STOCHASTIC HYDROLOGY
(This course will be taught in English)
Dr. Ke-Sheng Cheng
(Email: rslab@ntu.edu.tw)
Guest Professor, Kyoto University
(On sabbatical leave from the Department of Bioenvironmental Systems Engineering,
National Taiwan University)
Course objectives
  1. To introduce fundamental concept of random variables, random vector and random function, and
    their applications in hydrology.
  2. To demonstrate the stochastic nature of many hydrological variables and processes and how
    hydrological parameters can be estimated by statistical methods.
  3. To discuss the uncertainty involved in stochastic parameter estimation and introduce the techniques
    of stochastic simulation for quantification of uncertainties.
  4. To demonstrate how hydrological processes can be characterized using stochastic models.
Week
Specific topics
Remarks
1
  • Probability
  • Random variables and their probability
    density functions
  • Joint and conditional probability
    distributions
SH_W0_2006
SH_W1_2006
(Uploaded on 10/22/'06)
2
  • Distributions of functions of random
    variables
  • Sampling and sampling distributions
SH_W2_2006
(Uploaded on 10/22/'06)
3
  • Parametric point estimation
  • Parametric interval estimation (skipped)
SH_W3_2006
3a
  • Stochastic simulation (I) - Univariate RV
Pseudo Random Number Generation
(PRNG)
Stochastic simulation of probability
distributions commonly used in
hydrological frequency analysis (FQFT
approach)
SH_W3a_2006_a
SH_W3a_2006_b
(Uploaded on 10/25/'06)
(Updated on 10/29/'06)
4
  • Test of hypotheses
  • Goodness-of-fit tests
Chi-square GOF test
Kolmogorov-Smirnov GOF test
SH_W4_2006_a1  [Updated
on Nov. 10.]
SH_W4_2006_a2 (for your
reference only, not to be
coverred in class)
SH_W4_2006_b
(Uploaded on 11/02/'06)
5
  • Goodness-of-fit tests
L/Moment-ratio diagrams
Sample size issue and confidence
regions
SH_W5_2006  [Uploaded on
11/10/'06.]  (Updated on
11/17/'06)
6
  • Design storm hyetograph
SH_W6_2006
JAWRA paper (Uploaded on
11/17/'06)
7
  • Fundamentals of Geostatistics (I)
Variogram modeling
SH_W7_2006
(uploaded 11/26/'06)
8
  • Fundamentals of Geostatistics (II)
Ordinary kriging
Monitroing network evaluation
SH_W8_2006
Storm depth contouring
(uploaded 11/26/'06)
9
  • Modeling the spatial variation
Effect of spatial variation on contouring
of design storm depth
GS+ and S-plus demonstration
SH_W9_2006
(Uploaded on 12/08/'06)
10
(12/19/2006)
  • Stochastic simulation (II)
Univariate random number generation
Bivariate simulation
SH_W10_2006
(Uploaded on 12/15/'06)
11
  • There will be no class for the next three
    weeks (until 1/16/2007) due to the holiday
    season and my trip to Taiwan.
SH_W11_2006
12
(1/16/2007)
  • Stochastic simulation (III)
Random process simulation – Gauss-
Markov process
Conditional simulation
SH_W12_2006
 
 
  
Syllabus