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VOL. 24, NO. 5

WATER RESOURCES BULLETIN

AMERICAN WATER RESOURCES ASSOCIATION

OCTOBER 1988

SHORT-TERM FORECASTING OF SNOWMELT RUNOFF USING ARMAX MODELS1

J. P. Haltiner and J. D. Saks2

ABSTRACT: Time series models of the ARMAX class were investi-

gated for use in forecasting daily riverfiow resulting from combined

The Snowmelt Runoff Model (Martinec-Rango

snowmelt/rainfall.

Model) is shown to have a form similar to the ARMAX modeL The

advantage of the ARMAX approach is that analytical model identifica-

tion and parameter estimation techniques are available. In addition,

previous forecast errors can be included to improve forecasts and

confidence limits can be estimated for the forecasts. Diagnostic checks

are available to determine if the model is performing properly.

Finally, Kalinan filtering can be used to allow the model parameters

to vary continuously to reflect changing basin runoff conditions. The

above advantages result in improved flow forecasts with fewer model

parameters.

(KEY TERMS: streaniflow forecasting; snowmelt runoff; time series

modeling; Kalman filtering; real-time forecasting.)

INTRODUCTION

Short-term streamfiow forecasting (several hours to several

days in advance) is important in flood warning, reservoir

operation, recreation, and water quality applications. Rainfall-

runoff forecasting at this time scale has been quite inten-

sively studied, while combined snowmelt/rainfall runoff model-

ing has received less attention.

The use of deterministic physical process models for

short-term forecasting has a number of drawbacks including

large computer storage requirements, difficulty in including

real-time measured data in the forecast, and overparameteri-

zation (more model parameters than can be justified given the

available data). A simpler conceptual model, the "Snowmelt

Runoff Model" (SRM) developed by Martinec and Rango

(Martinec, 1960; Rango and Martinec, 1979) has been shown

to give good results on a number of basins of varying size

(Rango, 1983; Martinec and Rango, 1986). Reliable modeling using the SRM requires accurate parameter estimation, proper

determination of the model form (number of previous runoff

and snowmelt/precipitation terms to include), and measure-

ment of snow-covered areas (SCA). Analytical methods to

address the first two requirements have not been previously

presented. In addition, measurement of SCA are expensive

and difficult to obtain on a regular basis. Finally, use of the

model in a forecasting mode could be improved if real-time

information could be used to update the model parameters

on a regular basis.

In this paper, a class of stochastic, time-series models re-

ferred to as ARMAX (Auto Regressive-Moving Average with

Exogenous Inputs) or transfer function models (Box and

Jenkins, 1970) are used.

It is shown that the Snowmelt

Runoff Model can be viewed as a particular case within this general class of linear stochastic models. This offers a num-

ber of advantages: (1) analytical techniques are available for adapting the model form to basins of varying characteristics

and to varying time frames (daily, hourly, etc.); (2) a num-

ber of efficient parameter estimation techniques are available;

(3) confidence limits describing the accuracy of the forecast

can be included with the forecast; (4) diagnostic checks are

available to determine if the model is performing properly;

(5) previous forecast errors can be included in the model to

improve future forecasts; and (6) the model can be cast in "systems format" and the Kalman filter can be used to up-

date the parameters or status of the model in real time.

MODEL FORMULATION

The general univariate ARMAX model for river flow

(adapted from Box and Jenkins, 1970) can be expressed as:

=

where:

Q

I

e

p

i=1

=

=

=

q

r

+ j=0 LI 'tj + k=0 0k 6t—k

(1)

streamfiow;

"moisture input" (combined snowmelt/rainfall);

white noise process;

p,q,r = number of previous river flow, input and noise

terms included in the model;

'Paper No. 87063 of the Water Resources Bulletin.

Discussions are open until June 1, 1989.

2Respectively, Principal, Philip Williams and Associates, Pier 35, The Embarcadero, San Francisco, California 94133; and Professor, Colorado State University, Dept. of Civil Engineering, Ft. Coffins, Colorado 80521.

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WATER RESOURCES BULLETIN

Haltiner and Salas

= model parameters to be estimated; and

t time step.

Next, consider the Snowmelt Runoff Model equation in a

commonly used form (Shafer, et a!., 1982):

=

where:

Qt_iKt +

C

(T_Tb) S + P } A' (1—Kt)

(2)

= streamfiow,

C

at

=

=

Tt =

Tb =

t =

S =

runoff coefficient,

degree day factor, air temperature, base temperature,

time step (typically, one day),

snow-covered area,

= precipitation,

A = watershed area,

= recession coefficient, and

= elevation zone.

