共查询到20条相似文献，搜索用时 27 毫秒
1.
Demetris Koutsoyiannis 《水文科学杂志》2013,58(6):1177-1197
AbstractSince “panta rhei” was pronounced by Heraclitus, hydrology and the objects it studies, such as rivers and lakes, have offered grounds to observe and understand change and flux. Change occurs on all time scales, from minute to geological, but our limited senses and life span, as well as the short time window of instrumental observations, restrict our perception to the most apparent daily to yearly variations. As a result, our typical modelling practices assume that natural changes are just a short-term “noise” superimposed on the daily and annual cycles in a scene that is static and invariant in the long run. According to this perception, only an exceptional and extraordinary forcing can produce a long-term change. The hydrologist H.E. Hurst, studying the long flow records of the Nile and other geophysical time series, was the first to observe a natural behaviour, named after him, related to multi-scale change, as well as its implications in engineering designs. Essentially, this behaviour manifests that long-term changes are much more frequent and intense than commonly perceived and, simultaneously, that the future states are much more uncertain and unpredictable on long time horizons than implied by standard approaches. Surprisingly, however, the implications of multi-scale change have not been assimilated in geophysical sciences. A change of perspective is thus needed, in which change and uncertainty are essential parts.Editor Z.W. KundzewiczCitation Koutsoyiannis, D., 2013. Hydrology and change. Hydrological Sciences Journal, 58 (6), 1177–1197. 相似文献
2.
The Hurst phenomenon and fractional Gaussian noise made easy 总被引：1，自引：0，他引：1
DEMETRIS KOUTSOYIANNIS 《水文科学杂志》2013,58(4):573-595
Abstract The Hurst phenomenon, which characterizes hydrological and other geophysical time series, is formulated and studied in an easy manner in terms of the variance and autocorrelation of a stochastic process on multiple temporal scales. In addition, a simple explanation of the Hurst phenomenon based on the fluctuation of a hydrological process upon different temporal scales is presented. The stochastic process that was devised to represent the Hurst phenomenon, i.e. the fractional Gaussian noise, is also studied on the same grounds. Based on its studied properties, three simple and fast methods to generate fractional Gaussian noise, or good approximations of it, are proposed. 相似文献
3.
《水文科学杂志》2013,58(1):142-150
Abstract Due to its great importance, the availability of long flow records, contemporary as well as older, and the additional historical information of its behaviour, the Nile is an ideal test case for identifying and understanding hydrological behaviours, and for model development. Such behaviours include the long-term persistence, which historically has motivated the discovery of the Hurst phenomenon and has put into question classical statistical results and typical stochastic models. Based on the empirical evidence from the exploration of the Nile flows and on the theoretical insights provided by the principle of maximum entropy, a concept newly employed in hydrological stochastic modelling, an advanced yet simple stochastic methodology is developed. The approach is focused on the prediction of the Nile flow a month ahead, but the methodology is general and can be applied to any type of stochastic prediction. The stochastic methodology is also compared with deterministic approaches, specifically an analogue (local nonlinear chaotic) model and a connectionist (artificial neural network) model based on the same flow record. All models have good performance with the stochastic model outperforming in prediction skills and the analogue model in simplicity. In addition, the stochastic model has other elements of superiority such as the ability to provide long-term simulations and to improve understanding of natural behaviours. 相似文献
4.
ABSTRACTThe aim of this article is to offer an insight into the hydrology of southeast Romanian catchments, which have not been studied systematically. The complex behaviour of the Tai?a, one of the most important rivers situated in the northern part of Dobrogea, is demonstrated. Long-range dependence (LRD) in the time series of its streamflow, including the presence of trends, is supported by an estimated Hurst exponent of approximately 0.8, as well as statistical tests.
Editor D. Koutsoyiannis; GUEST editor S. Weijs 相似文献
5.
P.E. O’Connell D. Koutsoyiannis H. F. Lins Y. Markonis A. Montanari T. Cohn 《水文科学杂志》2016,61(9):1571-1590
ABSTRACTEmanating from his remarkable characterization of long-term variability in geophysical records in the early 1950s, Hurst’s scientific legacy to hydrology and other disciplines is explored. A statistical explanation of the so-called “Hurst Phenomenon” did not emerge until 1968 when Mandelbrot and co-authors proposed fractional Gaussian noise based on the hypothesis of infinite memory. A vibrant hydrological literature ensued where alternative modelling representations were explored and debated, e.g. ARMA models, the Broken Line model, shifting mean models with no memory, FARIMA models, and Hurst-Kolmogorov dynamics, acknowledging a link with the work of Kolmogorov in 1940. The diffusion of Hurst’s work beyond hydrology is summarized by discipline and citations, showing that he arguably has the largest scientific footprint of any hydrologist in the last century. Its particular relevance to the modelling of long-term climatic variability in the era of climate change is discussed. Links to various long-term modes of variability in the climate system, driven by fluctuations in sea surface temperatures and ocean dynamics, are explored. Several issues related to the Hurst Phenomenon in hydrology remain as a challenge for future research.
