메뉴 건너뛰기




Volumn 12, Issue 5, 2007, Pages 462-472

Fourier-PARMA models and their application to river flows

Author keywords

Algorithms; Fourier analysis; Fourier transform; Parameters; River flow

Indexed keywords

ALGORITHMS; FLOW OF WATER; FOURIER TRANSFORMS; MATHEMATICAL MODELS; TIME SERIES ANALYSIS; WATER RESOURCES;

EID: 34548162147     PISSN: 10840699     EISSN: None     Source Type: Journal    
DOI: 10.1061/(ASCE)1084-0699(2007)12:5(462)     Document Type: Article
Times cited : (23)

References (36)
  • 1
    • 33644799765 scopus 로고    scopus 로고
    • "Parameter estimation for the truncated Pareto distribution"
    • JSTNAL0162-1459
    • Aban, I. B., Meerschaert, M. M., and Panorska, A. K. (2006). "Parameter estimation for the truncated Pareto distribution." J. Am. Stat. Assoc. JSTNAL0162-1459, 101(473), 270-277.
    • (2006) J. Am. Stat. Assoc. , vol.101 , Issue.473 , pp. 270-277
    • Aban, I.B.1    Meerschaert, M.M.2    Panorska, A.K.3
  • 2
    • 84981407157 scopus 로고
    • "Parameter estimation for periodically ARMA models"
    • JTSADL0143-9782
    • Adams, G. J., and Goodwin, G. C. (1995). "Parameter estimation for periodically ARMA models." J. Time Ser. Anal. JTSADL0143-9782, 16(2), 127-145.
    • (1995) J. Time Ser. Anal. , vol.16 , Issue.2 , pp. 127-145
    • Adams, G.J.1    Goodwin, G.C.2
  • 3
    • 34548166744 scopus 로고    scopus 로고
    • "Innovations algorithm asymptotics for periodically stationary time series with heavy tails"
    • in press, Preprint available at
    • Anderson, P. L., Kavalieris, L., and Meerschaert, M. M. (2006). "Innovations algorithm asymptotics for periodically stationary time series with heavy tails." J. Multivariate Analysis, in press, Preprint available at (www.stt.msu.edu/%7Emcubed/innolimHT.pdf)
    • (2006) J. Multivariate Analysis
    • Anderson, P.L.1    Kavalieris, L.2    Meerschaert, M.M.3
  • 4
    • 0031535661 scopus 로고    scopus 로고
    • "Periodic moving averages of random variables with regularly varying tails"
    • ASTSC70090-5364
    • Anderson, P. L., and Meerschaert, M. M. (1997). "Periodic moving averages of random variables with regularly varying tails." Ann. Stat. ASTSC70090-5364, 25(2), 771-785.
    • (1997) Ann. Stat. , vol.25 , Issue.2 , pp. 771-785
    • Anderson, P.L.1    Meerschaert, M.M.2
  • 5
    • 0031713724 scopus 로고    scopus 로고
    • "Modeling river flows with heavy tails"
    • WRERAQ0043-1397
    • Anderson, P. L., and Meerschaert, M. M. (1998). "Modeling river flows with heavy tails." Water Resour. Res. WRERAQ0043-1397, 34(9), 2271-2280.
    • (1998) Water Resour. Res. , vol.34 , Issue.9 , pp. 2271-2280
    • Anderson, P.L.1    Meerschaert, M.M.2
  • 6
    • 20744459177 scopus 로고    scopus 로고
    • "Parameter estimates for periodically stationary time series"
    • JTSADL0143-9782
    • Anderson, P. L., and Meerschaert, M. M. (2005). "Parameter estimates for periodically stationary time series." J. Time Ser. Anal. JTSADL0143-9782, 26(4), 489-518.
    • (2005) J. Time Ser. Anal. , vol.26 , Issue.4 , pp. 489-518
    • Anderson, P.L.1    Meerschaert, M.M.2
  • 7
    • 0000627355 scopus 로고    scopus 로고
    • "Innovations algorithm for periodically stationary time series"
    • STOPB70304-4149
    • Anderson, P. L., Meerschaert, M. M., and Veccia, A. V. (1999). "Innovations algorithm for periodically stationary time series." Stochastic Proc. Appl. STOPB70304-4149, 83(1), 149-169.
    • (1999) Stochastic Proc. Appl. , vol.83 , Issue.1 , pp. 149-169
