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Generators

Base Class

Generator

Generator(*, name: Optional[str] = None, debug: bool = False)

Bases: ABC

Abstract base class for all synthetic generation methods.

All generator implementations should inherit from this class. Follows the scikit-learn pattern: __init__ configures the algorithm, fit(Q_obs) learns from data, generate() produces synthetic flows.

Class Attributes

supports_multisite : bool Whether this generator supports multiple sites. Default False. supported_frequencies : tuple of str Pandas frequency strings this generator accepts (e.g., ('MS',)).

Initialize the generator with algorithm configuration.

Subclasses add algorithm-specific keyword-only parameters before name and debug. Data is not passed here -- use fit(Q_obs) or preprocessing(Q_obs) instead.

Parameters:

Name Type Description Default
name str

Name identifier for this generator instance.

None
debug bool

Enable debug logging.

False

is_fitted property

is_fitted: bool

Check if generator is fitted.

is_preprocessed property

is_preprocessed: bool

Check if preprocessing is complete.

n_sites property

n_sites: int

Number of sites in the generator.

Returns:

Type Description
int

Number of sites.

Raises:

Type Description
ValueError

If preprocessing not yet run.

sites property

sites: List[str]

List of site names.

Returns:

Type Description
List[str]

Site identifiers.

Raises:

Type Description
ValueError

If preprocessing not yet run.

output_frequency abstractmethod property

output_frequency: str

Temporal frequency of generated output.

Returns:

Type Description
str

Pandas frequency string (e.g., 'MS' for monthly, 'D' for daily).

validate_input_data

validate_input_data(data: Union[Series, DataFrame]) -> pd.DataFrame

Validate and standardize input data format.

Checks type, DatetimeIndex, NaN content, negative values, data frequency, and minimum record length.

Parameters:

Name Type Description Default
data Series or DataFrame

Input time series data

required

Returns:

Type Description
DataFrame

Validated and standardized data

Raises:

Type Description
ValueError

If data format is invalid

TypeError

If data type is unsupported

validate_preprocessing

validate_preprocessing() -> None

Check if preprocessing has been completed.

Raises:

Type Description
ValueError

If preprocessing() has not been run.

validate_fit

validate_fit() -> None

Check if generator has been fitted.

Raises:

Type Description
ValueError

If fit() has not been run.

update_state

update_state(preprocessed: Optional[bool] = None, fitted: Optional[bool] = None) -> None

Update generator state flags.

Parameters:

Name Type Description Default
preprocessed bool

Set preprocessing state.

None
fitted bool

Set fitted state.

None

get_params

get_params(deep: bool = True) -> Dict[str, Any]

Get initialization parameters (scikit-learn style).

Returns only constructor/configuration parameters, not fitted values. Following scikit-learn convention for compatibility.

Parameters:

Name Type Description Default
deep bool

If True, return deep copy of parameters.

True

Returns:

Type Description
Dict[str, Any]

Dictionary of initialization parameters.

get_fitted_params

get_fitted_params() -> Dict[str, Any]

Get parameters learned from data during fit().

Returns:

Type Description
Dict[str, Any]

Dictionary of fitted parameters (all keys end with underscore).

Raises:

Type Description
ValueError

If generator has not been fitted yet.

summary

summary(show_fitted: bool = True) -> str

Generate comprehensive summary of generator configuration and fit.

Parameters:

Name Type Description Default
show_fitted bool

Whether to include fitted parameters in summary.

True

Returns:

Type Description
str

Formatted summary string.

get_state_info

get_state_info() -> Dict[str, Any]

Get complete state information including params and metadata.

Returns:

Type Description
Dict[str, Any]

Dictionary containing all generator state, parameters, and metadata.

save

save(filepath: str) -> None

Save fitted generator to file using pickle.

Parameters:

Name Type Description Default
filepath str

Path to save the generator.

required

Raises:

Type Description
ValueError

If generator is not fitted.

load classmethod

load(filepath: str) -> Generator

Load fitted generator from file.

Parameters:

Name Type Description Default
filepath str

Path to saved generator file.

required

Returns:

Type Description
Generator

Loaded generator instance.

preprocessing abstractmethod

preprocessing(Q_obs: Union[Series, DataFrame], *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Preprocess and validate observed flow data.

Implementations should: 1. Call _store_obs_data(Q_obs, sites) to validate and store data 2. Perform generator-specific data preparation 3. Call update_state(preprocessed=True) at end

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed historical flow data.

required
sites list of str

Sites to use. If None, uses all columns.

None
**kwargs Any

Additional preprocessing parameters.

{}

fit abstractmethod

fit(Q_obs: Optional[Union[Series, DataFrame]] = None, *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Fit the generator to observed flow data.

If Q_obs is provided, preprocessing() is called automatically. If omitted, a prior call to preprocessing() is required.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed data. If provided, runs preprocessing automatically.

None
sites list of str

Sites to use (only when Q_obs is provided).

None
**kwargs Any

Additional fitting parameters.

{}

generate abstractmethod

generate(n_realizations: int = 1, n_years: Optional[int] = None, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs: Any) -> Ensemble

Generate synthetic streamflow realizations.

Implementations should: 1. Call validate_fit() at start 2. Set random seed if provided 3. Generate synthetic flows 4. Return Ensemble object containing all realizations

Parameters:

Name Type Description Default
n_realizations int

Number of synthetic realizations to generate.

1
n_years int

Number of years to generate (alternative to n_timesteps).

None
n_timesteps int

Number of timesteps to generate explicitly.

None
seed int

Random seed for reproducibility.

None
**kwargs Any

Additional generation parameters.

{}

Returns:

Type Description
Ensemble

Generated synthetic flows as an Ensemble object.


Parametric

ThomasFieringGenerator

ThomasFieringGenerator

ThomasFieringGenerator(*, name: Optional[str] = None, debug: bool = False, **kwargs)

Bases: Generator

Thomas-Fiering autoregressive model for monthly streamflow generation.

Generates synthetic monthly streamflows using a lag-1 autoregressive model with Stedinger-Taylor normalization. Preserves monthly means, standard deviations, and lag-1 serial correlations.

Note: Thomas-Fiering is a univariate method (single site only).

Examples:

>>> import pandas as pd
>>> from synhydro.methods.generate.parametric.thomas_fiering import ThomasFieringGenerator
>>> Q_monthly = pd.read_csv('monthly_flows.csv', index_col=0, parse_dates=True)
>>> tf = ThomasFieringGenerator()
>>> tf.fit(Q_monthly.iloc[:, 0])
>>> ensemble = tf.generate(n_years=10, n_realizations=5)
References

Thomas, H.A., and Fiering, M.B. (1962). Mathematical synthesis of streamflow sequences for the analysis of river basins by simulation.

Stedinger, J.R., and Taylor, M.R. (1982). Synthetic streamflow generation: 1. Model verification and validation. Water Resources Research, 18(4), 909-918.

Initialize the ThomasFieringGenerator.

Parameters:

Name Type Description Default
name str

Name for this generator instance.

None
debug bool

Enable debug logging.

False
**kwargs dict

Additional parameters (currently unused).

{}

output_frequency property

output_frequency: str

Thomas-Fiering generator produces monthly output.

preprocessing

preprocessing(Q_obs, *, sites: Optional[list] = None, **kwargs) -> None

Preprocess observed data for Thomas-Fiering generation.

Validates input, resamples to monthly if needed, and applies Stedinger-Taylor normalization.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Streamflow data with DatetimeIndex. Must be single site.

required
sites list

Not used (Thomas-Fiering is univariate).

None
**kwargs dict

Additional parameters (currently unused).

{}

fit

fit(Q_obs=None, *, sites=None, **kwargs) -> None

Estimate Thomas-Fiering model parameters from normalized flows.

Calculates monthly means, standard deviations, and lag-1 serial correlations from normalized flows.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

If provided, calls preprocessing automatically.

