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Hydrological Sciences Journal

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Nonparametric streamflow simulation

by wavelet or Fourier analysis
a

M. BAYAZIT , B. NZ & H. AKSOY

Division of Hydraulics, Civil Engineering Faculty , Istanbul

Technical University , Istanbul, 80626, Turkey E-mail:
Published online: 29 Dec 2009.

To cite this article: M. BAYAZIT , B. NZ & H. AKSOY (2001) Nonparametric streamflow

simulation by wavelet or Fourier analysis, Hydrological Sciences Journal, 46:4, 623-634, DOI:
10.1080/02626660109492855
To link to this article: http://dx.doi.org/10.1080/02626660109492855

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HydrologicalSciences-Journal~~des Sciences Hydrologiques, 46(4) August 200i

623

Nonparametric streamflow simulation by wavelet

or Fourier analysis
M. BAYAZIT, B. ONOZ & H. AKSOY

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Division ofHydraulics, Civil Engineering Faculty, Istanbul Technical University,

Istanbul 80626, Turkey
e-mail: mbavazit@jtu.edu. tr
Abstract Wavelet or Fourier analysis is proposed as an alternative nonparametric
method to simulate streamflows. An observed series is decomposed into its
components at various resolutions and then recombined randomly to generate
synthetic series. The mean and standard deviation are perfectly reproduced and
coefficient of skewness tends to zero as the number of simulations increases.
Normalizing transforms can be used for skewed series. Autocorrelation coefficients
and the dependence structure are better preserved when Fourier analysis is used, but
the mean and variance remain constant when the simulated and observed series have
the same length. Monthly as well as annual flows can be simulated by this technique
as illustrated on some examples. Wavelet analysis should be preferred as it generates
flow series that exhibit a wider range of required reservoir capacities.
Key words streamflow simulation; wavelet analysis; nonparametric modelling; synthetic
series; Fourier analysis; harmonics; data generation

Simulation non paramtrique de dbits par analyses en ondelettes ou

de Fourier
Rsum Les analyses en ondelettes et de Fourier sont proposes comme mthodes
alternatives non paramtriques pour simuler les dbits. Les sries observes sont
dcomposes pour des rsolutions diverses et recomposes de manire alatoire pour
former des sries synthtiques. La moyenne et l'cart type sont parfaitement
reproduits et le coefficient d'asymtrie tend vers zro avec l'augmentation du nombre
de simulations. Les transformations de normalisation peuvent tre employes pour les
sries asymtriques. Les coefficients d'autocorrlation et la structure de dpendance
sont mieux conservs avec l'analyse de Fourier, mais la moyenne et la variance restent
constantes quand les sries simules et observes ont la mme longueur. Les dbits
mensuels et annuels peuvent tre simuls avec cette technique, ce que nous illustrons
avec quelques exemples. L'analyse en ondelettes doit tre prfre puisqu'elle produit
des sries de dbit qui prsentent une plus grande gamme de volumes de rservoir.
Mots clefs simulation de dbit; analyse en ondelettes; simulation non paramtrique;
sries synthtiques; analyse de Fourier; harmoniques; production de donnes

INTRODUCTION
In water resources engineering planning, design and operation studies it is desired to
consider not only the historical inflows but also other inflow series that are statistically
similar to the observed series so that various patterns of time series can be taken into
account. This requires modelling the streamflows to generate so-called synthetic series
that reproduce the historical statistical characteristics. Parametric models, mostly of
ARMA(p, q) (autoregressive moving average) type, where p and q are orders of the
autoregressive and moving average components, respectively, have been widely used
for this purpose (Salas et al, 1980; Loucks et al, 1981).