    • Anderson, P.L.1    Meerschaert, M.M.2    Veccia, A.V.3
  • 8
    • 84981459104 scopus 로고
    • "Asymptotic results for periodic autoregressive moving-average processes"
    • JTSADL0143-9782
    • Anderson, P. L., and Vecchia, A. V. (1993). "Asymptotic results for periodic autoregressive moving-average processes." J. Time Ser. Anal. JTSADL0143-9782, 14(1), 1-18.
    • (1993) J. Time Ser. Anal. , vol.14 , Issue.1 , pp. 1-18
    • Anderson, P.L.1    Vecchia, A.V.2
  • 11
    • 0036501413 scopus 로고    scopus 로고
    • "Testing hydrologic time series for stationarity"
    • JHYEFF1084-069910.1061/(ASCE)1084-0699(2002)7:2(129)
    • Chen, H.-L., and Rao, A. R. (2002). "Testing hydrologic time series for stationarity." J. Hydrol. Eng. JHYEFF1084-069910.1061/ (ASCE)1084-0699(2002)7:2(129), 7(2), 129-136.
    • (2002) J. Hydrol. Eng. , vol.7 , Issue.2 , pp. 129-136
    • Chen, H.-L.1    Rao, A.R.2
  • 12
    • 0014171912 scopus 로고
    • "Times series with periodic structure"
    • BIOKAX0006-3444
    • Jones, R. H., and Brelsford, W. M. (1967). "Times series with periodic structure." Biometrika BIOKAX0006-3444, 54(3-4), 403-408.
    • (1967) Biometrika , vol.54 , Issue.3-4 , pp. 403-408
    • Jones, R.H.1    Brelsford, W.M.2
  • 13
    • 0002777684 scopus 로고    scopus 로고
    • "Modeling and inference for periodically correlated time series"
    • S. Ghosh, ed., Marcel Dekker, New York
    • Lund, R. B., and Basawa, I. V. (1999). "Modeling and inference for periodically correlated time series." Asymptotics, nonparameterics, and time series, S. Ghosh, ed., Marcel Dekker, New York, 37-62.
    • (1999) Asymptotics, Nonparameterics, and Time Series , pp. 37-62
    • Lund, R.B.1    Basawa, I.V.2
  • 14
    • 0002518113 scopus 로고    scopus 로고
    • "Recursive prediction and likelihood evaluation for periodic ARMA models"
    • JTSADL0143-9782
    • Lund, R. B., and Basawa, I. V. (2000). "Recursive prediction and likelihood evaluation for periodic ARMA models." J. Time Ser. Anal. JTSADL0143-9782, 20(1), 75-93.
    • (2000) J. Time Ser. Anal. , vol.20 , Issue.1 , pp. 75-93
    • Lund, R.B.1    Basawa, I.V.2
  • 15
    • 0016092993 scopus 로고
    • "Autocorrelation structure of monthly streamflows"
    • WRERAQ0043-1397
    • Moss, M. E., and Bryson, M. C. (1974). "Autocorrelation structure of monthly streamflows." Water Resour. Res. WRERAQ0043-1397, 10(4), 737-744.
    • (1974) Water Resour. Res. , vol.10 , Issue.4 , pp. 737-744
    • Moss, M.E.1    Bryson, M.C.2
  • 16
    • 0000056141 scopus 로고
    • "On periodic and multiple autoregressions"
    • ASTSC70090-5364
    • Pagano, M. (1978). "On periodic and multiple autoregressions." Ann. Stat. ASTSC70090-5364, 6(6), 1310-1317.
    • (1978) Ann. Stat. , vol.6 , Issue.6 , pp. 1310-1317
    • Pagano, M.1
  • 17
    • 0003589949 scopus 로고
    • "Stochastic modeling of daily river flow sequences"
    • Colorado State Univ., Fort Collins, Colo.Quimpo, R. G. (1967). "Stochastic modeling of daily river flow sequences." Hydrology Paper No. 18, Colorado State Univ., Fort Collins, Colo
    • Quimpo, R. G. (1967). "Stochastic modeling of daily river flow sequences." Hydrology Paper No. 18, Colorado State Univ., Fort Collins, Colo.Quimpo, R. G. (1967). "Stochastic modeling of daily river flow sequences." Hydrology Paper No. 18, Colorado State Univ., Fort Collins, Colo.
    • (1967) Hydrology Paper No. 18
    • Quimpo, R.G.1
  • 18
    • 0001805672 scopus 로고
