Series distance – an intuitive metric to quantify hydrograph similarity in terms of occurrence, amplitude and timing of hydrological events

Abstract. Applying metrics to quantify the similarity or dissimilarity of hydrographs is a central task in hydrological modelling, used both in model calibration and the evaluation of simulations or forecasts. Motivated by the shortcomings of standard objective metrics such as the Root Mean Square Error (RMSE) or the Mean Absolute Peak Time Error (MAPTE) and the advantages of visual inspection as a powerful tool for simultaneous, case-specific and multi-criteria (yet subjective) evaluation, we propose a new objective metric termed Series Distance, which is in close accordance with visual evaluation. The Series Distance quantifies the similarity of two hydrographs neither in a time-aggregated nor in a point-by-point manner, but on the scale of hydrological events. It consists of three parts, namely a Threat Score which evaluates overall agreement of event occurrence, and the overall distance of matching observed and simulated events with respect to amplitude and timing. The novelty of the latter two is the way in which matching point pairs on the observed and simulated hydrographs are identified: not by equality in time (as is the case with the RMSE), but by the same relative position in matching segments (rise or recession) of the event, indicating the same underlying hydrological process. Thus, amplitude and timing errors are calculated simultaneously but separately, from point pairs that also match visually, considering complete events rather than only individual points (as is the case with MAPTE). Relative weights can freely be assigned to each component of the Series Distance, which allows (subjective) customization of the metric to various fields of application, but in a traceable way. Each of the three components of the Series Distance can be used in an aggregated or non-aggregated way, which makes the Series Distance a suitable tool for differentiated, process-based model diagnostics. After discussing the applicability of established time series metrics for hydrographs, we present the Series Distance theory, discuss its properties and compare it to those of standard metrics used in Hydrology, both at the example of simple, artificial hydrographs and an ensemble of realistic forecasts. The results suggest that the Series Distance quantifies the degree of similarity of two hydrographs in a way comparable to visual inspection, but in an objective, reproducible way.

[1]  S. Wȩglarczyk,et al.  The interdependence and applicability of some statistical quality measures for hydrological models , 1998 .

[2]  R. McCuen,et al.  Evaluation of the Nash-Sutcliffe Efficiency Index , 2006 .

[3]  Stephen G. Walker,et al.  A Note on Whittle's Likelihood , 2006 .

[4]  P. Matgen,et al.  Understanding catchment behavior through stepwise model concept improvement , 2008 .

[5]  Hoshin Vijai Gupta,et al.  Decomposition of the mean squared error and NSE performance criteria: Implications for improving hydrological modelling , 2009 .

[6]  Ahlame Douzal Chouakria,et al.  Improved Fréchet Distance for Time Series , 2006, Data Science and Classification.

[7]  Soroosh Sorooshian,et al.  Sensitivity analysis of a land surface scheme using multicriteria methods , 1999 .

[8]  J. Nash,et al.  River flow forecasting through conceptual models part I — A discussion of principles☆ , 1970 .

[9]  Barbara G. Brown,et al.  Forecast verification: current status and future directions , 2008 .

[10]  P. Krause,et al.  COMPARISON OF DIFFERENT EFFICIENCY CRITERIA FOR HYDROLOGICAL MODEL ASSESSMENT , 2005 .

[11]  Edzer Pebesma,et al.  Error analysis for the evaluation of model performance: rainfall–runoff event time series data , 2005 .

[12]  R. Moeckel,et al.  Measuring the distance between time series , 1997 .

[13]  Haixun Wang,et al.  Landmarks: a new model for similarity-based pattern querying in time series databases , 2000, Proceedings of 16th International Conference on Data Engineering (Cat. No.00CB37073).

[14]  E. Zehe,et al.  Hydrological model performance and parameter estimation in the wavelet-domain , 2009 .

[15]  Soroosh Sorooshian,et al.  Toward improved calibration of hydrologic models: Combining the strengths of manual and automatic methods , 2000 .

[16]  Soroosh Sorooshian,et al.  Toward improved streamflow forecasts: value of semidistributed modeling , 2001 .

[17]  P. Whittle,et al.  Estimation and information in stationary time series , 1953 .

[18]  D. Legates,et al.  Evaluating the use of “goodness‐of‐fit” Measures in hydrologic and hydroclimatic model validation , 1999 .

[19]  H. Hahn Sur quelques points du calcul fonctionnel , 1908 .

[20]  Anthony J. Jakeman,et al.  Data Mining in Hydrology , 2003 .

[21]  C.W. Dawson,et al.  HydroTest: Further development of a web resource for the standardised assessment of hydrological models , 2010, Environ. Model. Softw..

[22]  C. Keil,et al.  A Displacement and Amplitude Score Employing an Optical Flow Technique , 2009 .

[23]  Soroosh Sorooshian,et al.  Toward improved calibration of hydrologic models: Multiple and noncommensurable measures of information , 1998 .

[24]  Yuqiong Liu,et al.  Reconciling theory with observations: elements of a diagnostic approach to model evaluation , 2008 .

[25]  Tiziana Paccagnella,et al.  The COSMO-LEPS mesoscale ensemble system: validation of the methodology and verification , 2005 .

[26]  Elizabeth E. Ebert,et al.  Fuzzy verification of high‐resolution gridded forecasts: a review and proposed framework , 2008 .

[27]  Soroosh Sorooshian,et al.  Multi-objective global optimization for hydrologic models , 1998 .

[28]  Robert J. Abrahart,et al.  HydroTest: A web-based toolbox of evaluation metrics for the standardised assessment of hydrological forecasts , 2007, Environ. Model. Softw..

[29]  M. Muskulus,et al.  Wasserstein distances in the analysis of time series and dynamical systems , 2011 .

[30]  E. Toth,et al.  Calibration of hydrological models in the spectral domain: An opportunity for scarcely gauged basins? , 2007 .

[31]  Willy Bauwens,et al.  Multiobjective autocalibration for semidistributed water quality models , 2003 .

[32]  S. Sorooshian,et al.  Intercomparison of rain gauge, radar, and satellite-based precipitation estimates with emphasis on hydrologic forecasting , 2005 .

[33]  B. Brown,et al.  Object-Based Verification of Precipitation Forecasts. Part I: Methodology and Application to Mesoscale Rain Areas , 2006 .

[34]  K. Taylor Summarizing multiple aspects of model performance in a single diagram , 2001 .

[35]  Hoshin Vijai Gupta,et al.  A process‐based diagnostic approach to model evaluation: Application to the NWS distributed hydrologic model , 2008 .

[36]  A. H. Murphy,et al.  Skill Scores Based on the Mean Square Error and Their Relationships to the Correlation Coefficient , 1988 .

[37]  S. Jain,et al.  Fitting of Hydrologic Models: A Close Look at the Nash–Sutcliffe Index , 2008 .

[38]  Stein Beldring,et al.  Multi-criteria validation of a precipitation–runoff model , 2002 .

[39]  Hoshin Vijai Gupta,et al.  Do Nash values have value? , 2007 .

[40]  Chenghu Zhou,et al.  Similarity search and pattern discovery in hydrological time series data mining , 2010 .

[41]  Hubert H. G. Savenije,et al.  On the calibration of hydrological models in ungauged basins: A framework for integrating hard and soft hydrological information , 2009 .

[42]  S. Chiba,et al.  Dynamic programming algorithm optimization for spoken word recognition , 1978 .

[43]  Keith Beven,et al.  Functional classification and evaluation of hydrographs based on Multicomponent Mapping (Mx) , 2004 .

[44]  Erwin Zehe,et al.  Analysing the temporal dynamics of model performance for hydrological models , 2008 .