1974
DOI: 10.1029/wr010i004p00737
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Autocorrelation structure of monthly streamflows

Abstract: The autocorrelation structure of monthly streamflows, a nonstationary process, is developed from a mathematical model that assumes that monthly precipitation is an independent series and that the base flow of the stream is derived from a linear aquifer. Under these assumptions the first-order autocorrelation coefficients of streamflow are found to vary seasonally, as do other statistics such as monthly means and standard deviations. Comparison of the autocorrelation coefficients predicted by the model with tho… Show more

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Cited by 45 publications
(30 citation statements)
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“…Thus, this procedure is based on the formation of p scalar signals: (15) Each signal (15) is passed through the nonlinear activation function f(s). The same function…”
Section: Artificial Neuron Network Modelmentioning
confidence: 99%
See 1 more Smart Citation
“…Thus, this procedure is based on the formation of p scalar signals: (15) Each signal (15) is passed through the nonlinear activation function f(s). The same function…”
Section: Artificial Neuron Network Modelmentioning
confidence: 99%
“…This is why stochastic methods are widely used for predicting river runoff [1,8,[14][15][16]. Several modifications of statistical forecasts proposed in [13] are based on the autoregression analysis of the series in combination with simulation of trends in harmonics.…”
Section: Introductionmentioning
confidence: 99%
“…Lawrance and Kottegoda (1977) discussed theoretical difficulties associated with the deseasonalized modeling. The principal setback is the stationarity assumption made for the deseasonalized series, which is not likely to be satisfied (see Moss and Bryson, 1974). These difficulties can be overcome by employing periodic models, which allow the model parameters, as well as model types and orders, to vary depending on the season of the year.…”
Section: Introductionmentioning
confidence: 99%
“…However, in ®elds such as hydrology, meteorology, climatology and economics, there are examples of seasonal time series with apparent periodicities in the autocorrelation function at various lags k. (See, for example, Jones and Brelford, 1967;Moss and Bryson, 1974;Cleveland and Tiao, 1979;Salas et al 1982;Vecchia, 1985;Osborn, 1988.) Tiao and Grupe (1980) and Osborn (1991) discussed the consequences of ®tting a stationary autoregressive moving-average (ARMA) model to a time series which has period autocorrelation.…”
Section: Introductionmentioning
confidence: 98%