None
sites list

Sites to use (passed to preprocessing if Q_obs provided).

None
**kwargs dict

Additional parameters (currently unused).

{}

generate

generate(n_years: Optional[int] = None, n_realizations: int = 1, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs) -> Ensemble

Generate synthetic monthly streamflows.

Parameters:

Name Type Description Default
n_years int

Number of years to generate per realization. If None, uses the length of historic data.

None
n_realizations int

Number of synthetic realizations to generate.

1
n_timesteps int

Number of monthly timesteps to generate. If provided, overrides n_years.

None
seed int

Random seed for reproducibility.

None
**kwargs dict

Additional parameters (currently unused).

{}

Returns:

Type Description
Ensemble

Ensemble object containing all realizations.

Raises:

Type Description
ValueError

If neither n_years nor n_timesteps is provided.


MatalasGenerator

MatalasGenerator

MatalasGenerator(*, log_transform: bool = True, burn_in: int = 120, name: Optional[str] = None, debug: bool = False, **kwargs)

Bases: Generator

Matalas (1967) multi-site monthly lag-1 autoregressive (MAR(1)) model.

The standard classical baseline for parametric multi-site stochastic generation. Extends the Thomas-Fiering univariate model to n sites using matrix autoregression, preserving contemporaneous cross-site correlations and lag-1 temporal structure at each site.

For each monthly transition m -> m+1, generates:

Z(t+1) = A(m) * Z(t) + B(m) * eps(t+1)

where Z are standardized flows across all sites, eps ~ N(0, I), and A, B are coefficient matrices fitted from observed cross-correlations.

Parameters:

Name Type Description Default
log_transform bool

Apply log(Q + 1) transformation before standardization to reduce skewness and improve normality assumption.

True
burn_in int

Number of extra months simulated before the first output month and discarded. The recursion is started from Z ~ N(0, I), which ignores the spatial correlation S0; the burn-in lets the chain reach its periodic stationary distribution so that the first retained month already carries the fitted cross-site correlation. The burn-in is rounded up to a whole number of years so that the first retained month is always January. Set to 0 to start output directly from the N(0, I) initial state.

120
name str

Name for this generator instance.

None
debug bool

Enable debug logging.

False
Notes

The coefficient matrices are derived from the lag-0 and lag-1 cross-correlation matrices of the standardized flows:

A(m) = S1(m) * S0(m)^-1
B(m) * B(m)^T = S0(m+1) - A(m) * S0(m) * A(m)^T

where S0(m) is the contemporaneous correlation matrix at month m and S1(m) is the lag-1 cross-correlation between months m+1 and m. B(m) is the lower Cholesky factor of the residual covariance. Matalas (1967) obtains B by principal components; any B* = B O with O orthogonal gives the same B B^T (Matalas Eqs. 19-20), so the Cholesky factor is equivalent.

Examples:

>>> gen = MatalasGenerator(log_transform=True)
>>> gen.fit(Q_monthly)
>>> ensemble = gen.generate(n_years=100, n_realizations=50, seed=42)
References

Matalas, N. C. (1967). Mathematical assessment of synthetic hydrology. Water Resources Research, 3(4), 937-945.

Salas, J. D., Delleur, J. W., Yevjevich, V., & Lane, W. L. (1980). Applied Modeling of Hydrologic Time Series. Water Resources Publications.

preprocessing

preprocessing(Q_obs, *, sites: Optional[list] = None, **kwargs) -> None

Validate input and resample to monthly frequency.

Parameters:

Name Type Description Default
Q_obs DataFrame or Series

Monthly streamflow with DatetimeIndex. Columns are sites.

required
sites list

Subset of site columns to use. Uses all columns if None.

None
**kwargs dict

Unused.

{}

fit

fit(Q_obs=None, *, sites=None, **kwargs) -> None

Estimate MAR(1) coefficient matrices from observed monthly flows.

For each of the 12 monthly transitions, computes lag-0 (S0) and lag-1 (S1) cross-correlation matrices then solves for A and B.

Parameters:

Name Type Description Default
Q_obs DataFrame or Series

If provided, calls preprocessing automatically.

None
sites list

Sites to use (passed to preprocessing if Q_obs provided).

None
**kwargs dict

Unused.

{}

generate

generate(n_years: Optional[int] = None, n_realizations: int = 1, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs) -> Ensemble

Generate synthetic monthly streamflows at all sites.

Parameters:

Name Type Description Default
n_years int

Years per realization. Defaults to length of historic record.

None
n_realizations int

Number of independent synthetic sequences.

1
n_timesteps int

Total monthly timesteps; overrides n_years when provided.

None
seed int

Random seed for reproducibility.

None
**kwargs dict

Unused.

{}

Returns:

Type Description
Ensemble

Collection of synthetic realizations.


ARFIMAGenerator

ARFIMAGenerator

ARFIMAGenerator(*, p: int = 1, q: int = 0, d_method: str = 'mle', truncation_lag: int = 100, auto_order: bool = False, order_criterion: str = 'aic', backcast_length: int = 30, d_bounds: Tuple[float, float] = (-0.49, 0.49), name: Optional[str] = None, debug: bool = False, **kwargs)

Bases: Generator

Autoregressive Fractionally Integrated Moving Average (ARFIMA) generator for synthetic monthly/annual streamflow generation.

Generates synthetic streamflows using an ARFIMA model that captures long-range dependence through fractional differencing parameter d in (-0.5, 0.5). The model preserves Hurst exponent, seasonal patterns (if monthly), and autocorrelation structure.

By default d and the ARMA(p,q) coefficients are estimated jointly by the approximate maximum likelihood method of Hosking (1984, Sec. 4.2): the series is fractionally differenced with backcast presample values (Eq. 9, M = 30) and the conditional sum of squares of the ARMA innovations is minimised over (d, phi, theta).

The Hurst exponent H relates to the fractional differencing parameter via H = d + 0.5, providing direct parameterization of long-memory behavior.

Preprocessing applies a shifted-lognormal transformation (Stedinger and Taylor, 1982) followed by per-period z-score standardization. The Gaussian ARFIMA process is fit in this transformed space. On back-transform, Q = tau + exp(Y) is strictly positive by construction, so no hard-clipping of synthetic flows is required (Hosking, 1984; Montanari et al., 1997).

Examples:

>>> import pandas as pd
>>> from synhydro.methods.generation.parametric.arfima import ARFIMAGenerator
>>> Q_monthly = pd.read_csv('monthly_flows.csv', index_col=0, parse_dates=True)
>>> arfima = ARFIMAGenerator()
>>> arfima.preprocessing(Q_monthly.iloc[:, 0])
>>> arfima.fit()
>>> ensemble = arfima.generate(n_years=50, n_realizations=100)
References

Hosking, J.R.M. (1984). Modeling persistence in hydrological time series using fractional differencing. Water Resources Research, 20(12), 1898-1908. https://doi.org/10.1029/WR020i012p01898

Initialize the ARFIMAGenerator.

Parameters:

Name Type Description Default
p int

AR order for the short-memory ARMA(p,q) component.

1
q int

MA order for the short-memory ARMA(p,q) component.

0
d_method str

Estimation method. 'mle' estimates d and the ARMA(p,q) coefficients jointly by Hosking's (1984, Sec. 4.2) approximate maximum likelihood (conditional sum of squares of the ARMA innovations of the fractionally differenced series, with backcast presample values). The remaining options are two-stage procedures that first estimate d from the series alone and then fit the ARMA part to the fractionally differenced residual: 'whittle' (profile Whittle likelihood of the ARFIMA(0,d,0) spectrum), 'gph' (Geweke-Porter-Hudak) or 'rs' (R/S analysis). The two-stage estimates of d are contaminated by short-memory structure when p + q > 0.

