Singular spectrum analysis and forecasting of hydrological time series |
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| Authors: | CAF Marques JA Ferreira A Rocha JM Castanheira P Melo-Gonçalves N Vaz JM Dias |
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| Institution: | CESAM & Department of Physics, University of Aveiro, 3810-193 Aveiro, Portugal |
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| Abstract: | The singular spectrum analysis (SSA) technique is applied to some hydrological univariate time series to assess its ability to uncover important information from those series, and also its forecast skill. The SSA is carried out on annual precipitation, monthly runoff, and hourly water temperature time series. Information is obtained by extracting important components or, when possible, the whole signal from the time series. The extracted components are then subject to forecast by the SSA algorithm. It is illustrated the SSA ability to extract a slowly varying component (i.e. the trend) from the precipitation time series, the trend and oscillatory components from the runoff time series, and the whole signal from the water temperature time series. The SSA was also able to accurately forecast the extracted components of these time series. |
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| Keywords: | Singular spectrum analysis Time series Hydrology |
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