Open for discussion until I February

2002

Downloaded by [14.139.122.130] at 09:34 21 April 2015

624

M. Bayazit et al.

Certain problems arise in this approach. It is not a straightforward task to choose

the appropriate model. Salas et al. (1980) discuss how the orders p and q can be
determined. Once the model is identified, its parameters are estimated from the
available data, where sampling errors may be of considerable magnitude because of
short records. The fitted model usually does not reproduce the whole dependence
structure of the flows as only the autocorrelation coefficients of lag one and maybe lag
two are considered. State-dependent correlation statistics, persistence and threshold
crossings cannot be preserved (Sharma et al, 1997). Streamflows are mostly nonnormally distributed. Because ARMA models can be fitted to normal data only, it is
necessary to apply an appropriate transformation in the case of non-normal data.
Srinivas & Srinivasan (2000) discuss the drawbacks of parametric models.
Attempts have been made to use nonparametric methods for modelling
streamflows without having to make assumptions about the probability distribution and
autocorrelation structure. Bootstrap resampling techniques have been applied (Vogel &
Shallcross, 1996; Lall & Sharma, 1996; Sharma et al, 1997; Tasker & Dunne, 1997).
Difficulties are encountered in reproducing the autocorrelation structure of the original
time series. Model-based resampling, moving block bootstrap, nearest neighbour
bootstrap and post-blackening approaches are developed to model dependent data
(Srinivas & Srinivasan, 2000). Sharma et al (1997) used kernel estimates of the joint
and conditional probability density functions to generate synthetic streamfiow
sequences.
A quite different nonparametric approach is based on the generation of synthetic
series by wavelet or Fourier analysis. In this approach, the observed time series is first
decomposed into its components at various frequencies, and then reconstructed
randomly to generate new data. Feng (1998) and Bayazit & Aksoy (2001) used
wavelets to generate synthetic streamflows. In this paper, simulation by wavelet
transform is briefly reviewed. Then, the use of the Fourier analysis to generate
synthetic streamfiow series is described. Advantages and drawbacks of the method are
discussed by means of some examples.

SIMULATION BY WAVELET ANALYSIS

Wavelets are mathematical functions that break up a signal into different frequency
components so that they can be studied at different resolutions or scales. They have
advantages over the Fourier analysis in analysing the signals with discontinuities and
sharp spikes. They were developed independently in various fields of mathematics,
physical sciences and engineering. The concept of wavelets in its present form was
first proposed by Morlet (1981) and Grossmann & Morlet (1984). Wavelets were
employed for signal transmission applications in electronic engineering (Daubechies,
1988; Mallat, 1989), and used in geophysical applications (Foufoula-Georgiou &
Kumar, 1994). Smith et al (1998) attempted to apply the wavelet transformation to
daily river discharge records to quantify streamfiow variability. The wavelet analysis,
analogous to Fourier analysis, is used to decompose a signal by linear filtering into
components at various frequencies and then to reconstruct it at various resolutions.
Rao & Bopardikar (1998) describe the decomposition of a signal using a Haar wavelet,
a very simple wavelet, defined as:

Nonparametric streamflow simulation by wavelet or Fourier analysis

V(0 = - 1
0

0</<^
2
-<t<\
2
otherwise

625

(1)

where \\f(t) is called a mother wavelet. Several other types of mother wavelets have
been proposed (Daubechies wavelet, Mexican hat wavelet, etc.).
Discrete wavelet transform of a function f(t) is defined as:

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d(Jt,/)= Jf(02-*/2\K2-*f-/)d*

(2)

where A: is a scale variable and / is a translation variable, both integers: k represents

stretching (k > 0) or contraction (k < 0) of the wavelet and / its translation in time.
The terms \y{Z~kt -1) are called wavelet functions, and correspond to windows of
various widths at various instants of time. They are scaled and shifted versions of the
mother wavelet. Equation (2) shows that the wavelets are used as basis functions
similar to the sine and cosine waves of the Fourier analysis.
The inverse transform is:

f(0 = ESd(*,/)2-t/V(2-i/-/)

(3)

