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Abstract Time series modelling approaches are useful tools for simulating and forecasting hydrological variables and their change through time. Although linear time series models are common in hydrology, the nonlinear time series model, the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model, has rarely been used in hydrology and water resources engineering. The GARCH model considers the conditional variance remaining in the residuals of the linear time series models, such as an ARMA or an ARIMA model. In the present study, the advantages of a GARCH model against a linear ARIMA model are investigated using three classes of the GARCH approach, namely Power GARCH, Threshold GARCH and Exponential GARCH models. A daily streamflow time series of the Matapedia River, Quebec, Canada, is selected for this study. It is shown that the ARIMA (13,1,4) model is adequate for modelling streamflow time series of Matapedia River, but the Engle test shows the existence of heteroscedasticity in the residuals of the ARIMA model. Therefore, an ARIMA (13,1,4)-GARCH (3,1) error model is fitted to the data. The residuals of this model are examined for the existence of heteroscedasticity. The Engle test indicates that the GARCH model has considerably reduced the heteroscedasticity of the residuals. However, the Exponential GARCH model seems to completely remove the heteroscedasticity from the residuals. The multi-criteria evaluation for model performance also proves that the Exponential GARCH model is the best model among ARIMA and GARCH models. Therefore, the application of a GARCH model is strongly suggested for hydrological time series modelling as the conditional variance of the residuals of the linear models can be removed and the efficiency of the model will be improved. Editor D. Koutsoyiannis; Associate editor C. Onof Citation Modarres, R. and Ouarda, T.B.M.J., 2013. Modelling heteroscedasticty of streamflow times series. Hydrological Sciences Journal, 58 (1), 1–11. 相似文献
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Two new palm leaf impressions, cf. Iguanura wallichiana and Palmacites makumensis sp. nov. are described from the Makum Coalfield, Tinsukia District, Assam. They belong to the Tikak Parbat Formation being considered as Late Oligocene (Chattian 28?C23?Myr) in age. Their presence, along with the other known fossil records indicates that CMMT (cold month mean temperature) was not less than 18°C with plenty of rainfall, in the region during the period of deposition. 相似文献
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ILKA E. BAUER DALE H. VITT 《Boreas: An International Journal of Quaternary Research》2011,40(4):714-726
Bauer, I. E. & Vitt, D. H. 2011: Peatland dynamics in a complex landscape: Development of a fen‐bog complex in the Sporadic Discontinuous Permafrost zone of northern Alberta, Canada. Boreas, 10.1111/j.1502‐3885.2011.00210.x. ISSN 0300‐9483. The development of a peatland complex in the Sporadic Discontinuous Permafrost zone of northwestern Alberta, Canada was reconstructed using a series of dated profiles. Peat‐forming communities first established c. 10 230 cal. a BP, and by 8000 cal. a BP the site supported monocot fens or marshes in several isolated topographic depressions. Most of the current peatland area initiated between c. 8000 and 4000 cal. a BP, and involved the replacement of upland habitats by shrubby or treed fen and, in some areas, the establishment of Sphagnum on mineral terrain. Ombrotrophic hummock communities had established by c. 7000 cal. a BP, and permafrost was present at 6800 cal. a BP in at least some peat plateau areas. Macrofossil‐based reconstructions show considerable local diversity in vegetation succession and permafrost dynamics, with cyclic collapse and aggradation in at least one profile and relative stability in others. Lichen‐rich peat is rare in deep‐peat plateau cores, and where charcoal was recovered, fire effects on vegetation trajectories varied between cores. Organic matter accumulation was high in the early Holocene and declined after permafrost formation, with low rates especially over the past 4000 years. The site was burned in a wildfire in 1971, and by 1998 permafrost had disappeared from almost all peat plateau areas. In this part of the discontinuous permafrost zone, peat plateaus are likely to be unsustainable under a warming climate. The hydrology and carbon dynamics of former plateau areas following large‐scale permafrost degradation require further investigation. 相似文献
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Climate and landscape during Heinrich Event 3 in south‐western Europe: the small‐vertebrate association from Galls Carboners cave (Mont‐ral,Tarragona, north‐eastern Iberia) 
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A preliminary field-based investigation was undertaken in a small(<10 km2)river valley located in the mountainous Jura region of northwest Switzerland.The aims of the work were to assess sediment generation and annual sediment transport rates by tree throw on forested hillslopes,and to document surface hydrology characteristics on four fresh soil mounds associated with recent tree throws over a 24-day monitoring period.For the soil mounds,average sediment recovery ranged from 7.7-28.2 g(dry weight),equivalent to a suspended sediment concentration of 145.2-327.8 g L-1,and runoff coefficients ranged from 1.0%-4.2%.Based on a soil bulk density value of 1,044 kg m-3,upslope runoff generation areas were denuded by an average 0.14 mm by the end of the 24-day monitoring period,representing an erosion rate equivalent to 2.1 mm yr-1.A ca.50 cm high soil mound could therefore feasibly persist for around 200-250 years.For tree throw work,the dimensions of 215 individual tree throws were measured and their locations mapped in 12 separate locations along the river valley representing a cumulative area equivalent to 5.3 ha(av.density,43 per ha).Tree throws generated a total of 20.1 m3 of fine-sediment(<2 mm diameter),or the equivalent of 3.8×10-4 m3 m-2.The process of tree throw was originally attributed to two extreme weather events that occurred in west and central Europe in late December 1999.Taking the 18-year period since both storms,this represents an annual sediment transport rate of 2.7×10-5 m3 m-1 yr-1.Exploring the relationship with wind on fall direction,65.5%of tree throws(143)generally fell in a downslope direction irrespective of hillslope aspect on which they were located.This infers that individual storms may not have been responsible for the majority of tree throws,but instead,could be associated with root failure.Given the high density of tree throws and their relative maturity(average age 41 years),we hypothesise that once trees attain a certain age in this river valley,their physiognomy(i.e.height,mass and centre of gravity)compromises their ability to remain securely anchored.We tentatively attribute this possibility to the presence of bedrock close to the surface,and to the shallow soil profile overlaying steep hillslopes. 相似文献
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