WATER

RESOURCES

RESEARCH,

VOL. 16, NO. 2, PAGES 289-296, APRIL

1980

On the StatisticalCharacteristics Drought Events of

JOHN A. DRACUP, KIL $EONG LEE AND EDWIN G. PAULSON, JR.
Schoolof Engineering AppliedScience, and University California,LosAngeles, of California90024
Severalstatistical testsare performedon streamflowseriesfor purposes analyzingmultiyear drought of events.These statisticaltestson both high-flow and drought event parametersinclude (1) stationarityin termsof their linear trend; (2) randomness termsof lag-1 serial correlation;(3) correlationand cross in correlationbetweentheseparameters (duration,magnitudeand severity).The testresults and their implicationsare discussed relation with the characterization high-flow and drought event series.Two in of typesof envelopes droughtdurationand severityare presented for which useTschebycheff's inequality. These envelopesgive an excellentindication of the maximum responseof a watershedin terms of droughtduration and severityduring the period of record.

INTRODUCTION

Knowledgeconcerninghydrologicdrought (extendedperiods of below normal streamflow)is an important aspectin the planning of water resourcesystems and in the allocation of available stream flows among a variety of competing uses. However, the study of droughtsin terms of duration, magnitude (averagedeficit), and severity(total deficit) is one of the most seriouslyneglectedaspects the science hydrology. of of Relatively, little attention has been given to the quantitative and qualitativeaspects droughtanalysis. of Much of the existing droughtstudies refer to specific basins particularhistorior cal droughts.Notable exceptions, however,include Huff and Changnon[1964], who developed a method of estimating drought streamflowfrequencyby using low precipitationfrequency and a single geomorphicindex; Whipple[1966], who applied the station-yearmethod of regionalfrequencyanalysis to multiyear hydrologic droughts; Yevjevich[1967], who

appliedthe statistical theoryof runsto the analysis drought of events;and Askew et al. [1971], who observedthat existing syntheticstreamflowgenerationmodelsfail to accuratelyremagnitude (M) -- severity(S)/duration (D) producehistoricalcritical periods. A thorough understandingof drought parameters is reSince any one of the parametersis completely determined quired for the development of a stochasticmodel that will by the other two, only two are requiredto specifya high flow generatedroughteventsand would be usefulin devisingvalid or drought event. Duration and severitycan be considered to methodsof performingregionaldroughtfrequencyanalysis. be the two primary parameters which dependdirectly on the annual streamflowvalues,and magnitudeis taken to be a secMETHODOLOGY ondary parameter which dependson duration and severity. Before proceeding, is necessary define the type of hyit to Also, it should be clear that severity and magnitude are not drologiceventbeingdealtwith in thispaper.In a previous pajust randomvariables randomvariables but indexedby a ranper [Dracup et al., 1980], we outlined four decisionsto be dom duration. made in arriving at a viable drought definition: the nature of Given the foregoingthree parametersdefining high flow or the water deficit (e.g., precipitation, soil moisture, streammultiyeardroughtevents, followingstatistical the analyses are flow), the basic time unit of the data (e.g., month, season, performedin order to gain a more thoroughunderstanding of year), the truncationlevel,which distinguishes flowsfrom low the complexnature of prolongeddroughts:(1) stationarityof high flows(e.g.,mean, median,mode),and the regionalization event parameters termsof any linear trend; (2) randomness in and/or standardizationapproach. This paper is concerned in terms of lag-I serial correlation;(3) correlation between with streamflow droughtonly. Althoughperiodsof low pre- two of the threeeventparameters a single for event; cross (4) cipitation clearly have a dominant impact on periodsof low correlation between the parameters of successive high-flow runoff, only the characteristics theselow runoff periodsare and drought events or successive of drought and high-flow considered. Consideredhere are extendedlow-flow periods events. No attempt is made here to identify the probability
lasting 1 year or more, and hence annual streamflow data is employed. Unless otherwise specified,the truncation level usedwill be the long-term mean annual flow for the streamof interest.No regionalizationprocedureis utilized, and thus the drought characteristics areal extent are neglected. of
Copyright 1980by the AmericanGeophysical Union.
Paper number 9W1440.
0043-1397/80/009W1440501.00
289

