Document Type

Article

Journal/Book Title/Conference

Water Resources Research

Volume

33

Issue

2

Publisher

Wiley-Blackwell Publishing, Inc.

Publication Date

2-1-1997

First Page

291

Last Page

308

Abstract

In this paper kernel estimates of the joint and conditional probability density functions are used to generate synthetic streamflow sequences. Streamflow is assumed to be a Markov process with time dependence characterized by a multivariate probability density function. Kernel methods are used to estimate this multivariate density function. Simulation proceeds by sequentially resampling from the conditional density function derived from the kernel estimate of the underlying multivariate probability density function. This is a nonparametric method for the synthesis of streamflow that is data-driven and avoids prior assumptions as to the form of dependence (e.g., linear or nonlinear) and the form of the probability density functions (e.g., Gaussian). We show, using synthetic examples with known underlying models, that the nonparametric method presented is more flexible than the conventional models used in stochastic hydrology and is capable of reproducing both linear and nonlinear dependence. The effectiveness of this model is illustrated through its application to simulation of monthly streamflow from the Beaver River in Utah.

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