A multiple distribution Markovian model for annual hydrologic time series
type: Item
instance of: scholarly article
title: A multiple distribution Markovian model for annual hydrologic time series
zbMATH Open document ID: 0664.60072
DOI: 10.1007/BF01544042
author: L. Valadares Tavares
author: Reinaldo C. Souza
published in: Stochastic Hydrology and Hydraulics
publication date: 1988-01-01T00:00:00Z
review text: It is assumed that the geophysical mechanisms responsible for the amount of annual rainfall can be in each year in one of the states \(O_ 1,...,O_ M\). The occurrence of such states is described by a Markov chain. The statistical distribution of the annual value of the studied time series depends on the state \(O_ j(t)\) occurring at time t. The case \(M=2\) is analyzed in detail and then it is applied to the annual rainfall at Fortaleza in Northeast Brazil. The model can preserve non- linear structures of serial dependence and it produces a skewed marginal distribution without any transformation.
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 86A05
Mathematics Subject Classification ID: 86A10
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 4086688
zbMATH Keywords: annual rainfall
zbMATH Keywords: time series
zbMATH Keywords: non-linear structures
zbMATH Keywords: skewed marginal distribution
reviewed by: Jiří Anděl
MaRDI profile type: MaRDI publication profile
cites work: Q5615180
description: scientific article; zbMATH DE number 4086688