'mle'
truncation_lag int

Truncation lag K for the inverse fractional differencing filter used in generation (and for the fit-side differencing of the two-stage methods). The truncated inverse filter caps the simulated variance at sum_{k<=K} psi_k^2 (about 97% of the exact value at d = 0.3, but only 55% at d = 0.45 for K = 100); raise K (e.g. 1000 or more) when the estimated d exceeds about 0.4.

100
auto_order bool

If True, select (p, q) by an information-criterion grid search over p in {0, 1, 2} and q in {0, 1, 2}. Overrides user-supplied p and q values.

False
order_criterion str

Information criterion for auto_order: 'aic' (Hosking 1984, Sec. 5.1, with the delta_d term) or 'bic' (consistent for ARFIMA order selection, Huang et al. 2022).

'aic'
backcast_length int

Number M of presample values backcast with an AR(M) model before fractional differencing (Hosking 1984, Eq. 9 and Table 1). Used by d_method='mle' only. Set to 0 for Hosking's Eq. 8 (presample values equal to the mean). M is reduced to n // 4 for short records.

30
d_bounds tuple of float

Search interval for d in the joint estimator. Hosking's model is stationary and invertible for -0.5 < d < 0.5; use (0.01, 0.49) to restrict the fit to persistent processes.

(-0.49, 0.49)
name str

Name identifier for this generator instance.

None
debug bool

Enable debug logging.

False
**kwargs dict

Additional parameters (stored in init_params).

{}

output_frequency property

output_frequency: str

Return output frequency based on input data.

preprocessing

preprocessing(Q_obs, *, sites=None, **kwargs) -> None

Preprocess observed data for ARFIMA generation.

Validates input, ensures univariate data, applies a shifted-lognormal transformation (Stedinger and Taylor, 1982) followed by per-month z-score standardization to produce a stationary, approximately Gaussian residual series suitable for ARFIMA fitting.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed historical flow data.

required
sites list

Sites to keep. If None, uses all columns.

None
**kwargs dict

Additional preprocessing parameters.

{}

Raises:

Type Description
ValueError

If data has insufficient length or multiple sites.

Notes

The two-stage transformation guarantees strictly positive synthetic flows on back-transform (Q = tau + exp(Y) with tau >= 0), removing the need for hard-clipping. See Hosking (1984), Montanari et al. (1997), and Stedinger and Taylor (1982).

fit

fit(Q_obs=None, *, sites=None, **kwargs) -> None

Estimate ARFIMA model parameters from preprocessed data.

With d_method='mle' (default) d and the ARMA(p,q) coefficients are estimated jointly by Hosking's (1984, Sec. 4.2) approximate maximum likelihood; see _fit_joint_mle. With the two-stage methods the sequence is:

  1. Estimate d from the series alone ('whittle', 'gph' or 'rs')
  2. Apply truncated fractional differencing (Hosking Eq. 8)
  3. Fit ARMA(p,q) to the differenced series (Yule-Walker / CSS)

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

If provided, calls preprocessing automatically.

None
sites list

Sites to keep. Passed to preprocessing if Q_obs is provided.

None
**kwargs dict

Additional fitting parameters.

{}

Raises:

Type Description
ValueError

If fitting fails (e.g., ARMA estimation error).

generate

generate(n_realizations: int = 1, n_years: Optional[int] = None, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs) -> Ensemble

Generate synthetic streamflow realizations.

Sequence: 1. Generate white noise innovations 2. Apply AR recursion to obtain ARMA differenced series W_t 3. Invert fractional differencing via MA convolution (FIR filter) to recover X_t 4. Un-standardize and inverse Stedinger transform to original streamflow units 5. Return as Ensemble

Parameters:

Name Type Description Default
n_realizations int

Number of synthetic realizations to generate.

1
n_years int

Number of years to generate. If None, uses length of training data.

None
n_timesteps int

Number of timesteps to generate. Overrides n_years if provided.

None
seed int

Random seed for reproducibility.

None
**kwargs dict

Additional parameters (unused).

{}

Returns:

Type Description
Ensemble

Generated synthetic flows as an Ensemble object.

Raises:

Type Description
ValueError

If neither n_years nor n_timesteps is provided.


SPARTAGenerator

SPARTAGenerator

SPARTAGenerator(*, nataf_method: str = 'GH', nataf_n_eval: int = 9, nataf_poly_deg: int = 8, nataf_gh_nodes: int = 21, marginal_method: str = 'parametric', matrix_repair_method: str = 'spectral', name: Optional[str] = None, debug: bool = False, **kwargs: Any)

Bases: Generator

Stochastic Periodic AutoRegressive To Anything generator.

Generates multisite cyclostationary synthetic timeseries at monthly resolution with per-month marginal distributions and PAR(1)-N auxiliary Gaussian model with Nataf ICDF mapping.

Parameters:

Name Type Description Default
nataf_method str

Nataf evaluation method: "GH" (default), "MC", or "Int".

'GH'
nataf_n_eval int

Number of support points for Nataf polynomial fitting (default 9).

9
nataf_poly_deg int

Polynomial degree for Nataf approximation (default 8, identical to SMARTA and to nataf_inverse).

8
nataf_gh_nodes int

Gauss-Hermite quadrature nodes (default 21).

21
marginal_method str

Marginal fitting: "parametric" (default, gamma/lognorm BIC).

'parametric'
matrix_repair_method str

Method for repairing non-positive-definite innovation covariances (default "spectral", i.e. eigenvalue clipping). The diagonal of G_s is preserved for every method.

'spectral'
name str

Generator name.

None
debug bool

Enable debug logging (default False).

False

output_frequency property

output_frequency: str

Monthly frequency.

preprocessing

preprocessing(Q_obs: Optional[Union[Series, DataFrame]] = None, *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Validate and prepare monthly data.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed monthly streamflow.

None
sites list of str

Subset of site names.

None

fit

fit(Q_obs: Optional[Union[Series, DataFrame]] = None, *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Fit the SPARTA model to observed monthly data.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

If provided, calls preprocessing first.

None
sites list of str

Subset of site names.

None

generate

generate(n_realizations: int = 1, n_years: Optional[int] = None, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs: Any) -> Ensemble

Generate synthetic monthly timeseries.

Parameters:

Name Type Description Default
n_realizations int

Number of realizations (default 1).

1
n_years int

Number of years. Defaults to observed length.

None
n_timesteps int

Total months. Overrides n_years.

None
seed int

Random seed.

None

Returns:

Type Description
Ensemble

Generated synthetic data.


SMARTAGenerator

SMARTAGenerator

SMARTAGenerator(*, acf_model: str = 'cas', sma_order: int = 512, nataf_method: str = 'GH', nataf_n_eval: int = 9, nataf_poly_deg: int = 8, nataf_gh_nodes: int = 21, marginal_method: str = 'parametric', matrix_repair_method: str = 'spectral', name: Optional[str] = None, debug: bool = False, **kwargs: Any)

Bases: Generator

Symmetric Moving Average (neaRly) To Anything generator.

Generates multisite stationary synthetic timeseries at annual resolution with arbitrary marginal distributions and any-range autocorrelation structure via the SMA model with Nataf ICDF mapping.

Parameters:

Name Type Description Default
acf_model str

Autocorrelation model: "cas" (default), "hurst", or "custom".

'cas'
sma_order int

SMA truncation order q (default 512, should be power of 2).

512
nataf_method str

Nataf evaluation method: "GH" (default), "MC", or "Int".

'GH'
nataf_n_eval int

Number of support points for Nataf polynomial fitting (default 9).

9
nataf_poly_deg int

Polynomial degree for Nataf approximation (default 8).

8
nataf_gh_nodes int

Gauss-Hermite quadrature nodes (default 21).

21
marginal_method str

Marginal fitting method: "parametric" (default, gamma/lognorm BIC).

'parametric'
matrix_repair_method str

Method for repairing non-PD matrices: "spectral" (default), "nearest", or "hypersphere".

'spectral'
name str

Generator name.

None
debug bool

Enable debug logging (default False).

