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© 2003 Kluwer Academic Publishers. Printed in the Netherlands.
Key words: residential water demand, spatial-temporal aggregation, stochastic process, time series
1. Introduction
Urban development is creating new problems for the management of water dis-
tribution systems which are called upon to respond to a growing drinking water
demand which is also highly variable in space and time. What is more, current laws
regulating the quality of the service are becoming increasingly stringent, specifying
the water capacity and pressure values to be guaranteed in the system on the basis
of preset risk levels. The increase of the water demand and the gradual depletion
of available resources thus mean that a careful analysis of the management policies
is required, as well as a growing attention to the quality aspects of the water
distributed.
In respect of increasingly stringent regulations, the needs of the various users
may be satisfied only by means of the use of new project and management criteria
the preparation of which require the reproduction of the behaviour of the water
network in order to highlight the consequences of these criteria on the levels of
pressure, capacity, times of transit and/or stagnation of the water in the pipes, etc.
198 S. ALVISI ET AL.
at residential level using statistical techniques. The first systematic studies in this
field were carried out by Buchberger and Wu (1995), who suggest representing
the time series of the water demand at residential level by means of a Poisson
stochastic rectangular pulses process. The same authors (1995) also suggest that
the total water demand deriving from a set of users (all of residential type) may
be represented by a Poisson process obtained from the simple summing of single
Poisson processes, each representative of a specific user.
While on the one hand the comparison with the experimental data obtained from
a measuring campaign carried out by Buchberger and Wells (1996) at residential
level demonstrates that modelling with rectangular pulses is valid, on the other
hand it shows that the Poisson formulation is inadequate. What is more, Buchberger
and Wells (1996) do not check whether it is possible to sum the basic processes to
represent the series of water demand deriving from a set of residential users.
A possible alternative to the Poisson process, considered in this study, is the
Neyman-Scott clustered point process (NSRP), which, though designed for the
study and simulation of rainfall events (Cowpertwait, 1991, 1994, 1995, 1996a,b),
also proves suitable for the reproduction of the time series representative of the
water demand produced by a small number of users, as will be better illustrated
below. In this study, in particular, a technique of parameterisation of the Neyman-
Scott model is proposed which respects the existence, within the general working
day, of the different time bands of consumption and the main statistics, including
the mean, the variance, the covariance, the probability of non-use, besides others,
at different levels of temporal aggregation. Using this modelling and following the
indication of Buchberger and Wu (1995), analysis is thus made of the possibility
of reconstructing time series relative to a large number of users by means of a
simple process of aggregation, in other words, of the sum of single series, each
representative of the water demand of an individual user or a small number of
users.
The study was based on a set of experimental data collected during a monitor-
ing campaign performed in a medium to small Italian town, Castelfranco Emilia,
located in the province of Modena. The results presented below refer to a general
working day.
Figure 1. (a) Fragment of a time series representing the residential water demand; (b)
breakdown into its components (after Buchberger and Wells, 1996).
demand following the simultaneous occurrence of several requests such as the use
of water for the washing machine and the use of water in the kitchen for preparing
food. It is important to stress that this temporal trend is the result of the sum of
the various components (Figure 1b) relative to the different sources of demand the
form of which is basically a rectangular cell, as mentioned above. In this paper
these cells will be termed ‘elementary demand’ (ED) while their groupings will be
referred to as ‘demand blocks’ (DB).
It is in fact these simple considerations that suggest the use of the Neyman-Scott
model (Cowpertwait, 1991, 1994, 1995, 1996a,b) for representing the time series
of the water demand at residential level. Indeed, as highlighted in Figure 2, the
Neyman-Scott rectangular pulses model (NSRP) has properties which are perfectly
congruent with those leading to the formation of a time series of residential water
demand, briefly mentioned above. In fact, the origin of the DB (Figure 2a) is rep-
resented by means of a Poisson process with arrival rate λ. Each DB is associated
to a random number of ED, also distributed according to a Poisson probability
distribution of parameter µ (Figure 2b). The origin T of each ED is distributed,
independently of the others, at a temporal distance from the origin of the block
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 201
Figure 2. Use of the Neyman-Scott stochastic process to represent a time series of the water
demand at residential level (after Cowpertwait et al., 1996a).
