Comparative evaluation of statistical tests for time series analysis: Application to hydrological time series

Hydrological Sciences Journal

Volumn 53, Issue 2, 2008, Pages 353-366

  Machiwal, Deepesh ^a   Jha, Madan K ^b  

^a Maharana Pratap University of Agriculture and Technology   (India)

^b INDIAN INSTITUTE OF TECHNOLOGY   (India)

Author keywords

Homogeneity; Periodicity; Persistence; Rainfall time series; Stationary; Statistical tests; Stochastic analysis; Time series analysis; Trend

Indexed keywords

FOURIER SERIES; RAIN; REGRESSION ANALYSIS; STOCHASTIC MODELS; TIME SERIES ANALYSIS; WATER RESOURCES;

AUTOREGRESSIVE MOVING-AVERAGE MODELS; TIME LAG; VON NEUMANN TEST;

HYDROLOGY;

BAYESIAN ANALYSIS; COMPARATIVE STUDY; CORRELATION; FOURIER TRANSFORM; HOMOGENEITY; PERIODICITY; PERSISTENCE; PRECIPITATION ASSESSMENT; PRECIPITATION INTENSITY; STOCHASTICITY; TIME SERIES ANALYSIS; TREND ANALYSIS; VECTOR AUTOREGRESSION; WATER RESOURCE;

EID: 42449161411     PISSN: 02626667     EISSN: None     Source Type: Journal    
DOI: 10.1623/hysj.53.2.353     Document Type: Article

References (39)