False

output_frequency property

output_frequency: str

Annual frequency.

preprocessing

preprocessing(Q_obs: Optional[Union[Series, DataFrame]] = None, *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Validate and prepare annual data.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed streamflow. If not provided, uses data from constructor.

None
sites list of str

Subset of site names to use.

None

fit

fit(Q_obs: Optional[Union[Series, DataFrame]] = None, *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Fit the SMARTA model to observed data.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

If provided, calls preprocessing first.

None
sites list of str

Subset of site names.

None

generate

generate(n_realizations: int = 1, n_years: Optional[int] = None, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs: Any) -> Ensemble

Generate synthetic annual timeseries.

Parameters:

Name Type Description Default
n_realizations int

Number of realizations to generate (default 1).

1
n_years int

Number of years per realization. Defaults to observed length.

None
n_timesteps int

Alias for n_years at annual resolution.

None
seed int

Random seed for reproducibility.

None

Returns:

Type Description
Ensemble

Generated synthetic data.


MultiSiteHMMGenerator

MultiSiteHMMGenerator

MultiSiteHMMGenerator(*, n_states: int = 2, offset: float = 1.0, max_iterations: int = 1000, n_init: int = 1, covariance_type: str = 'full', name: Optional[str] = None, debug: bool = False, **kwargs)

Bases: Generator

Multi-site Hidden Markov Model generator for synthetic streamflow.

Generates synthetic streamflow using a Gaussian HMM (a single multivariate Gaussian emission per state) that models temporal dependencies through hidden states and spatial correlations through multivariate Gaussian emissions with state-specific covariance matrices.

The method is particularly suited for capturing drought dynamics across multiple sites/basins simultaneously.

Parameters:

Name Type Description Default
n_states int

Number of hidden states. Default is 2 (dry/wet states).

2
offset float

Small value added before log transformation to handle zeros. Recommended: 1.0 for flows in standard units.

1.0
max_iterations int

Maximum EM iterations per HMM fit. If EM has not converged when this limit is reached a UserWarning is emitted.

1000
n_init int

Number of random EM restarts. Each restart fits the HMM from a different random initialization and the fit with the highest log-likelihood is retained. The default of 1 preserves the original single-fit behaviour; values of 5-10 are recommended in practice because EM frequently converges to local optima.

1
covariance_type str

Type of covariance matrix: - 'full': Full covariance matrix per state (captures all correlations) - 'diag': Diagonal covariance per state (independent sites) - 'spherical': Single variance per state for all dimensions - 'tied': One full covariance matrix shared by all states

'full'
name str

Name identifier for this generator instance.

None
debug bool

Enable debug logging.

False

Attributes:

Name Type Description
means_ ndarray

State means for each site. Shape: (n_states, n_sites).

covariances_ ndarray

Covariance matrices for each state. Shape: (n_states, n_sites, n_sites).

transition_matrix_ ndarray

State transition probability matrix. Shape: (n_states, n_states).

stationary_distribution_ ndarray

Stationary distribution of states. Shape: (n_states,).

Q_log_ ndarray

Log-transformed observed flows used for fitting.

log_likelihood_ float

Log-likelihood of the retained (best) fit.

log_likelihoods_ list of float

Log-likelihood of every restart, in restart order. Failed restarts are recorded as nan.

converged_ bool

Whether EM converged for the retained fit within max_iterations.

Examples:

>>> import pandas as pd
>>> from synhydro.methods.generation.parametric import MultiSiteHMMGenerator
>>>
>>> # Load multi-site annual flows
>>> Q_annual = pd.read_csv('annual_flows.csv', index_col=0, parse_dates=True)
>>>
>>> # Initialize generator
>>> gen = MultiSiteHMMGenerator(n_states=2, n_init=10)
>>> gen.preprocessing(Q_annual)
>>> gen.fit(random_state=42)
>>>
>>> # Generate 100 realizations of 50 years each
>>> ensemble = gen.generate(n_realizations=100, n_years=50, seed=42)
Notes
  • Annual timestep data only (supported_frequencies = ("YS",))
  • Log transformation ensures positive emissions
  • Full covariance preserves spatial correlations between sites
  • State ordering: states sorted by mean (low mean = dry state)
  • EM can converge to local optima; use n_init > 1 and inspect log_likelihoods_ to check that restarts agree

Initialize the MultiSiteHMMGenerator.

output_frequency property

output_frequency: str

Output frequency matches input frequency.

Typically used for annual data ('YS'), but flexible. Anchored annual aliases inferred by pandas (e.g. 'YS-JAN', 'AS-JAN') are normalized to 'YS' and monthly aliases to 'MS' so that the value matches the canonical input_frequency of disaggregators.

preprocessing

preprocessing(Q_obs, *, sites: Optional[List[str]] = None, **kwargs) -> None

Preprocess observed data for HMM fitting.

Applies offset and log transformation to handle zeros and ensure positive values for fitting.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed streamflow data with DatetimeIndex.

required
sites List[str]

Subset of sites to use. If None, uses all columns.

None
**kwargs dict

Additional preprocessing parameters (currently unused).

{}

Raises:

Type Description
ValueError

If data has fewer than 2 sites for multi-site modeling.

fit

fit(Q_obs=None, *, sites=None, **kwargs) -> None

Fit the multi-site HMM to observed data.

Estimates transition probabilities, state-specific means, and covariance matrices with the Baum-Welch (EM) algorithm via hmmlearn's GaussianHMM.

Runs n_init EM restarts from different random initializations and retains the fit with the highest log-likelihood. Restart seeds are derived deterministically from random_state so that the same random_state always yields the same fit.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed streamflow data. If provided, preprocessing is called automatically.

None
sites list of str

Sites to use (only when Q_obs is provided).

None
**kwargs dict

Additional fitting parameters. May include random_state (int or None) for reproducible fitting.

{}

Warns:

Type Description
UserWarning

If EM did not converge within max_iterations for the retained fit, or if the restarts converged to different local optima (log-likelihood spread greater than 1 nat).

Raises:

Type Description
RuntimeError

If every restart fails.

Notes

States are automatically ordered by mean (ascending), so state 0 represents the dry state and higher-numbered states represent progressively wetter states.

generate

generate(n_realizations: int = 1, n_years: Optional[int] = None, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs) -> Ensemble

Generate synthetic streamflow realizations.

Parameters:

Name Type Description Default
n_realizations int

Number of synthetic realizations to generate.

1
n_years int

Number of years to generate. If provided with annual data, this equals n_timesteps.

None
n_timesteps int

Number of timesteps to generate explicitly. Takes precedence over n_years if both provided.

None
seed int

Random seed for reproducibility.

None
**kwargs dict

Additional generation parameters (currently unused).

{}

Returns:

Type Description
Ensemble

Generated synthetic flows as an Ensemble object.

Raises:

Type Description
ValueError

If neither n_years nor n_timesteps is provided.


Hybrid

KirschGenerator

KirschGenerator

KirschGenerator(*, generate_using_log_flow: bool = True, matrix_repair_method: str = 'spectral', name: Optional[str] = None, debug: bool = False, **kwargs)

Bases: Generator

Kirsch hybrid bootstrap generator for monthly or weekly streamflow synthesis.

Generates synthetic flows by bootstrap-resampling standardized residuals and imposing a fitted intra-annual correlation structure via Cholesky decomposition. Hybrid because parametric (mean, standard deviation, correlation) standardization wraps a non-parametric resampling core.

The original Kirsch et al. (2013) paper specifies a weekly timestep with 52 periods per year and a 26-week cross-year shift. This implementation additionally supports a monthly timestep (12 periods per year, 6-month cross-year shift); the algebra is identical and the period count is derived from the input data frequency at preprocessing time.

References

Kirsch, B.R., Characklis, G.W., and Zeff, H.B. (2013). Evaluating the impact of alternative hydro-climate scenarios on transfer agreements. Journal of Water Resources Planning and Management, 139(4), 396-406.