It can be seen that the forecast of flow at the next time step

is a function of the flow at the current time step and the ef-

fective snowmelt/rainfall during the next time step. If we

denote this combined snowmelt/rainfall input from all eleva- tion zones as I, let C1.Ø equal the product of C and (1—Kt)

and call the recession coefficient çb1, Equation (2) becomes:

=

i Qt—i + ''o 1t

(3)

where:

3 ii

i ii

= i=l (at(Tt_Tb) St + Pt) A

(4)

Equation (3) can be seen to represent a special case of

Equation (1), without the inclusion of a noise term. The

advantages of using the ARMAX formulation will be presented

in the following sections.

point was at the Del Norte, Colorado, gaging station. Drain-

age area above this point is 3419 km2 (1320 mi2), with

elevations ranging from 2432 m (7980 ft) to 4215 m (13,830

ft). Riverflow behavior is dominated by snowpack accumula-

tion and melt, resulting in a low-flow (snowpack accumula-

tion) period between September and April and a high-flow

(snowpack melting) period, which begins in early April and

persists through the summer. This basin was selected because

extensive modeling with the SRM has already been conducted

on the basin (Shafer, et a!., 1982), allowing use of identical

data for model comparison and evaluation.

Daily precipitation, streamfiow, average daily temperature,

and snow-covered area data for the period 1973 to 1980 were

used in the forecasting evaluation. Only the peak flow

period (April to September) in each year was examined.

Precipitation, temperature, and snow-covered area data were

used to calculate the moisture input, I, for each of three

elevation zones using the SRM approach shown in Equation

These zonal moisture inputs were then combined to

represent a single basin moisture input, I, for use in Equa-

tion (1). Although the SRM approach to snowmelt was used

in this study to facilitate model comparison, any available

(4).

snowmelt/precipitation model could be used to calculate the

input term in Equation (1).

MODEL ESTIMATION

Model Format

The first step in estimation is to determine the model

order (the values of p, q, and r) in Equation (1). This can

be done empirically, analytically, or using a combination of

both. Empirical identification is based on examining the

physical processes involved.

(1982) examined hourly flow records for the Rio Grande at

Del Norte and estimated that about 35 percent of snowmelt/

rainfall for a particular day appears as runoff on that same

day and 65 percent on the following day. Using this informa-

tion, they determined that the SRM model should include

two input terms. The analytical approach uses the cross-

correlation structure between the input and output (flow)

series to identify model order. In this approach, the input

series is "prewhitened" (Box and Jenkins, 1970) by fitting

a standard time series model to the data, resulting in a white

noise process. This same model is then applied to the output

series, and the cross-correlation at various time lags is calcu-

For example, Shafer, et aL

lated.

This cross-correlation is scaled using the standard

deviation of the transformed input and output processes to

produce an impulse response function:

APPLICATION

=

The ARMAX model described by Equation (1) was used

to forecast daily streamfiows in the headwaters of the Rio

Grande River in southern Colorado. The riverflow forecast

1084

/L1I Q? (k)

k=0, 1, 2.

WATER RESOURCES BULLETIN

Short-Term Forecasting of Snowmelt Runoff Using ARMAX Models

where:

v

and

= impulse response function,

=

standard deviation of the transformed in-

put and flow series,

= cross-correlation between the transformed input and flow, and

k =

time lag.

The impulse response function for daily input/flow data

for the Rio Grande is shown in Figure 1. When compared

with known impulse response curves (Box and Jenkins, 1970),

it indicates that the model should include one past flow term

and two input terms, the same as that identified in Shafer,

et a!. (1982). The analytical approach is especially useful in

complex cases, such as hourly modeling or large basin model-

ing, where there may be several time periods of pure delay

and a large number of previous flow and input terms to be

included.

C

C

0.30

0.25

0.20

0.15

0.10

0.05

0.00

.1.

I

.1.

 

—.--.—.-

0

2

3

4

5

6

7

Log (doys)

Figure 1. Impulse-Response Function for the Snowmelt/Precipitation Input (impulse) and

Streamfiow (response) on the Rio Grande River.

The number of noise terms to be included in the model

will be determined by analyzing the residual series, Ct, after

preliminary estimation of the and c model parameters.