Parameter Meaning
of no demand (P0) in the general time interval and the probability of passing, in
two subsequent time intervals, from ‘no demand’ to ‘no demand’ (P[ND→ND])
and from ‘demand’ to ‘demand’ (P[D→D]).
The five parameters are usually estimated on the basis of a the modified moment
method: instead of estimating these parameters so as to satisfy exactly certain
moments at a preset level of temporal aggregation, and reproduce more or less
inaccurately the others at the different temporal aggregations, it is preferable (cf.
for example Cowpertwait et al., 1996 a,b) to estimate them so as to guarantee a
good reproduction of a high number of statistics at several levels of temporal ag-
gregation. This is obtained by searching for the set of parameters which minimises
the objective function OF defined as:
N
T Mi 2
OF (λ, β, µ, η, ξ ) = pi · 1 − (1)
i=1
OMi
where OM i (Observed Moments) are the various moments selected at the dif-
ferent levels of temporal aggregation estimated on the series observed and TM i
(T heoretic Moments) the corresponding moments estimated by means of the ana-
lytical expressions (cf. for example Cowpertwait et al., 1996 a,b); pi is the weight
attributed to the i-th moment of preset level of temporal aggregation and N is the
total number of statistics considered at the different levels of temporal aggregation.
The minimisation of the OF expressed by Equation 1 may be performed by means
of different algorithms. In this study the SCE-UA algorithm (Shuffled Complex
Evolution – University of Arizona) proposed by Duan et al. (1992) has been used
which, as shown in recent studies (for example Franchini et al., 1998), is found to
be the most efficient and effective of the various algorithms of minimisation of the
global type.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 203
Figure 3. The main water distribution system of Castelfranco Emilia (province of Modena, I).
The dotted ellipses show the area covered by stations 5 and 6.
equal to zero (or rounded up to the lower multiple of 5), and the volume which has
actually flowed through (or the remaining quantity) is allocated by the data logger
to a subsequent interval of time.
The results shown in this study are based on the data collected at stations 5 and
6. The first serves 9 users of the residential type, with a total of 23 inhabitants. It
should be mentioned here that the stretch of pipeline serving these 9 users has, at
the end facing the town, the capacity measurer, and at the opposite end, a system
of valves which remained closed throughout the period of the measuring campaign
(see Figure 3). Station 6, instead, is located upstream of the stretch of branched
network serving the district of Riolo, and monitors 211 users, with a total of 596
inhabitants. Lastly, Figure 4 shows a picture of station 5 in which the capacity
measurer, the pressure measurer and the data logger may be distinguished.
4. Processing
The description of the Neyman-Scott model given above suggests that it may be
used for representing the time series of the water demand of an individual user
or family. Unfortunately the available data obtained from the measuring campaign
carried out at Castelfranco Emilia do not allow a parameterisation of the model
on an individual user. Indeed the measuring station at the lowest level of spatial
aggregation refers to 9 users (station 5). However the features of the time series
of the water demand in this station (blocks of demands alternating with temporal
intervals of no capacity) suggest that modelling with NSRP would be a reasonable
option. For this reason the research study aimed at evaluating the validity of the
parameterisation technique of the NSRP model was conducted on the basis of the
data recorded at station 5.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 205
Station 6 was used instead to see whether it was possible to apply an aggregation
process to the small group water demand time series produced by the NSRP model
to represent the time series of water demand relative to a large group of users.
The data used for both station 5 and station 6 refer to the period of January,
February and March 2000 alone. In this way it was possible to avoid processing
data from different seasons together (Winter and Summer, for example) since they
could be influenced by the different temperature and humidity level which can
reach very high values in the Po Valley in the summer. Incidentally, a measuring
campaign for these latter measurements is currently in progress with the aim of
analysing whether there is any relation between residential consumption and the
climate.