Now fi(?) is defined as the average of f(i) over an interval of size 2k:
2*(/+l)

f(t)=

Jf(T)dT/2*

= -oo,...,-i,o,l,...,oo

(4)

The resolution will decrease as k increases such that .(/) =f(f) and (/) = 0 for a
function with zero mean.
The difference between the successive averages fk-i(t) and 4(0 is called the detail
function at scale k:
g i (/)

= f t _,(0-f t (0

(5)

It can be seen that:

f(0 = Es*C)

(6)

Comparing equation (3) with equation (6), it is concluded that multiresolution analysis
using the detail functions is identical to wavelet decomposition with a Haar wavelet.
Bayazit & Aksoy (2001) proposed the following method for the generation of
synthetic series. Given a discrete time series fi, fi, ..., f, ..., fv with zero mean of size
N = 2K, K a positive integer, discrete time forms of tif) functions are computed as
averages of f over an interval of size 2k:

M. Bayazit et al.

626

k = 0,l,-,K

f=-

(7)

where / is the integral part of the number in parentheses; fo is the original series, and
fht are all zeroes. The detail functions g^ k = 1, ..., K, are then computed as:
Observed series

2000
1000

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-1000
-2000 . 1

II (l

-500

I I n nn

1500
500

" 1

-1500
1500
500
-500
-1500

D (l

n nn

1000
500

10 11 12 T3 14 ft W

fm

1 1 "I "2 S 1 { |
f2

n n n
6

9 10 11 12

1 1i [I

-500
-1000

II

Su 9i2

1000 500
-500 1
-1000 J
1000
500
0
-500
-1000

fn

...0 . I)

JL n (I n

n
4

5 1

fan

nuint
9m

DD

921 922

- 1
-

10 H 12 ft 14 15 16
92n

Jl .il
2

IB 11 12 13 14 15 16

931 P32

500 -

n nn

J
1

y
7

-500

93n

. 11 n

u 9
8

10 11 12 |

941 942

1000
1000

II

IttUfftlltt

fi h

500

/
-1500

"

Simulated series

1500

-500

n nn

/ /

II

J L
6

U
8 <3 10 11 12

13 1 S )

Fig. 1 Simulation by wavelet analysis. Arrows show the detail function elements
chosen randomly to generate the first two elements, fi and f2, of a synthetic series.

Nonparametric streamflow simulation by wavelet or Fourier analysis

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g fa =f*-.-f fa

k = \,...,K

627

(8)

For each n, one now has K detail function values corresponding to different
resolutions. Choosing randomly from among TV elements for each g and then
summing them up by equation (6) a simulated value for f is obtained. The generation
is continued following the steps described above. Figure 1 shows an example with
N= 16 (K = 4). The functions gn, g2i, g3i and g are the randomly selected detail
function values of the first element of the simulated series at different scales k = 1 to 4,
which are summed up to get ft; gn, g22, g32 and g42 are the corresponding values for
the second element f^.
This scheme fails to preserve the correlation structure of the process. Bayazit &
Aksoy (2001) proposed to modify the generation algorithm as follows. After obtaining
the first element of the synthetic series as described above, the second element is generated by choosing for each k the detail function values gt coming just after the values
selected in the previous step. In Fig. 1, gu, g22, g32 and g42 are selected in this way.
Data generation is continued like this, using for the generation of each element, the
detail function values right next to those of the previous step for each resolution level
k. It was found that the modified scheme was successful in reproducing the autocorrelation structure of the observed data, as well as its mean and standard deviation. The
coefficient of skewness, however, could not be preserved, the generated data having an
average skewness tending to zero as the number of simulations increases.
A restriction of the data generation by wavelet analysis is that the number of
resolution levels K is related to the size of the available sample as N=2K. For
example, for N=32, a sample size that is rarely exceeded for annual flows, this
number is K = 5. The number of non-identical synthetic series, each N = 32 years long,
K

that can be generated is equal to J~[ N12 -32 768. For N= 16, this is reduced to
k=0

