The Application of Wavelet Analysis in Hydrological

Sequence Trend Analysis

XUE Xiao-jie㧘HUANG Si-xia,HUANG Qiang,LEI Yan
Key Lab of Northwest Water Resources and Environment Ecology of MOE at Xi,an University of Technology
Xi,an 710048,China
E-mail :xxjxaut@163.comˈddbx022@126.com

Abstract—Based on the distribution characteristic of frequencies according to the low-frequency ingredient of hydrology time
of hydrological time serial and wavelet analysis, the time serial sequence .
made of different frequencies is decomposed into the low and
high frequencies by scale. The trend composition of time
sequence is resorted according to the reconstruction theory of
I. THE THEORY ABOUT WAVELET ANALYSIS USED IN
wavelet coefficient, so that the trend of hydrological time HYDROLOGY TIME SERIES TREND
sequence is judged. This paper studied the measured annual
runoff sequence of four hydrological stations in the Yellow River. A. Wavelet analysis
The result shows that it is feasible to apply multi-resolution Wavelet analysis is a kind of time and frequency multi-
analysis in analyzing hydrology time sequence tread. resolution analysis method, which is a milestone in the history
Keywords- wavelet analysis; trend change㧧 time sequence㧧 of Fourier's analysis. Wavelet function ψ ( t ) possesses
Yellow River characteristic of shaking and weakening rapidly to zero. If its
Hydrology time series may be generally shown as linearity Fourier transformation satisfies the admissible
ψ (ω )
2
superimposition model
∞
condition ³ −∞ ω
dω < ∞ 㧘 then it is called basic
X t = Pt + Tt + Rt + δ t (1) wavelet or mother wavelet [3]. Function ψ a ,b ( t ) is derived

Where Pt is the tendency ingredient˗ Tt is the cyclical out through contraction and expansion translation of ψ ( t )

ingredient ˗ Rt and δ t respectively be the ingredient that

relies on one another stochastically and pure stochastic §t −b·
ingredient[1]. ψ a,b ( t ) = a −1/ 2ψ ¨ ¸ ˈ a, b ∈ R, a ≠ 0 (2)
© a ¹
The trend analysis mainly study the change rule of
hydrology time series order increment or decrement, which
present evidence for control and adjustment in water resources Where ψ a ,b ( t ) is continual wavelet, a is the scale factor,
exploitation and utilization. The tendency may be regarded as b is the time factor.
long period ingredient whose cyclical length is much longer
than the actual sequence, and low-frequency ingredient If ψ a ,b ( t ) satisfies (2), regarding the energy limited
represents the tendency component in the hydrology sequence.
In the statistic analysis about hydrology array, the traditional signal or the time series f ( t ) , its continual wavelet
method commonly use “the time domain analytic method” or
transformation is as following
“the frequency range analytic method” to process the data, the
former studies the statistical characteristic of time series from
the time structure, and the latter promulgates the statistical rule
1 ∞ § t −b ·
of time series using the spectrum function. The wavelet Wψ f ( a, b) =< f ,ψ a, b >= ³ f ( t )ψ ¨ ¸dt (3)
analysis method has the unique application in the hydrology a −∞
© a ¹
water resources region as a newly developing method in recent
years[2]㧘because it promulgates the statistical characteristic
of hydrology time series from two aspects of time and Where Wψ f ( a, b ) is the wavelet transformation ratio 㧘
frequency at the same time. Multi-resolution analysis( MRA) changing along with a, b ,and its essence is carrying on the
of the wavelet analysis decompose the hydrology time series
into low-frequency and high-frequency component, and thus
the changing tendency of hydrology time series may be judged
Author: XUE Xiao-jie(1973-) specialized in hydrology and water resource,
eco-environmental water requirement.
Foundation: National Natural Science Foundation Major Project(40501011)

