Volatility modeling of rainfall time series     

Fadhilah Yusof  Ibrahim Lawal Kane 《Theoretical and Applied Climatology》2013,113(1-2):247-258

Networks of rain gauges can provide a better insight into the spatial and temporal variability of rainfall, but they tend to be too widely spaced for accurate estimates. A way to estimate the spatial variability of rainfall between gauge points is to interpolate between them. This paper evaluates the spatial autocorrelation of rainfall data in some locations in Peninsular Malaysia using geostatistical technique. The results give an insight on the spatial variability of rainfall in the area, as such, two rain gauges were selected for an in-depth study of the temporal dependence of the rainfall data-generating process. It could be shown that rainfall data are affected by nonlinear characteristics of the variance often referred to as variance clustering or volatility, where large changes tend to follow large changes and small changes tend to follow small changes. The autocorrelation structure of the residuals and the squared residuals derived from autoregressive integrated moving average (ARIMA) models were inspected, the residuals are uncorrelated but the squared residuals show autocorrelation, and the Ljung–Box test confirmed the results. A test based on the Lagrange multiplier principle was applied to the squared residuals from the ARIMA models. The results of this auxiliary test show a clear evidence to reject the null hypothesis of no autoregressive conditional heteroskedasticity (ARCH) effect. Hence, it indicates that generalized ARCH (GARCH) modeling is necessary. An ARIMA error model is proposed to capture the mean behavior and a GARCH model for modeling heteroskedasticity (variance behavior) of the residuals from the ARIMA model. Therefore, the composite ARIMA–GARCH model captures the dynamics of daily rainfall in the study area. On the other hand, seasonal ARIMA model became a suitable model for the monthly average rainfall series of the same locations treated.  相似文献   

Pan African layered diorite-tonalite-granodiorite from Sinai massif: an open system fractionation at a subduction zone     

Ahmed A. El-Metwally  Mohmed E. Ibrahim 《地学学报》1995,7(3):367-374

This paper reports on the occurrence of layered Pan African dioritetonalite-granodiorite (DTG) rocks. The layering is marked by alternation of melanocratic (M) layers (diorites and tonalites) and leucocratic (L) layers (tonalites and granodiorites). M-samples have cumulus biotite+hornblende+relict pyroxene+plagioclase+K-feldspars+magnetite+apatite, and have transitional calc-alkaline and metaluminous affinities. They were derived from subduction-related magma enriched in Rb, Ba, K and LREE and depleted in Sr and Nb. L-samples have cumulus plagioclase+hornblende. They are enriched in Sr and depleted in Rb, Ba, K, Nb and LREE. They have calc-alkaline and peraluminous affinites.
The formation of the rhythmic layers of DTG composition can be attributed to periodical replenishment of pulses of basic magma into a more evolved acidic magma chamber under open system conditions. Field relations, mineralogy and element concentration among the M- and L-layers indicate that at the subduction zone, the ascending magma was contaminated with lower crustal materials (marginal basin metasediments) which led to LILE-enrichment, Nb-depletion and transition from calc-alkaline to alkaline and from metaluminous to peraluminous affinities as well.  相似文献   

Hydrogeological aspects of groundwater drainage of the urban areas in Kuwait City     

Muhammad F. Al‐Rashed  Mohsen M. Sherif 《水文研究》2001,15(5):777-795

Residential areas in Kuwait City have witnessed a dramatic rise in subsurface water tables over the last three decades. This water rise phenomenon is attributed mainly to over irrigation practices of private gardens along with leakage from domestic and sewage networks. This paper presents a comprehensive study for urban drainage in two selected areas representing the two hydrogeological settings encountered in Kuwait City. In the first area, a vertical drainage scheme was applied successfully over an area of 1 km². The system has been under continuous operation and monitoring for more than 4 years without problems, providing a permanent solution for the water rise problem in this area. The hydrogeological system has approached steady state conditions and the water levels have dropped to about 3·5 m below the ground surface. In the second area a dual drainage scheme, composing of horizontal and vertical elements, is proposed. Horizontal elements are suggested in the areas where the deep groundwater contains hazardous gases that may pose environmental problems. The proposed drainage scheme in the second area has not yet been implemented. Field tests were conducted to assess the aquifer parameters in both areas and a numerical model has been developed to predict the long‐term response of the hydrogeological system in the two areas under consideration. Copyright © 2001 John Wiley & Sons, Ltd.  相似文献   