1024.
SIMULATION BY FOURIER ANALYSIS
A sample record fi, fi, ..., fv of a stationary time series {i) sampled at N equally
spaced points can be represented by the finite version of a Fourier series:

f- = 1 4 c o s ^r + S* s
q=\

q=\

J*

^r=5X
N

=*> 2> > N

<9>

q=l

where it is assumed that f has zero mean. The Fourier coefficients Aq and Bq are given
by:
9

2^,.
q

Ntt "

2nqn

cos-

2 v-,. . 2nqn
Bn- > fsm
q
Nj~t "
N
N
1
iv =i

10

q = l,2,...,
2 -l

(io)

Downloaded by [14.139.122.130] at 09:34 21 April 2015

628

M. Bayazit et al.

Synthetic series generation by Fourier analysis is similar to the generation by

wavelet analysis. Harmonics fq of equation (9) correspond to detail functions. Having
calculated the Fourier coefficients by equation (10) from the observed values f,
n = 1, 2, ..., N, a value of is randomly selected and harmonics corresponding to q = 1
are calculated for that value of. Similarly, for each q a random value of is used to
compute the harmonics for that frequency. Summation of harmonics by equation (9)
gives an element of the synthetic series to be generated. To reproduce the correlation
structure, next element is generated increasing the value of by one for each harmonic
over that of the previous element. When n = N+ 1, generation is continued taking
n = 1, with a small loss of the autocorrelation. Thus, a synthetic series of iV elements is
obtained. Figure 2 shows an example with N = 16. The notation is similar to Fig. 1: fn
to fgi are the randomly selected harmonics at scales k = 1 to 4, which are summed up to
get the first element fi of the simulated series; fi2 to f82 are harmonics next to fn to f8i,
respectively.
When the length of the simulated series is equal to that of the historical series (as
in the examples below), the mean of the simulated series will be exactly the same as
the historical mean, because each element of the detail functions in the case of the
wavelet analysis (and each element of the harmonics in the case of the Fourier analysis) will have been used exactly once in generating the simulated series. This is also
true when the length of the simulated series is a multiple of the length of the historical
series. For series of other lengths, the mean will be somewhat different from the
historical mean. When the Fourier analysis is used, the standard deviation also remains
constant when the simulated series is of the same length as the observed series. The
simulations will reflect various orders in which the generated values occur even though
their means (and, in the case of the Fourier analysis, their standard deviations) do not
change. Stedinger & Taylor (1982) argue that the persistence of droughts and other
important characteristics of flow sequences are emphasized when the confounding
effects of variations in the mean and variance of flow sequences are eliminated.
The number of non-identical series that can be generated is larger in this case,
equal to ht112. ForN= 16, one can generate 16 synthetic series, each 16 years long.
APPLICATIONS
Annual streamflows
Simulation by Fourier analysis is applied to the annual flow series at Homa station on
Manavgat River in Turkey. The record length is 40 years. Flows have a very small
coefficient of skewness (Csx = -0.043) and rather high autocorrelation coefficients
{rx = 0.509, T2 = 0.476, r3 = 0.366). Thirty synthetic series, each 40 years long, are
generated by Fourier analysis. Averages and ranges of the statistics of the synthetic
series are shown in Table 1, compared with those of the original series.
Mean and standard deviation are perfectly reproduced. The average skewness
coefficient is almost zero, very close to the historical value. Autocorrelation coefficients of lag one, two and three are also preserved. Their averages are slightly smaller
(3-6%) than the historical values. Although the average skewness coefficient is almost
zero, skewness of individual series varies in a rather wide range (from -0.66 to 0.66).
Ranges of the autocorrelation coefficients of individual series are not so wide.