Editor M. Acreman; Associate editor A. Carsteanu 相似文献
6.
Wu Zhong-liang 《地震学报(英文版)》2001,14(5):585-588
In the estimation of seismic tendency, using Gutenberg-Richter’sb-value and using Hurst exponent are two commonly used methods. Based on the fractal geometry of earthquake time series, we
point out that these two methods correlate to each other. In the perspective of fractional Brownian motion (FBM), an earthquake
sequence withb>3/4 and that withb<3/4 have different dynamic properties.
Foundation item: The MOST Project G1998040705.
Contribution No. 01FE2010, Institute of Geophysics, China Seismological Bureau. 相似文献
7.
K. J. SENE 《水文科学杂志》2013,58(1):125-145
Abstract A theoretical model is described for estimating the impacts of changes in Lake Victoria levels on river flows, lake levels and swamp areas in the upper White Nile basin. The basis of the model is to represent the main river channel by a series of interconnected lakes and swamps, whose water balances are described by differential equations relating outflows to levels, areas and the net basin supply at each point. Closed form solutions are obtained for two situations: (a) a long-term change in the mean level of Lake Victoria, and (b) a return to equilibrium levels following an initial disturbance in Lake Victoria levels. A simple model for the net basin supply to Lake Victoria is also used to relate these changes in levels to changes in climate and runoff in the basin. The results illustrate the extreme sensitivity of White Nile flows to changes in Lake Victoria levels and outflows, and in particular to variations in the direct rainfall on the lake surface. Estimates are also presented for the various time scales and time delays which affect the White Nile system. 相似文献
8.
B. V. Kiselev 《Geomagnetism and Aeronomy》2017,57(3):326-334
The paper addresses estimation of the Hurst exponent for time series of the hourly values of the Dst index for the period from 1957 to 2011. It is found that the Hurst exponent is 0.79–0.94 for yearly intervals and 0.8–1.0 for monthly intervals. Based on R/S graphs, the Dst cycles are identified; they range from 3–4 months to 2.2 years and from 8.5 to 22 years in length. It is shown that a Dst time series can be quite satisfactorily described by an α-stable Levy process. 相似文献
9.
Abstract The annual water balance of Lake Kyoga is estimated by a comparison of upstream and downstream flows in the Nile channel during a period of reliable measurements (1940–1977), supported by rainfall records over the basin. The relative contributions of net lake rainfall and tributary inflows are estimated. Changes in annual rainfall and seasonal distribution are examined. Editor Z.W. Kundzewicz Citation Brown, E. and Sutcliffe, J.V., 2013. The water balance of Lake Kyoga, Uganda. Hydrological Sciences Journal, 58 (2), 342–353. 相似文献
10.
The present study was carried out as part of a complex survey of urban groundwater quality and quantity in Szeged, southeast Hungary. The concentrations of 12 inorganic contaminants in 28 shallow groundwater monitoring wells were determined over a 2-year period (2010–2012). The evaluation of concentrations indicates remarkable contamination all over the city. Discriminant analysis (DA) was used to evaluate the spatial changes of groundwater quality. The groundwater levels were measured over a 14-year period (2000–2013). The fractal properties of water level fluctuations time series characterizing the groundwater system and Tisza River were investigated using rescaled range (R/S) analysis. The resulting Hurst exponents clearly showed the persistency and thus long memory effects of both the groundwater and the river flow. Comparison of the results of DA with the results of R/S analysis thus implies that the geological conditions and the changing groundwater quantities are not related to groundwater quality.
EDITOR A. CastellarinASSOCIATE EDITOR A. Fiori 相似文献
11.
