Hydrological Sciences -Journal- des Sciences Hydrologiques,40,5, October 1995 Quantification of the stability of river flow regimes IRINA KRASOVSKAIA Hydroconsult AB, Lergravsvâgen 33, S-263S2 Hôganâs, Sweden Abstract An important characteristic of a river flow regime type is the time of year when high and low flows are likely to occur. How likely is it, however, to observe an identified seasonal pattern each individual year? Stability is an often neglected property of a flow regime, though shifts in the seasonal behaviour of flows affect both environmental and economic activities. An approach to characterize objectively the stability of a flow regime type, based on the concept of entropy, is presented. The stabilities of river flow maxima and minima are studied separately to investigate their respective contributions to the stability character of a particular regime type. A quantitative "instability index" permits a study of the development of a flow regime's stability in time, especially important in the context of a possible climate change. The method is presented using the example of a quantitative flow regime classification developed for Scandinavia and western Europe. Quantification de la stabilité du régime des rivières Résumé Une importante caractéristique du régime des rivières est la période de l'année où il est probable que se produisent les crues ou les étiages. Cependant quelle est la probabilité d'observer le modèle saisonnier identifié au cours d'une année particulière? La stabilité est une propriété du régime souvent négligée, alors que des variations du comportement saisonnier de l'écoulement affectent à la fois l'environnement et les activités économiques. Nous proposons une approche fondée sur le concept d'entropie qui permet de caractériser objectivement la stabilité d'un régime. La stabilité des maxima et minima d'écoulement est étudiée séparément afin de rechercher leur contributions respectives à la stabilité caractéristique d'un régime particulier. Un "index de instabilité" quantitatif permet d'étudier l'évolution de la stabilité du régime au cours du temps, ce qui est particulièrement important dans la perspective d'éventuelles modifications climatiques. La méthode est présentée à partir d'une classification quantitative du régime des rivières réalisée pour la Scandinavie et l'Europe de l'ouest. INTRODUCTION A river flow regime describes the average seasonal behaviour of flow dependent on its genetic sources and on basin climate and physiography. Flow regime classifications are made on the basis of a thorough analysis of a number of available annual hydrographs and the results are usually presented in the form of maps with characteristic hydrographs (e.g. Arnell et al., 1993) or are Open for discussion until 1 April 1996 587 588 Irina Krasovskaia interpolated by some method (e.g. Arnell et al., 1993; Krasovskaia & Gottschalk, 1992; Krasovskaia et al., 1994). Many different flow regime classification systems exist, both local and global (e.g. Lvovich, 1938; Pardé, 1955; Haines et al., 1988). As stated by Pardé (1955), seasonal variations of flow are characterized by their "stable rhythm or irregularity from year to year". A flow regime classification identifies the times of the year when high and low flows are likely to occur. How likely is it, however, to observe an identified seasonal pattern each individual year? How "rhythmic" or "irregular" is it? Stability is an important property of a flow regime, one which is often neglected or described only qualitatively. Shifts in the seasonal behaviour of flow affect both environmental and economic activities. There are classifications using predefined quantitative percentages of the occurrence of flow within a certain season (Lvovich, 1938), but these percentages are arbitrary and very approximate. In several studies involving the stability of river flow regimes (Krasovskaia & Gottschalk, 1992, 1993; Krasovskaia et al., 1994) it has been shown that a given flow series can demonstrate different flow regimes from year to year (as a result of variability in climatic conditions) and that flow regimes classified on the basis of long term monthly means sometimes do not coincide with the flow regime that occurs most frequently when each year is classified separately. The deviation can occur in as much as 45% of cases (Krasovskaia et al., 1994). Qualitative analyses have shown that certain regime types are more unstable than others. Thus, flow regime stability is a property directly linked to flow regime type. However, using qualitative methods, it is difficult to compare flow regimes with respect to their stability and to quantify the probability of observing a predetermined flow regime type each individual year for a particular series. It is also difficult to study the development of the stability of a particular flow regime type in time, especially important in the