scholarly journals An investigation on the relationship between the Hurst exponent and the predictability of a rainfall time series

2019 ◽  
Author(s):  
Sivapragasam Chandrasekaran ◽  
Saravanan Poomalai ◽  
Balamurali Saminathan ◽  
Sumila Suthanthiravel ◽  
Keerthi Sundaram ◽  
...  
Keyword(s):  
Time Series ◽  
Hurst Exponent ◽  
Rainfall Time Series ◽  
The Relationship

SLICES OF MULTIFRACTAL MEASURES AND APPLICATIONS TO RAINFALL DISTRIBUTIONS

Fractals ◽  
2000 ◽  
Vol 08 (04) ◽  
pp. 337-348 ◽  
Author(s):  
BIRGER LAMMERING
Keyword(s):  
Time Series ◽  
Field Data ◽  
Rainfall Data ◽  
Rainfall Time Series ◽  
Mathematical Ideas ◽  
Radar Images ◽  
The Usa ◽  
Self Similar ◽  
The Relationship ◽  
Plane Measure

We discuss the relationship between the multifractal functions of a plane measure and those of slices or sections of the measure with a line. Motivated by recent mathematical ideas about the relationship between measures and their slices, we formulate the "slice hypothesis," and consider the theoretical limitations of this hypothesis. We compute the multifractal functions of several standard self-similar and self-affine measures and their slices to examine the validity of the slice hypothesis. We are particularly interested in using the slice hypothesis to estimate multifractal properties of spatial rainfall fields by analyzing rainfall data representing slices of rainfall fields. We consider how rainfall time series at a fixed site and slices of composite radar images can be used for this purpose, testing this on field data from a radar composite in the USA and on appropriate time series.

Spatial Variability of the Hurst Exponent for the Daily Scale Rainfall Series in the State of Zacatecas, Mexico

2013 ◽  
Vol 52 (12) ◽  
pp. 2771-2780 ◽  
Author(s):  
M. A. Velásquez Valle ◽  
G. Medina García ◽  
Ignacio Sánchez Cohen ◽  
L. Klaudia Oleschko ◽  
J. A. Ruiz Corral ◽  
...  
Keyword(s):  
Time Series ◽  
Hurst Exponent ◽  
Fractal Theory ◽  
Daily Rainfall ◽  
The State ◽  
Rainfall Data ◽  
Annual Rainfall ◽  
Rainfall Time Series ◽  
Wavelet Techniques ◽  
Hurst Exponents

AbstractThe structural pattern of rainfall data exhibits random fluctuations over time and space. Utilizing concepts of fractal theory, it has been possible to identify characteristics of rainfall data beyond simple statistical indicators of their randomness. The objective of this research was to identify the spatial variation of the Hurst exponent, extracted through standard wavelet techniques from time series of daily rainfall data in the state of Zacatecas, Mexico. The Hurst exponent was extracted for 26 locations using the reference techniques for auto-affine traces—in particular, the wavelets method. Results have shown that the Hurst exponents of rainfall time series are negatively influenced by altitude; thus, stations located at higher altitudes were characterized by Hurst exponents indicating more nonpersistent behavior. The trends among geographical variables (west longitude and latitude) and climatic parameters (annual rainfall and number of rainy days) and their relationship with the Hurst exponent were also analyzed.

scholarly journals Multiscale analysis of a non-periodic epidemic time series using wavelet transform

2019 ◽  
Author(s):  
Jean Gaudart ◽  
Stanislas Rebaudet ◽  
Gaetan Texier ◽  
Robert Barrais ◽  
Renaud Piarroux ◽  
...  
Keyword(s):  
Time Series ◽  
Wavelet Transform ◽  
Multiscale Analysis ◽  
Haar Wavelet ◽  
Rainfall Time Series ◽  
Cholera Case ◽  
Cross Wavelet Analysis ◽  
The Relationship ◽  
Cross Wavelet ◽  
Wavelet Spectra

SummaryThe aim of the present study was to develop a method for multiscale analysis of non-stationary and non-periodic epidemic time series. Indeed, the epidemiologists may need to know the features, at different resolutions, of short duration outbreaks that did not exhibit periodic cycles. Among of the large number of wavelets, we have developed a continuous wavelet that shows an analogous shape to the Haar wavelet, and leads to precise time localization. We applied the wavelet transform to the cholera epidemic, which began in October 2010 in Haiti. We determined the wavelet spectra of both the cholera case toll and rainfall time series, from September 01, 2010, to November 20, 2012 (812 days). The relationship between case toll and rainfall was analyzed using cross-wavelet spectra at different lags. Cholera case toll scalogram highlighted four epidemic bursts. Cross-wavelet analysis highlighted an absence of relationship between the first epidemic burst and rainfall, but a clear relationship between the following epidemic bursts and rainfall after a 3 to 8 day lag.

