Improving probabilistic flood forecasting through a data assimilation scheme based on genetic programming

Opportunities offered by high performance computing provide a significant degree of promise in the enhancement of the performance of real-time flood forecasting systems. In this paper, a real-time framework for probabilistic flood forecasting through data assimilation is presented. The distributed rainfall-runoff real-time interactive basin simulator (RIBS) model is selected to simulate the hydrological process in the basin. Although the RIBS model is deterministic, it is run in a probabilistic way through the results of calibration developed in a previous work performed by the authors that identifies the probability distribution functions that best characterise the most relevant model parameters. Adaptive techniques improve the result of flood forecasts because the model can be adapted to observations in real time as new information is available. The new adaptive forecast model based on genetic programming as a data assimilation technique is compared with the previously developed flood forecast model based on the calibration results. Both models are probabilistic as they generate an ensemble of hydrographs, taking the different uncertainties inherent in any forecast process into account. The Manzanares River basin was selected as a case study, with the process being computationally intensive as it requires simulation of many replicas of the ensemble in real time.

Coastal Urban Flood Resislience versus Climate Change

Processes of founding and expanding cities in coastal areas have undergone great changes over time driven by environmental conditions. Coastal settlements looked for places above flood levels and away from swamps and other wetlands whenever possible. As populations grew, cities were extending trying to avoid low and wet lands. No city has been able to limit its growth. The risk of flooding can never be eliminated, but only reduced to the extent possible. Flooding of coastal areas is today dramatically attributed to eustasic sea level rise caused by global climate change. This can be inaccurate. Current climate change is generating an average sea level upward trend, but other regional and local factors result in this trend being accentuated in some places or attenuated, and even reversed, in others. Then, the intensity and frequency of coastal flooding around the planet, although not so much as a unique result of this general eustasic elevation, but rather of the superposition of marine and crustal dynamic elements, the former also climate-related, which give rise to a temporary raising in average sea level in the short term. Since the Little Ice Age the planet has been suffering a global warming change leading to sea level rise. The idea of being too obeying to anthropogenic factors may be attributed to Arrhenius (1896), though it is of much later highlight after the sixties of the last century. Never before, the human factor had been able of such an influence on climate. However, other types of changes in sea levels became apparent, resulting from vertical movements of the crust, modifications of sea basins due to continents fracturing, drifting and coming together, or to different types of climate patterns. Coastal zones are then doubly susceptible to floods. Precipitation immediately triggers pluvial flooding. If it continues upland or when snow and glaciers melt eventually fluvial flooding can occur. The urban development presence represents modifying factors. Additional interference is caused by river and waste water drainage systems. Climate also influences sea levels in coastal areas, where tides as well as the structure and dynamic of the geoid and its crust come into play. From the sea, waters can flood and break or push back berms and other coastline borders. The sea level, controlling the mouth of the main channel of the basin's drainage system, is ultimately what governs flood levels. A temporary rise in sea level acts as a dam at the mouth. Even in absence of that global change, so, floods are likely going to increase in many urban coastal areas. Some kind of innovative methodologies and practices should be needed to get more flood resilience cities

Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting

In this work, we propose the Seasonal Dynamic Factor Analysis (SeaDFA), an extension of Nonstationary Dynamic Factor Analysis, through which one can deal with dimensionality reduction in vectors of time series in such a way that both common and specific components are extracted. Furthermore, common factors are able to capture not only regular dynamics (stationary or not) but also seasonal ones, by means of the common factors following a multiplicative seasonal VARIMA(p, d, q) × (P, D, Q)s model. Additionally, a bootstrap procedure that does not need a backward representation of the model is proposed to be able to make inference for all the parameters in the model. A bootstrap scheme developed for forecasting includes uncertainty due to parameter estimation, allowing enhanced coverage of forecasting intervals. A challenging application is provided. The new proposed model and a bootstrap scheme are applied to an innovative subject in electricity markets: the computation of long-term point forecasts and prediction intervals of electricity prices. Several appendices with technical details, an illustrative example, and an additional table are available online as Supplementary Materials.

