Application of periodic autoregressive process to the modeling of the Garonne river flows
Langue
EN
Article de revue
Ce document a été publié dans
Stochastic Environmental Research and Risk Assessment. 2016, vol. 30, n° 7, p. 1785-1795
Résumé en anglais
Accurate forecasting of river flows is one of the most important applications in hydrology, especially for the management of reservoir systems. To capture the seasonal variations in river flow statistics, this paper develops ...Lire la suite >
Accurate forecasting of river flows is one of the most important applications in hydrology, especially for the management of reservoir systems. To capture the seasonal variations in river flow statistics, this paper develops a robust modeling approach to identify and to estimate periodic autoregressive (PAR) model in the presence of additive outliers. Since the least squares estimators are not robust in the presence of outliers, we suggest a robust estimation based on residual autocovariances. A genetic algorithm with Bayes information criterion is used to identify the optimal PAR model. The method is applied to average monthly and quarter-monthly flow data (1959–2010) for the Garonne river in the southwest of France. Results show that the accuracy of forecasts is improved in the robust model with respect to the unrobust model for the quarter-monthly flows. By reducing the number of parameters to be estimated, the principle of parsimony favors the choice of the robust approach.< Réduire
Mots clés en anglais
Statistics
Genetic Algorithms
Least-Squares Estimator
France
Periodic Time Series
Bayes Information Criterion
Estimation Method
Flow Modeling
Flow Of Water
Garonne River
Genetic Algorithm
Periodic Autoregressive Process
Periodic Time
Reservoir Management
Reservoir Systems
River Flow
River Flows Analysis
Rivers
Robust Estimation
Seasonal Variation
Time Series
Time Series Analysis
Unités de recherche