Basedupon the abovedecisions and the theory of runs suggestedby Yevjevich[1967], the drought event for a particular streamis formulatedby taking the historicalrecordof annual streamflowand dividing it accordingto the long-term mean annual flow, then combining all adjacent years for which the annual runoff is below the long-term mean into drought events.Similarly, all adjacentyearsfor which the annual runoff is above the long-term mean are combinedinto high-flow events. Then the resultinghigh-flow and drought events are composedof three defining attributes;namely, duration (the number of consecutive years for which the annual streamflow is either aboveor below the long-termmean), severity(the'cumulative excess deficit at streamflowfor that duration), and or magnitude(the averageexcess deficit of streamflowfor that or duration). These characteristics will be denoted by DH, and M,t for high-flow eventsand D,, $,, and M, for drought events. Becauseof the way they are defined, high-flow and droughteventsmust alternatein sequence, and three parameters for each event are related by the expression

densityor distributionfunctions that bestdescribe theseevent

parameters.

The test data usedin this studymainly included California streamswhich give a variety of streamflowrecordsfrom semiarid to humid environments. Other streamflow data in the

U.S. were usedto alleviatethe geographic locality problemfor

290

DRACUP ET AL.: DROUGHTS TABLE 1. t Test a Values for Nonstationarityof Drought and High-Flow Characteristics High-Flow Drought

California Streams
Eel River

Duration
+ NS

Magnitude
+S

Severity
+S

Duration
-0.10

Magnitude
- S

Severity
-0.05

Trinity River
Mill Creek North Yuba River American River Merced River

+S
-S -S - S -0.02

+S
-S +NS +0.20 +NS

+S
-S +S - S +0.10

-NS
-0.02 -S - S -0.20

-S
-S +S +S -0.10

-S
-S +S +S -0.05

IndependenceCreek

-0.10

+S

- S

-0.10

+S

- S

(1) Signsrefer to the slopeof the linear regression. (2) NS (nonstationary) impliesa < 0.01. S (stationary) impliesa > 0.20.

a significantresult.All of the selected streamflows have no upstream diversionsor regulated storages.

STATIONARITY

jection of stationarityhypothesis (i.e., slope= 0) are given in

Table 1;in thistableNS indicates the series very nonthat is

stationary < 0.01) and S indicates (a that the series very stais tionary(a > 0.20). The signs refer to the slopeof the regression line.

The first statisticalcharacteristic testedwas the stationarity of the three event parametersfor both high flow and drought. This was done in order to isolateand assess time trendsin any these parameters over the length of the record. Any strong trends that may be identified can becomeimportant tools in the forecastingof future hydrologicevent characteristics.

Becauseof the small samplesize of both high-flow and

drought eventscontained in the historicalstreamflowrecords, it is difficultto draw any reliablequantitative conclusions from these results. But certain qualitative observationscan be

The degree stationarity the eventparameters deof of was terminedby testingthe slopeof the linear regression line by usingt statistic. The smallest valuesassociated a with the relOO

made by observingthe signsof the slope:(1) the increasing high-flowseverityalwaysimpliesthe increasing high-flow magnitude; thedecreasing (2) drought severity always implies the decreasing droughtduration;(3) neitherhigh-flowseverity nor

75

50

25
o

-25
-50

-100
1915

,25

35

45

55

65

75

85

,=

lOO

75

50
25
0

u.

F'
kl

'
I .

F
-J

,,,

-50
-75

-lOO 1915

25

35

45

55

65

75

85

Fig. 1. Precipitationand runoff events--Merced River.

DRACUP AL..'DROUGHTS ET
1.0

291

.90

.80

.70

.60

.50
1915

I
1925

I
1935
1st YEAR

I
1945
OF 5-YEAR

I
1955
PERIOD

i
1965
1975

Fig. 2. 5-yr movingaverage--Merced River.