Forecasting Electricity Prices and their volatilities using Unobserved Components.

The liberalization of electricity markets more than ten years ago in the vast majority of developed countries has introduced the need of modelling and forecasting electricity prices and volatilities, both in the short and long term. Thus, there is a need of providing methodology that is able to deal with the most important features of electricity price series, which are well known for presenting not only structure in conditional mean but also time-varying conditional variances. In this work we propose a new model, which allows to extract conditionally heteroskedastic common factors from the vector of electricity prices. These common factors are jointly estimated as well as their relationship with the original vector of series, and the dynamics affecting both their conditional mean and variance. The estimation of the model is carried out under the state-space formulation. The new model proposed is applied to extract seasonal common dynamic factors as well as common volatility factors for electricity prices and the estimation results are used to forecast electricity prices and their volatilities in the Spanish zone of the Iberian Market. Several simplified/alternative models are also considered as benchmarks to illustrate that the proposed approach is superior to all of them in terms of explanatory and predictive power.

Service needs forecasting: an approach for the automotive industry using analogies with medical ER management models.

During the past years, the industry has shifted position and moved towards “the luxury universe” whose customers are demanding, treating individuals as unique and valued customer for the business, offering vehicles produced with the state of the art technologies and implementing the highest finishing standards. Due to the competitive level in the market, car makers enable processes which equalizes customer services to E.R. management, being dealt with the maximum urgency that allows the comparison between both, car workshops and emergency rooms, where workshop bays or ramps will be equal to emergency boxes and skilled technicians are equivalent to the health care specialist, who will carry out tests and checks prior to afford any final operation, keeping the “patient” under control before it is back to normal utilization. This paper establishes a valid model for the automotive industry to estimate customer service demand forecasting under variable demand conditions using analogies with patient demand models used for the medical ER.

SERVICE NEEDS FORECASTING: An Approach for the Motor Industry Using Analogies with Medical ER Management Models.

During the past years, the industry has shifted position and moved towards “the luxury universe” whose customers are demanding, treating individuals as unique and valued customer for the business, offering vehicles produced with the state of the art technologies and implementing the highest finishing standards. Due to the competitive level in the market, motor makers enable processes which equalizes customer services to E.R. management, being dealt with the maximum urgency that allows the comparison between both, car workshops and emergency rooms, where workshop bays or ramps will be equal to emergency boxes and skilled technicians are equivalent to the health care specialist, who will carry out tests and checks prior to afford any final operation, keeping the “patient” under control before it is back to normal utilization. This paper ratify a valid model for the automotive industry to estimate customer service demand forecasting under variable demand conditions using analogies with patient demand models used for the medical ER

Influence of local wind speed and direction on wind power dynamics - Application to offshore very short-term forecasting

Wind power time series usually show complex dynamics mainly due to non-linearities related to the wind physics and the power transformation process in wind farms. This article provides an approach to the incorporation of observed local variables (wind speed and direction) to model some of these effects by means of statistical models. To this end, a benchmarking between two different families of varying-coefficient models (regime-switching and conditional parametric models) is carried out. The case of the offshore wind farm of Horns Rev in Denmark has been considered. The analysis is focused on one-step ahead forecasting and a time series resolution of 10 min. It has been found that the local wind direction contributes to model some features of the prevailing winds, such as the impact of the wind direction on the wind variability, whereas the non-linearities related to the power transformation process can be introduced by considering the local wind speed. In both cases, conditional parametric models showed a better performance than the one achieved by the regime-switching strategy. The results attained reinforce the idea that each explanatory variable allows the modelling of different underlying effects in the dynamics of wind power time series.