978-1-4244-1748-3/08/$25.00 © 2008 IEEE 3495


§t −b·
filter to f ( t ) with different filter 㧧 ψ ¨ ¸ is the
© a ¹
§t −b·
conjugate function of ψ ¨ ¸ [4].
© a ¹
Continual wavelet transformation is often dispersed in
practical application, a = a0 , b = kb0 a0 , a0 > 1, b0 ∈ R ˈ
j j
k and j are integers, then the discrete wavelet transformation
of f ( t ) is [5]
Wψ f ( j , k ) = a ³ f ( t )ψ ( a t − kb0 ) dt (4)
− j/2 −j
0 0
R
B. Decomposition and reconstruction of
wavelet
In the practical application, hydrology time series are
dispersed. Thus, the decomposition and reconstruction of
hydrology time series must be carried on using discrete wavelet
transform which matches with it. The discrete wavelet
transform has many kinds of algorithms, in which Mallat
algorithm is comparatively in common use.
Regarding to arbitrary function f ( t ) ∈ V0 , we may
decompose it into high-frequency part d1 and low-frequency
part c1 , and then continue to decompose low-frequency part
c1 , repeating this above, and high-frequency part and the low
frequency part on the random criterion (or resolution) may be
obtained. Its algorithm is as follows
c j +1, k = ¦ h0 ( m − 2k ) c j , m
m
d j +1, k = ¦ h1 ( m − 2k ) c j ,m
m not only reflect the tendency of the hydrology time series quite
Where j is the decomposition criterion ˈ k , m are the
translation coefficient㧘 c j , k is the surplus coefficient or the
criterion coefficient belonging to the low-frequency ingredient
㧧 d j ,k is the wavelet coefficient belonging to the high-
frequency component㧧 h0 ( n ) , h1( n ) respectively are the filter
of low pass and high pass ˈ h1 ( m − 2k ) = ψ ,φ−1,n ˈ
h0 ( m − 2k ) = φ䯸 φ−1,n . φt is the criterion function 㧘and
ψ j䯸 k (t ) is the wavelet function.
We may identify the changing characteristic of hydrology
time series though carrying on the analysis to low-frequency
ingredient c j , k and high-frequency component d j ,k , such as
tendency, stochastic, cycleˈ etc.
The original sequence is possible to be restructured using
decomposed wavelet coefficient. The wavelet coefficient
reconstruction formula is
c j −1䯸 䰹䰉¦cj , k h0 ( m − 2k ) + ¦dj , k h1 ( m − 2k ) (7)
k k
When we use Mallat to decompose the hydrology time
series, a very obvious question is how to obtain initial input
sequence c j −1䯸 k ,and in the majority of applications, c j −1䯸 k is
taken approximately by f ( t ) directly, moreover, the
determination of the appropriate filter are also very important.
II. WAVELET ANALYSES APPLICATION IN HYDROLOGY
TIME SERIES TREND ANALYSIS
A. Step of wavelet analysis using in hydrology
time series trend analysis
To hydrology separate sequence f ( n ) which belongs to
2
L (R), it may be recorded as c0䯸 k . In the hydrology
sequence㧘 low-frequency represents the hydrology sequence
tendency, in multi-resolution analysis, then it corresponds the
low-frequency coefficient of the greatest criterion wavelet
transformation. Along with the increasing of criterion, time
resolution will reduceˈand this kind of development tendency
of hydrology sequence will be more obvious. We may
understand it in the frequency, for the low-frequency part of the
(5) criterion decomposes includes reduced high-frequency
component information while the level increasing. Some of the
higher frequency information will be removed when
decomposes to the next level, and the left is the hydrology
sequence tendency. As to the characteristic of hydrology
(6) sequence in itself, the surplus low-frequency coefficient may
obviouslyˈbut also will not lose the representation as long as
have carried on limited criterion of the multi-resolution
analysis. The step of wavelet analysis using in hydrology time
series trend analysis is as follows [6]㧦
1) According to the time frequency characteristic of the
hydrology time series, choose a wavelet and carry on the
multi-criterion decomposition to the hydrology sequence;
2) Carrying out the analysis to the hydrology time series
tendency ingredient through introducing standard of model
efficiency[7] in order to determine multi-resolution analysis
decomposition criterion n ;
3) According to the wavelet coefficient reconstruction
formula, we could obtain restructured hydrology time series of
each low frequency coefficient and judge the change tendency
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of hydrology time series through carrying on hydrology time 
series restructuring using the low-frequency coefficient n .