206 S. ALVISI ET AL.
The NSRP model was parameterised in accordance with the data measured at
station 5, seeking to respect the main statistics relative to several time intervals
and, at the same time, to obtain parameter values congruent with their physical
significance. For this purpose three different parameterisation procedures were
analysed; the first two are based on the historic series of the water demand of the 9
users and are distinguished by the inclusion or absence of constraints on the para-
meter values (free aggregated parameterisation [FAP] and constrained aggregated
parameterisation [CAP]); the third parameterisation procedure instead refers to a
potential individual user and makes use of a certain number of constraints made on
the parameter values (constrained individual user parameterisation [CIUP]).
In all three procedures the fact that the trend of the water demand for domestic
use changes during the hours of the general working day was taken into account and
for this reason the typical day was divided into twelve two-hour periods. For each
of these periods the most appropriate values for the five parameters were identified.
where OM i are the moments considered (mean, variance, covariance, P0, P[D→D],
P[ND→ND]) at different levels of temporal aggregation estimated on the series
observed, TM i the corresponding theoretic moments (cf. for example Cowpertwait
et al., 1996 a,b) and GM i (Generated Moments) the moments estimated on the
series generated, once the five parameters were attributed, and filtered by a ‘ficti-
tious’ capacity measurer with the same characteristics as the one used on the site;
pi and pi∗ are the weights to be attributed at the different moments to the different
levels of time aggregation and N is the total number of statistics considered at the
different levels of time aggregation.
The reason for this choice derives from the fact that it is not possible to make a
direct comparison of the theoretic moments with those estimated on the time series
since the former refer to a ‘potential’ natural series while the latter are relative
to a series ‘filtered’ by the characteristics of the capacity measurer. On the other
hand, considering only the second term of the OF, which, as has been said, refers
to the series generated and filtered by a fictitious capacity measurer, would not
be sufficiently selective towards the choice of parameters. Indeed, filtered series
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 207
Table III. Statistics and corresponding weights used to construct the objective function OF
within the FAP parameterisation
Mean 10 0 0 30 0 0
Variance 5 5 5 10 10 10
Covariance 0 5 0 0 5 0
P0 1 1 1 1 1 1
P[D→D] 1 1 1 1 1 1
P[ND→ND] 1 1 1 1 1 1
statistically similar to those observed may also derive from (extremely) different
‘natural’ series, and with theoretical moments (for example the variance) different
from those observed. Basically, the structure of OF expressed by Equation 2) al-
lows the estimate of the parameters to be balanced, using a different weight for the
theoretical moments and/or for those of the generated series.
The best results (discussed below) were obtained after several attempts by at-
tributing greater weights to the mean and to the variance, slightly lower weights
to the covariance, P0, P[D→D] and P[ND→ND], and considering the levels of
temporal aggregation of 1, 2 and 3 min (see Table III).
As already mentioned above, the minimisation of the OF was done by means
of the SCE-UA algorithm (Duan et al., 1992). This algorithm requires the setting
of the interval in which the solution is to be sought for every parameter a priori.
The parameters were initially left free to vary within broad intervals. However, the
mean intensity of the ED (represented by ξ −1 ) was subsequently constrained to the
value of 5 l/min, which was found to be reasonable for the various domestic uses
(taps, filling the washing machine, etc.) which, when activated, produce a demand
for water whose intensity does not depend on the period of the day in which it is
made (Table IV). It has however been observed that, though not constrained, the
parameters β −1 and η−1 take on values which are more or less constant throughout
the day: β −1 = 3 min and η−1 = 0.25 min. This is quite reasonable, particularly
for parameter η−1 which in fact represents the mean duration of the ED, which has
no reason to change in the passage from day to night time. In addition, within the
FAP, phenomena of self-compensation have been observed between the parameters
λ and µ since a certain number of cells, and therefore of water demands, in a two-
hour period may be produced both by many DB and few ED per DB, and by few
DB and many ED per DB, making it difficult to maintain both the consistency and
the significance of the values of these two parameters. In fact it is expected that a
