Aristotle. The omnipresence of change is confirmed by modernday geological and paleoclimatic studies. These have provided concrete evidence that climate has been perpetually changing. The scientific background to study perpetual change has been developed by the Moscow School of Mathematics and most prominently Kolmogorov, who, among other achievements, laid the axiomatic foundation of probability theory and introduced the concept of stochastic processes. On the other hand, observations on long time series, most prominently by Hurst in Egypt, provided the empirical basis to understand change and its consequences in typical engineering tasks. Based on these lines, a stochastic framework is discussed that can deal with natural extremes under perpetual change, avoiding naïve methodologies which currently prevail.
... For a thorough historical survey see Kotz and Nadarajah, (2000 ch. 1.1), while complete treatments on the subject can be found in Resnick (1987), Reiss et al. (1997), Coles (2001), Smith (2003), , and Koutsoyiannis (2020). ...
... Thus, by definition their design and management have to take into consideration the probabilistic behaviour of extremes, i.e., account for the distribution's tails (in particular the right one for maxima), where the extremes live. This criticality has motivated a significant amount of research in the domain hydrological extremes, offering a variety of approaches (Buishand 1989(Buishand , 1991Pilon et al. 1991;Wilks 1993;Koutsoyiannis et al. 1998;Koutsoyiannis 1999Koutsoyiannis , 2004Koutsoyiannis , 2020Katz et al. 2002;Park and Jung 2002;Coles et al. 2003;Favre et al. 2004;Wilson and Toumi 2005;Deidda and Puliga 2006;Calenda et al. 2009;Svensson and Jones 2010;Volpi andFiori 2012, 2014;Cavanaugh et al. 2015;Marani and Ignaccolo 2015;Volpi et al. 2015Volpi et al. , 2019Zorzetto et al. 2016;Blum et al. 2017;Salas et al. 2018;Ye et al. 2018;De Michele and Avanzi 2018;Salas and Obeysekera 2019;Benestad et al. 2019;Courty et al. 2019;De Michele 2019;Lombardo et al. 2019;Iliopoulou and Koutsoyiannis 2020;Serinaldi et al. 2020), just to name a few. For a thorough discussion on hydroclimatic extremes, and associated methodological approaches, the interested reader is referred to the recent book of Koutsoyiannis (2020). ...
... Thus, by definition their design and management have to take into consideration the probabilistic behaviour of extremes, i.e., account for the distribution's tails (in particular the right one for maxima), where the extremes live. This criticality has motivated a significant amount of research in the domain hydrological extremes, offering a variety of approaches (Buishand 1989(Buishand , 1991Pilon et al. 1991;Wilks 1993;Koutsoyiannis et al. 1998;Koutsoyiannis 1999Koutsoyiannis , 2004Koutsoyiannis , 2020Katz et al. 2002;Park and Jung 2002;Coles et al. 2003;Favre et al. 2004;Wilson and Toumi 2005;Deidda and Puliga 2006;Calenda et al. 2009;Svensson and Jones 2010;Volpi andFiori 2012, 2014;Cavanaugh et al. 2015;Marani and Ignaccolo 2015;Volpi et al. 2015Volpi et al. , 2019Zorzetto et al. 2016;Blum et al. 2017;Salas et al. 2018;Ye et al. 2018;De Michele and Avanzi 2018;Salas and Obeysekera 2019;Benestad et al. 2019;Courty et al. 2019;De Michele 2019;Lombardo et al. 2019;Iliopoulou and Koutsoyiannis 2020;Serinaldi et al. 2020), just to name a few. For a thorough discussion on hydroclimatic extremes, and associated methodological approaches, the interested reader is referred to the recent book of Koutsoyiannis (2020). ...
Article
Focal point of this work is the estimation of the distribution of maxima without the use of classic extreme value theory and asymptotic properties, which may not be ideal for hydrological processes. The problem is revisited from the perspective of non-asymptotic conditions, and regards the so-called exact distribution of block-maxima of finite-sized k-length blocks. First, we review existing non-asymptotic approaches/models, and also introduce an alternative and fast model. Next, through simulations and comparisons (using asymptotic and non-asymptotic models), involving intermittent processes (e.g., rainfall), we highlight the capability of non-asymptotic approaches to model the distribution of maxima with reduced uncertainty and variability. Finally, we discuss an alternative use of such models that concerns the theoretical estimation of the multi-scale probability of obtaining a zero value. A useful finding when the scope is the multi-scale modeling of intermittent hydrological processes (e.g., intensity-duration-frequency models). The work also entails step-by-step recipes and an R-package.