Initialize Kirsch generator.

Parameters:

Name Type Description Default
generate_using_log_flow bool

If True, generates in log-space for better handling of skewed distributions.

True
matrix_repair_method str

Method for repairing non-positive-definite correlation matrices.

'spectral'
name str

Name for this generator instance.

None
debug bool

Enable debug logging.

False

output_frequency property

output_frequency: str

Return the temporal frequency of generated output.

Set during preprocessing based on input data frequency and the timestep argument. Either 'MS' (month start) or 'W-SUN' (week ending Sunday).

Q_obs_aggregated property

Q_obs_aggregated: DataFrame

Return observed per-period (monthly or weekly) flows as a DataFrame.

Reconstructs a DatetimeIndex from the internal (year, period) MultiIndex according to self._target_frequency. If the generator was fit with generate_using_log_flow=True, the data is exponentiated back from log space.

Returns:

Type Description
DataFrame

Per-period aggregated observed flows indexed by DatetimeIndex at the target frequency.

preprocessing

preprocessing(Q_obs, *, sites=None, timestep: Optional[str] = None, **kwargs) -> None

Preprocess observed data for Kirsch generation.

Detects the input data frequency and aggregates to the target per-period frequency (monthly or weekly). Daily input is aggregated according to timestep; pre-aggregated input (already monthly or weekly) is used directly, and timestep is auto-detected when not given.

Parameters:

Name Type Description Default
Q_obs DataFrame

Observed historical flow data with DatetimeIndex. Accepts daily, monthly (MS), or weekly (W-SUN family) frequencies.

required
sites list

Sites to use. If None, uses all sites.

None
timestep (monthly, weekly, None)

Target output resolution. If None, auto-detects from the input frequency; falls back to 'monthly' for daily input. Must agree with the input frequency when input is already pre-aggregated.

'monthly'
**kwargs

Additional preprocessing parameters.

{}

Raises:

Type Description
ValueError

If timestep contradicts the detected input frequency.

fit

fit(Q_obs=None, *, sites=None, timestep=None, **kwargs)

Fit Kirsch generator to preprocessed data.

Parameters:

Name Type Description Default
Q_obs DataFrame

If provided, calls preprocessing automatically.

None
sites list

Sites to use (passed to preprocessing if Q_obs provided).

None
timestep (monthly, weekly, None)

Target output resolution; forwarded to preprocessing.

'monthly'
**kwargs

Additional fitting parameters.

{}

generate_from_indices

generate_from_indices(indices, n_years=None, as_array=True, synthetic_index=None)

Generate synthetic flows by directly specifying historical year indices.

This method allows external code (e.g., MOEA-FIND) to inject decision variables (year indices) instead of random sampling. Runs the full post-bootstrap pipeline: Cholesky, normal-score inversion, re-seasonalization.

Parameters:

Name Type Description Default
indices ndarray

Array of historical year indices to resample. Shape (n_years+1, n_periods_per_year) where each entry is in [0, n_historic_years). The extra year allows cross-year boundary handling. Can be floats (will be cast to int).

required
n_years int

Number of years for the synthetic output. If None, inferred from indices.shape[0] - 1.

None
as_array bool

If True, returns numpy array; if False, returns pandas DataFrame.

True
synthetic_index DatetimeIndex

Custom DatetimeIndex for the output. If None, a default index is generated.

None

Returns:

Type Description
ndarray or DataFrame

Synthetic flows with shape (n_years * n_periods_per_year, n_sites) if as_array=True, otherwise a pandas DataFrame.

Notes

This method assumes the generator has been fitted. Indices are treated as indices into the historic years array (self.historic_years or [0, 1, ..., n-1]).

generate_from_residuals

generate_from_residuals(residuals, as_array=True, synthetic_index=None)

Generate synthetic flows from pre-computed standardized residuals.

This method allows external code (e.g., MOEA-FIND) to inject decision variables (standardized residuals) directly, bypassing the bootstrap resampling step. Runs steps 4-8 of the Kirsch pipeline: normal-score transform, Cholesky, inverse normal-score, cross-year combination, and re-seasonalization.

Parameters:

Name Type Description Default
residuals ndarray

Array of standardized residuals with shape (n_years, n_periods_per_year, n_sites). Each residual should be approximately N(0,1) or representable as such within period-specific empirical distributions.

required
as_array bool

If True, returns numpy array; if False, returns pandas DataFrame.

True
synthetic_index DatetimeIndex

Custom DatetimeIndex for the output. If None, a default index is generated.

None

Returns:

Type Description
ndarray or DataFrame

Synthetic flows with shape (n_years * n_periods_per_year, n_sites) if as_array=True, otherwise a pandas DataFrame.

Notes

This method assumes the generator has been fitted. Residuals are assumed to be standardized residuals; they will be normal-score transformed, processed through Cholesky factors, and combined to preserve the cross-year boundary.

generate_single_series

generate_single_series(n_years, M=None, as_array=True, synthetic_index=None, rng=None)

Generate a single synthetic time series.

Parameters:

Name Type Description Default
n_years int

Number of years for the synthetic time series.

required
M ndarray

Bootstrap indices for the synthetic time series. If None, random indices will be generated.

None
as_array bool

If True, returns a numpy array; if False, returns a pandas DataFrame.

True
synthetic_index DatetimeIndex

Custom index for the synthetic time series. If None, a default index will be generated.

None

Returns:

Type Description
ndarray or DataFrame

Synthetic time series data.

generate

generate(n_realizations=1, n_years=None, n_timesteps=None, seed=None, *, realization_indices=None, start_year=None, **kwargs)

Generate an ensemble of synthetic monthly or weekly flows.

Each realization is driven by its own independent RNG stream selected by GLOBAL realization index, so a given realization is bit-for-bit regenerable from seed alone, independent of n_realizations or how the index range is partitioned across calls/loops/MPI ranks. Realization k uses the 'generation' sub-stream of the child seed for index k (see synhydro.core.seeding); the matching 'disaggregation' sub-stream is consumed by NowakDisaggregator so the generate-then-disaggregate handoff stays reproducible end to end.

Parameters:

Name Type Description Default
n_realizations int

Number of synthetic time series to generate, producing global indices 0..n_realizations-1. Ignored (with a warning) when realization_indices is provided.

1
n_years int

Number of years for each synthetic time series. If None, uses the number of historic years.

None
n_timesteps int

Not used (Kirsch generates whole years).

None
seed int or SeedSequence

Master seed. The child stream for global index k is SeedSequence(seed).spawn(N)[k], keyed to the global index. A scalar seed is deterministic; None draws fresh OS entropy and is non-reproducible. The legacy global numpy.random state is never used.

None
realization_indices sequence of int

Explicit GLOBAL realization indices to generate. If None, uses range(n_realizations). Output realizations are keyed by these global indices. Pass a single index (e.g. [7]) to regenerate one realization on demand, or disjoint subsets to partition generation across workers, while keeping each realization identical to a full run.

None
start_year int

Calendar year of the first synthetic timestamp (see _get_synthetic_index). The output index always anchors at January 1 of this year, matching the calendar-year structure of the generated content. If None, uses the year after the fitted record ends.

None
**kwargs

Additional generation parameters.

{}

Returns:

Type Description
Ensemble

Ensemble object containing all generated realizations, keyed by global realization index.


WARMGenerator

WARMGenerator

WARMGenerator(*, wavelet: str = 'cmor1.5-1.0', scales: Optional[NDArray] = None, n_octaves: Optional[float] = None, n_voices: int = 8, s0: Optional[float] = None, ar_order: Optional[int] = None, n_ar_max: int = 5, ar_select: Optional[str] = None, ar_method: str = 'burg', sawp_resampling: str = 'historical', bands: Optional[List[Tuple[float, float]]] = None, background_spectrum: str = 'white', significance_level: float = 0.95, min_band_scales: int = 1, noise_model: str = 'ar_bootstrap', lower_bound: float = 0.0, name: Optional[str] = None, debug: bool = False, **kwargs)

Bases: Generator

Wavelet Auto-Regressive Method (WARM) for non-stationary streamflow generation.