Nonparametric streamflow simulation by wavelet or Fourier analysis

1000 ]
0
-1000 -I 1
-2000 -

1000
500
0
-500
-1000

Observed series
2

1000
500
0
-500 -

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629

f21

11 12 If

14 IE 16

m ipa

^22

L
2

10 11 12 13 14 TS IB

-1000
1000
500

, f 31

D D

-500 1
1000 -

^32

f*

y y "-4r

H 5

11 12 13 14 16 16

500
0

*41

I1I

ii5

1^1

JA9

-500
1000 500 -

I9I

42 .

(1

JL

10 11
11 12 13 14 15 16

0 0 a
" T
" TJ"
=TT-500-I
1 2 4 5 6 ' 7 8 9 IO 11 12 13 14 15 TC
-1000
500

R1, ffi-

aJL

0
-500

1000 500

f/i

f/:

-500 - 1
-1000 J
ffii

tt

14 15 13

-100- 1
-200 -

2
f,

10 "H 12 -rS 14 15 16
fa,

'a;

o\T^n

2000

12

Xii

o-n200
100

10 fl

y " u

u "THhHhr

10 11 12 13 14 15 16

f2

Simulated series

1000
0
-1000

10 ' I > T3 14 15 1

-2000

Fig. 2 Simulation by Fourier analysis. Arrows show the harmonic elements chosen
randomly to generate the first two elements, f! and f2, of a synthetic series.

M. Bayazit et al.

630

Table 1 Statistics of the historical and synthetic annual flow series generated by the Fourier analysis,
Manavgat River at Homa.
Statistic

Historical series

x (106 m3)
^(10 6 m 3 )
C-

4692.5
1302.5
-0.043
0.509
0.476
0.366

n
r2
ri

Synthetic series:
Ave.
4692.5
1302.5
-0.030
0.494
0.488
0.345

Min.
4692.5
1302.5
-0.655
0.460
0.397
0.298

Max.
4692.5
1302.5
0.655
0.534
0.506
0.485

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Table 2 Statistics of the historical and synthetic annual flow series generated by the wavelet analysis,
Manavgat River at Homa.
Statistic

Historical series

x(10 6 m 3 )

4757.2
1316.1
-0.100
0.455
0.419
0.295

s*(106m3)

n
r2
?3

Synthetic series:
Ave.
4757.2
1320.9
0.007
0.356
0.402
0.203

Min.
4757.2
968.9
-0.721
-0.079
0.067
-0.261

Max.
4757.2
1678.3
0.751
0.563
0.622
0.522

A 32-year (32 = 2 ) portion of the annual flow series at Homa is used to generate
synthetic series by wavelet analysis. The results of 30 simulations, each 32 years long,
are given in Table 2. The mean is perfectly preserved; average standard deviation is
slightly higher than the observed value, with a rather wide range of variation. Again,
average coefficient of skewness is zero. Averages of the first three autocorrelation
coefficients are smaller than the observed values, with differences as high as 22% for
the lag-one and 30% for the lag-three coefficients. Moreover, they vary in very wide
ranges.
Autoregressive moving average (ARMA) models replicate the first few moments
of the dependence structure, whereas nonparametric models may be successful in
reproducing the state-dependent (nonlinear) correlation statistics. Sharma et al. (1997)
defined forward (backward), above median and forward (backward), below median
correlation coefficients to quantify nonlinear dependence in data. For a linear Gaussian
process these should be the same. The hypothesis that there is no difference between
sample forward (backward) above median and below median correlation coefficients
of the Manavgat River data was not rejected by the tests described by Sharma et al.
(1997) at the significance level of 0.10. Average values of forward (backward) above
median and below median correlation coefficients of 30 simulations by Fourier
analysis were practically the same (0.181, 0.204, 0.191 and 0.208, respectively).
As another example, a 128-year long record of annual flows at St Louis on
Mississippi River, USA is considered. Flows are positively skewed, with a coefficient
of skewness equal to 0.74. They are transformed into a series of almost no skew
(Csy = -0.027) by the Box-Cox transformation y =x ' . The transformed series is
simulated by wavelet or Fourier analysis, which is then transformed back to the
streamflows. Statistics of the original record and 30 synthetic series, each 128 years
long, generated by wavelet or Fourier analysis are given in Table 3.

