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Stochastic modeling of seasonal streamflow

Date

1987

Authors

Mendonça, Antonio Sergio Ferreira, author
Salas, Jose D., advisor
Fontane, Darrell G., committee member
Loftis, Jim C., committee member
Gessler, Johannes, committee member

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Abstract

This research examines topics on seasonal (monthly, bimonthly, etc.) hydrologic time-series modeling. A family of periodic models was derived by allowing parameters for a particular Multiplicative Autoregressive Integrated Moving Average model (Multiplicative ARIMA) to vary from season to season. The derived model presents parameters relating data for seasons in the same year and parameters relating data for the same season for consecutive years. PARMA models are particular cases of the proposed model, here called Multiplicative Periodic Autoregressive Moving Average (Multiplicative PARMA). Least-squares estimation based on the Powell algorithm for nonlinear optimization was developed for determining the model parameters. Properties such as seasonal variances and autocorrelations were derived analytically for particular cases of the general model. Analysis of sensitivity of the annual autocorrelograms to the parameters of the model showed that the yearly autoregressive parameters are the most important for the reproduction of high annual autocorrelations. Tests of model were made through data generation. The model was applied to four-and six-season series for river discharge presenting distinct characteristics of variabilty and dependence. Tests for goodness-of-fit and selection criteria of models for seasonal series were also discussed. Results from data generation indicate that the estimation procedure is able to estimate parameters for the Multiplicative PARMA models and can also be used for refinement of estimations made by method-of-moments for other models. Application to discharge data from St. Lawrence, Niger, Elkhorn and Yellowstone rivers showed that the proposed modeling technique is able to preserve long term dependence better than models currently used in practical hydrology. Direct consequence of this improvement is better reproduction of floods and droughts and more accuracy in the design and operation of water resource structures.

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Subject

Streamflow -- Mathematical models
Stream measurements -- Mathematical models
Time-series analysis

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