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Matched block bootstrap for resampling multiseason hydrologic time series

Srinivas, VV and Srinivasan, K (2005) Matched block bootstrap for resampling multiseason hydrologic time series. In: Hydrological Processes, 19 (18). pp. 3659-3682.

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A nonparametric method for resampling multiseason hydrologic time series is presented. It is based on the idea of rank matching, for simulating univariate time series with strong and/or long-range dependence. The rank matching rule suggests concatenating with higher likelihood those blocks that match at their ends. In the proposed method, termed "multiseason matched block bootstrap", nonoverlapping within-year blocks of hydrologic data (formed from the observed time series) are conditionally resampled using the rank matching rule. The effectiveness of the method in recovering various statistical attributes, including the dependence structure from finite samples generated from a known population, is demonstrated through a two-level hypothetical Monte Carlo simulation experiment. The method offers enough flexibility to the modeller and is shown to be appropriate for modelling hydrologic data that display strong dependence, nonlinearity and/or multimodality in the time series depicting the hydrologic process. The method is shown to be more efficient than the nonparametric "k-nearest neighbor bootstrap" method in simulating the monthly streamflows that exhibit a complex dependence structure and bimodal marginal probability density. Even with short block sizes, this bootstrap method is able to predict the drought characteristics reasonably accurately.

Item Type: Journal Article
Additional Information: The copyright belongs to John Wiley & Sons, Ltd.
Keywords: bootstrap;nonparametric;streamflow simulation;drought analysis;time series modelling
Department/Centre: Division of Mechanical Sciences > Civil Engineering
Depositing User: Sandhya Jagirdar
Date Deposited: 04 Jan 2006
Last Modified: 19 Sep 2010 04:22
URI: http://eprints.iisc.ac.in/id/eprint/4842

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