Implements the enhanced WARM framework of Nowak et al. (2011). The procedure decomposes an observed annual flow record into significant spectral bands via the continuous wavelet transform, removes time-varying envelope by dividing each band-reconstructed signal by the square root of its Scale-Averaged Wavelet Power (SAWP), fits AR(p) models to the resulting stationary signals (one per band plus a noise residual), and reverses the process to synthesize new traces with the same non-stationary spectral structure as the historic record.

Significance of spectral peaks is assessed using the chi-squared background spectrum framework of Torrence and Compo (1998), against a white-noise background by default (as in Nowak et al., 2011) or an optional AR(1) red-noise background.

Notes

The WARMGenerator is univariate. Nowak et al. (2011, Section 2.4) obtain multi-site traces by applying WARM to an aggregate gauge and then disaggregating the result spatially with the proportion (KNN analog) method of Nowak et al. (2010). That spatial proportion disaggregation is not implemented in SynHydro. The related synhydro.methods.disaggregation.temporal.nowak.NowakDisaggregator implements only the temporal (annual to daily) KNN disaggregation of Nowak et al. (2010) and does not perform the Section 2.4 spatial step.

The autoregressive model of each band must be able to carry a spectral peak. An AR(1) process has a monotone spectrum and cannot, so the default order selection is AIC over [1, n_ar_max] (ar_select='aic'), which in practice picks an order of at least 2 for a quasi-periodic band. Passing ar_order explicitly without ar_select switches to a fixed order; ar_order=1 reduces the band component to red noise and the observed spectral peak will not be reproduced.

AR coefficients are estimated with Burg's recursion by default (ar_method='burg'). Yule-Walker estimates (ar_method='yule_walker') are strongly biased toward damped poles for the narrow-band series produced by the band reconstruction and under-reproduce peak power.

Examples:

>>> import pandas as pd
>>> from synhydro.methods.generation.hybrid.warm import WARMGenerator
>>> Q_annual = pd.read_csv('annual_flows.csv', index_col=0, parse_dates=True)
>>> warm = WARMGenerator()
>>> warm.fit(Q_annual.iloc[:, [0]])
>>> ensemble = warm.generate(n_years=100, n_realizations=50, seed=42)
References

Nowak, K., Rajagopalan, B., and Zagona, E. (2011). A Wavelet Auto-Regressive Method (WARM) for multi-site streamflow simulation of data with non-stationary spectra. Journal of Hydrology, 410(1-2), 1-12.

Torrence, C., and Compo, G.P. (1998). A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79(1), 61-78.

Kay, S.M., and Marple, S.L. (1981). Spectrum analysis: A modern perspective. Proceedings of the IEEE, 69(11), 1380-1419.

Initialize the WARM Generator.

Parameters:

Name Type Description Default
wavelet str

Wavelet type for the continuous wavelet transform. The default complex Morlet (bandwidth B=1.5, center frequency C=1.0; in the Torrence and Compo dimensionless convention omega_0 = 2piC*sqrt(B/2) ~= 5.44) is a close approximation to the omega_0 = 6 Morlet of Nowak et al. (2011) and Torrence and Compo (1998). Other PyWavelets continuous wavelets are accepted but use the cmor1.5-1.0 reconstruction constants and may produce slightly biased amplitudes.

'cmor1.5-1.0'
scales array-like of float

Explicit scales (in units of the sampling period) at which to evaluate the CWT. If None, scales are constructed geometrically a la Torrence and Compo (1998) using s0, n_voices, and n_octaves.

None
n_octaves float

Number of powers-of-two of scale to span. If None, defaults to log2(N / (2 * s0)) where N is the record length, capping the largest scale at half the record length.

None
n_voices int

Number of voices per octave. Setting delta_j = 1 / n_voices controls scale resolution. Default of 8 matches the Torrence and Compo (1998) recommendation for the Morlet wavelet.

8
s0 float

Smallest scale, in units of the sampling period. Defaults to 2, corresponding to a Fourier period of approximately 2 * dt.

None
ar_order int

Order of the autoregressive model fitted to each band's stationary component and to the noise residual when ar_select='fixed'. If given and ar_select is None, ar_select defaults to 'fixed'. Note that an AR(1) has a monotone spectrum and cannot reproduce a spectral peak; use an order of at least 2 for quasi-periodic bands.

None
n_ar_max int

Maximum AR order considered when ar_select='aic'.

5
ar_select (fixed, aic)

Strategy for choosing AR order. 'fixed' uses ar_order for every component. 'aic' selects the order in [1, n_ar_max] minimizing Akaike's information criterion. When None (default), 'fixed' is used if ar_order was given and 'aic' otherwise.

'fixed'
ar_method (burg, yule_walker)

Estimator for the AR coefficients. 'burg' uses Burg's recursion, which is guaranteed stable and much less biased than Yule-Walker for the narrow-band series produced by the band reconstruction; the innovation variance is then set so the model's stationary variance equals the sample variance. 'yule_walker' reproduces the earlier behaviour.

'burg'
sawp_resampling (historical, random_offset)

How the historical SAWP envelope is re-applied at synthesis. 'historical' (default) applies the historical SAWP in its observed order (cyclically extended if n_years exceeds the record), matching step (iii) of Nowak et al. (2011), so the ensemble reproduces the observed epoch timing of spectral power (their Fig. 7). 'random_offset' reads the historical SAWP cyclically from a uniformly random starting year, so the timing of high- and low-power epochs is randomized across realizations and the ensemble-average local spectrum is stationary; use it when you do not want to condition on the historical epoch timing.

'historical'
bands list of (period_low, period_high) tuples

Explicit Fourier-period bands (in years) to model. Each tuple specifies the inclusive low and high period bounds of a band. If None (default), bands are auto-detected from contiguous significant peaks in the global wavelet spectrum at the chosen significance_level against the chosen background_spectrum.

None
background_spectrum (white, red)

Background spectrum for the chi-squared significance test of Torrence and Compo (1998). 'white' (default) uses a flat spectrum, matching the 95% white-noise test of Nowak et al. (2011); 'red' uses a theoretical AR(1) spectrum with lag-1 coefficient estimated from the record, a more conservative test for persistent records that may flag no band at all.

'white'
significance_level float

Confidence level (0 < level < 1) used to threshold the global wavelet spectrum for band detection.

0.95
min_band_scales int

Minimum number of contiguous scales above the significance threshold required to declare a band. Increase to suppress narrow single-scale spurious peaks.

1
noise_model (ar_bootstrap, ar_gaussian)

Innovation distribution for the AR model fitted to the noise residual. 'ar_bootstrap' resamples standardized residuals empirically, as recommended in Nowak et al. (2011) for the non-normal noise observed at Lee's Ferry. 'ar_gaussian' uses zero-mean Gaussian innovations matched to the fitted variance.

'ar_bootstrap'
lower_bound float

Hard floor applied to synthetic annual values before returning. Defaults to zero (the physical lower bound on streamflow).

0.0
name str

Name for this generator instance.

None
debug bool

Enable debug logging.

False
**kwargs dict

Additional parameters; ignored.

{}

Raises:

Type Description
ValueError

If ar_order < 1, n_ar_max < 1, ar_select not in {'fixed', 'aic'}, ar_method not in {'burg', 'yule_walker'}, sawp_resampling not in {'random_offset', 'historical'}, background_spectrum not in {'red', 'white'}, significance_level not in (0, 1), or wavelet not a recognized continuous wavelet.

output_frequency property

output_frequency: str

Pandas frequency string of generated output (annual, year-start).

preprocessing

preprocessing(Q_obs, *, sites=None, **kwargs) -> None

Preprocess observed data for WARM fitting.