Extreme flood abatement in large dams with fixed-crest spillways

This study characterises the abatement effect of large dams with fixed-crest spillways under extreme design flood conditions. In contrast to previous studies using specific hydrographs for flow into the reservoir and simplifications to obtain analytical solutions, an automated tool was designed for calculations based on a Monte Carlo simulation environment, which integrates models that represent the different physical processes in watersheds with areas of 150?2000 km2. The tool was applied to 21 sites that were uniformly distributed throughout continental Spain, with 105 fixed-crest dam configurations. This tool allowed a set of hydrographs to be obtained as an approximation for the hydrological forcing of a dam and the characterisation of the response of the dam to this forcing. For all cases studied, we obtained a strong linear correlation between the peak flow entering the reservoir and the peak flow discharged by the dam, and a simple general procedure was proposed to characterise the peak-flow attenuation behaviour of the reservoir. Additionally, two dimensionless coefficients were defined to relate the variables governing both the generation of the flood and its abatement in the reservoir. Using these coefficients, a model was defined to allow for the estimation of the flood abatement effect of a reservoir based on the available information. This model should be useful in the hydrological design of spillways and the evaluation of the hydrological safety of dams. Finally, the proposed procedure and model were evaluated and representative applications were presented

Statistical models for short-term wind power ramp forecasting

La predicción de energía eólica ha desempeñado en la última década un papel fundamental en el aprovechamiento de este recurso renovable, ya que permite reducir el impacto que tiene la naturaleza fluctuante del viento en la actividad de diversos agentes implicados en su integración, tales como el operador del sistema o los agentes del mercado eléctrico. Los altos niveles de penetración eólica alcanzados recientemente por algunos países han puesto de manifiesto la necesidad de mejorar las predicciones durante eventos en los que se experimenta una variación importante de la potencia generada por un parque o un conjunto de ellos en un tiempo relativamente corto (del orden de unas pocas horas). Estos eventos, conocidos como rampas, no tienen una única causa, ya que pueden estar motivados por procesos meteorológicos que se dan en muy diferentes escalas espacio-temporales, desde el paso de grandes frentes en la macroescala a procesos convectivos locales como tormentas. Además, el propio proceso de conversión del viento en energía eléctrica juega un papel relevante en la ocurrencia de rampas debido, entre otros factores, a la relación no lineal que impone la curva de potencia del aerogenerador, la desalineación de la máquina con respecto al viento y la interacción aerodinámica entre aerogeneradores. En este trabajo se aborda la aplicación de modelos estadísticos a la predicción de rampas a muy corto plazo. Además, se investiga la relación de este tipo de eventos con procesos atmosféricos en la macroescala. Los modelos se emplean para generar predicciones de punto a partir del modelado estocástico de una serie temporal de potencia generada por un parque eólico. Los horizontes de predicción considerados van de una a seis horas. Como primer paso, se ha elaborado una metodología para caracterizar rampas en series temporales. La denominada función-rampa está basada en la transformada wavelet y proporciona un índice en cada paso temporal. Este índice caracteriza la intensidad de rampa en base a los gradientes de potencia experimentados en un rango determinado de escalas temporales. Se han implementado tres tipos de modelos predictivos de cara a evaluar el papel que juega la complejidad de un modelo en su desempeño: modelos lineales autorregresivos (AR), modelos de coeficientes variables (VCMs) y modelos basado en redes neuronales (ANNs). Los modelos se han entrenado en base a la minimización del error cuadrático medio y la configuración de cada uno de ellos se ha determinado mediante validación cruzada. De cara a analizar la contribución del estado macroescalar de la atmósfera en la predicción de rampas, se ha propuesto una metodología que permite extraer, a partir de las salidas de modelos meteorológicos, información relevante para explicar la ocurrencia de estos eventos. La metodología se basa en el análisis de componentes principales (PCA) para la síntesis de la datos de la atmósfera y en el uso de la información mutua (MI) para estimar la dependencia no lineal entre dos señales. Esta metodología se ha aplicado a datos de reanálisis generados con un modelo de circulación general (GCM) de cara a generar variables exógenas que posteriormente