... Currently, the global temperature rises at a high rate, but the linear trend of long-term precipitation may be weak and generally shows obvious fluctuation characteristics [1,2]. The diurnal variation of precipitation is accompanied by the thermal and dynamic daily cycle processes of water and energy fluxes [3][4][5], which may affect the long-term precipitation fluctuations. ...
... We used the Huai River Basin (HRB) as a case study to investigate the proportional characteristics of daytime and nighttime precipitation from daily precipitation. The objectives of this study were as follows: (1) explore the spatio-temporal characteristics of annual daytime and nighttime precipitation; (2) investigate annual range of precipitation difference between daytime and nighttime in wet/dry seasons; (3) elucidate the daytime and nighttime precipitation proportions at different intensity levels of daily precipitation events; (4) determine the daytime and nighttime precipitation proportions using daily extreme precipitation indices; and (5) characterize risks of concurrent daytime and nighttime precipitation extremes using a multivariate copula method. The findings presented here may enrich our knowledge of the diurnal cycles of precipitation and provide valuable insights into the ecological and social consequences caused by daytime and nighttime precipitation extremes that can be used by decision-makers responsible for determining mitigation strategies. ...
Article
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The daytime and nighttime precipitation proportions of daily total precipitation (especially extreme daily precipitation) are important indicators that help to understand the process of precipitation formation, which in turn helps to evaluate and improve models and reanalysis precipitation data. In this study, we used the Huai River Basin (HRB) as a case to explore the daytime and nighttime precipitation proportions of daily total precipitation based on 135 meteorological stations during 1961–2018. The total, daytime, and nighttime precipitation showed zonal distributions with high and low values in the southern and northern parts of the basin, respectively. The nighttime precipitation was slightly greater than the daytime precipitation. With the increase in precipitation intensity, the seasonal cycles of the total, daytime, and nighttime precipitation were more distinct, and precipitation mainly occurred in summer. The annual range of precipitation differences between daytime and nighttime in wet seasons showed a downward trend in 1961–2003 followed by an upward trend in 2003–2018. This reversal of annual range of precipitation around 2003 may be related to the changes in annual range of convective precipitation differences between daytime and nighttime in wet seasons. The decrease of light precipitation mainly depended on the decrease of nighttime precipitation. The contributions of nighttime precipitation events to torrential precipitation events were greater than those of daytime precipitation. The days of extreme precipitation events accounted for a very low proportion of total precipitation days, but their precipitation amount accounted for relatively high proportions of total precipitation amount. Annual extreme precipitation amount showed a slightly upward trend, which was caused by the increased nighttime precipitation. Under extreme precipitation conditions, large proportions of daytime precipitation were mainly concentrated in the southeastern parts of the HRB, whereas large proportions of nighttime precipitation were mainly concentrated in the northwestern parts of the basin. The concurrent daytime and nighttime precipitation showed slightly increasing trends, especially in the southeastern part of the basin. With the increase in daytime and nighttime precipitation, the risk of concurrent precipitation extremes in the southern part of the basin increased (shorter return period means higher risk).
... Due to the stochastic nature of precipitation, modeling this process is always a challenge in climatological studies. As a result, methods based on simple regressions may not be successful in modeling and predicting precipitation [19]. It should be noted that in different studies, various methods have been proposed to increase the accuracy of precipitation modeling using various indicators such as long-term persistence, fractal behavior, and intermittency [20,21]. ...