    • "Analysis and modeling of hydrologic time series"
    • D. R. Maidment, ed., McGraw-Hill, New York
    • Salas, J. D. (1993). "Analysis and modeling of hydrologic time series." The McGraw-Hill handbook of hydrology, D. R. Maidment, ed., McGraw-Hill, New York, 19.5-19.9.
    • (1993) The McGraw-Hill Handbook of Hydrology
    • Salas, J.D.1
  • 19
    • 0020332335 scopus 로고
    • "Estimation of ARMA models with seasonal parameters"
    • WRERAQ0043-1397
    • Salas, J. D., Boes, D. C., and Smith, R. A. (1982). "Estimation of ARMA models with seasonal parameters." Water Resour. Res. WRERAQ0043-1397, 18(4), 1006-1010.
    • (1982) Water Resour. Res. , vol.18 , Issue.4 , pp. 1006-1010
    • Salas, J.D.1    Boes, D.C.2    Smith, R.A.3
  • 21
    • 0019595359 scopus 로고
    • "Identification of streamflow stochastic models"
    • JYCEAJ0044-796X
    • Salas, J. D., Obeysekera, J. T. B., and Smith, R. A. (1981). "Identification of streamflow stochastic models." J. Hydr. Div. JYCEAJ0044-796X, 107(7), 853-866.
    • (1981) J. Hydr. Div. , vol.107 , Issue.7 , pp. 853-866
    • Salas, J.D.1    Obeysekera, J.T.B.2    Smith, R.A.3
  • 22
    • 0022111962 scopus 로고
    • "Approaches to multivariate modeling of water resources time series"
    • WARBAQ0043-1370
    • Salas, J. D., Tabios, G. Q., III, and Bartolini, P. (1985). "Approaches to multivariate modeling of water resources time series." Water Resour. Bull. WARBAQ0043-1370, 21(4), 683-708.
    • (1985) Water Resour. Bull. , vol.21 , Issue.4 , pp. 683-708
    • Salas, J.D.1    Tabios III, G.Q.2    Bartolini, P.3
  • 23
    • 2942595768 scopus 로고    scopus 로고
    • "Computation and characterization of autocorrelations and partial autocorrelations in periodic ARMA models"
    • JTSADL0143-9782
    • Shao, Q., and Lund, R. B. (2004). "Computation and characterization of autocorrelations and partial autocorrelations in periodic ARMA models." J. Time Ser. Anal. JTSADL0143-9782, 25(3), 359-372.
    • (2004) J. Time Ser. Anal. , vol.25 , Issue.3 , pp. 359-372
    • Shao, Q.1    Lund, R.B.2
  • 25
    • 33644794918 scopus 로고    scopus 로고
    • "Identification of PARMA models and their application to the modeling of river flows"
    • WRERAQ0043-139710.1029/2004WR003772
    • Tesfaye, Y. G., Meerschaert, M. M., and Anderson, P. L. (2006). "Identification of PARMA models and their application to the modeling of river flows." Water Resour. Res. WRERAQ0043-139710.1029/ 2004WR003772, 42(1), W01419,.
    • (2006) Water Resour. Res. , vol.42 , Issue.1
    • Tesfaye, Y.G.1    Meerschaert, M.M.2    Anderson, P.L.3
  • 26
    • 0022132564 scopus 로고
    • "Forecasting quarter-monthly river-flow"
    • WARBAQ0043-1370
    • Thompstone, B. M., Hipel, K. W., and McLeod, A. I. (1985). "Forecasting quarter-monthly river-flow." Water Resour. Bull. WARBAQ0043-1370, 25(5), 731-741.
    • (1985) Water Resour. Bull. , vol.25 , Issue.5 , pp. 731-741
    • Thompstone, B.M.1    Hipel, K.W.2    McLeod, A.I.3
  • 27
    • 77956888888 scopus 로고
    • "Hidden periodic autoregressive moving average models in time series data"
    • BIOKAX0006-3444
    • Tiao, G. C., and Grupe, M. R. (1980). "Hidden periodic autoregressive moving average models in time series data." Biometrika BIOKAX0006-3444, 67(2), 365-373.
    • (1980) Biometrika , vol.67 , Issue.2 , pp. 365-373
    • Tiao, G.C.1    Grupe, M.R.2
  • 28
    • 84986817176 scopus 로고
    • "Empirical identification of multiple time series"
