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Stochastic models of streamflow - some case studies

Mujumdar, PP and Kumar, Nagesh D (1990) Stochastic models of streamflow - some case studies. In: Hydrological Sciences Journal, 35 (4). pp. 395-410.


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Ten candidate models of the Auto-Regressive Moving Average (ARMA) family are investigated for representing and forecasting monthly and ten-day streamflow in three Indian rivers. The best models for forcasting and representation of data are selected by using the criteria of Minimum Mean Square Error (MMSE) and Maximum Likelihood (ML) respectively. The selected models are validated for significance of the residual mean, significance of the periodicities in the residuals and significance of the correlation in the residuals. The models selected, based on the ML criterion for the synthetic generation of the three monthly series of the rivers Cauvery, Hemavathy and Malaprabha, are respectively AR(4), ARMA(2,1) and ARMA (3,1). For the ten-day series of the Malaprabha river, the AR(4) model is selected. The AR(1) model resulted in the minimum mean square error in all the cases studied and is recommended for use in forecasting flows one time step ahead.

Item Type: Journal Article
Publication: Hydrological Sciences Journal
Publisher: International Association of Hydrological Sciences
Department/Centre: Division of Mechanical Sciences > Civil Engineering
Date Deposited: 10 May 2005
Last Modified: 19 Sep 2010 04:18
URI: http://eprints.iisc.ac.in/id/eprint/3175

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