Article
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Precipitation is an important meteorological indicator that has a direct and significant impact on ecology, agriculture, hydrology, and other vital areas of human health and life. It is therefore essential to monitor variations of this parameter at a global and local scale. To monitor and predict long-term changes in climate elements, Global Circulation Models (GCMs) can provide simulated global-scale climatic processes. Due to the low spatial resolution of these models, downscaling methods are required to convert such large-scale information to regional-scale data for local applications. Among the downscaling methods, the Statistical DownScaling Model (SDSM) and the Artificial Neural Networks (ANNs) are widely used due to their low computational volume and suitable output. These models mainly require training data, and generally, the reanalysis data obtained from the National Center for Environmental Prediction (NCEP) and European Centre for Medium-range Weather Forecasts (ECMWF) are used for this purpose. With an optimal downscaling method, instead of applying the humidity indices extracted from ECMWF data, the outputs of the function-based tropospheric tomography technique obtained from the Global Navigation Satellite System (GNSS) will be used. The reconstructed function-based tropospheric data is then fed to the SDSM and ANN methods used for downscaling. The results of both methods indicate that the tomography can increase the accuracy of the downscaling process by about 20 mm in the wet months of the year. This corresponds to an average improvement of 38% with regard to the root mean square error (RMSE) of the monthly precipitation.
... Second, the trends in this study are derived from a relatively short data series and should be considered as representative of the examined period only . Due to decadal climate variability, they should not be considered as representative of climate change in general, nor extrapolated to predict future conditions (Iliopoulou & Koutsoyiannis, 2020). Last, our definition of convective-like events is based on a threshold on the temporal autocorrelation of the time series. ...
Article
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Understanding past changes in precipitation extremes could help us predict their future dynamics. We present a novel approach for analyzing trends in extremes and attributing them to changes in the local precipitation regime. The approach relies on the separation between intensity and occurrence of storms. We examine the relevant case of the Eastern Italian Alps, where significant trends in extreme precipitation were reported. The model is able to reproduce the observed trends at all durations between 15 min and 24 hr, and allows us to quantify trends in extreme return levels. Despite the significant increase in storm occurrence and typical intensity, the observed trends can be only explained considering changes in the tail heaviness of the intensity distribution, that is the proportion between heavy and mild events. Our results suggest that the observed changes are caused by an increased proportion of summer convective storms.
... Despite having a central role in stochastics, the concepts of stationarity and ergodicity have been widely misunderstood and broadly misused (Montanari and Koutsoyiannis, 2014;Koutsoyiannis and Montanari, 2015). In an attempt to find trends everywhere, according to the popular motto "stationarity is dead" (Milly et al. 2008), trend analysis of hydroclimatic processes is more fashionable today than ever before (Iliopoulou and Koutsoyiannis, 2020). The notion of a trend, as a fundamental constituent of time series, is very old, but it is fundamentally problematic (Koutsoyiannis, 2020a), despite its popularity. ...
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This is a working draft of a book in preparation. Current version 0.4 – uploaded on ResearchGate on 25 January 2022. (Earlier versions: 0.3 – uploaded on ResearchGate on 17 January 2022. 0.2 – uploaded on ResearchGate on 3 January 2022. 0.1 (initial) – uploaded on ResearchGate on 1 January 2022.) Some stuff is copied from Koutsoyiannis (2021, https://www.researchgate.net/ publication/351081149). Comments and suggestions will be greatly appreciated and acknowledged.
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Estimating groundwater level evolution is a major issue in the context of climate change. Groundwater is a key resource and can even account in some countries for more than half of the water supply. Groundwater trend estimates are often used for describing this evolution. However, the estimated trend obviously strongly depends on available time series length, which may be caused by the existence of long-term variability of groundwater resources. In this paper, using a groundwater level database in Metropolitan France as an example, we address this issue by exploring how much trend estimates are sensitive to low-frequency variability of groundwater levels. Database consists of relatively undisturbed groundwater level time series regarding anthropogenic influence (water abstraction by either continuous or periodic pumping). Frequent changes in trend direction and magnitude are detected according to time series length, which can eventually lead to contradictory interpretations of the groundwater resource evolution, as presented in first part of this article. To assess whether low-frequency variability – known to originate from climate variability – can induce such modifications of trends, we explored in a second step the multi-time scale variability of groundwater levels using a methodology based on discrete wavelet transform. Most of the time series displaying changing trends depending on time series length corresponded to aquifers with high-amplitude low-frequency variability of groundwater levels. Two predominant low-frequency components were detected: multi-annual (∼7 years) and decadal (∼17 years). We finally examined how much those two low-frequency components may affect trend estimates on the longer time period available. For this purpose, we individually removed each of both components from the original times series by discrete wavelet filtering and re-estimated trends in the filtered groundwater level time series. The results showed that the groundwater level trends were highly sensitive to the presence of any of these low-frequency components, which may then strongly influence the estimated trends either by exaggerating or mitigating them. These results emphasize that i) attributing the estimated trends only to climate change would be hazardous given the large influence of low-frequency variability on groundwater level trends, ii) estimation of trends in hydrological projections resulting from GCM outputs in which low-frequency variability is not well represented would be subject to strong uncertainty, iii) a potential change in the amplitude of internal climate variability – e.g. increasing or decreasing low-frequency variability – in the next decades may lead to substantial changes in groundwater level trends.