ABSTRACTThe trends in hydrological and climatic time series data of Urmia Lake basin in Iran were examined using the four different versions of the Mann-Kendall (MK) approach: (i) the original MK test; (ii) the MK test considering the effect of lag-1 autocorrelation; (iii) the MK test considering the effect of all autocorrelation or sample size; and (iv) the MK test considering the Hurst coefficient. Identification of hydrological and climatic data trends was carried out at monthly and annual time scales for 25 temperature, 35 precipitation and 35 streamflow gauging stations selected from the Urmia Lake basin. Mann-Kendall and Pearson tests were also applied to explore the relationships between temperature, precipitation and streamflow trends. The results show statistically significant upward and downward trends in the annual and monthly hydrological and climatic variables. The upward trends in temperature, unlike streamflow, are much more pronounced than the downward trends, but for precipitation the behaviour of trend is different on monthly and annual time scales. Furthermore, the trend results were affected by the different approaches. Specifically, the number of stations showing trends in hydrological and climatic variables decreased significantly (up to 50%) when the fourth test was considered instead of the first and the absolute value of the Z statistic for most of the time series was reduced. The results of correlations between streamflow and climatic variables showed that the streamflow in Urmia Lake basin is more sensitive to changes in temperature than those of precipitation. The observed decreases in streamflow and increases in temperature in the Urmia Lake basin in recent decades may thus have serious implications for water resources management under the warming climate with the expected population growth and increased freshwater consumption in this region.
Editor Z. W. Kundzewicz; Associate editor Q. Zhang 相似文献
12.
《水文科学杂志》2013,58(3)
Abstract The well-established physical and mathematical principle of maximum entropy (ME), is used to explain the distributional and autocorrelation properties of hydrological processes, including the scaling behaviour both in state and in time. In this context, maximum entropy is interpreted as maximum uncertainty. The conditions used for the maximization of entropy are as simple as possible, i.e. that hydrological processes are non-negative with specified coefficients of variation and lag-one autocorrelation. In the first part of the study, the marginal distributional properties of hydrological processes and the state scaling behaviour were investigated. This second part of the study is devoted to joint distributional properties of hydrological processes. Specifically, it investigates the time dependence structure that may result from the ME principle and shows that the time scaling behaviour (or the Hurst phenomenon) may be obtained by this principle under the additional general condition that all time scales are of equal importance for the application of the ME principle. The omnipresence of the time scaling behaviour in numerous long hydrological time series examined in the literature (one of which is used here as an example), validates the applicability of the ME principle, thus emphasizing the dominance of uncertainty in hydrological processes. 相似文献
13.
选用甘肃嘉峪关、兰州和天水地磁台2011—2013年的观测数据,重点研究地磁垂直向日变化波形下行段的赫斯特指数变化的时序特征。结果表明,在此3年内,嘉峪关台和兰州台地磁垂直向日变化波形下行段的赫斯特指数变化范围分别是0.08和0.06,天水台在2012年存在一个赫斯特指数幅度超过正常变化范围的过程,在此过程完成后的2013年7月22日,在距离天水130km的漳县和岷县交界发生M6.6地震。结合其他学者的研究结果,认为这一赫斯特指数的异常变化过程可能反映了区域性地球深部(下地壳与上地幔)热物质运移变化而引起地球局部居里面变化,也可能是地震孕育过程在地磁日变中的表征。这一发现有益于进一步研究地磁日变异常的机理、震磁关系以及地震预报的探索。 相似文献
14.
Abstract During recent decades, intensive research has focused on techniques capable of generating rainfall time series at a fine time scale that are (fully or partially) consistent with a given series at a coarser time scale. Here we theoretically investigate the consequences on the ensemble statistical behaviour caused by the structure of a simple and widely-used approach of stochastic downscaling for rainfall time series, the discrete Multiplicative Random Cascade. We show that synthetic rainfall time series generated by these cascade models correspond to a stochastic process which is non-stationary, because its temporal autocorrelation structure depends on the position in time in an undesirable manner. Then, we propose and theoretically analyse an alternative downscaling approach based on the Hurst-Kolmogorov process, which is equally simple but is stationary. Finally, we provide Monte Carlo experiments which validate our theoretical results. Editor Z.W. Kundzewicz Citation Lombardo, F., Volpi, E., and Koutsoyiannis, D., 2012. Rainfall downscaling in time: theoretical and empirical comparison between multifractal and Hurst-Kolmogorov discrete random cascades. Hydrological Sciences Journal, 57 (6), 1052–1066. 相似文献
15.