Validates input, ensures (or resamples to) annual frequency, and stores the resulting series on self.Q_obs_annual.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed streamflow with a DatetimeIndex.

required
sites list of str

Sites to keep. If None, uses all columns; only one site is permitted because WARM is univariate.

None
**kwargs dict

Ignored.

{}

fit

fit(Q_obs=None, *, sites=None, **kwargs) -> None

Fit the WARM model to observed annual flows.

Steps follow Nowak et al. (2011) Sections 2.1-2.3:

  1. Compute the continuous wavelet transform on the mean-centered flow series.
  2. Compute the global wavelet spectrum and its chi-squared significance threshold against the chosen background spectrum (Torrence and Compo 1998).
  3. Identify significant spectral bands as contiguous runs of scales exceeding the threshold (or use user-supplied bands).
  4. For each band, compute the band-restricted SAWP (Eq. 5) and the band-reconstructed time-domain signal via the inverse CWT (Eq. 4).
  5. Divide the band-reconstructed signal by the square root of SAWP to obtain a stationary series and fit an AR(p) model.
  6. Form the noise residual as the observed series minus the sum of all band reconstructions, and fit an AR model to it.
  7. Compute a per-band amplitude factor so that each re-enveloped synthetic band reproduces the variance of its observed reconstruction, and a total variance correction factor that restores the cross-covariance between components lost under independent simulation (Nowak et al. 2011, Eqs. 6-7).

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

If provided, preprocessing is called automatically.

None
sites list of str

Forwarded to preprocessing if Q_obs is given.

None
**kwargs dict

Ignored.

{}

generate

generate(n_years: Optional[int] = None, n_realizations: int = 1, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs) -> Ensemble

Generate synthetic annual streamflows.

Parameters:

Name Type Description Default
n_years int

Number of years per realization. Defaults to the historical record length.

None
n_realizations int

Number of synthetic realizations to produce.

1
n_timesteps int

Synonym for n_years; if both are given, n_timesteps wins.

None
seed int

Seed for the random number generator (NumPy default_rng).

None
**kwargs dict

Ignored.

{}

Returns:

Type Description
Ensemble

Ensemble object containing all realizations.

Raises:

Type Description
ValueError

If n_years resolves to a non-positive value.


PhaseRandomizationGenerator

PhaseRandomizationGenerator

PhaseRandomizationGenerator(*, marginal: str = 'kappa', win_h_length: int = 15, name: Optional[str] = None, debug: bool = False, **kwargs)

Bases: Generator

Phase randomization generator for synthetic streamflow using Brunner et al. (2019).

Generates synthetic daily streamflow time series using Fourier transform phase randomization combined with the four-parameter kappa distribution. The method preserves both short- and long-range temporal dependence by conserving the power spectrum while randomizing phases.

Attributes:

Name Type Description
par_day_ dict

Fitted kappa distribution parameters for each day of year (1-365). Each entry contains {'xi', 'alfa', 'k', 'h'}.

modulus_ ndarray

Amplitude spectrum (modulus of FFT) from fitted data.

phases_ ndarray

Phase spectrum from fitted data.

norm_ ndarray

Normalized/deseasonalized data after normal score transform.

Examples:

>>> import pandas as pd
>>> from synhydro.methods.generation.hybrid import PhaseRandomizationGenerator
>>> Q_daily = pd.read_csv('daily_flows.csv', index_col=0, parse_dates=True)
>>> gen = PhaseRandomizationGenerator(marginal='kappa')
>>> gen.preprocessing(Q_daily)
>>> gen.fit()
>>> ensemble = gen.generate(n_realizations=100, seed=42)
Notes
  • Requires at least 2 years (730 days) of daily data
  • February 29 observations are removed to ensure consistent 365-day years
  • The method generates series of the same length as the observed data

Initialize the PhaseRandomizationGenerator.

Parameters:

Name Type Description Default
marginal str

Marginal distribution type for back-transformation: - 'kappa': Four-parameter kappa distribution (default, allows extrapolation) - 'empirical': Empirical distribution (no extrapolation beyond observed)

'kappa'
win_h_length int

Half-window length for daily distribution fitting. Values within +-win_h_length days are used, giving a total window of 2*win_h_length+1 days.

15
name str

Name identifier for this generator instance.

None
debug bool

Enable debug logging.

False
**kwargs dict

Additional parameters (currently unused).

{}

output_frequency property

output_frequency: str

Phase randomization generates daily output.

preprocessing

preprocessing(Q_obs, *, sites=None, **kwargs) -> None

Preprocess observed data for phase randomization generation.

Validates input data, removes leap days, and creates day-of-year index.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed daily streamflow data with DatetimeIndex.

required
sites list

Sites to keep. If None, uses all columns.

None
**kwargs dict

Additional preprocessing parameters (currently unused).

{}

Raises:

Type Description
ValueError

If data has fewer than 730 days or has missing days.

fit

fit(Q_obs=None, *, sites=None, **kwargs) -> None

Fit the phase randomization model to observed data.

This method: 1. Fits kappa distribution parameters for each day of year (if marginal='kappa') 2. Applies normal score transform per day of year 3. Computes FFT and extracts modulus/phases

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

If provided, calls preprocessing automatically.

None
sites list

Sites to keep. Passed to preprocessing if Q_obs is provided.

None
**kwargs dict

Additional fitting parameters (currently unused).

{}

generate

generate(n_realizations: int = 1, n_years: Optional[int] = None, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs) -> Ensemble

Generate synthetic streamflow realizations using phase randomization.

Parameters:

Name Type Description Default
n_realizations int

Number of synthetic realizations to generate.

1
n_years int

Target length of each realization in years (365-day years, no leap days). When provided, independent phase-randomized chunks are concatenated until the target length is reached, then trimmed. When None the output length equals the observed record length.

None
n_timesteps int

Not used. Length is controlled via n_years.

None
seed int

Random seed for reproducibility.

None
**kwargs dict

Additional generation parameters (currently unused).

{}

Returns:

Type Description
Ensemble

Generated synthetic flows as an Ensemble object.


MultisitePhaseRandomizationGenerator

MultisitePhaseRandomizationGenerator

MultisitePhaseRandomizationGenerator(*, wavelet: str = 'cmor1.5-1.0', n_scales: int = 100, win_h_length: int = 15, transform: str = 'mean_center', name: Optional[str] = None, debug: bool = False, **kwargs: Any)

Bases: Generator

Multisite wavelet phase randomization generator (Brunner and Gilleland, 2020).

Generates synthetic daily streamflow at multiple sites using a shared wavelet (CWT) phase structure. Each site's power spectrum (CWT amplitude) is preserved from the observed record, while spatial correlation is maintained by applying identical random phases -- drawn from a single white-noise CWT -- to all sites simultaneously.

Attributes:

Name Type Description
par_day_ dict of dict

Fitted kappa distribution parameters for each site and day of year. Keyed by site name, then day-of-year integer (1-365). Each leaf entry contains {'xi', 'alfa', 'k', 'h'}.

cwt_amplitudes_ dict of np.ndarray

Per-site CWT amplitude spectra of shape (n_scales, N). Keyed by site name.

norm_ dict of np.ndarray

Per-site pre-CWT series of length N, keyed by site name. Despite the name, this holds the mean-centered series under the default transform='mean_center' and the normal-score series only when transform='normal_score'. The name is kept for backward compatibility.

obs_mean_ dict of float

Per-site global mean subtracted during mean-center transform. Empty when transform='normal_score'.

scales_ ndarray

CWT scales used, shape (n_scales,).

delta_j_ float

Log-scale spacing (constant for geometrically spaced scales).