Parameter Estimation

The model parameters (0,

and 0) were estimated using

a nonlinear least squares (NLS) algorithm. In the NLS ap-

proach, Equation (1) is solved for e, which represents the

difference between the observed and forecast flows. Param-

eters are selected using a Newton-Raphson iterative tech-

Under the conditions of sta-

nique, which minimizes

tionarity and normality of the data, nonlinear least squares

is an approximate maximum likelthood estimator.

these conditions are not strictly met, the estimator must be

Since

1085

considered suboptimal. Nonetheless, the NLS approach was

found to provide consistent, stable parameter estimates.

Several schemes to account for the variation of basin

hydrologic conditions with the ARMAX model were investi-

gated. In the seasonal version, parameters were estimated

on a monthly and biweekly basis. In a second approach, the

level of flow in the river was used as an index of antecedent

moisture conditions.

Six thresholds of flow were chosen

and a set of parameters was calculated for each level. The

Ø parameter is inversely proportional to flow while the 1o

and o parameters (accounting for the current and previous

day's input) are generally proportional to flow (Figure 2).

Thus, increasing flows indicate greater antecedent soil moisture

and correspondingly, an increased amount of snowmelt/rain-

fall appearing as streamflow. One interpretation of the sea-

sonal behavior of (

,ij

and w1 (Figure 3) is that early in snow-

melt season, the proximity of the snowpack to the river re-

sults in a majority of a current day's snowmelt appearing as

runoff on that same day. As the season progresses, the snow-

pack recedes and most of the snowmelt produced on a given day does not appear as runoff until the following day (repre-

sented by the fact that w > c).

Two additional model parameterizations were evaluated.

In the first, the snowmelt and rainfall terms are included in

the model separately. The model for the Rio Grande River

then becomes:

= i —i +

+

where:

Mt =

+ k0 0kt—k

. (T—Tb)(S) ---

i-i

A

AT = total area, and

P =

' A

P

Al

-fl-—

3

i

+ ''o't + 'lptl

(6)

In Equation (6), Mt represents an areal average value of

re-

the product of degree days and snow-covered area and

presents an areal average value of precipitation. The degree

day factor is now included in the tj and

addition to eliminating the need for estimating the degree

day factor, the model form of Equation (6) allows separate

consideration of the effects of snowmelt and rainfall on river

flow. Perhaps the primary difficulty in using the SRM ap-

proach is obtaining values of the snow-covered area (see Equa-

tion 2). Because aerial photography is expensive for use on a

regular basis, satellite imagery has received primary emphasis.

Problems associated with satellite data include cloud cover,

parameters. In

WATER RESOURCES BULLETIN

a

U

a

U

a

1.0

0.8

0.6

0.4

0.2

0.0.

0.

1000.

2000.

Haltiner and Salas

3000.

4000.

Flow (cfs)

5000.

6000.

7000.

.10

.08

.06

.04

.02

00

8000.

C

C

53 1

53

Figure 2. ARMAX Model Parameter Estimates Based on Flow Thresholds.

41

wo

-.-.-wl

0.I

0.8

0.08

0.6

0.06

0.4

0.04

0.2

0.02

0.0

0.0

April

May

June

July

Aug.

Sept.

Q

F-.

Figure 3. Biweekly Estimates of the ARMAX Model Parameters.

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WATER RESOURCES BULLETIN

Short-Term Forecasting of Snowmelt Runoff Using ARMAX Models

estimation between time of satellite passes, and difficulty

in obtaining imagery quickly for use in real-time forecasting.

Alternatives to sateffite imagery include snow-cover depletion

curves based on accumulated degree days, or possibly rela-

ting areal snow cover to daily snow water equivalent (SWE)

as measured at SNOTEL sites. An approach investigated

here was to eliminate the snow-covered area term from the

model. The melt term in Equation (6) then becomes:

Mt =

3

i-i

i

i

(It—Tb) -a--

AT

(7)

The parameters çj and c in Equation (6) must also now

account for the areal extent of snow available for melting, the

"effectiveness" of degree days in causing melt and the amount

of melt to appear as runoff. The parameters w0 and ''

could not be seasonally estimated because of the dramatic

differences year to year in the SCA. It was determined that

the parameters could be allowed to vary on a daily basis

using a Kalman filter to update the parameters based on

measured streamfiow. This has been used in rainfall-runoff

models for a number of years (Todini and Bouillot, 1975)

and initial attempts in snowmelt runoff (Burn and McBean,

1985) appear promising. Daily values of co and oi for the years 1975 and 1976 are shown in Figure 4. It can be seen

that the parameters increase rapidly in the early snowmelt

season, as the degree day effectiveness in causing melt and

soil moisture are both increasing. At the peak of the snowmelt

(a)