    • JTSADL0143-9782
    • Tjøstheim, D., and Paulsen, J. (1982). "Empirical identification of multiple time series." J. Time Ser. Anal. JTSADL0143-9782, 3(4), 265-282.
    • (1982) J. Time Ser. Anal. , vol.3 , Issue.4 , pp. 265-282
    • Tjøstheim, D.1    Paulsen, J.2
  • 29
    • 0018759979 scopus 로고
    • "Some results in periodic autoregression"
    • BIOKAX0006-3444
    • Troutman, B. M. (1979). "Some results in periodic autoregression." Biometrika BIOKAX0006-3444, 6(2), 219-228.
    • (1979) Biometrika , vol.6 , Issue.2 , pp. 219-228
    • Troutman, B.M.1
  • 30
    • 0345406610 scopus 로고
    • "Periodic covariance stationarity of multivariate periodic autoregressive moving average processes"
    • WRERAQ0043-1397
    • Ula, T. A. (1990). "Periodic covariance stationarity of multivariate periodic autoregressive moving average processes." Water Resour. Res. WRERAQ0043-1397, 26(5), 855-861.
    • (1990) Water Resour. Res. , vol.26 , Issue.5 , pp. 855-861
    • Ula, T.A.1
  • 31
    • 84981375170 scopus 로고
    • "Forecasting of multivariate periodic autoregressive moving average processes"
    • JTSADL0143-9782
    • Ula, T. A. (1993). "Forecasting of multivariate periodic autoregressive moving average processes." J. Time Ser. Anal. JTSADL0143-9782, 14(6), 645-657.
    • (1993) J. Time Ser. Anal. , vol.14 , Issue.6 , pp. 645-657
    • Ula, T.A.1
  • 32
    • 0030834316 scopus 로고    scopus 로고
    • "Periodic stationarity conditions for periodic autoregressive moving average processes as eigenvalue problems"
    • WRERAQ0043-1397
    • Ula, T. A., and Smadi, A. A. (1997). "Periodic stationarity conditions for periodic autoregressive moving average processes as eigenvalue problems." Water Resour. Res. WRERAQ0043-1397, 33(8), 1929-1934.
    • (1997) Water Resour. Res. , vol.33 , Issue.8 , pp. 1929-1934
    • Ula, T.A.1    Smadi, A.A.2
  • 33
    • 0345724784 scopus 로고    scopus 로고
    • "Identification of periodic moving average models"
    • CSTMDC0361-0926
    • Ula, T. A., and Smadi, A. A. (2003). "Identification of periodic moving average models." Commun. Stat: Theory Meth. CSTMDC0361-0926, 32(12), 2465-2475.
    • (2003) Commun. Stat: Theory Meth. , vol.32 , Issue.12 , pp. 2465-2475
    • Ula, T.A.1    Smadi, A.A.2
  • 34
    • 0022136566 scopus 로고
    • "Periodic autoregressive-moving average (PARMA) modelling with applications to water resources"
    • WARBAQ0043-1370
    • Vecchia, A. V. (1985a). "Periodic autoregressive-moving average (PARMA) modelling with applications to water resources." Water Resour. Bull. WARBAQ0043-1370, 21, 721-730.
    • (1985) Water Resour. Bull. , vol.21 , pp. 721-730
    • Vecchia, A.V.1
  • 35
    • 0022160782 scopus 로고
    • "Maximum likelihood estimation for periodic moving average models"
    • TCMTA20040-1706
    • Vecchia, A. V. (1985b). "Maximum likelihood estimation for periodic moving average models." Technometrics TCMTA20040-1706, 27(4), 375-384.
    • (1985) Technometrics , vol.27 , Issue.4 , pp. 375-384
    • Vecchia, A.V.1
  • 36
    • 0004328179 scopus 로고
    • "Testing for periodic autocorrelations in seasonal time series data"
    • BIOKAX0006-3444
    • Vecchia, A. V., and Ballerini, R. (1991). "Testing for periodic autocorrelations in seasonal time series data." Biometrika BIOKAX0006-3444, 78(1), 53-63.
    • (1991) Biometrika , vol.78 , Issue.1 , pp. 53-63
    • Vecchia, A.V.1    Ballerini, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.