Error analysis for the evaluation of model performance: rainfall-runoff event time series data

2005 ◽  
Vol 19 (8) ◽  
pp. 1529-1548 ◽  
Author(s):  
Edzer J. Pebesma ◽  
Paul Switzer ◽  
Keith Loague
Keyword(s):  
Time Series ◽  
Error Analysis ◽  
Time Series Data ◽  
Model Performance ◽  
Series Data ◽  
Rainfall Runoff ◽  
Event Time ◽  
Runoff Event

scholarly journals Multi-time-scale input approaches for hourly-scale rainfall–runoff modeling based on recurrent neural networks

2021 ◽  
Author(s):  
Kei Ishida ◽  
Masato Kiyama ◽  
Ali Ercan ◽  
Motoki Amagasaki ◽  
Tongbi Tu
Keyword(s):  
Time Series ◽  
Time Scale ◽  
Time Series Data ◽  
Series Data ◽  
Computational Time ◽  
Rainfall Runoff ◽  
Runoff Modeling ◽  
Input Time ◽  
Target Data ◽  
Resolution Data

Abstract This study proposes two effective approaches to reduce the required computational time of the training process for time-series modeling through a recurrent neural network (RNN) using multi-time-scale time-series data as input. One approach provides coarse and fine temporal resolutions of the input time-series data to RNN in parallel. The other concatenates the coarse and fine temporal resolutions of the input time-series data over time before considering them as the input to RNN. In both approaches, first, the finer temporal resolution data are utilized to learn the fine temporal scale behavior of the target data. Then, coarser temporal resolution data are expected to capture long-duration dependencies between the input and target variables. The proposed approaches were implemented for hourly rainfall–runoff modeling at a snow-dominated watershed by employing a long short-term memory network, which is a type of RNN. Subsequently, the daily and hourly meteorological data were utilized as the input, and hourly flow discharge was considered as the target data. The results confirm that both of the proposed approaches can reduce the required computational time for the training of RNN significantly. Lastly, one of the proposed approaches improves the estimation accuracy considerably in addition to computational efficiency.

ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005

2010 ◽  
Vol 27 (02) ◽  
pp. 287-300 ◽  
Author(s):  
XINHONG LU ◽  
KEN-ICHI KAWAI ◽  
KOICHI MAEKAWA
Keyword(s):  
Time Series ◽  
Exchange Rates ◽  
High Frequency ◽  
Value At Risk ◽  
Time Series Data ◽  
Model Performance ◽  
Series Data ◽  
Jump Model ◽  
Large Jump ◽  
Chinese Yuan

This paper analyzes the behavior of one-minute high-frequency time-series data of exchange rates for five currencies (Japanese Yen, Australian Dollar, Canadian Dollar, Euro, and Pound Sterling) against the US Dollar when the Chinese Yuan was revalued on July 21st, 2005. The data show the following distinctive features: (1) There is a large jump in the exchange rates time series at the time of the Yuan revaluation. (2) Large volatility in the returns of exchange rates is observed for a while after the jump. (3) There are many other jumps, possibly correlated, in each exchange rate time series. To capture these features we fit the following models to the data: (i) a univariate GARCH-Jump model with a large jump that is influential on volatility, and (ii) a bivariate GARCH-Jump model with correlated Poisson jumps. For comparison, we also estimate these GARCH models without the associated jumps. The model performance is evaluated based on Value-at-Risk (VaR).

Error analysis for the evaluation of model performance: rainfall–runoff event summary variables

2007 ◽  
Vol 21 (22) ◽  
pp. 3009-3024 ◽  
Author(s):  
Edzer J. Pebesma ◽  
Paul Switzer ◽  
Keith Loague
Keyword(s):  
Error Analysis ◽  
Model Performance ◽  
Rainfall Runoff ◽  
Runoff Event

Graphical Exploratory Data Analysis for Categorical Longitudinal and Time Series Data

2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Exploratory Data Analysis ◽  
Time Series Data ◽  
Series Data ◽  
Exploratory Data

Faktor-Faktor Yang Mempengaruhi Nilai Tukar Dollar Amerika Serikat Terhadap Rupiah Tahun 2000–2013

2017 ◽  
Vol 1 (2) ◽  
pp. 177-191
Author(s):  
Rizki Rahma Kusumadewi ◽  
Wahyu Widayat
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
The United States ◽  
Economic Conditions ◽  
Series Data ◽  
Arch Model ◽  
United States Dollar ◽  
The Exchange Rate

Exchange rate is one tool to measure a country’s economic conditions. The growth of a stable currency value indicates that the country has a relatively good economic conditions or stable. This study has the purpose to analyze the factors that affect the exchange rate of the Indonesian Rupiah against the United States Dollar in the period of 2000-2013. The data used in this study is a secondary data which are time series data, made up of exports, imports, inflation, the BI rate, Gross Domestic Product (GDP), and the money supply (M1) in the quarter base, from first quarter on 2000 to fourth quarter on 2013. Regression model time series data used the ARCH-GARCH with ARCH model selection indicates that the variables that significantly influence the exchange rate are exports, inflation, the central bank rate and the money supply (M1). Whereas import and GDP did not give any influence.

An Anomaly Detection Method with Exemplar Subsequence for Time Series Data

2016 ◽  
Vol 136 (3) ◽  
pp. 363-372
Author(s):  
Takaaki Nakamura ◽  
Makoto Imamura ◽  
Masashi Tatedoko ◽  
Norio Hirai
Keyword(s):  
Time Series ◽  
Anomaly Detection ◽  
Time Series Data ◽  
Detection Method ◽  
Series Data

The Comparison of Land Subsidence between East and West Side of Bangkok, Thailand

2020 ◽  
Vol 17 (3) ◽  
pp. 1
Author(s):  
Angkana Pumpuang ◽  
Anuphao Aobpaet
Keyword(s):  
Time Series ◽  
Land Subsidence ◽  
Time Series Data ◽  
Series Data ◽  
Industrial Estates ◽  
Vertical Displacements ◽  
Land Deformation ◽  
Extensive Farming ◽  
Chao Phraya River ◽  
Set Up

The land deformation in line of sight (LOS) direction can be measured using time series InSAR. InSAR can successfully measure land subsidence based on LOS in many big cities, including the eastern and western regions of Bangkok which is separated by Chao Phraya River. There are differences in prosperity between both sides due to human activities, land use, and land cover. This study focuses on the land subsidence difference between the western and eastern regions of Bangkok and the most possible cause affecting the land subsidence rates. The Radarsat-2 single look complex (SLC) was used to set up the time series data for long term monitoring. To generate interferograms, StaMPS for Time Series InSAR processing was applied by using the PSI algorithm in DORIS software. It was found that the subsidence was more to the eastern regions of Bangkok where the vertical displacements were +0.461 millimetres and -0.919 millimetres on the western and the eastern side respectively. The districts of Nong Chok, Lat Krabang, and Khlong Samwa have the most extensive farming area in eastern Bangkok. Besides, there were also three major industrial estates located in eastern Bangkok like Lat Krabang, Anya Thani and Bang Chan Industrial Estate. By the assumption of water demand, there were forty-eight wells and three wells found in the eastern and western part respectively. The number of groundwater wells shows that eastern Bangkok has the demand for water over the west, and the pumping of groundwater is a significant factor that causes land subsidence in the area.Keywords: Subsidence, InSAR, Radarsat-2, Bangkok

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