Hurst Exponent and its Applications in Time-series Analysis

2012 ◽  
Vol 5 (3) ◽  
pp. 211-219 ◽  
Author(s):  
Marina Resta
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Hurst Exponent ◽  
Series Analysis

scholarly journals Does a Manager Respond to a Going-Concern Audit Opinion with an Asymmetry in Gain and Loss?

2021 ◽  
Vol 13 (8) ◽  
pp. 4425
Author(s):  
Taewoo Kim
Keyword(s):  
Time Series ◽  
Accounting Conservatism ◽  
Timely Manner ◽  
Audit Opinion ◽  
Going Concern ◽  
Asymmetric Timeliness ◽  
Gain And Loss ◽  
Audit Opinions ◽  
The Relationship

In this paper, I investigate the relationship between previous going-concern audit opinions and subsequent asymmetric timeliness in accounting. Using the time-series and price-based models and conservatism proxy, I find that firms with going-concern audit opinions subsequently report losses in a more timely manner than firms that did not receive going-concern audit opinions. Furthermore, I also find that firms exiting going-concern audit opinions are more likely to report losses rather than gains in a timely manner, compared to firms non-exiting from going-concern opinions. This study extends the prior research by exploring the association between going-concern opinions and accounting conservatism from the perspective of client firms—that is, how firms behave strategically and conservatively to bypass going-concern opinions, once the firms had received previous going-concern opinions.

scholarly journals SARIMA Approach to Generating Synthetic Monthly Rainfall in the Sinú River Watershed in Colombia

Atmosphere ◽  
2020 ◽  
Vol 11 (6) ◽  
pp. 602
Author(s):  
Luisa Martínez-Acosta ◽  
Juan Pablo Medrano-Barboza ◽  
Álvaro López-Ramos ◽  
John Freddy Remolina López ◽  
Álvaro Alberto López-Lambraño
Keyword(s):  
Time Series ◽  
Water Resources ◽  
Autocorrelation Function ◽  
Information Criterion ◽  
Monthly Rainfall ◽  
Statistical Characteristics ◽  
Rainfall Time Series ◽  
River Watershed ◽  
Statistical Measures ◽  
Sarima Models

Seasonal Auto Regressive Integrative Moving Average models (SARIMA) were developed for monthly rainfall time series. Normality of the rainfall time series was achieved by using the Box Cox transformation. The best SARIMA models were selected based on their autocorrelation function (ACF), partial autocorrelation function (PACF), and the minimum values of the Akaike Information Criterion (AIC). The result of the Ljung–Box statistical test shows the randomness and homogeneity of each model residuals. The performance and validation of the SARIMA models were evaluated based on various statistical measures, among these, the Student’s t-test. It is possible to obtain synthetic records that preserve the statistical characteristics of the historical record through the SARIMA models. Finally, the results obtained can be applied to various hydrological and water resources management studies. This will certainly assist policy and decision-makers to establish strategies, priorities, and the proper use of water resources in the Sinú river watershed.

scholarly journals Comparative Time Series Analysis of Perceptual Responses to Electroacoustic Music

2012 ◽  
Vol 29 (4) ◽  
pp. 359-375 ◽  
Author(s):  
Freya Bailes ◽  
Roger T. Dean
Keyword(s):  
Time Series ◽  
Sound Intensity ◽  
Electroacoustic Music ◽  
Affective Content ◽  
Musical Expertise ◽  
Perceived Change ◽  
Time Series Analyses ◽  
Time Perceptions ◽  
The Relationship ◽  
Acoustic Measure

this study investigates the relationship between acoustic patterns in contemporary electroacoustic compositions, and listeners' real-time perceptions of their structure and affective content. Thirty-two participants varying in musical expertise (nonmusicians, classical musicians, expert computer musicians) continuously rated the affect (arousal and valence) and structure (change in sound) they perceived in four compositions of approximately three minutes duration. Time series analyses tested the hypotheses that sound intensity influences listener perceptions of structure and arousal, and spectral flatness influences perceptions of structure and valence. Results suggest that intensity strongly influences perceived change in sound, and to a lesser extent listener perceptions of arousal. Spectral flatness measures were only weakly related to listener perceptions, and valence was not strongly shaped by either acoustic measure. Differences in response by composition and musical expertise suggest that, particularly with respect to the perception of valence, individual experience (familiarity and liking), and meaningful sound associations mediate perception.

Scaling regimes of composite rainfall time series

1993 ◽  
Vol 45 (4) ◽  
pp. 289-298 ◽  
Author(s):  
KLAUS FRAEDRICH ◽  
CHRIS LARNDER
Keyword(s):  
Time Series ◽  
Rainfall Time Series

Some unique characteristics of atmospheric interannual variability in rainfall time series over India and the United Kingdom

1995 ◽  
Vol 12 (3) ◽  
pp. 377-385 ◽  
Author(s):  
A. Mary Selvam ◽  
J. S. Pethkar ◽  
M. K. Kulkarni
Keyword(s):  
Time Series ◽  
United Kingdom ◽  
Interannual Variability ◽  
Rainfall Time Series ◽  
The United Kingdom
Sign in / Sign up

Export Citation Format

Share Document