drought severity are significantly nonstationary. The nonstationaritiesin magnitude and duration may be one of the reasonswhy Askew et al. [1971] found longer and lesssevere drought by streamflowgenerationmodels. There are two primary factors which may be responsible for nonstationarity in runoff records. One is associated with the input to the watershedsystemand concerns the existenceof trendsin precipitationrecords.The other is associated with the watershedsystemitself and concerns change a in the runoff coefficientas a result of changesin geomorphic characteristics. This can be investigatedby studyingthe historical series of R/P values, where R is mean annual runoff

other than some form of local climatic change. But it can be shown graphically that, in general, the ratio R/P is higher than average for high-flow (or high-precipitation) years and lower than averagefor drought (or low-precipitation)years.
Thus the runoff' coefficient can be viewed as a nonlinear scal-

ing function which most stronglyaffectsthe amplitude of extreme high-flow and droughtevents.As a result,this effectof the runoff.coefficientserves augmentthe increasing to trend in the varianceof the precipitationto yield the stronger trend in
the runoff. RANDOMNESS

and P is annual precipitation[Huff and Changnon,1964].Performing these two investigationsfor the Merced River indicates that an increasing trend in precipitation is at least partly responsible the positivenonstationarity high-flow for of magnitude(Figure 1). There is no systematic variation in R/P ratio, and thus changingbasin characteristics apparently are not contributing to the nonstationarity of high-flow magnitude for the Merced River (Figure 2). While the nonstationarity of variance in the precipitation series is apparent from the graph, the degree of nonstationarity is lessthan that for the magnitude of runoff events. It is difficult to postulate a cause for this phenomenon

The randomness, termsof the lag-1 serialdependence, in of the high-flowand droughteventparameters wastestedin order to assess the persistence these parameters.The serial of correlation can be useful for planning and/or prediction purposes; a strongcorrelationis found betweentwo successive if valuesfor a given event parameter,then the current event can
be used to estimatecertain characteristics the following fuof
ture event.

The degreeof randomness determinedby usingAnderwas son'stest for the lag-I serial correlationcoefficientunder the assumption a circulartime series. of Table 2 contains smallthe est a values associated with the rejection of randomness hy-

TABLE 2. z Test a Valuesfor Nonrandomness Drought and High-Flow Characteristics of High-Flow Drought

California Streams Duration

Eel River -R

Magnitude
-R

Severity
-R

Duration
-R

Magnitude
-R

Severity
-NR

Trinity River
Mill Creek North Yuba River

-R
-R -R

+R
+0.10 +R

-0.20
-R -0.05

-0.20
-0.20 -R

-R
-R -0.10

-0.20
-R -0.10 -0.20 -R

American River Merced River

-R +0.20

-R +0.20

-0.10 +R

-R -R

-0.05 -0.10

Independence Creek

-R

-R

-R

+0.05

-R

-R

(1) Signsrefer to the sign of the serial correlationcoecient. (2) NR (nonrandom)impliesa < 0.01. R (random)implies.La > 0.20.

292
15

DRACUP AL.:DROUGHTS ET
15

MERCED

RIVER

AT

TOPANGA CREEK, CA

POHONO BRIDGE, CA

10

10

1 I
o

I I I

o
o

o
o

0
0

-o
i

o
i

o
I i

-0

0
i I

0
I I

,I

I
lO

I
15

I
_

, ,
Dn , YEARS

I ,
10

, ,

I
15

Dn , YEARS

15

15--

EEL RIVER

AT

MILL

CREEK

NEAR

SCOTIA, CA

LOS MOLlNOS, CA

10

I I

-O
O

O
O O

O
I I

O
I

O
I

-O

O
I I i

O
I

I
5

I
lo

I
15

I
5

, , ,
lO

I, I

I J
15

Dn , YEARS

Dn , YEARS

Fig. 3. Envelopes droughtdurationevents: of (circle)observed data; (dashedline) Tschebycheff's estimate; (solid line) proposedmaximum.

particularly for severity,the data points are clusteredin the lower left-hand comer and thus have a typically lower triIn order to assess thesenegativeserial correlations, scatter- angular shape (solid line). This distribution of data indicates gramswere plottedfor droughtduration(Figures3 and 4) and that extremely severedroughtsvery rarely follow other exdrought severity (Figures 5 and 6). For four California treme droughtsand hencethat there is not a large degreeof streams, as well as for four other streams in the U.S., con- persistence droughtevents. course, in Of theseenvelopes are servative estimates of range (or maximum) flow from not prohibitive limits; rather they express the maximum reTschebycheWs inequality [Harris, 1966] are shownby square sponseof the watershedduring the period of record. These dotted lines. These estimatesfor independent samplesfrom upperlimits may thusbe thoughtof ashavinga recurrence inwhether random or nonrandom.

