Prediction of hydrological drought durations based on Markov chains: case of the Canadian prairies

Hydrological drought durations (lengths) in the Canadian prairies were modelled using the standardized hydrological index (SHI) sequences derived from the streamflow series at annual, monthly and weekly time scales. The rivers chosen for the study present high levels of persistence (as indicated by values exceeding 0.95 for lag-1 autocorrelation in weekly SHI sequences), because they encompass large catchment areas (2210-119 000 km(2)) and traverse, or originate in, lakes. For such rivers, Markov chain models were found to be simple and efficient tools for predicting the drought duration (year, month, or week) based on annual, monthly and weekly SHI sequences. The prediction of drought durations was accomplished at threshold levels corresponding to median flow (Q50) (drought probability, q = 0.5) to Q95 (drought probability, q = 0.05) exceedence levels in the SHI sequences. The first-order Markov chain or the random model was found to be acceptable for the prediction of annual drought lengths, based on the Hazen plotting position formula for exceedence probability, because of the small sample size of annual streamflows. On monthly and weekly time scales, the second-order Markov chain model was found to be satisfactory using the Weibull plotting position formula for exceedence probability. The crucial element in modelling drought lengths is the reliable estimation of parameters (conditional probabilities) of the first- and second-order persistence, which were estimated using the notions implicit in the discrete autoregressive moving average class of models. The variance of drought durations is of particular significance, because it plays a crucial role in the accurate estimation of persistence parameters. Although, the counting method of the estimation of persistence parameters was found to be unsatisfactory, it proved useful in setting the initial values and also in subsequent adjustment of the variance-based estimates of persistence parameters. At low threshold levels corresponding to q < 0.20, even the first-order Markov chain can be construed as a satisfactory model for predicting drought durations based on monthly and weekly SHI sequences.