context of a possible climate change. The objective of this study is to develop a unique quantitative measure of the stability of river flow which can be directly determined from observed series and used for regime classification. The instability index developed is demonstrated using an automatic quantitative flow regime classification. DATA USED The study is based on 49 Scandinavian series of monthly flows with a common observation period of 66 years (1922-1987). These data were complemented by 49 mean monthly flow series for western Europe from the FRIEND data base (Roald et al., 1993). The lengths of the latter data series varied between 35 and 87 years, covering approximately the same period as the Scandinavian data. It was not possible to find a common period of the same length for all the stations. Most of the basins have areas of less than 2000 km2. Quantification of the stability of river flow regimes 589 AUTOMATIC RIVER FLOW REGIME CLASSIFICATION A flow regime classification scheme used in the study was developed for Scandinavia (Krasovskaia & Gottschalk, 1992) and is based on the principles formulated by the Scandinavian Working Group on Flow Regimes (Gottschalk etal., 1979), shown in Table 1. This rough classification, based on mean monthly values, was later generalized to include river flow regimes of western Europe and applied for flow regime classification of a total of 1385 monthly flow series taken from the FRIEND data base (Krasovskaia et al., 1994). Table 1 Scandinavianflowregime classification (from Krasovskaia et al., 1994) High water HI H2 H3 Dominant snowmelt high water Transition to secondary high water Dominant rain high water LI L2 L3 Dominant low water in winter Transition zone, two low water periods Dominant summer low in different seasons water Low water This automatic computer-adapted classification distinguishes three main sources of flow: snowmelt, rain and mixed snowmelt and rain. It defines exactly the time of year when high/low water is observed in a certain regime type. The identified flow regime types for the FRIEND-area of Scandinavia and western Europe are summarized in Table 2 together with the criteria for classification. Three discriminating periods were used for high water: April-August, September-November and December-March. For low water two periods were used: January-April and May-December. Six main flow regime types have been identified for Scandinavia and eight for western Europe, with a number of transition types. (A complete description of the regime types can be found in Krasovskaia et al., 1994). Figure 1 offers examples of the main flow regime types. The mountain regime is illustrated by two examples: one for the glacial and one for the nival mountain regime type. The flow regime classification utilized, unlike many traditional ones, is based on strictly defined discriminating criteria and is computer-adapted, which is a clear advantage when large amounts of data both in space and time are involved for flow regime characterization in a changing environment. The strict description of the discriminating criteria also permits a strict quantitative assessment of the problem of the stability of the flow regimes. 590 lrina Krasovskaia Table 2 Flow regime types for the "FRIEND" area of western Europe (from Krasovskaia etal, 1994) Index High water Low water North-Scandinavian H1L1 Maxl Max2 Max3 IV-VIII IV-VIII IV-VIII Mini Min2 I-IV I-IV Mountain nival Mountain glacial (>500 m a.m.s.l) H1ML1 H1MGL1 Max Max IV-VI VII-VIII Min I-IV Northern Inland H2L1 Maxl Max2 Max3 IV-VIII IX-XI IX-XI Mini I-IV Southern Inland H2L2 Maxl Max2 Max3 IV-VIII X-XI X-XI Mini Min2 I-IV V-XII Baltic H2L3 Maxl Max2 Max3 IV-VIII IX-XI IX-XI Mini Min2 VI-VIII VI-VIII Atlantic H3L3 Maxl Max2 IX-III ix-m Mini Min2 VI-IX VI-IX Maxl Max2 I-II XI-XII Mini Min2 VIII-IX VIII-IX Regime type Main flow regime types: South-European H3SEL3 Maritime/Azonal Max/Min < 10% H0L0 Transition flow regime types: North-Scandinavian Inland H1L2 Baltic Inland H1L3 South European Inland H3SEL2 Mountain transition H1ML2, ]H1MGL2, H1ML3, H1MGL3 Maxl, Max2 and Max3 denote the highest, second and third highest observed flow and Mini and Min2 the lowest and second lowest observed flow. Roman numerals are used for month numbers. APPLICATION OF THE CONCEPT OF ENTROPY FOR QUANTIFICATION OF THE STABILITY OF RIVER FLOW REGIMES To describe the uncertainty in the assigning of a certain regime type to each series one can use the measure of uncertainty of an experiment as defined by information theory. An appearance of a certain pattern of flow out of n types during individual years in a series can be regarded as coming from events Eu ..., En. Each of these events can be characterized by a probability of appearance: Pi = P(E,) i = !,...,«, where "£Pi = 1 1=1 (1) Quantification of the stability of river flow regimes NORTH-SCANDINAVIAN (H1L1) Ôvertjuktan Sweden 