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While nonstationary flood frequency analysis (NSFFA) methods have proliferated, few studies have rigorously compared them for modeling changes in both the central tendency and variability of annual maximum series (AMS) in hydrologically diverse areas. Through Monte Carlo experiments, we appraise five methods for updating 10- and 100-year floods at gauged sites using synthetic records based on sample moments and change trajectories of observed AMS in the conterminous United States (CONUS). We compare two methods that consider changes in both central tendency and variability - a Gamma generalized linear model estimated with weighted least squares and the Generalized Additive Model for Location, Scale, Shape (GAMLSS) - with a distribution-free approach (quantile regression), and baseline cases assuming stationarity or only changes in central tendency. ‘Trend-space’ plots identify realistic AMS changes for which modeling trends in both central tendency and variability were warranted based on fractional root mean squared errors (fRMSE). They also reveal statistical properties of AMS under which NSFFA models perform especially well or poorly. For instance, quantile regression performed especially well (poorly) under strong negative (positive) skewness. Although the nonstationary LP3 distribution accommodates most AMS with trends well, the sensitivity of NSFFA model performance to different sample moments and trends suggests the need for more flexibility in prescribing design-flood adjustments in CONUS. A follow-up comparison of regional NSFFA models pooling at-site AMS would further illuminate NSFFA guidance, especially for AMS with properties less conducive to NSFFA modeling, such as positive skewness and increasing variability.
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This review provides a broad overview of the current state of flood research, current challenges, and future directions. Beginning with a discussion of flood generating mechanisms, the review synthesizes the literature on flood forecasting, multivariate and non-stationary flood frequency analysis, urban flooding, and the remote sensing of floods. Challenges and future flood research directions are outlined and highlight emerging topics where more work is needed to help mitigate flood risks. It is anticipated that the future urban systems will likely have more significant flood risk due to the compounding effects of continued climate change and land-use intensification. The timely prediction of urban floods, quantification of the socio-economic impacts of flooding, and developing mitigation strategies will continue to be challenging. There is a need to bridge the scales between model capabilities and end-user needs by integrating multiscale models, stakeholder input, and social and citizen science input for flood monitoring, mapping, and dissemination. Although much progress has been made in using remote sensing for flood applications, recent and upcoming Earth Observations provide excellent potential to unlock additional benefits for flood applications. The flood community can benefit from more downscaled, as well as ensemble scenarios that consider climate and land-use changes. Efforts are also needed for data assimilation approaches, especially, to ingest local, citizen and social media data. Also needed are enhanced capabilities to model compound hazards and assess as well as help reduce social vulnerability and impacts. The dynamic and complex interactions between climate, societal change, watershed processes, and human factors often confronted with deep uncertainty highlights the need for transdisciplinary research between science, policymakers, and stakeholders to reduce flood risk and social vulnerability.
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Global warming is expected to change the regime of extreme precipitation. Physical laws translate increasing atmospheric heat into increasing atmospheric water content that drives precipitation changes. Within the literature, general agreement is that extreme precipitation is changing, yet different assessment methods, data sets, and study periods may result in different patterns and rates of change. Here we perform a global analysis of 8,730 daily precipitation records focusing on the 1964–2013 period when the global warming accelerates. We introduce a novel analysis of the N largest extremes in records having N complete years within the study period. Based on these extremes, which represent more accurately heavy precipitation than annual maxima, we form time series of their annual frequency and mean annual magnitude. The analysis offers new insights and reveals (1) global and zonal increasing trends in the frequency of extremes that are highly unlikely under the assumption of stationarity and (2) magnitude changes that are not as evident. Frequency changes reveal a coherent spatial pattern with increasing trends being detected in large parts of Eurasia, North Australia, and the Midwestern United States. Globally, over the last decade of the studied period we find 7% more extreme events than the expected number. Finally, we report that changes in magnitude are not in general correlated with changes in frequency.