208 S. ALVISI ET AL.
Table V. FAP procedure: values of the parameters λ−1 and µ in the twelve two-hour periods into
which the working day was divided
λ−1 (min) 28.9 36.8 24.3 6.7 3.1 4.0 3.6 5.1 5.9 4.3 5.2 10.6
µ (n◦ ED) 17.0 7.8 17.5 14.3 9.8 10.2 12.8 10.3 13.4 12.8 12.6 15.4
Figure 5. CAP parameterisation. Comparison between the moments of the historic series —— and those of the synthetic series generated with the NSRP
model ——; a) time aggregation: 1 min. b) time aggregation: 2 min. c) time aggregation: 5 min. d) time aggregation: 10 min. (Mean [l/h]; Variance [l2 / h2 ];
Covariance [l2 /h2 ]; h = time aggregation).
S. ALVISI ET AL.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 211
Figure 5. continued.
212 S. ALVISI ET AL.
For the reasons mentioned above, it was considered necessary also to analyse a
parameterisation based on a hypothetical individual user. However, since no ex-
perimental data of capacity time series relative to an individual user was available,
the parameterisation was done according to the following procedure. Since station
5 records the sum-demand of 9 users, as has already been noted, once a set of
parameters was fixed, 9 time series were generated with a scansion of 1 min, each
representative of the water demand of a single user; they were then aggregated,
in other words summed, and finally the estimated moments of the aggregated
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 213
Figure 6. CAP parameterisation: values of the parameters λ−1 and µ in the twelve two-hour
periods into which the working day was divided. The parameters ξ −1 , β −1 and η−1 were set
equal to 5 l min−1 , 3 min and 0.25 min respectively. (λ−1 [min]).
series were compared by means of the OF with the experimental moments. In this
procedure the following OF was used:
N
GMi 2
OF (λ, β, µ, η, ξ ) = pi · 1 − (4)
i=1
OMi
where OM i are the moments considered (mean, variance, covariance, P0, P[D→D],
P[ND→ND]) at different levels of temporal aggregation estimated on the series
observed and GM i the moments estimated on the series obtained (a) by aggregating
9 users, in each of which the water demand was generated on the basis of the
same set of parameters, and (b) by applying the filter described above; pi are the
weights to be attributed at the different moments to the different levels of temporal
aggregation and N is the total number of statistics considered at the different levels
of temporal aggregation. In Equation 4) the theoretic moments TM i have not been
considered since, once the parameters of the NSRP model have been attributed,
these refer to a single user and therefore may not be compared in any way to those
estimated by the series recorded at station 5 which instead refers to 9 users, as has
been stated above.
Table VII lists the weights used. In addition, the parameters have been con-
strained in this parameterisation too, as in the CAP case. In fact, the parameters
ξ −1 , β −1 and η−1 were fixed, respectively equal to 5 l min−1 , 2 min and 0.25 min,
214 S. ALVISI ET AL.
Statistics Weights
Agg. 1 min Agg. 2 min Agg. 3 min
Mean 30 0 0
Variance 10 10 10
Covariance 0 10 0
P0 1 1 1
P[D→D] 1 1 1
P[ND→ND] 1 1 1
values close to those taken by the parameters when they were initially left free to
oscillate within a large range. Table VIII shows the ranges of possible variation.
The values of the parameters may now be read in terms of individual user which
in the case being examined consists of an average of three people. (Figure 7).
During the night there is a DB every 40–60 min and 1–2 ED per DB. Instead,
during the intervals of maximum consumption the DB are much more frequent,
every 20 min with 4–5 ED per DB.