591 MOUNTAIN GLACIAL (H1MGL1) Isère at Val d'Isère Fran MOUNTAIN NIVAL (H1ML1) NORTHERN INLAND (H2L1) Ybbs at Opponitz Austria Fora at Hoggars bru Norway SOUTHERN INLAND (H2L2) BALTIC (H2L3) Aurajoki at Hypôlnsn, Finland Harnmarbyàn at Hammarby Sweden ATLANTIC (H3L3) AZONAL (HOLO) Bekhamp Brook at Bardfield bridge UK Riss at Untersalmetingen Germany SOUTH-EUROPEAN (H3SEL3) BALTIC INLAND (H1L3) La Rulies at Tintigny Belgium Prosna at Boguslaw Poland Fig. 1 Examples of the main flow regime patterns for northern and western Europe (From Krasovskaia et al., 1994) Irina Krasovskaia 592 A measure of the uncertainty of an experiment H, called the entropy of the experiment, can then be applied (Shannon & Weaver, 1941): H= -ZPilnfp;) (2) From this expression it follows (Pugachev, 1962) that the entropy of the experiment, which is a continuous non-negative function of the probabilities px, ..., pn, equals 0 only if one of these probabilities equals 1 and all the rest are 0 (as p -» 0, limpln(p) = 0). In other words, an event with the probability of 1 is not random and there is no uncertainty in the experiment. This means that the series will have the same flow pattern for all the years in the observation period. It can also be proved that the entropy value H reaches its maximum when all the possible values of the events Eh ..., En are equally probable: px = ... = pn = \ln. In this case the entropy has the value of ln(n). The higher the entropy value of an experiment, the smaller is the probability of observing the assigned flow pattern for the series in each individual year. Flow patterns with low entropy values will be called stable and those with high entropy values unstable. Thus entropy may be employed as an "instability index" of a flow regime type, a concept developed further below. Entropy has the property of additivity (Pugachev, 1962), which gives it a clear advantage as a measure of stability of a flow regime (which reflects the stability of maxima and minima) over, for example, the percentage of cases that fit an assigned regime type (i.e. probability). Equation (2) for the entropy of an experiment has its parallels in the definitions of entropy in thermodynamics and in various "stability" and "diversity" indices in ecology (such as Shannon's index and MacArthur's stability index (MacArthur, 1955) often used to describe stability of a system. There are also examples of the use of entropy in hydrology. Leopold & Langbein (1962) used entropy to find the most probable description of a longitudinal river profile. Amorocho & Espildora (1973), using marginal and conditional entropy, characterized the uncertainty of hydrological data and developed a criterion for an objective evaluation of the goodness of a model. This approach was extended by Chapman (1986) who suggested the use of proportional class intervals for the calculation of entropy. Sonuga (1972, 1976) used the maximization of entropy, subject to certain constraints, to develop a simplified probability distribution for a hydrological frequency analysis, useful in areas with scarce hydrological data. A maximum entropy approach was also used by Dalezios & Tyraskis (1989) for spectral estimation in regional precipitation analysis. Yang & Burn (1994) developed an approach for data collection network design employing entropy as a measure of the information flow between gauging stations. Culling (1988) used K-entropy (Kolmogorov-entropy) as a measure of the irregularity of a landscape surface. The concept of entropy has also recently been introduced in geostatistics; Christakos (1990) used entropy as a measure of the uncertainty of a prior Quantification of the stability of river flow regimes 593 distribution model. Rossi & Posa (1992) used entropy as an alternative measure to characterize the bivariate distribution of a stationary spatial process and introduced a "relative entropy" estimator to measure the departure of experimental and theoretical distributions. Here, a statistical interpretation of entropy as a measure of the uncertainty of an experiment will be used to describe quantitatively the inherent property of a river flow regime, namely its stability, characterizing the uncertainty in assigning a certain regime type to a series. ANALYSIS OF THE STABILITY OF FLOW REGIMES The approach described above was first applied to the mean monthly flow data sets for Scandinavia, classified according to the scheme presented earlier. In order to investigate the stabilities of maxima and minima, their instability indices were calculated separately. Thus, n represents the number of periods used for the discrimination of a particular regime type. The instability index reaches its maximum value, as was shown earlier, when all the events are equally probable. The probability p1 that the maxima during high water will be observed within one of the three discriminating periods will then be 