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The dichotomous Markov process with nonparametric test application; a decision support method in long-term river behavioural analysis: the Zayandeh Rud River; a case study from central Iran
Authors:Mehdi F Harandi  Shantia Yarahmadian  Mohammad Sepehrifar  Pieter H A J M van Gelder
Institution:1. Department of Hydraulic Engineering, Delft University of Technology, Delft, The Netherlands
2. Departments of Mathematics and Statistics, Mississippi State University, Mississippi, MS, USA
3. Safety and Security Science, Delft University of Technology, Delft, The Netherlands
Abstract:We use the Dichotomous Markov Noise model with constant transition rates to describe the dynamics of fluctuations in the water level as a stochastic process, which is imposed on river discharge changes. By applying this model, two different regimes are determined for the long-term behaviour of the river. Based on these regimes, we define two nonparametric classes of the overall increasing/decreasing nature of the water level in the long-term behaviour, which are separated by an exponential steady state regime. In this paper, we develop a nonparametric testing procedure to test exponentially (steady state regime) against an alternative overall decreasing level distribution. The proposed test predicts the long-term regime behaviour of the river. The mathematical tools introduced to handle the problem should be of general use and the testing procedure can be considered as a new mathematical tool in the study of water level dynamics. Under conditions of data austerity and as a case of study, we examine the stochastic characteristics of the Zayandeh Rud (Zāyandé-Rūd or Zāyanderūd, also spelled as Zayandeh-Rood or Zayanderood) River (Isfahan, Iran) water level.
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