Study of the Messinian carbonate-evaporite lithofacies offshore Western Libya     

Ibrahim Y. Mriheel  Abdelhakim S. Alhnaish 《地学学报》1995,7(2):213-220

This study represents a preliminary investigation of the late Messinian subsurface Marsa Zouaghah Formation in the Western Libyan Offshore, Central Mediterranean Sea. The formation was deposited in three major environmental settings: (a) Marginal Sabkha; (b) Open Lagoon; and (c) Hypersaline Lagoon. The marginal sabkha and open lagoonal settings are locally interrupted by intertidal oolitic shoal deposits. The marginal sabkha facies is replaced in central parts of the Libyan offshore by a narrow zone of aeolian-fluvial facies, the distribution and thickness of which is entirely controlled by a local uplift, the Tripoli Nose'. The marginal sabkha facies broadly defines the late Messinian palaeoshoreline lying parallel to, and north of, the E-W Jifarah fault system which dominated the southern part of the Libyan offshore. This fades is, thus, interpreted as being structurally controlled by fault systems. The hypersaline lagoonal facies is developed in areas of relatively higher rates of subsidence than that of adjacent facies belts. It is therefore, related to restriction formed by continuous subsidence and evaporation. The Marsa Zouaghah Formation constitutes saltern evaporates deposited over a wide platform in sabkha and lagoonal settings, forming part of the 'basin-wide-evaporites' of the Mediterranean Basin deposited during the Messinian salinity crisis. The evaporites formed during a major relative sea-level fall within a subsiding basin situated on the northern continental margin of the African plate. Local, vertical and lateral variations in lithofacies and thickness within the Messinian deposits of the north-west Libyan offshore were controlled by contemporaneous strike-slip movements in addition to sea-level change.  相似文献   

Interpreting rural change in Malaysia     

David Preston  Ibrahim Ngah 《Singapore journal of tropical geography》2012,33(3):351-364

Relatively little in the literature on rural change in Southeast Asia engages with Malaysia, where the population is becoming urban‐based more rapidly than in many countries in the region. The literature on change in rural Malaysia during the past 40 years, supplemented by our own research, is used to identify key features of such change, which are considered in the context of existing interpretations to arrive at deeper understandings of rural change. Existing conceptualizations of rural change, it is suggested, must account for the diversity of roles taken by individuals daily, seasonally and at different life stages, as well as in multiple locations. Further attention needs to be paid to gender, generation and class among those experiencing change. Processes of rural (and urban) changes will continue and their complexity will reflect cultural and technological evolutions that affect individuals, households and communities throughout the world.  相似文献   

Characterization of the rainy season in Burkina Faso and it’s representation by regional climate models     

B. Ibrahim  J. Polcher  H. Karambiri  B. Rockel 《Climate Dynamics》2012,39(6):1287-1302

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Fitting optimum order of Markov chain models for daily rainfall occurrences in Peninsular Malaysia     

Sayang Mohd Deni  Abdul Aziz Jemain  Kamarulzaman Ibrahim 《Theoretical and Applied Climatology》2009,97(1-2):109-121

The analysis of the daily rainfall occurrence behavior is becoming more important, particularly in water-related sectors. Many studies have identified a more comprehensive pattern of the daily rainfall behavior based on the Markov chain models. One of the aims in fitting the Markov chain models of various orders to the daily rainfall occurrence is to determine the optimum order. In this study, the optimum order of the Markov chain models for a 5-day sequence will be examined in each of the 18 rainfall stations in Peninsular Malaysia, which have been selected based on the availability of the data, using the Akaike’s (AIC) and Bayesian information criteria (BIC). The identification of the most appropriate order in describing the distribution of the wet (dry) spells for each of the rainfall stations is obtained using the Kolmogorov-Smirnov goodness-of-fit test. It is found that the optimum order varies according to the levels of threshold used (e.g., either 0.1 or 10.0 mm), the locations of the region and the types of monsoon seasons. At most stations, the Markov chain models of a higher order are found to be optimum for rainfall occurrence during the northeast monsoon season for both levels of threshold. However, it is generally found that regardless of the monsoon seasons, the first-order model is optimum for the northwestern and eastern regions of the peninsula when the level of thresholds of 10.0 mm is considered. The analysis indicates that the first order of the Markov chain model is found to be most appropriate for describing the distribution of wet spells, whereas the higher-order models are found to be adequate for the dry spells in most of the rainfall stations for both threshold levels and monsoon seasons.  相似文献   

