SPI-based drought simulation and prediction using ARMA-GARCH model

DOI10.1016/J.AMC.2019.02.058MaRDI QIDQ2009356zbMATH OpenOpenAlexWikidataFDO

Authors Qi Liu, Guanlan Zhang, Shahzad Ali, Xiaopeng Wang, Zhenkuan Pan, Jiahua Zhang, Guodong Wang

Publication date 28 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2019.02.058

zbMATH Keywords

droughtARMA-GARCH modelARCH effectsSPIShandong province

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32) Hydrology, hydrography, oceanography (86A05)

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Cites work

• A new look at the statistical model identification
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Estimating the dimension of a model
• Generalized autoregressive conditional heteroscedasticity
• On a measure of lack of fit in time series models
• Time series analysis. Forecasting and control

Cited in

(7)

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• Statistical uncertainty estimation using random forests and its application to drought forecast
• Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process

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