Hristos Tyralis Demetris Koutsoyiannis 《Stochastic Environmental Research and Risk Assessment (SERRA)》2011,25(1):21-33
Various methods for estimating the self-similarity parameter (Hurst parameter, H) of a Hurst–Kolmogorov stochastic process (HKp) from a time series are available. Most of them rely on some asymptotic properties
of processes with Hurst–Kolmogorov behaviour and only estimate the self-similarity parameter. Here we show that the estimation
of the Hurst parameter affects the estimation of the standard deviation, a fact that was not given appropriate attention in
the literature. We propose the least squares based on variance estimator, and we investigate numerically its performance,
which we compare to the least squares based on standard deviation estimator, as well as the maximum likelihood estimator after
appropriate streamlining of the latter. These three estimators rely on the structure of the HKp and estimate simultaneously
its Hurst parameter and standard deviation. In addition, we test the performance of the three methods for a range of sample
sizes and H values, through a simulation study and we compare it with other estimators of the literature. 相似文献
16.
Abstract A two-dimensional (2D) hydrodynamic assessment of the Nile swamps in southern Sudan has been carried out using DHI MIKE 21 software based on a ground referenced and corrected Shuttle Radar Topography Mission (SRTM) digital elevation model. The model was set up and calibrated using available historical information as well as newly measured data. The results show the model capable of representing the hydraulic conditions in the swamps, allowing the assessment of different flow conditions and their effects on the swamp. The study has established water-level gradients, flow directions and velocities in the swamp, as well as on the seasonal flood plains, and describes the importance of evapotranspiration for losses in the system. Citation Petersen, G. & Fohrer, N. (2010) Two-dimensional numerical assessment of the hydrodynamics of the Nile swamps in southern Sudan. Hydrol. Sci. J. 55(1), 17–26. 相似文献
17.
The Numerical Modeling of 3-D Elastic Wave Equation Using a High-Order,Staggered-Grid, Finite Difference Scheme 总被引：1，自引：0，他引：1
XiaFan DongLiangguo MaZaitian 《应用地球物理》2004,1(1):38-41
This article provides the application of the high-order, staggered-grid, finite-difference scheme to model elastic wave propagation in 3-D isotropic media. Here, we use second-order, temporal-and high-order spatial finite-difference formulations with a staggered grid for discretization of the 3-D elastic wave equations of motion. The set of absorbing boundary conditions based on paraxial approximations of 3-D elastic wave equations are applied to the numerical boundaries. The trial resuits for the salt model show that the numerical dispersion is decreased to a minimum extent, the accuracy high and diffracted waves abundant. It also shows that this method can be used for modeling wave propagation in complex media with the lateral variation of velocity. 相似文献
18.
Abstract A novel approach is presented for combining spatial and temporal detail from newly available TRMM-based data sets to derive hourly rainfall intensities at 1-km spatial resolution for hydrological modelling applications. Time series of rainfall intensities derived from 3-hourly 0.25° TRMM 3B42 data are merged with a 1-km gridded rainfall climatology based on TRMM 2B31 data to account for the sub-grid spatial distribution of rainfall intensities within coarse-scale 0.25° grid cells. The method is implemented for two dryland catchments in Tunisia and Senegal, and validated against gauge data. The outcomes of the validation show that the spatially disaggregated and intensity corrected TRMM time series more closely approximate ground-based measurements than non-corrected data. The method introduced here enables the generation of rainfall intensity time series with realistic temporal and spatial detail for dynamic modelling of runoff and infiltration processes that are especially important to water resource management in arid regions. Editor D. Koutsoyiannis Citation Tarnavsky, E., Mulligan, M. and Husak, G., 2012. Spatial disaggregation and intensity correction of TRMM-based rainfall time series for hydrological applications in dryland catchments. Hydrological Sciences Journal, 57 (2), 248–264. 相似文献
19.
ABSTRACTTurbulence is considered to generate and drive most geophysical processes. The simplest case is isotropic turbulence. In this paper, the most common three-dimensional power-spectrum-based models of isotropic turbulence are studied in terms of their stochastic properties. Such models often have a high order of complexity, lack stochastic interpretation and violate basic stochastic asymptotic properties, such as the theoretical limits of the Hurst coefficient, when Hurst-Kolmogorov behaviour is observed. A simpler and robust model (which incorporates self-similarity structures, e.g. fractal dimension and Hurst coefficient) is proposed using a climacogram-based stochastic framework and tested over high-resolution observational data of laboratory scale as well as hydro-meteorological observations of wind speed and precipitation intensities. Expressions of other stochastic tools such as the autocovariance and power spectrum are also produced from the model and show agreement with data. Finally, uncertainty, discretization and bias related errors are estimated for each stochastic tool, showing lower errors for the climacogram-based ones and larger for power spectrum ones. 相似文献
20.
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