The spatial distribution of wet and dry spells over Peninsular Malaysia     

S. Mohd. Deni  A. A. Jemain  K. Ibrahim 《Theoretical and Applied Climatology》2008,94(3-4):163-173

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The best fitting distribution of annual maximum rainfall in Peninsular Malaysia based on methods of L-moment and LQ-moment   总被引：1，自引：1，他引：0  

Wan Zawiah Wan Zin  Abdul Aziz Jemain  Kamarulzaman Ibrahim 《Theoretical and Applied Climatology》2009,98(3-4):337-350

This paper discusses patterns of annual and monthly precipitation variability at seven weather stations in east central Europe (1851–2007). Precipitation patterns were compared to three simple regional indices of atmospheric circulation, i.e., western circulation, southern circulation and the cyclonicity (C) index and a relationship between precipitation and the North Atlantic Oscillation index was identified. Correlations of the monthly records and multiple regression, using a principal components’ analysis, helped determine the statistical significance of the dependence of precipitation on the circulation indices. The Mann–Kendall test revealed no trend to change in any of the precipitation series, but a certain spatial regularity could be discerned in the phase of the annual periodic component. A common feature of the variability in central European annual precipitation is the dry period identified in the 1980s and the first half of the 1990s. In the northern part of the region, above-average precipitation was noted from the 1960s through to the mid-1970s as a result of the frequent prevalence of depressions. South of the divide, the wettest period was recorded at the turn of 1930s/1940s. After a number of very wet years in the last decade of the twentieth century and the beginning of the twenty-first century, precipitation began to fall at all of the region’s weather stations. The C index is the strongest circulation-linked factor influencing precipitation in central Europe and it accounts for more than 40% of the variance in spatially averaged wintertime precipitation.  相似文献   

New insights into the origin of perylene in geological samples   总被引：1，自引：0，他引：1  

Kliti Grice  Hong Lu  Pia Atahan  Muhammad Asif  Paul Greenwood  Ercin Maslen  Kenneth Williford 《Geochimica et cosmochimica acta》2009,73(21):6531-6543

The origin of the polycyclic aromatic hydrocarbon (PAH) perylene in sediments and petroleum has been a matter of continued debate. Reported to occur in Phanerozoic organic matter (OM), fossil crinoids and tropical termite mounds, its mechanism of formation remains unclear. While a combustion source can be excluded, structural similarities to perylene quinone-like components present in e.g. fungi, plants, crinoids and insects, potentially suggest a product-precursor relationship. Here, we report perylene concentrations, ¹³C/¹²C, and D/H ratios from a Holocene sediment profile from the Qingpu trench, Yangtze Delta region, China. Perylene concentrations differ from those of pyrogenic PAHs, and rise to prominence in a stratigraphic interval that was dominated by woody vegetation as determined by palynology including fungal spores. In this zone, perylene concentrations exhibit an inverse relationship to the lignin marker guaiacol, D/H ratios between −284‰ and −317‰, similar to the methoxy groups in lignin, as well as co-variation with spores from wood-degrading fungi. ¹³C/¹²C of perylene differs from that of land plant wax alkanes and falls in the fractionation range expected for saprophytic fungi that utilise lignin, which is isotopically lighter than cellulose and whole wood. During progressive lignin degradation, the relative carbon isotopic ratio of the perylene decreases. We therefore hypothesise a relationship of perylene to the activity of wood-degrading fungi. To support our hypothesis, we analysed a wide range of Phanerozoic sediments and oils, and found perylene to generally be present in subordinate amounts before the evolutionary rise of vascular plants, and to be generally absent from marine-sourced oils, few exceptions being attributed perhaps to a contribution of marine and/or terrestrial-derived fungi, anoxia (especially under marine conditions) and/or contamination of core material by fungi. A series of low-molecular-weight aromatic quinones bearing the perylene-backbone were detected in Devonian and Cretaceous sediments, potentially representing precursor components to perylene.  相似文献