150

 

WI

100

0

>

,_ 50

w

4-

a,

E

0

0

0

0

 

i

i

i

.i

'J

season, the parameters are approximately constant, as degree

day effectiveness continues to increase, but snow-covered

area is decreasing. This latter factor becomes dominant as

the 'season progresses, and the parameters decrease. It can

also be seen that in the early season, crj (current day's melt)

is dominant. As the season progresses,

(previous day's

melt) becomes more important. The application of Kalman

filtering has some inherent problems. The user must deter-

mine the noise covariance matrices in the filter, which deter-

mine how rapidly the parameters change. Analytical methods

of estimating these matrices resulted in overestimation and subsequent filter instability. It appears that the problem re-

sults from inaccuracies in the measurement and areal averaging

of precipitation and degree days. The fairly large errors in-

herent in these data may cause the parameter values to

fluctuate too rapidly.

Two additional advantages of the ARMAX formulation are

the availability of diagnostic checks to determine model

adequacy and the calculation of confidence limits for a fore-

cast. The presence of significant autocorrelation in the fore-

cast error sequence is an indication of model inadequacy.

This represents the presence of additional "information," in

the data which the model is not using. Tests of the SRM

model and ARMAX models without moving average terms showed the presence of residual autocorrelation. The inclu-

sion of moving average terms increased the forecasting ac-

curacy of the ARMAX model and eliminated the autocorrela-

tion. Confidence limits for the forecast can be obtained using

1

.1.

.1

1

i. • .1.

Apr. May Jun. Jul. Aucj. Sep. Apr. May Jun. Jul. Aug. Sep.

1975

1976

Figure 4. Kalman Filter Estimates of Snowmelt Parameters (Co and i) in the ARMAX

Model Described by Equation (6) and Equation (7) for the Years 1975-76.

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WATER RESOURCES BULLETIN

Haitmer and Salas

the variance of the forecast errors. Theory and results are

available in Haltiner (1985).

RESULTS

The previously described models were used to make one-

and three-day ahead flow forecasts for the period 1973-1980.

In addition, a simple ARMA(1,l) model which only uses pre-

vious values of streamfiow (no snowmelt/rainfall inputs) was

also included; it represents the forecasting accuracy which

can be achieved relatively simpiy without attempting to model the rainfall or snowmelt. Models were compared using a mean

squared error criterion (MSE). The model forecasting results

are presented in Table 1. This table also includes the num-

ber of parameters which are estimated during the forecasting

period and an indication of the presence of significant auto-

correlation in the forecast errors. Model 1 represents the

Snowmelt Runoff Model described by Shafer, et a!. (1982), adapted to include measured data. Average parameters were

calculated for each 15-day period. Model 2 is the simple time

series model with six sets of parameters based on flow thres-

holds. Models 3 and 4 correspond to the ARMAX models

described in Equation (1), using a combined snowmelt/rainfall input. Model 5 is the ARMAX model described in Equation

(6), with separate snowmelt and rainfall inputs.

A comparison of the MSE shows that the ARMA(1,1),

which does not include rain or snowmelt, gives the poorest forecasts. The ARMAX Models 3, 4, and 5 give better fore- casts with fewer parameters than the SRM model. Since the

form of the SRM and ARMAX models is similar, the smaller MSE of the latter result from the analytical parameter estima-

tion techniques and the inclusion of moving average terms. The presence of residual autocorrelation in the SRM model indicates that the model forecasts could be improved by in-

cluding the previous model errors in the forecasts.

Figure 5 presents an example of the one-day-ahead fore-

cast and measured streamfiows for the 1973 snowmelt season

using Model 4. (It should be noted that in using the ARMAX

and SRM models in this study, the temperature and precipita-

tion input data on the forecast day are assumed known. In operational use, these data would be forecast, using either

the National Weather Service forecast or autoregressive type

forecasts.)

The results in Table 1 were obtained using all eight years

of data for parameter estimation and forecasting. In a true

forecasting situation, the parameters must be estimated sequen-

tially, using data available up to the time of the forecast.