Nonparametric streamflow simulation by wavelet or Fourier analysis

631

Table 3 Statistics of the historical and synthetic annual flow series, Mississippi River at St Louis.
Statistic

,(10 6 m 3 )
*x(106m3)
Q!X

n
r2

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r-i

Historical series

5220
1649
0.74
0.34
0.076
0.016

Synthetic series:
Wavelet analysis:
Ave.
Min.
5220
5191
1653
1480
0.68
0.13
0.26
0.10
0.010
-0.18
0.087
-0.13

Max.
5260
1840
1.19
0.39
0.18
0.25

Fourier analysis:
Ave.
Min.
5220
5216
1649
1564
0.63
0.11
0.35
0.31
0.066
0.022
0.034
-0.027

Max.
5224
1758
1.38
0.39
0.103
0.071

Mean and standard deviation of the historical series are very well preserved by
both wavelet and Fourier analysis. In fact, the mean remains constant when the length
of the generated series is the same as that of the historical series. Statistics of the series
generated by Fourier analysis have much narrower ranges. In this case, the standard
deviation does not change when the generated series has the same length as the
historical series. Coefficient of skewness of synthetic series is on the average
somewhat smaller than that of the historical series, difference is a little higher for the
series generated by the Fourier analysis. Skew coefficients vary in wide ranges in
simulations both by wavelet and Fourier analysis. Fourier analysis is more successful
in preserving the autocorrelation coefficients, giving averages almost equal to those of
the historical series. Ranges are also narrower when Fourier analysis is used.
A statistic that can be used in the validation of the streamflow generation models is
the reservoir capacity required to provide a specified draft with the given flow
sequence because synthetic series are frequently used in reservoir design and operation
studies (Stedinger & Taylor, 1982). For each of the simulated series, the reservoir
storage capacity Csjm required for release of a target draft equal to 2/3 of the mean
annual flow is calculated with the sequent peak algorithm, and divided by C0bs, the
capacity calculated with the historical flow record. Cumulative distribution functions
of the reservoir capacities x = Csim/C0bs are given in Fig. 3. In the same figure, results
obtained with the series generated by the AR(2) model are also shown.
It is seen that the reservoir capacities corresponding to series generated by the
AR(2) model have the largest range, implying that much drier and wetter periods have
been simulated. Wavelet-simulated series have a smaller range, and Fourier-simulated
series have the smallest range. As explained before, all the Fourier-simulated series
have the same mean and standard deviation, and all the wavelet-simulated series have
the same mean (but different variances) when the length of the simulated series is the
same as the length of the observed series as in these examples. Therefore, simulations
reflect only the different flow sequences in the case of the Fourier analysis, and
different variance and different flow sequences in the case of the wavelet analysis.

Monthly streamflows
Periodic (seasonal or monthly) flow series can be generated by Fourier or wavelet
analysis using a similar procedure. A 20-year portion of the Manavgat River monthly
flows at Homa was simulated by Fourier analysis. Table 4 shows the simulation results

M. Bayazit et al.

632

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F(x)

Fig. 3 Cumulative distributions of the required reservoir capacities of the series

simulated by wavelets, Fourier analysis and AR(2) model.