pothesis(i.e., Pl ' 0) using z statistic.In this table, NR indicates that the seriesis very nonrandom (a < 0.01) and R indicatesthat the seriesis very random (a > 0.20). The signs of the a values refer to the signsof the lag-1 serial correlation coefficients calculated for each event parameter. Even though it is meaningless draw a completepicture of to correlograms because the samplesizelimitation, resultsfor of the lag-1 serialcorrelationcoefficients show(1) negativepl of high-flow duration is always associated with negativep, of high-flow severity;(2) negativePl of droughtmagnitudeis always associated with negativepl of drought severity;(3) the most random parameter is duration, whereasthe most nonrandom parameteris severity.Nearly all drought parameters for the streamsof study exhibit negative serial correlation,

any distribution can be represented terms of their mean in (u,),standarddeviation(o,),and the numberof sampleevents
(n):

max X = ux + (n)l/2ox
Considering hard predictability severe the of drought[Beard
and Kubik, 1972], these limits could be useful as an estimate

of droughtduration and severity. Althoughit is clearthat noneof the relationships linear, are it is nonetheless interesting notethat (1) for randomparamto eters, particularly for duration, these TschebycheWs maximums can be representedin reduced form (solid line) by

replacing 1/2with (n/2)1/2; for nonrandom (n) (2) parameters,

DRACUP AL.: DROUGHTS ET

293

terval of exceedence N, whereN is the lengthof the historiof

cal record.

One popularindexof droughtseverity the criticalperiod, is defined as the lowest long-term streamflowperiod in the historical record. The critical period is used in reservoirdesign and operation studies.While the critical period providesan estimateof the worstexpected droughtevent,thereis no a priori indicationprovidedfor whenthiseventmight occur.However, the lower triangular scattergram indicatesthat the most extreme attributesof the next drought event are at least partially determined by the last one. Thus theseenvelopes provide a more realisticinterpretationof the drought response (for severalyears of reservoiroperation)than the critical pe-

riod approach,sinceit recognizes and utilizesthe temporal variability in critical drought response.
CORRELATION BETWEEN EVENT PARAMETERS

applicationof conventionalstatisticaltechniques determine to the degree of associationbetweenthe three possiblepairings for a given event (correlation) and between high-flow and drought or drought and high-flow events(crosscorrelation). The resultsare a quantification of the internal and external structureof high-flow and drought event series.The purpose of this test is to identify the strongestand weakest relationshipsbetweenevent parametersin order to determine which are crucial in the useof frequencyanalysisto assess forththe coming events. As in the test of stationarity and randomness, Tables 3 and 4 containthe smallest valuesassociated a with the rejectionof hypotheses -- 0) that uset statistic. indicatesthat the as(r ID sociationis not significant,and D indicatesthat the association is very significant.The signsrefer to the signsof correlation or cross-correlation coefficient. From these tables, we can

As a further meansof gaining insight into the complex occurrenceof a high-flow or droughtevent, the relationships between the three event parametersfor a given and two consecutive events have been investigated. This entails the

see that (1) for the internal dependence (particularly of drought), duration and magnitudeare the least correlatedparameters, whereas duration and severity are the most correlated parameters;(2) for the external dependence,the high flow and drought events pair is more correlated than the

15
SUSQUEHANNA RIVER

15--

GREENBRIER

RIVER

AT

AT HARRISBURG,

PA

ALDERSON, W. VA

10

-0

-0
-0

0
0 0 0 0

-ooo

I
15

Dn , YEARS

Dn , YEARS

15

15--

OCONEE

RIVER

AT

FOX

RIVER

AT

DUBLIN, GA

BERLIN, WIS

10

I
--0 0 0

I
0

--

-0

0
0

-0
-0

0
0
0 0

0
0

-0

I
5

[
lO

I
15

I,,
10

I
15

YEARS

Dn , YEARS
proposedmaximum.