1/3. Similarly, for low water, the probability that the minima will be observed within one of the two discriminating periods will be 1/2. Using the additivity of entropy, the total instability index of a flow regime type will then be the sum of the indices for maxima and minima. From equation (2) it follows that the maximum instability index value for a flow regime with three maxima and two minima is 4.682 and for those with two maxima it equals 3.584. For the case with three maxima and one minimum, the maximum value of the instability index will be 3.990. The maximum value of the instability index means that maxima and minima can occur with equal chances in any of the discriminating periods used for classification. In this case the flow regime is naturally characterized as very unstable. On the other hand, the lower the value of the instability index, the greater is the probability that the identified regime type will be the most frequent one in the series. Table 3 (column 3) presents the values of the instability index obtained (the average across the samples) and in parentheses shows the percentage of the maximum value for the respective regime type. To illustrate the chance of observing the assigned regime type during each individual year in a series with a certain instability index, one can use the following procedure. First, give/?,- in equation (2) the values of the percentage of the years in the series with the assigned regime type and those with a different regime. Repeat the procedure for all maxima and minima involved in the definition and sum the results. The values obtained will give the corresponding values of instability indices for one of many possible combinations, namely when all maxima and minima involved in the regime definition show the same probability of occurrence within a discriminating period. Table 4 594 Irina Krasovskaia Table 3 Stability indices for flow regime types Regime type Instability index of max/min Instability index of flow regime types Scandinavia W. Europe Scandinavia W. Europe Scandinavia + W. Europe 0.287 0.394 0.552 0.590 0.639 2.372 (=51%) 2.462 ( = 52%) 2.409 ( = 51%) 3.644 (=78%) 3.591 ( = 77%) 1.816 (=51%) 1.903 (=53%) H1L1 Maxl Max2 Max3 Mini Min2 0.287 0.458 0.709 0.442 0.476 H1L2 Maxl Max2 Max3 Mini Min2 0.879 0.903 1.026 0.652 0.660 H1L3 Maxl Max2 Max3 Mini Min2 0.914 0.962 0.989 0.316 0.355 H2L1 Maxl Max2 Max3 Mini 0.478 0.810 0.962 0.604 2.854 (=71%) H2L2 Maxl Max2 Max3 Mini Min2 0.882 0.959 1.034 0.666 0.682 4.223 ( = 90%) H2L3 Maxl Max2 Max3 Mini Min2 0.998 1.028 1.046 0.504 0.475 4.041 ( = 86%) H3L3 Maxl Max2 Mini Min2 0.912 0.996 0.342 0.344 4.142 ( = 88%) 0.832 0.837 0.943 0.546 0.486 0.652 0.819 0.146 0.199 3.536 (=76%) 2.594 ( = 72%) The values in parentheses show the instability index as a percentage of the maximum possible value for a respective regime type. illustrates the results of this procedure for the percentages from 50 to 95 % of the years. It is seen from Table 3 (column 3) that different regime types demonstrate different values of the instability index. The North-Scandinavian flow regime (H1L1) is the most stable one according to the definition of stable regimes. From Table 4 it is seen that if a series is assigned to the NorthScandinavian regime, 80-85% of years in the series will have flows with this particular regime type. The Atlantic (H3L3) and the Northern Inland (H2L1) flow regime types show instability index values of approximately 70% of the maximum possible. This would roughly correspond to about 65% and 50% chance, respectively, of finding these flow regime types among the regimes of the individual years Quantification of the stability of river flow regimes 595 Table 4 Comparison of the instability index to the probability that each year in the series will have the assigned regime % of cases with the assigned Instability index regime type Instability index (% max value) 95 0.990 21 (22,20) 90 1.625 35 (36,33) 85 2.110 45 (47,42) 80 2.505 53 (56,50) 75 2.805 60 (63,56) 70 3.055 65 (68,61) 65 3.235 69 (72,65) 60 3.360 72 (75,67) 55 3.440 73 (77,69) 50 3.465 74 (77,70) The values in parentheses are, respectively, for regime types with 2 maxima and 2 minima, and 3 maxima and 1 minimum, in the definition. of the series that have been assigned the Atlantic or Northern Inland regimes. These two regime types can be considered to be moderately unstable. The Southern Inland (H2L2), Baltic (H2L3), North-Scandinavian Inland (H1L2) and Baltic Inland (H1L3) flow regime types have very high values of instability indices, 80-90% of the maximum value. In other words, according to Table 4, this corresponds to a less than 50% chance of finding these types among the regimes of the individual years in the series that have been assigned these flow regimes. This is a typical case when it is practically impossible to tell which regime type is the most frequent one. The regimes of