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Kernel distributed residual function in a revised multiple order autoregressive model and its applications in hydrology
Authors:Nesa Ilich  Amr Gharib  Evan G R Davies
Institution:1. Optimal Solutions Ltd., Calgary, Alberta, Canadanilich@optimal-solutions-ltd.com;3. Department of Civil and Environmental Engineering, University of Alberta, Edmonton, Alberta, Canada
Abstract:ABSTRACT

This paper describes a new approach to fill missing data in hydrologic series. Based on a multiple-order autoregressive model, our algorithm represents the random term with an empirical distribution function that includes different parameters for the low, medium and high ranges of the modelled hydrologic variable. The algorithm involves a corrective mechanism that preserves the original statistical distribution of the series that are filled, while also eliminating the possibility of obtaining negative values for low flows. The algorithm requires multiple correlated hydrologic time series with sufficient data to permit accurate calculation of their statistical properties. It ensures that both the original statistical dependence among the data series and the statistical distribution functions will be preserved after the missing data had been filled. The model has been tested using 15 streamflow series in the Upper Bow River watershed in Alberta, Canada.
Keywords:regression  autoregressive models  residual function  missing data  hydrologic time series
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