se han introducido en los modelos predictivos. Los casos de estudio considerados corresponden a dos parques eólicos ubicados en España. Los resultados muestran que el modelado de la serie de potencias permitió una mejora notable con respecto al modelo predictivo de referencia (la persistencia) y que al añadir información de la macroescala se obtuvieron mejoras adicionales del mismo orden. Estas mejoras resultaron mayores para el caso de rampas de bajada. Los resultados también indican distintos grados de conexión entre la macroescala y la ocurrencia de rampas en los dos parques considerados. Abstract One of the main drawbacks of wind energy is that it exhibits intermittent generation greatly depending on environmental conditions. Wind power forecasting has proven to be an effective tool for facilitating wind power integration from both the technical and the economical perspective. Indeed, system operators and energy traders benefit from the use of forecasting techniques, because the reduction of the inherent uncertainty of wind power allows them the adoption of optimal decisions. Wind power integration imposes new challenges as higher wind penetration levels are attained. Wind power ramp forecasting is an example of such a recent topic of interest. The term ramp makes reference to a large and rapid variation (1-4 hours) observed in the wind power output of a wind farm or portfolio. Ramp events can be motivated by a broad number of meteorological processes that occur at different time/spatial scales, from the passage of large-scale frontal systems to local processes such as thunderstorms and thermally-driven flows. Ramp events may also be conditioned by features related to the wind-to-power conversion process, such as yaw misalignment, the wind turbine shut-down and the aerodynamic interaction between wind turbines of a wind farm (wake effect). This work is devoted to wind power ramp forecasting, with special focus on the connection between the global scale and ramp events observed at the wind farm level. The framework of this study is the point-forecasting approach. Time series based models were implemented for very short-term prediction, this being characterised by prediction horizons up to six hours ahead. As a first step, a methodology to characterise ramps within a wind power time series was proposed. The so-called ramp function is based on the wavelet transform and it provides a continuous index related to the ramp intensity at each time step. The underlying idea is that ramps are characterised by high power output gradients evaluated under different time scales. A number of state-of-the-art time series based models were considered, namely linear autoregressive (AR) models, varying-coefficient models (VCMs) and artificial neural networks (ANNs). This allowed us to gain insights into how the complexity of the model contributes to the accuracy of the wind power time series modelling. The models were trained in base of a mean squared error criterion and the final set-up of each model was determined through cross-validation techniques. In order to investigate the contribution of the global scale into wind power ramp forecasting, a methodological proposal to identify features in atmospheric raw data that are relevant for explaining wind power ramp events was presented. The proposed methodology is based on two techniques: principal component analysis (PCA) for atmospheric data compression and mutual information (MI) for assessing non-linear dependence between variables. The methodology was applied to reanalysis data generated with a general circulation model (GCM). This allowed for the elaboration of explanatory variables meaningful for ramp forecasting that were utilized as exogenous variables by the forecasting models. The study covered two wind farms located in Spain. All the models outperformed the reference model (the persistence) during both ramp and non-ramp situations. Adding atmospheric information had a noticeable impact on the forecasting performance, specially during ramp-down events. Results also suggested different levels of connection between the ramp occurrence at the wind farm level and the global scale.

Understanding extreme Spanish coastal flood events

The Santa Irene flood event, at the end of October 1982, is one of the most dramatically widely reported flood events in Spain. Its renown is mainly due to the collapse of the Tous dam, but its main message is to be the paradigm of the incidence of the maritime/littoral weather and its temporal sea level rise by storm surge accompanying rain process on the coastal plains inland floods. Looking at damages the presentation analyzes the adapted measures from the point of view of the aims of the FP7 SMARTeST Project related to the Flood Resilience improvement in urban areas through looking for Technologies, Systems and Tools an appropriate "road to de market".

Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities

In the current uncertain context that affects both the world economy and the energy sector, with the rapid increase in the prices of oil and gas and the very unstable political situation that affects some of the largest raw materials’ producers, there is a need for developing efficient and powerful quantitative tools that allow to model and forecast fossil fuel prices, CO2 emission allowances prices as well as electricity prices. This will improve decision making for all the agents involved in energy issues. Although there are papers focused on modelling fossil fuel prices, CO2 prices and electricity prices, the literature is scarce on attempts to consider all of them together. This paper focuses on both building a multivariate model for the aforementioned prices and comparing its results with those of univariate ones, in terms of prediction accuracy (univariate and multivariate models are compared for a large span of days, all in the first 4 months in 2011) as well as extracting common features in the volatilities of the prices of all these relevant magnitudes. The common features in volatility are extracted by means of a conditionally heteroskedastic dynamic factor model which allows to solve the curse of dimensionality problem that commonly arises when estimating multivariate GARCH models. Additionally, the common volatility factors obtained are useful for improving the forecasting intervals and have a nice economical interpretation. Besides, the results obtained and methodology proposed can be useful as a starting point for risk management or portfolio optimization under uncertainty in the current context of energy markets.

Modelling uncertainty of flood quantile estimation at ungauged sites by Bayesian networks

Prediction at ungauged sites is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. Regression models relate physiographic and climatic basin characteristics to flood quantiles, which can be estimated from observed data at gauged sites. However, these models assume linear relationships between variables Prediction intervals are estimated by the variance of the residuals in the estimated model. Furthermore, the effect of the uncertainties in the explanatory variables on the dependent variable cannot be assessed. This paper presents a methodology to propagate the uncertainties that arise in the process of predicting flood quantiles at ungauged basins by a regression model. In addition, Bayesian networks were explored as a feasible tool for predicting flood quantiles at ungauged sites. Bayesian networks benefit from taking into account uncertainties thanks to their probabilistic nature. They are able to capture non-linear relationships between variables and they give a probability distribution of discharges as result. The methodology was applied to a case study in the Tagus basin in Spain.

Risk-based methodology for parameter calibration of a reservoir flood control model

Flash floods are of major relevance in natural disaster management in the Mediterranean region. In many cases, the damaging effects of flash floods can be mitigated by adequate management of flood control reservoirs. This requires the development of suitable models for optimal operation of reservoirs. A probabilistic methodology for calibrating the parameters of a reservoir flood control model (RFCM) that takes into account the stochastic variability of flood events is presented. This study addresses the crucial problem of operating reservoirs during flood events, considering downstream river damages and dam failure risk as conflicting operation criteria. These two criteria are aggregated into a single objective of total expected damages from both the maximum released flows and stored volumes (overall risk index). For each selected parameter set the RFCM is run under a wide range of hydrologic loads (determined through Monte Carlo simulation). The optimal parameter set is obtained through the overall risk index (balanced solution) and then compared with other solutions of the Pareto front. The proposed methodology is implemented at three different reservoirs in the southeast of Spain. The results obtained show that the balanced solution offers a good compromise between the two main objectives of reservoir flood control management

Dendrogeomorphological research applied to flood hazard analysis in the Caldera de Taburiente National Park (La Palma, Canary Islands, Spain).

Se ha realizado un estudio dendrogeomorfológico utilizando las heridas de los árboles como indicadores de paleoinundaciones.

Mixed models for short-run forecasting of electricity prices: Application for the Spanish market

Short-run forecasting of electricity prices has become necessary for power generation unit schedule, since it is the basis of every profit maximization strategy. In this article a new and very easy method to compute accurate forecasts for electricity prices using mixed models is proposed. The main idea is to develop an efficient tool for one-step-ahead forecasting in the future, combining several prediction methods for which forecasting performance has been checked and compared for a span of several years. Also as a novelty, the 24 hourly time series has been modelled separately, instead of the complete time series of the prices. This allows one to take advantage of the homogeneity of these 24 time series. The purpose of this paper is to select the model that leads to smaller prediction errors and to obtain the appropriate length of time to use for forecasting. These results have been obtained by means of a computational experiment. A mixed model which combines the advantages of the two new models discussed is proposed. Some numerical results for the Spanish market are shown, but this new methodology can be applied to other electricity markets as well