Examples:

>>> import pandas as pd
>>> from synhydro.methods.generation.hybrid import (
...     MultisitePhaseRandomizationGenerator,
... )
>>> Q_daily = pd.read_csv('daily_flows.csv', index_col=0, parse_dates=True)
>>> gen = MultisitePhaseRandomizationGenerator()
>>> gen.preprocessing(Q_daily)
>>> gen.fit()
>>> ensemble = gen.generate(n_realizations=100, seed=42)
Notes
  • Requires at least 2 years (730 days) of daily data per site.
  • February 29 observations are removed before fitting.
  • After leap-day removal, the record length must be a multiple of 365.
  • All sites must share the same DatetimeIndex.
  • The generator produces realizations of the same length as the observed record unless n_years is specified.

Initialize the MultisitePhaseRandomizationGenerator.

Parameters:

Name Type Description Default
wavelet str

PyWavelets continuous wavelet identifier. The complex Morlet wavelet 'cmor1.5-1.0' (bandwidth 1.5, center frequency 1.0) is recommended.

'cmor1.5-1.0'
n_scales int

Number of CWT scales, spaced log-uniformly from 2 to N/8 where N is the record length in days.

100
win_h_length int

Half-window length (days) for per-day-of-year kappa fitting. Values within +-win_h_length days of each target day are pooled, giving a total window of 2*win_h_length+1 days.

15
transform str

Transform applied to each site's observed series before computing the CWT. Options:

  • 'mean_center': subtract the global site mean, matching the Brunner and Gilleland (2020) PRSim reference implementation.
  • 'normal_score': apply the per-day-of-year Van der Waerden normal-score transform, producing a more Gaussian CWT input.

The kappa marginal fitting always uses the raw (untransformed) flow values regardless of this setting.

'mean_center'
name str

Name identifier for this generator instance.

None
debug bool

Enable debug-level logging.

False
**kwargs dict

Additional keyword arguments (currently unused).

{}

output_frequency property

output_frequency: str

Wavelet phase randomization generates daily output.

preprocessing

preprocessing(Q_obs: DataFrame, *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Preprocess observed multisite daily streamflow data.

Validates input, removes leap days, and creates per-site day-of-year indices. After leap-day removal, the record length must be a multiple of 365.

Parameters:

Name Type Description Default
Q_obs DataFrame or Series

Observed daily streamflow with DatetimeIndex. A DataFrame with one column per site is required for multisite generation. A Series is accepted and treated as a single-site case.

required
sites list of str

Subset of columns to use. If None, all columns are used.

None
**kwargs dict

Additional preprocessing parameters (currently unused).

{}

Raises:

Type Description
ValueError

If data has fewer than 730 days after leap-day removal, or if the length after removal is not a multiple of 365.

fit

fit(Q_obs: Optional[DataFrame] = None, *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Fit the multisite wavelet phase randomization model.

This method: 1. Fits per-site, per-day-of-year kappa distributions using L-moments. 2. Transforms each site's series for the CWT: subtracts the global site mean (transform='mean_center', default, as in PRSim.wave) or applies the per-day-of-year normal score transform (transform='normal_score'). 3. Computes the CWT of each transformed series and stores per-site amplitude spectra.

Parameters:

Name Type Description Default
Q_obs DataFrame

If provided, calls preprocessing() automatically.

None
sites list of str

Passed to preprocessing() when Q_obs is provided.

None
**kwargs dict

Additional fitting parameters (currently unused).

{}

generate

generate(n_realizations: int = 1, n_years: Optional[int] = None, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs: Any) -> Ensemble

Generate synthetic multisite daily streamflow realizations.

Parameters:

Name Type Description Default
n_realizations int

Number of independent synthetic realizations to generate.

1
n_years int

Target length of each realization in years (365-day years, no leap days). When provided, independent phase-randomized chunks are concatenated until the target length is reached and then trimmed. When None, the output length equals the observed record length.

None
n_timesteps int

Not used. Length is controlled via n_years.

None
seed int

Random seed for reproducibility.

None
**kwargs dict

Additional generation parameters (currently unused).

{}

Returns:

Type Description
Ensemble

Generated synthetic flows as an Ensemble object. Each realization is a DataFrame with shape (n_days, n_sites) and a no-leap DatetimeIndex.


Non-parametric

KNNBootstrapGenerator

KNNBootstrapGenerator

KNNBootstrapGenerator(*, n_neighbors: Optional[int] = None, feature_cols: Optional[List[str]] = None, index_site: Optional[str] = None, block_size: int = 1, name: Optional[str] = None, debug: bool = False, **kwargs: Any)

Bases: Generator

K-Nearest Neighbor bootstrap generator for synthetic streamflow.

Conditionally resamples from historical record by finding K nearest neighbors to the current state and selecting successor values with Lall-Sharma kernel weights.

References

Lall, U., and Sharma, A. (1996). A nearest neighbor bootstrap for resampling hydrologic time series. Water Resources Research, 32(3), 679-693.

See Also

Prairie, J., Rajagopalan, B., Fulp, T., and Zagona, E. (2006). Modified K-NN model for stochastic streamflow simulation. Journal of Hydrologic Engineering, 11(4), 371-378. The modified KNN (local-polynomial conditional mean plus residual resampling) is not implemented; only the Lall-Sharma bootstrap is.

Initialize KNN Bootstrap generator.

Parameters:

Name Type Description Default
n_neighbors int

Number of neighbors K. If None, uses ceil(sqrt(n)) where n is the size of the searched sample (Lall and Sharma, 1996): for monthly data, n is the number of feature-successor pairs in each calendar month's pool, so K varies by month; for annual data, n is the number of feature-successor pairs (N - 1 for block_size=1).

None
feature_cols list

Column names to use as features for KNN search. If None, uses all columns.

None
index_site str

Site name to use for distance computation in multisite mode. If None, uses multivariate distance across all feature columns.

None
block_size int

Number of consecutive timesteps to resample as a block (1 = standard KNN).

1
name str

Name for this generator instance.

None
debug bool

Enable debug logging.

False
**kwargs Any

Additional parameters (stored but not used).

{}

output_frequency property

output_frequency: str

Return temporal frequency of generated output.

Detected from input data frequency (monthly or annual).

preprocessing

preprocessing(Q_obs, *, sites: Optional[List[str]] = None, **kwargs: Any) -> None

Preprocess and validate observed flow data.

Constructs feature vectors for KNN search and successor pairs. Also detects the temporal frequency of the data.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed historical flow data with DatetimeIndex.

required
sites list

Sites to use. If None, uses all columns.

None
**kwargs Any

Additional preprocessing parameters.

{}

fit

fit(Q_obs=None, *, sites=None, **kwargs: Any) -> None

Fit KNN model(s) to preprocessed data.

For monthly data, fits 12 separate KNN models, one per calendar month, so that the neighbor search is conditioned on month (Lall & Sharma 1996). When n_neighbors is None, each monthly model uses K_m = ceil(sqrt(n_m)) with n_m the size of that month's pool, following the Lall-Sharma heuristic applied to the searched sample. For annual data, fits a single global model.

Also computes Lall-Sharma kernel weights for neighbor selection.

Parameters:

Name Type Description Default
Q_obs Series or DataFrame

Observed historical flow data. If provided, preprocessing is called automatically.

None
sites list of str

Sites to use (only when Q_obs is provided).

None
**kwargs Any

Additional fitting parameters.

{}

generate

generate(n_realizations: int = 1, n_years: Optional[int] = None, n_timesteps: Optional[int] = None, seed: Optional[int] = None, **kwargs: Any) -> Ensemble

Generate synthetic streamflow realizations.

Uses KNN bootstrap with Lall-Sharma kernel weighting to conditionally resample from historical record.

Parameters:

Name Type Description Default
n_realizations int

Number of synthetic realizations to generate.

1
n_years int

Number of years to generate. If None, uses number of observed years.

None
n_timesteps int

Number of timesteps to generate explicitly. Overrides n_years if provided.

None
seed int

Random seed for reproducibility.

None
**kwargs Any

Additional generation parameters.

{}

Returns:

Type Description
Ensemble

Generated synthetic flows with metadata.