  P

B.Case study application 
Using actual annual flow materials of Guide㧘Lanzhou,      
<HDU*XLGHFULWHULRQGHFRPSRVLWLRQUHVWUXFWXULQJ
HeKouzhen, and the Sanmen Straits four stations which belong
to the Yellow River main current, (Guide station’s is from year 

P
1948 to 1997, other three stations’ are from year 1919 to 
1997),we could utilize the multi-resolution analysis to judge
the changing tendency of Yellow River actual runoff in the 
recent several dozens of years[8]. The selection of wavelet         
<HDU/DQ]KRXFULWHULRQGHFRPSRVLWLRQUHVWUXFWXULQJ
function is extremely important when carry on the hydrology
time series analysis with the Mallat algorithm, and the 
commonly used wavelets are the Haar orthogonal wavelet at

P 

present, Daubechies orthogonal wavelet, transect wavelet,
biorthogonal waveletˈ etc. The results are very different when 
use alien wavelets in the hydrology time series analysis, and         
the author considers the tight collection secondary transect <HDU+H.RX]KHQFULWHULRQGHFRPSRVLWLRQUHVWUXFWXULQJ
wavelet is quite suitable to hydrology annual flow sequence 
through selecting different wavelet analysis computation.

  P 

Secondary transect wavelet correspond filter transfer functions
iω iω 
ω· ω·
2 2
§ §
are H (ω ) = e 2 ¨ cos ¸ and H (ω ) = e ¨ cos
2         
¸ , <HDU6DQPHQ6WUDLWVFULWHULRQGHFRPSRVLWLRQUHVWUXFWXULQJ
© 2¹ © 2¹
which are respectively the low pass filter and the high pass Figure 1. Various hydrologic stations multi-resolution analysis
filter. According to the model efficiency standard to determine decomposition criterion and restructuring sequence tendency change curve
actual annual runoff disaggrega-tire criterion of various
hydrologic stations[9][10], and the Fig. 1 is restructuring
sequence of actual annual runoff sequence biggest disaggrega- TABLE II. THE PERCENTAGE OF VARIOUS HYDROLOGIC STATIONS
ACTUAL ANNUAL FLOW SEQUENCE TENDENCY INGREDIENT MODEL
tire criterion’s low-frequency coefficient for various hydrologic EFFICIENCY STANDARD OCCUPIES ORIGINAL SEQUENCE
stations, expressing actual annual runoff tendency ingredient of
The percentage of various hydrologic stations
various hydrologic stations, we may see from the chart that the
actual annual flow sequence tendency ingredient
Guide, Lanzhou, Hekouzhen, the Sanmen Straits four Table Head
model efficiency standard occupies original
hydrologic stations’ actual annual flow sequence have obvious sequence
reduced tendency. The reduced scope in the 1950s is shown in Guide Lanzhou He Kou Sanmen
Hydrologic station
Tab. 1. The percentage of time series tendency ingredient station station zhen Straits
occupying original sequence is shown in Tab. 2, the tendency The percentage of
the tendency
ingredient of the Guide station occupies the original sequence ingredient that each 60.26 59 59.01 57.66
60.26%, the tendency ingredient of Lanzhou station occupies station occupies
the original sequence 59%, the tendency ingredient of He Kou original sequence
zhen station occupies the original sequence 59.01%, and
Sanmen Straits station the tendency ingredient occupies the III. CONCLUSIONS
original sequence 57.66%. Summing-up from all above analysis
1) The multi- resolutions analysis to the hydrology time
TABLE I. VARIOUS HYDROLOGIC STATIONS YEAR ACTUAL RUNOFF
sequence 50s reduced scope value ˄108m3˅ series trend analysis is one effective feasible method,
comparing with the traditional method, its direct-viewing is
Various hydrologic stations year actual runoff sequence
Table Head
50s reduced scope value
stronger and computation speed is quicker;
Hydrologic 2) Study results indicated that actual annual runoff of the
50s~60s 60s~70s 70s~80s
station Yellow River has reduced tendency ,relating to the rapid
Guide station -20.4 -22.7 -28.1 increasing of water consumption as well as sharp reduction of
Lanzhou
station
-14.3 -17.7 -24.8 the Yellow River valley in the recent several dozens of years;
He Kou zhen -11.5 -14.0 -19.8 3) The wavelet analysis application is a new method in
San men
-19.2 -23.8 -33.1 analyses the hydrology sequence trend, so it also needs to
Straits
explore and improve unceasingly, especially to choose the
wavelet function to suit hydrology sequence needs further
study.

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