To accomplish this, the seasonal and threshold ARMAX

models were reformatted so that the first year's data was

used to estimate model parameters and the model then used

to forecast flows during the second year. Following this, the

model parameters were re-estimated using the first two years

of data and the model used to forecast the third year of

flow, etc. The Kalman filter parameter estimation scheme

operates recursively, re-estimating the parameters each day

based on past parameter values and the most recent measure-

ments. The SRM model could not be included in this com-

parison as there is no version currently available which allows

analytical sequential updating of the model parameters.

The results of this experiment for the one-, two-, and

three-day ahead forecasts are shown in Table 2. The seasonal

model provided the most accurate forecasts, followed by the

Kalman filter scheme. The threshold model resulted in the

highest MSE values.

CONCLUSIONS

The ARMAX formulation of the SRM model appears to

offer a number of advantages over current procedures.

Analytical techniques are available to identify model format

TABLE 1. Comparison of One-Day-Ahead Forecasting Results for the Period 1973-1980.

Model

MSE*

No.of

Parameters

Res. Corr. Test

 

1. SRM

41.3

84

Failed

(seasonal param.)

2. ARMA(1,1)

56.3

12

Passed

 

(threshold param.)

3. ARMAX-1

38.8

60

Passed

 

(combined input/threshold param.)

4. ARMAX-2

35.1

88

Passed

 

(combined input/seasonal param.)

5.

ARMAX-3

33.5

78

Passed

(sep. snow/ppt input, seasonal param.)

*MSE = mean square error.

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WATER RESOURCES BULLETIN

Short-Term Forecasting of Snowmelt Runoff Using ARMAX Models

and estimate model parameters, and diagnostic checks are

available to ensure that the model is operating properly. The

model can be updated in real time using previous forecast

errors; in addition, the Kalman filter can be used to update

the model parameters in real time.

TABLE 2. Comparison of Forecasting Results (1974-1980)

Using Sequential Parameter Estimation.

Model

One-Day

Mean Square Error

Two-Day

Three-Day

1. Threshold Model

54.7

134.8

208.0

2. Seasonal Model

49.6

112.9

184.6

3. Kalman Filter Model

50.3

123.7

202.5

ACKNOWLEDGMENTS

This work was supported by the Colorado Agricultural Experiment

Station Projects COLO 0114 and COLO 0357. Portions of this paper

were presented at the 53rd Annual Western Snow Conference, held

April 16-18, 1985, at Boulder, Colorado.

U — &asuqD FLOU

U

,

U.S

4

2$SS

I DAY FORECAST

April

May

June

LITERATURE CITED

Box, G. E. P. and G. M. Jenkins, 1970. Time Series Analysis, Fore-

casting and Control. Holden-Day Inc., San Francisco, California.

Burn, D. H. and E. A. McBean, 1985. River Flow Forecasting Model

for Sturgeon River. ASCE J. of Hyd. Eng., VoL III, No. 2.

Haltiner, J. P., 1985. Stochastic Modeling of Seasonal and Daily

Streaniflow. Ph.D. Dissertation, Colorado State University, Fort

Collins, Colorado.

Martinec, J., 1960. The Degree Day Factor for Snowmelt-Runoff

Proceedings: General Assembly of Helsinki, 1960.

Commission on Surface Runoff. PubI. lASH No. 51, pp. 468-477.

Forecasting.

Martinec, J. and A. Rango, 1986. Parameter Values for Snowmelt

Runoff Modeling. J. Hydrol. 84:197-219.

Rango, A., 1983. Application of a Simple Snowmelt-Runoff Model to

Large River Basins. Proceedings of the 51st Western Snow Con-

ference, Vancouver, Washington, pp. 89-99.

Rango, A. and J. Martinec, 1979. Application of a Snowmelt-Runoff

Model Using Landsat Data. Nordic Hydrology 10:225-238.

Shafer, B. A., E. B. Jones, and D. M. Frick, 1982. Snowmelt Runoff

Modeling in Simulation and Forecasting Modes with the Martinec-

Rango ModeL NASA Report CR 170452, Goddard Space Flight

Center, Greenbelt, Maryland.

Todini, E. and D. Bouillot, 1975. A Rainfall-Runoff Kalman Filter

ModeL In: System Simulation in Water Resources, G. C. Van-

steenkiste (Editor). North Holland, Amsterdam.

July

August

September

Figure 5. Comparison of Measured Flows and One-Day-Ahead

Forecasts for 1973 Using Model 4 of Table 1.

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WATER RESOURCES BULLETIN