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31.
Panayiotis Dimitriadis Demetris Koutsoyiannis 《Stochastic Environmental Research and Risk Assessment (SERRA)》2015,29(6):1649-1669
Three common stochastic tools, the climacogram i.e. variance of the time averaged process over averaging time scale, the autocovariance function and the power spectrum are compared to each other to assess each one’s advantages and disadvantages in stochastic modelling and statistical inference. Although in theory, all three are equivalent to each other (transformations one another expressing second order stochastic properties), in practical application their ability to characterize a geophysical process and their utility as statistical estimators may vary. In the analysis both Markovian and non Markovian stochastic processes, which have exponential and power-type autocovariances, respectively, are used. It is shown that, due to high bias in autocovariance estimation, as well as effects of process discretization and finite sample size, the power spectrum is also prone to bias and discretization errors as well as high uncertainty, which may misrepresent the process behaviour (e.g. Hurst phenomenon) if not taken into account. Moreover, it is shown that the classical climacogram estimator has small error as well as an expected value always positive, well-behaved and close to its mode (most probable value), all of which are important advantages in stochastic model building. In contrast, the power spectrum and the autocovariance do not have some of these properties. Therefore, when building a stochastic model, it seems beneficial to start from the climacogram, rather than the power spectrum or the autocovariance. The results are illustrated by a real world application based on the analysis of a long time series of high-frequency turbulent flow measurements. 相似文献
32.
ABSTRACTFrom ancient times dice have been used to denote randomness. A dice throw experiment is set up in order to examine the predictability of the die orientation through time using visualization techniques. We apply and compare a deterministic-chaotic model and a stochastic model and we show that both suggest predictability in die motion that deteriorates with time, just as in hydro-meteorological processes. Namely, a die’s trajectory can be predictable for short horizons and unpredictable for long ones. Furthermore, we show that the same models can be applied, with satisfactory results, to high temporal resolution time series of rainfall intensity and wind speed magnitude, occurring during mild and strong weather conditions. The difference among the experimental and two natural processes is in the time length of the high-predictability window, which is of the order of 0.1 s, 10 min and 1 h for dice, rainfall and wind processes, respectively. 相似文献
33.
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
34.
Marguerite S. Koch Demetris C. Kletou Rosanna Tursi 《Estuarine, Coastal and Shelf Science》2009,83(4):403-413
Few phosphorus-depleted coastal ecosystems have been examined for their ability to hydrolyze phosphomonoesters. We examined seasonal (August 2006–April 2007) alkaline phosphatase activity in Florida Bay, a phosphorus-limited shallow estuary, using fluorescent substrate at low concentrations (≤2.0 μM). In situ dissolved inorganic and organic phosphorus levels and phosphomonoester concentrations were also determined. Water column alkaline phosphatase activity was partitioned into two particulate size fractions (>1.2 and 0.2–1.2 μm) and freely dissolved enzymes (<0.2 μm). Water column alkaline phosphatase activity was also compared to leaf and epiphyte activity of the dominant tropical seagrass Thalassia testudinum. Our results indicate: (1) potential alkaline phosphatase activity in Florida Bay is high compared to other marine ecosystems, resulting in rapid phosphomonoester turnover times (2 h). (2) Water column alkaline phosphatase activity dominates, and is split equally between particulate and dissolved fractions. (3) Alkaline phosphatase activity was highest during cyanobacterial blooms, but not when normalized to chl a. These results suggest that dissolved, heterotrophic and autotrophic alkaline phosphatase activity is stimulated by phytoplankton blooms. (4) The dissolved alkaline phosphatase activity is relatively constant, while the particulate activity is seasonally and spatially dynamic, typically associated with phytoplankton blooms. (5) Phosphomonoester concentrations throughout the bay are low, even though potential hydrolysis rates are high. We propose that bioavailable dissolved organic P is hydrolyzed by dissolved and microbial alkaline phosphatase enzymes in Florida Bay. High alkaline phosphatase activity in the bay is also promoted by long hydraulic residence times. This background activity is primarily driven by carbon and phosphorus limitation of microorganisms, and regeneration of enzymes associated with cell lysis. Pulses of inorganic phosphorus and labile organic phosphorus and nitrogen may stimulate autotrophs, particularly cyanobacteria, which in turn promote biological activity that increase alkaline phosphatase activity of both autotrophs and heterotrophs in the bay. 相似文献
35.