this group all belong to a group with a transition from snowmelt dominated types to rain dominated ones, which are extremely sensitive to small fluctuations in climate. The same approach has been used to determine the instability indices for 49 flow series for western Europe. The following regime types were identified: North-Scandinavian (H1L1), Baltic Inland (H1L3) and Atlantic (H3L3). The values of the instability indices obtained, given in the fourth column of Table 3, proved to be very similar to those for the Scandinavian series. For H3L3 the value is lower, which perhaps can be explained by a much larger number of the European series that demonstrated this regime type and a more central role of rain in flow formation. It is seen from Table 4 that if a series is assigned this regime, about 80% of years in it will have flows with this particular regime type. This regime can be considered to be stable. The fifth column of Table 3 presents the weighted mean values of the instability indices for both Scandinavia and western Europe. The total instability index of a flow regime is a sum of instability indices of maxima and minima used for its identification. The contribution of the stability character of maxima and minima to the total stability character of a flow regime can be very different. Figure 2 illustrates the stability of different 596 Irina Krasovskaia 100 I £ Ê X £ REGIME TYPE H1L1 H1L2 H1L3 H2L1 H2L2 H2L3 H3L3 MAXIMA H 42.0 85.0 83.0 68.2 87.2 92.9 69,0 MINIMA HH 74.0 94.6 61.0 87.0 97.2 70.6 28.0 Fig. 2 Instability index for maxima and minima of different flow regime types (% of the maximum possible entropy). regime types by showing the instability indices of maxima and minima (as percentage of the maximum possible) separately. The values of the instability indices of maxima and minima for each particular regime are given in the second column of Table 3. For very unstable regime types, such as North-Scandinavian Inland (H1L2) and Southern Inland (H2L2), both maxima and minima are very unstable. For the other two unstable regime types, Baltic Inland (H1L3) and Baltic (H2L3), the difference in the stability character of maxima and minima is striking. For both of them it is the maxima that give the regime its unstable character. The minima are more stable, especially for H1L3. For the moderately unstable Northern Inland regime (H2L1) it is the minimum which is more unstable, while the maxima are moderately stable. Turning to the more stable regime types, it can be seen that their stability depends on stable maxima for the North Scandinavian type (HILI) and stable minima for the Atlantic type (H3L3). A conclusion can be drawn that, in this case, there is a chance of observing low flow in some season other than winter for the flow regime type H1L1, while for the flow regime type H3L3 the maximum flow can be caused by rain (or snowmelt?) in some season other than winter. Table 5 summarizes the stability characteristics of different flow regime types for the combined data sets for Scandinavia and western Europe. Quantification of the stability of river flow regimes 597 Table 5 A summary of stability characteristics of different flow regime types Flow regime type Instability index ( % of max: value) Stability character of regime As a whole Maxima Minima North-Scandinavian H1L1 51 stable stable moderately stable North-Scandinavian Inland H1L2 88 unstable unstable unstable Baltic Inland H1L3 77 unstable unstable stable Northern Inland H2L1 71 moderately unstable moderately stable unstable Southern Inland H2L2 90 unstable unstable unstable Baltic H2L3 86 unstable unstable moderately stable Atlantic H3L3 53 stable moderately stable stable CONCLUSIONS The suggested approach for the calculation of the instability indices for flow regime types permits quantification of the inherent property of a flow regime, namely, its stability. It allows one to compare regimes according to their stability and to reveal if it is maxima or minima which bring the specific stability features to a particular regime type. The instability index provides as important a characteristic of a flow regime as the average seasonal behaviour of the flow. Finally, a quantitative instability index permits the study of the changes of flow regimes in time, for example, by comparing the indices for different time periods. The approach is general and can be applied to other flow regime classifications with quantitatively formulated discriminating criteria. REFERENCES Amorocho, J. & Espildora, B. (1973) Entropy in the assessment of uncertainty in hydrologie systems and models. Wat. Resour. Res. 9(6), 1511-1522. Arnell, N. W., Krasovskaia, I. & Gottschalk, L. (1993) River flow regimes in Europe. In: Flow Regimes from International Experimental and Network Data (FRIEND), ed. A. Gustard, vol. I, Hydrological Studies, 112-121. 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