Fig. 4. Envelopes droughtdurationevents: of (circle)observed data;(dashed line) Tschebycheff's estimate; (solid line)

294

DRACUP ET AL.' DROUGHTS

TABLE 3.

t Test a Values for Correlationof Drought and High-Flow Characteristics High-Flow Drought

Duration
Versus

Duration
Versus

Magnitude
Versus

Duration
Versus

Duration
Versus

Magnitude
Versus

California

Streams

Magnitude
-ID

Severity
+D

Severity
+0.05

Magnitude
+ID

Severity
+D

Severity
+0.10

Eel River

Trinity River
Mill Creek North Yuba River American River Merced River

-ID
-ID -ID -0.20 -0.20

+D
+0.10 +D +0.02 +0.05

+0.20
+ID +ID + ID -0.10

+ ID
-ID +ID + ID -ID

+D
+D +D +D +D

+0.20
+ID +0.02 +0.10 +0.10

Independence Creek

-ID

+D

+ID

-ID

+0.05

+0.10

(1) Signsrefer to the signof the correlationcoefficient. (2) ID (independent) impliesa > 0.20. D (dependent) impliesa < 0.01.

drought and high flow pair, in termsof their magnitudeand

severity. The first result explainsthe following order of coefficients of variation (C,) for drought events,which holds for almost every stream in the U.S.:

severity(as a D, M, product) is larger, sinceduration and magnitude are almost uncorrelated. Moreover, these characteristicsof internal dependencegive rise to two choicesof

modeling methodsfor a completedescriptionof drought

event. One is to use duration and magnitudeunder the assumption of independence,and the other is to use duration and severityunder the assumption dependence. variation of A

C(M,) < C(D,) < C(S,)

The C of magnitude(as a SL/D,. ratio) is smaller,sincesever- of the first approach has been studied with a combined use of ity and duration are most positivelycorrelated,and the C of the Markov chain theoryfor durationand the autoregression
1,500

f
1,000
500
20

TOPANGA CREEK, CA
J

I
500 1,000 1,5000

-OI OiI I [ I I I JI OI
20 40

I
60

Sn , cfs

Sn , f$

3,000

----' MILL CREEK NEAR I

MOLINOS, CA 2,000
500

_
1,000 2,000 3,000

',
o %0 I

Ood::,

, , , i , , , "I I
500

$n' cfs
proposedmaximum.

Sn,cfs

Fig. 5. Envelopes drought of severity events: (circle)observed data;(dashed line) Tschebycheff's estimate; (solidline)

DRACUP AL.: DROUGHTS ET

75,000

295

SUSQUEHANNA RIVERAT
,.

50,000

7 '*ARRISBURG, PA! 15,000

25,000 50,000

25,000

-o
,,
75,000

5,000

10,000

15,000

S , cfs n

S , cfs n

3,000

2,000

FOX AT RIVER
WIS

2,000

1,000

0
,I
1,000 2,000 3,000 1,000 2,000

S , cfs n

S , cfs n

Fig. 6. Envelopesof droughtseverityevents:(circle) observed data; (dashedline) Tschebycheff's estimate;(solid line) proposedmaximum.

model for magnitude to study the annual high- and low-flow series[Jackson,1975]. The secondresult might be expectedfrom the observation that high flow is more dependenton the input (precipitation) as an input-outputrelationship, low flow is more depenbut dent on the output (high flow) as an output-outputrelationship in a regression analysis a river basinsystem[Orsborn, of 1974]. Thus we can considera high flow and the following droughtas a one-renewalperiod which is an externallyinde-

CONCLUSION

Basedupon the definition of high-flow and drought events, a method of analyzing the characteristics event parameters of has been recommended.The three important event parametersof duration, magnitude,and severityhave beendefinedin accordance with the theory of runsand the four decisions pertaining to the multiyear drought event. A procedurewhich concerns itself with the stochastic properties of drought betweenthese parameters pendent eventcyclein the same way that a yearcanbe treated parametersand the relationships has been proposed.The four basic statisticaltests for this as a one-renewal period for monthlystreamflows.
TABLE 4. t Testa Valuesfor Cross Correlation DroughtandHigh-FlowCharacteristics of
High-Flow and Drought
Drought and High-Flow