ABSTRACT Clustering of extremes is critical for hydrological design and risk management and challenges the popular assumption of independence of extremes. We investigate the links between clustering of extremes and long-term persistence, else Hurst-Kolmogorov (HK) dynamics, in the parent process exploring the possibility of inferring the latter from the former. We find that (a) identifiability of persistence from maxima depends foremost on the choice of the threshold for extremes, the skewness and kurtosis of the parent process, and less on sample size; and (b) existing indices for inferring dependence from series of extremes are biased downward when applied to non-Gaussian processes. We devise a probabilistic index based on the probability of occurrence of peak-over-threshold events across multiple scales, which can reveal clustering, linking it to the persistence of the parent process. Its application shows that rainfall extremes may exhibit noteworthy departures from independence and consistency with an HK model. 相似文献
36.
Demetris Koutsoyiannis 《水文科学杂志》2020,65(4):536-551
ABSTRACTAs time irreversibility of streamflow is marked for time scales up to several days, while common stochastic generation methods are good only for time-symmetric processes, the need for new methods to handle irreversibility, particularly in flood simulations, has been recently highlighted. From an investigation of the historical evolution of existing stochastic generation methods, which is a useful step before proposing new methods, the strengths and weaknesses of current approaches are located. Following this investigation, a generic solution to the stochastic generation problem is proposed. This is an analytical exact method based on an asymmetric moving-average scheme, capable of handling time irreversibility in addition to preserving the second-order stochastic structure, as well as higher-order marginal statistics, of a process. The method is studied theoretically in its general setting, as well as in its most interesting special cases, and is successfully applied to streamflow generation at an hourly scale. 相似文献
37.
AbstractRiver basins are by definition temporally-varying systems: changes are apparent at every temporal scale, in terms of changing meteorological inputs and catchment characteristics due to inherently uncertain natural processes and anthropogenic interventions. In an operational context, the ultimate goal of hydrological modelling is predicting responses of the basin under conditions that are similar or different to those observed in the past. Since water management studies require that anthropogenic effects are considered known and a long hypothetical period is simulated, the combined use of stochastic models, for generating the inputs, and deterministic models that also represent the human interventions in modified basins, is found to be a powerful approach for providing realistic and statistically consistent simulations (in terms of product moments and correlations, at multiple time scales, and long-term persistence). The proposed framework is investigated on the Ferson Creek basin (USA) that exhibits significantly growing urbanization during the last 30 years. Alternative deterministic modelling options include a lumped water balance model with one time-varying parameter and a semi-distributed scheme based on the concept of hydrological response units. Model inputs and errors are respectively represented through linear and nonlinear stochastic models. The resulting nonlinear stochastic framework maximizes the exploitation of the existing information by taking advantage of the calibration protocol used in this issue. 相似文献
38.
Negligent killing of scientific concepts: the stationarity case 总被引：1，自引：1，他引：0
AbstractIn scientific vocabulary, the term “process” is used to denote change in time. Even a stationary process describes a system changing in time, rather than a static one that keeps a constant state all the time. However, this is often missed, which has led to misuse of the term “nonstationarity” as a synonym of “change”. A simple rule to avoid such misuse is to answer the question: can the change be predicted in deterministic terms? Only if the answer is positive is it legitimate to invoke nonstationarity. In addition, we should have in mind that models are made to simulate the future rather than to describe the past; the past is characterized by observations (data). Usually future changes are not deterministically predictable and thus the models should, on the one hand, be stationary and, on the other hand, describe in stochastic terms the full variability, originating from all agents of change. Even if the past evolution of the process of interest contains changes explainable in deterministic terms (e.g. urbanization), it is better to describe the future conditions in stationary terms, after “stationarizing” the past observations, i.e. adapting them to represent the future conditions. 相似文献
39.
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