Chapter
Climate is changing; many studies of time series confirm this sentence, but this does not imply that the past is no more representative of the future, and then that ‘‘stationarity is dead’’. In fact, “stationarity” and “change” are not mutually exclusive. As examples: (1) according to Newton’s first law, without an external force, the position of a body in motion changes in time but the velocity is unchanged; (2) according to Newton’s second law, a constant force implies a constant acceleration and a changing velocity. Consequently, “non-stationarity” is not synonymous with change; change is a general notion applicable everywhere, including the real (material) world, while stationarity and non-stationarity only regard the adopted models. Thus, stationary models can be also adopted for environmental changes. With this aim, in this work Authors show some numerical experiments concerning rainfall processes. In detail, a Neymann Scott Rectangular Pulse model (NRSP), with some changing temporal scenarios for its parameters, is adopted, and the derived Annual Maximum Rainfall (AMR) time series are investigated for several temporal resolutions (sub-hourly and hourly scales). The goal is to analyze if there are some particular scales in which the assumed temporal changes in parameters could be “hidden” when AMR series (which are nowadays more available and longer than high-resolution continuous time series for many sites in the world) are studied, and then stationary models for Extreme Value distributions could be adopted. The results confirm what is obtained from analysis of AMR series in some parts of Italy, for which it is not essential to remove the hypothesis of stationary parameters: significant trends could not appear only from the observed AMR data, as a relevant rate of outlier events also occurred in the central part of the last century.
Article
We estimate trends in US regional precipitation on multiple time spans and scales relevant to the detection of changes in climatic regimes. A large literature has shown that trend estimation in hydrological series may be affected by long-term persistence (LTP) and selection of sample length. We show that 2000-year proxy-based reconstructions of the Palmer Modified Drought Index for the US Southeast (SE) and Pacific Coast (PC) regions exhibit LTP and reveal post- 1900 changes to be within the range of longer-term natural fluctuations. We also use a new data base of daily precipitation records for 20 locations (10 PC and 10 SE) extending back in many cases to the 1870s. Over the 1901–2017 interval upward trends in some measures of average and extreme precipitation appear, but they are not consistently significant and in the full records back to 1872 they largely disappear. They also disappear or reverse in the post-1978 portion of the data set, which is inconsistent with them being responses to enhanced greenhouse gas forcing. We conclude that natural variability is likely the dominant driver of historical changes in precipitation and hence drought dynamics in the US SE and PC.
Article
A number of past studies have investigated the influence of various teleconnections – such as El Niño-Southern Oscillation (ENSO), the North Atlantic Oscillation (NAO) and the Pacific Decadal Oscillation (PDO) – on precipitation and streamflow. These studies, however, have not focused on analyzing the combined influence of the different phases of these teleconnections and the simultaneous influence of these teleconnections at differing time-frequency scales. The present study addresses this issue by exploring the use of wavelet-based methods in combination with non-parametric approaches to analyze individual and combined influences involving ENSO, NAO, and PDO on monthly precipitation and streamflow data from watersheds in Alberta, Ontario, and Newfoundland, in Canada. This study is the first time that multiscale and multivariate analyses of ENSO, NAO, and PDO, along with their different phases, are used to explain the variability of streamflow and precipitation in a watershed. Generally, the positive and negative phases (particularly of ENSO and NAO) were respectively associated with lower and higher precipitation/streamflow, while the neutral phase showed similar behavior to that of the negative phase. The results of the bivariate and multivariate wavelet coherences revealed that there were consistent increases in the average wavelet coherence (AWC) and the percentage of significant coherence (PoSP) for all watersheds, from using only one factor to two and three teleconnection factors. The ranges of AWC for one, two and three factors were 0.31–0.40, 0.56–0.66, and 0.77–0.81, respectively. The ranges of PoSP for one, two and three factors were 3.54–14.3, 28.38–47.29, and 69.28–76.71, respectively. This implies that three-factor combinations (ENSO-NAO-PDO) were needed to explain the variability of precipitation and streamflow in all watersheds.