CalifOrnia Streams Duration

Magnitude

Severity

Duration

Magnitude

Severity

Eel River
Trinity River
Mill Creek North Yuba River American River Merced River

-ID
-ID
-ID +ID + ID -ID

-ID
-ID
-ID -ID +0.20 -0.20

-0.05
+ ID
+0.20 -ID + ID -0.20

-ID
+ ID
-ID -ID -ID + ID

-ID
+ ID
-ID +ID -ID + ID

-ID
-ID
-ID +ID + ID -ID

Independence Creek

+ID

+ID

+ID

+ID

-ID

-ID

(1) Signsreferto the signof the cross-correlation coefficient. (2) ID (independent) implies > 0.20.D (dependent) a implies < 0.01. a

296

DRACUP AL.: DROUGHTS ET

u, mean of a random variable X. o, standard deviation of a random variable X. n the number of eventsfor a given historical record.

characterization droughteventsincludestationarity each of of parameterin termsof their linear trend, randomness terms in of lag-I serial correlation, correlation between two of three event parametersfor a singleevent, and cross correlationbetween the parametersof a successive high-flow and drought event pair. The use of runoff/precipitation ratio for the study of nonstationarityin event parametersrevealedthat precipitation is at least partly responsiblefor the nonstationarity.However, the runoff coefficientactslike a nonlinear amplificationfactor to the precipitation event series. The scattergrams lag-I serial dependenceof event paof rametersshoweda typical reducedsquareor lower triangular shapewhich expresses maximum response the waterthe of shedin termsof the length of record.This approachshouldbe significantto the study of reservoiroperations,as compared with the conventionalcritical period analysis. The resultfrom the correlationstudyrenderedtwo choices basicparameters of for a completedescriptionof droughtevent,and the cross-cor-

N the period of record in years. R/P runoff/precipitation ratio. p lag-I serial correlation coefficient.
r correlation or cross-correlation coefficient.

Cv coefficient of variation.

Acknowledgment. This report is based upon work supportedby

the National Science Foundation under Grant ENG 7711137.

Any opinions,findings,and conclusions recommendations or expressed this publicationare thoseof the author(s)and do not in necessarily reflectthe viewsof the National Science Foundation.

REFERENCES

relation result test gave concept anexternally the of independent renewal period for yearly streamflows. These basic statisticaltestsand its implication to the multiyear drought event parametersis an essential steptoward the development valid frequencyanalysis droughtand in the of of devisingof a stochastic model to generateevent series.
NOTATION

Askew, A. J., W. W-G. Yeh, and W. A. Hall, A comparativestudy of critical droughtsimulation,Water Resour. Res., 7(1), 52-62, 1971. Beard, L. R., and H. K. Kubik, Drought severityand water supplydependability, J. Irrig. Drain. Div., Amer. Sac. Civil Eng., 98(IR3), 433-442, 1972. Dracup, J. A., K. S. Lee, and E.G. Paulson,Jr., On the definition of droughts,Water Resour.Res., 16, this issue,1980. Harris, B., Theory of Probability, Addison-Wesley,Reading, Mass.,
1966.

DH D, MH M,
.q..

duration of highflow. duration of drought. magnitude of highflow. magnitude of drought.

severitv of highflow.

Huff, F. A., and S. A. Changnon,Jr., Relation betweenprecipitation, droughtand low streamflow,SurfaceWater, Publ. 63, pp. 167-180, Int. Ass. Sci. Hydrol., Gentbrugge,Belgium, 1964. Jackson,B. B., Markov mixture models for drought lengths, Water Resour. Res.,11(1), 54-63, 1975. Orsborn, J. F., Determining streamflowsfrom geomorphicparameters, J. Irrig. Drain. Div., Amer. Sac. Civil Eng., 11(IR4), 455-475,
1974.

S, NS S NR R 1D D X

severityof drought. (nonstationarity)implies a < 0.01. (stationarity)implies a > 0.20. (nonrandom)implies a < 0.01. (random) implies a > 0.20. (independent)implies a > 0.20 (dependent)implies a < 0.01. a random variable of event parameter.

Whipple, W., Jr., Regionaldroughtfrequency analysis, Irrig. Drain. J. Div., Amer. Sac. Civil Eng., 92(IR2), 11-31, 1966. Yevjevich,V. M., An objective approach definitions to and investigations of continental hydrologic droughts, Hydral. Pap. 23, Colo.
State Univ., Ft. Collins, 1967.

(ReceivedMarch 13, 1979; acceptedOctober 4, 1979.)