Table 4 Statistics of the historical and synthetic annual flow series, Manavgat River at Homa.
x(10 6 m 3 )
T(106m3)
Historical Synthetic Historical
(Ave.)
52
177
177
October
116
November 233
234
512
312
December 514
251
726
January
726
February
631
632
217
649
157
March
649
606
147
605
April
539
154
May
538
394
395
121
June
95
303
July
302
232
74
August
232
September 182
182
57
1330
Annual
5183
5186
Month

Synthetic
(Ave.)
52
116
311
251
215
157
146
153
120
94
74
56
1327

C^
Historical Synthetic
(Ave.)
-0.14
-0.03
1.04
0.28
0.93
0.11
-0.70
0.20
-0.28
0.05
-0.02
0.06
-0.58
-0.37
0.06
-0.44
0.13
-0.43
-0.01
-0.34
0.05
-0.18
0.04
-0.08
-0.26
-0.08

7t
Historical Synthetic
(Ave.)
0.560
0.556
0.653
0.663
0.702
0.707
0.520
0.519
0.459
0.460
0.729
0.730
0.950
0.950
0.980
0.980
0.988
0.988
0.987
0.987
0.995
0.995
0.861
0.860
0.482
0.380

compared with the statistics of the original data. Averages of 10 simulations, each
20 years long, are given for each month and for annual flows.
It is seen that means, standard deviations and lag-one correlation coefficients of
the monthly flows are successfully replicated. Averages of the simulated values of
these statistics are practically equal to the corresponding historical values. Skew
coefficients of monthly flows, however, are not preserved. In this case no transformation was applied to monthly data because a different transform would be needed
for each month.
Average statistics of the annual flows generated as the sum of monthly flows are
close to those of the observed annual flows. Mean and standard deviation are almost
the same. The lag-one autocorrelation coefficient is somewhat smaller than the

Nonparametric streamflow simulation by wavelet or Fourier analysis

633

historical value. The skew coefficient is again not preserved, having a value close to
zero.

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CONCLUSIONS
In this study a nonparametric streamflow simulation model is presented that is based
on wavelet or Fourier analysis. An observed series is decomposed into components at
various frequencies and then randomly reconstructed to obtain a synthetic series. The
following conclusions are drawn about the reproduction of the statistics.
1. The mean of the synthetic series is the same as that of the observed series when
they have the same length. Standard deviation also remains constant in the case of
Fourier analysis. However, standard deviations of individual simulations vary in a
rather wide range when wavelet analysis is used.
2. Coefficients of skew of non-normal series cannot be reproduced. Simulated
series have skew coefficients that vary in wide ranges, tending to zero on the
average as the number of simulations increases, which may be explained by the
central limit theorem. Non-normal series can be normalized by a suitable transformation, simulated by wavelet and Fourier analysis, and then transformed
back. This procedure approximately reproduces the coefficient of skew of the
original series.
3. Fourier analysis reproduces the first few autocorrelation coefficients quite well.
Average values are slightly smaller than the observed ones, and the variation
among the simulations is reasonably small. Discrepancies are somewhat higher
when wavelets are used in the simulation.
4. The state-dependent sample correlation coefficients of a linear Gaussian example
are replicated in simulation. The case of nonlinear processes is not investigated.
5. Fourier analysis is not successful in generating streamflow series that require a
wide range of required reservoir capacity, an important statistic in water resources
studies. A wide range of capacities can be reproduced by wavelet analysis,
although still not quite as wide as those of the autoregressive models.
6. Monthly streamflows can also be simulated similarly. Average values of monthly
and annual means and standard deviations are very well reproduced. Lag-one
correlations of monthly flows are also preserved, although that of annual flows is
smaller than the historical value. Coefficients of skew are generally close to zero.
7. The number of non-identical series that can be generated is much larger when
Fourier analysis is used.
8. Wavelet analysis seems to be more suitable than Fourier analysis for simulating
streamflow series. This may be because wavelets can better analyse signals with
sharp spikes as in the case of streamflow series.

Acknowledgements The authors would like to thank two reviewers for their
constructive comments, which have helped in improving the quality of the paper.
H. Aksoy appreciates supports by Istanbul Technical University (ITU) and the
Scientific and Technical Research Council of Turkey (TUBITAK), enabling him to do
his postdoctoral researches at the University of California at Davis, USA.

634

M. Bayazit

et al.

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Received 8 December 2000; accepted 4 April 2001