Identifying rainfall-runoff events in discharge time series: a data-driven method based on information theory

摘要

In this study, we propose a data-driven approach for automatically identifying rainfall-runoff events in discharge time series. The core of the concept is to construct and apply discrete multivariate probability distributions to obtain probabilistic predictions of each time step that is part of an event. The approach permits any data to serve as predictors, and it is non-parametric in the sense that it can handle any kind of relation between the predictor(s) and the target. Each choice of a particular predictor data set is equivalent to formulating a model hypothesis. Among competing models, the best is found by comparing their predictive power in a training data set with user-classified events. For evaluation, we use measures from information theory such as Shannon entropy and conditional entropy to select the best predictors and models and, additionally, measure the risk of overfitting via cross entropy and Kullback–Leibler divergence. As all these measures are expressed in “bit”, we can combine them to identify models with the best tradeoff between predictive power and robustness given the available data. We applied the method to data from the Dornbirner Ach catchment in Austria, distinguishing three different model types: models relying on discharge data, models using both discharge and precipitation data, and recursive models, i.e., models using their own predictions of a previous time step as an additional predictor. In the case study, the additional use of precipitation reduced predictive uncertainty only by a small amount, likely because the information provided by precipitation is already contained in the discharge data. More generally, we found that the robustness of a model quickly dropped with the increase in the number of predictors used (an effect well known as the curse of dimensionality) such that, in the end, the best model was a recursive one applying four predictors (three standard and one recursive): discharge from two distinct time steps, the relative magnitude of discharge compared with all discharge values in a surrounding 65?h time window and event predictions from the previous time step. Applying the model reduced the uncertainty in event classification by 77.8?%, decreasing conditional entropy from 0.516 to 0.114?bits. To assess the quality of the proposed method, its results were binarized and validated through a holdout method and then compared to a physically based approach. The comparison showed similar behavior of both models (both with accuracy near 90?%), and the cross-validation reinforced the quality of the proposed model. Given enough data to build data-driven models, their potential lies in the way they learn and exploit relations between data unconstrained by functional or parametric assumptions and choices. And, beyond that, the use of these models to reproduce a hydrologist's way of identifying rainfall-runoff events is just one of many potential applications.