Figure 8 shows both the observed values of the statistics and those estimated on
the series generated by the NSRP model, for the levels of temporal aggregation of 1,
2, 3, 5 and 10 min. In this case it may be noted that already at a low level of temporal
aggregation (5 min), the covariance and the variance are underestimated and this
underestimation gradually increases as the temporal aggregation increases. This
fact may be explained as described above. Now however, as well as the summing
operation at temporal level, the sum at spatial level is also done (the sum of 9 time
series generated independently of each other). This latter element increases the
non-conservation of the variance even further.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 215
Figure 7. CIUP parameterisation: values of the parameters λ−1 and µ in the twelve two-hour
periods into which the working day was divided. The parameters ξ −1 , β −1 and η−1 were set
equal to 5 l min−1 , 2 min and 0.25 min respectively. (λ−1 [min]).
Lastly it may be observed that during the night the demand blocks DB and the
elementary demands ED numbers remain rather high, when they refer to a single
user of not more than three inhabitants, thus showing a possible weakness of this
last parameterisation procedure.
To summarise what has been discussed so far, it may be noted that, given the
type of information available, the most suitable parameterisation procedure of the
three described above is the CAP. This is the procedure which, making use of
appropriate constraints, allows the estimate of the parameters of the NSRP model
representative of the series of water demand at the same level of spatial aggreg-
ation as the one recorded. It may also be observed that the process of temporal
aggregation obtained by summing the consumptions generated with an interval
of 1 min tends to produce an underestimation of the variance as the temporal
level of aggregation increases. This is due to the fact that this operation should
be linked to the respect of the temporal covariance at lags at least close to the level
of aggregation itself. This is something that cannot be achieved during calibration
of the parameters. Indeed, even if the objective function considers several levels
of aggregation, the covariance is always set to lag-1, and, on the other hand, the
various experiments carried out have shown that the setting of lag-2, lag-3, etc.
during calibration is not respected and that the procedure itself actually tends not
to converge.
216
Figure 8. Station 5: CIUP parameterisation. Comparison between the moments of the historic series —— and those of the synthetic series generated with
the NSRP model ——; a) time aggregation: 1 min. b) time aggregation: 2 min. c) time aggregation: 5 min. d) time aggregation: 10 min. Mean [l/h]; Variance
[l2 /h2 ]; Covariance [l2 /h2 ]; h = time aggregation).
S. ALVISI ET AL.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 217
Figure 8. continued.
218 S. ALVISI ET AL.
In short, once the NSRP model has been calibrated to a brief temporal interval
(e.g. 1 min) it may be used to represent series of residential demand with a wider
interval but not greater than 5 min and certainly as long as significant intervals
of non-consumption exist. When these intervals tend to disappear following tem-
poral aggregation, time series are formed for which the NSRP model is no longer
justified.
Once the NSRP model has been parameterised with reference to the time series ob-
served at station 5 and the limits of the process of temporal aggregation observed,
the process of spatial aggregation was analysed. In fact, it was seen whether a series
representative of a number of users which is a multiple of the original one could
be reconstructed, starting from a time series representative of a small number of
users. For this investigation the time series recorded at station 6 was used, referring,
as observed above, to an agglomerate about twenty four times larger than that of
station 5 (211 users compared with 9).
The synthetic time series of the water demand of station 6 was thus obtained by
aggregating/summing n = 24 series generated on the basis of the parameters estim-
ated for station 5 (CAP procedure). Figure 9 enables a comparison to be made of
the main statistics calculated respectively on the historic series, observed at station
6, and on those generated following the steps described above. This comparison
shows that, independently of the level of temporal aggregation, the trend of the
mean capacities evaluated on the series generated is similar to that of the historic
series, though it is strongly dependent on that of the station of reference 5. This is
comprehensible if consideration is made of the fact that the mean tends to be added
and of the fact that the series of capacity reconstructed at station 6 is obtained by
the aggregation of 24 different series of station 5, all with an interval of 1 minute.