1. Adeloye, A. J. & Montaseri, M. (2002) Preliminary streamflow data analyses prior to water resources planning study. Hydrol. Sci. J. 47(5), 679-692.
2. Akaike, H. (1974) A new look at the statistical model identification. IEEE Trans. Automatic Control 19(6), 716-723.
3. Anderson, R. L. (1942) Distribution of the serial correlation coefficient. Ann. Math. Statistics 13, 1-13.
4. Astel, A., Mazerski, J., Polkowska, Z. & Namieśnik, J. (2004) Application of PCA and time series analysis in studies of precipitation in Tricity (Poland). Adv. Environ. Res. 8(3-4), 337-349.
5. Box, G. E. P. & Pierce, D. A. (1970) Distribution of the residual autocorrelations in autoregressive integrated moving average models. J. Am. Statistical Assoc. 65, 1509-1526.
6. Brockwell, P. J. & Davis, R. A. (1996) Introduction to Time Series and Forecasting. Springer-Verlag Inc., New York, USA.
7. Buishand, T. A. (1982) Some methods for testing the homogeneity of rainfall records. J. Hydrol. 58, 11-27.
8. Cayan, D. R., Redmond, K. T. & Riddle, L. G. (1999) ENSO and hydrologic extremes in the western United States. J. Climate 12, 2881-2893.
9. Cunderlik, J. M. & Burn, D. H. (2002) Local and regional trends in monthly maximum flows in southern British Columbia. Can. Water Resour. J. 27(2), 191-212.
10. D'Agostino, R. B. (1986) Tests for the normal distribution. In: Goodness of Fit Techniques (ed. by R. B. D'Agostino & M. A. Stephens), Ch. 9, 367-419, Marcel Decker Inc., New York, USA.
11. Decarlo, L. T. (1997) On the meaning and use of kurtosis. Psychological Methods 2(3), 292-307. American Psychological Association, USA.
12. Douglas, E. M., Vogel, R. M. & Kroll, C. N. (2000) Trends in floods and low flows in the United States: impact of spatial correlation. J. Hydrol. 240(1-2), 90-105.
13. Fanta, B., Zaake, B. T. & Kachroo, R. K. (2001) A study of variability of annual river flow of the southern African region. Hydrol. Sci. J. 46(4), 513-524.
14. Fernando, D. A. K. & Jayawardena, A. W. (1994) Generation and forecasting of monsoon rainfall data. In: 20th WEDC Conference on Affordable Water Supply and Sanitation (Colombo, Sri Lanka),310-313. http://wedc.lboro.ac.uk/conferences/pdfs/20/Fernandd.pdf (only available online, accessed on 27 February 2008).
15. Hameed, T., Marino, M. A., DeVries, J. J. & Tracy J. C. (1997) Method for trend detection in climatological variables. J. Hydrol. Engng ASCE 2(4), 154-160.
16. Higashino, M., Kanda, T. & Michioku, K. (1999) Time series analysis and transformation of water quality in an eutrophic reservoir. Mizu Kankyo Gakkaishi 22(8), 668-676.
17. Himmelblau, D. M. (1969) Process Analysis by Statistical Methods. John Wiley & Sons Inc., New York, USA.
18. Janos, B., Lucien, D. & Omar, H. R. (1988) Practical generation of synthetic rainfall event time series in a semi-arid climatic zone. J. Hydrol. 103, 357-373.
19. Jayawardena, A. W. & Lai, F. (1989) Time series analysis of water quality data in Pearl River, China. J. Environ. Engng ASCE 115(3), 590-607.
20. Kanji, G. K. (2001) 100 Statistical Tests. Sage Publication, New Delhi, India.
21. Khan, A. R. (2001) Analysis of hydro-meteorological time series in the upper Indus basin: searching evidence for climatic change. International Water Management Institute, Working Paper 23, Pakistan Country Series Number 7.
22. Kite, G. (1989) Use of time series analyses to detect climatic change. J. Hydrol. 111, 259-279.
23. Maidment, D. R. & Parzen, E. (1984) Time patterns of water use in six Texas cities. J. Water Resour. Plan. Manage. ASCE 110(1), 90-106.
24. Mirza, M. Q., Warrick, R. A., Ericksen, N. J. & Kenny, G. J. (1998) Trends and persistence in precipitation in the Ganges, Brahmaputra and Meghna river basins. Hydrol. Sci. J. 43(6), 845-858.
25. NIST/SEMATECH (2007) e-Handbook of Statistical Methods. www.itl.nist.gov/div898/handbook/eda/section3/eda35g.htm. (accessed on 26 January 2007).
26. Öztuna, D., Elhan, A. H. & Tüccar, E. (2006) Investigation of four different normality tests in terms of Type 1 error rate and power under different distributions. Turkish J. Medical Sci. 36(3), 171-176.
27. PROPHET StatGuide (2007) Examining normality test results. www.basic.northwestern.edu/statguidefiles/n-dist_exam_res.html. (accessed on 26 January 2007).
28. Pugacheva, G., Gusev, A., Martin, I., Schuch, N. & Pankov, V. (2003) 22-year periodicity in rainfalls in littoral Brazil. Geophys. Res. Abstracts 5(06797). European Geophysical Society.
29. Radziejewski, M., Bardossy, A. & Kundzewicz, Z. W. (2000) Detection of change in river flow using phase randomization. Hydrol. Sci. J. 45(4), 547-558.
30. Raghuwanshi, N. S. & Wallender, W. W. (1997) Field measured evapotranspiration as a stochastic process. Agric. Water Manage. 32, 111-129.
31. Rao, A. R., Hamed, K. H. & Chen, H.-L. (2003) Nonstationarities in Hydrologic and Environmental Time Series. Water Science and Technology Library 45. Kluwer Academic Publishers, Dordrecht, The Netherlands.
32. Robson, A. J., Jones, T. K., Reed, D. W. & Bayliss, A. C. (1998) A study of national trend and variation in UK floods. Int. J. Climatol. 18, 165-182.
33. Salas, J. D. (1993) Analysis and modeling of hydrologic time series. In: Handbook of Hydrology (ed. by D. R. Maidment), 19.1-19.72. McGraw-Hill, Inc., USA.
34. Schwankl, L. J., Raghuwanshi, N. S. & Walender, W. W. (2000) Time series modeling for predicting spatially variable infiltration. J. Irrig. Drain. Engng ASCE 126(5), 283-287.
35. Shahin, M., Van Oorscbot, H. J. L. & De Lange, S. J. (1993) Statistical Analysis in Water Resources Engineering. A. A. Balkema, Rotterdam, The Netherlands.
36. USEPA (US Environmental Protection Agency) (1998) Guidance for data quality assessment: practical methods for data analysis. USEPA, Quality Assurance Division, EPA QA/G-9, version QA97,2.3-3-2.3-5.
37. Walpole, R. E. & R. H. Myers (1989) Probability and Statistics for Engineers and Scientists (fourh edn). Macmillan, New York, USA.
38. Westmacott, J. R. & Burn, D. H. (1997) Climate change effects on the hydrologic regime within the Churchill-Nelson River Basin. J. Hydrol. 202(1-4), 263-279.
39. Zhang, X., Harvey, K. D., Hogg, W. D. & Yuzyk, T. R. (2001) Trends in Canadian streamflow. Water Resour. Res. 37(4), 987-998.