Therefore the mean daily trend of the generated capacity duly rescaled remains
that of the station of departure (i.e. station 5). On the contrary the mean daily trend
observed at station 6 oscillated to a lesser degree, in line with the greater number
of inhabitants. Secondly, in the series reconstructed at station 6 a systematic un-
derestimation of the covariance was noted, so much that it tended to zero as the
temporal aggregation increased. This may be explained by recalling that the 24
series summed in order to generate that of station 6 are independent from each
other and therefore their reciprocal covariances are zero.
This is highlighted also by the analysis of figure 10 which shows, for each
period of the day, the box-plots relative to the two-hourly means of capacity for the
historic series (a) and the series reconstructed (b) by the aggregation of 24 series
generated on the basis of the parameters of the NSRP model estimated at station 5.
Though the series generated respect the trend in terms of central values, they clearly
underestimate the dispersion around these values. Together with the fact that stat-
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND
Figure 9. Station 6: Comparison between the moments of the historic series and those of the synthetic series generated by aggregating 24 time series
generated on the basis of the parameters estimated for station 5 (CAP procedure). a) time aggregation: 1 min. b) time aggregation: 2 min. c) time aggregation:
5 min. d) time aggregation: 10 min. Mean [l/h]; Variance [l2 /h2 ]; Covariance[l2 /h−2 ]; h = time aggregation).
219
220 S. ALVISI ET AL.
istics such as P0, P[D→D] and P[ND→ND] lose their meaning at high levels of
spatial aggregation, these considerations suggest that the procedure of aggregation
is inadequate for reconstructing the time series of the water consumption of a large
number of users starting from the series representative of a small number of users
generated on the basis of the NSRP model, at least when it does not include in its
structure the possibility of representing a multi-site covariance pattern. The data
available unfortunately do not permit a more detailed study to identify a possible
threshold value below which the spatial aggregation remains acceptable.
5. Conclusions
In this study attention has been focussed on the modelling of the residential water
demand at a small temporal interval (1 min), produced by small aggregates of users.
In addition, evaluation has been made of whether it is possible to obtain the time
series of the water demand of a medium-large group of users by means of a process
of aggregation applied to the information available at residential level.
As regards the modelling of the water demand at residential level, the Neyman-
Scott stochastic process with clustered points (NSRP) was considered and its ap-
plicability evaluated, making use of the data obtained during a measuring campaign
conducted at Castelfranco Emilia.
Of the three procedures of parameterisation considered, one was selected which
best adapts to the type of information available. This is characterised by the fact
of taking into account (a) the cyclical nature of the water demand over the general
working day, (b) the possibility of interpreting the parameters, (c) the respect of
different statistics at different levels of temporal aggregation and (d) the character-
istics of the series of consumptions observed, deriving from the volumetric nature
of the measuring instruments used.
The results obtained show that the process of temporal aggregation obtained
from the sum of the consumptions generated with an interval of 1 min produces
time series the variance of which, with respect to the one observed, is all the
more underestimated the higher the level of temporal aggregation. This is the
consequence of the operation of addition/temporal aggregation.
In short, once the NSRP model has been calibrated to a brief temporal interval
(e.g. 1 min), it may be used to represent series of residential demand with a wider
interval, though there is an upper limit which in the data used appears to be around
5 min.
As regards the reconstruction of the time series for medium-large groups of
users by means of a process of ‘spatial’ aggregation applied to the information
which may be deduced at residential level, as suggested by Buchberger and Wu
(1995), results have been obtained which appear to show this process to be unsuit-
able if the procedure of spatial aggregation is pushed to values which are too high,
since it produces a marked underestimation in the variance of the aggregated series.
A STOCHASTIC MODEL FOR REPRESENTING DRINKING WATER DEMAND 221
Figure 10. Station 6. Box-plots of the two-hour means [l min−1 ] evaluated on the historic
series (a), and on those generated with the NSRP model with CAP parameterisation (b). These
latter have a much lower dispersion than those observed in the historic series.
222 S. ALVISI ET AL.
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