A WAVELET BASED SIGNIFICANCE TEST FOR PERIODICITIES IN INDIAN MONSOON RAINFALL

2008 ◽  
Vol 06 (02) ◽  
pp. 291-304 ◽  
Author(s):  
SARITA AZAD ◽  
R. NARASIMHA ◽  
S. K. SETT
Keyword(s):  
Time Series ◽  
Indian Monsoon ◽  
Statistical Significance ◽  
Significance Test ◽  
Rainfall Time Series ◽  
Reference Spectrum ◽  
Power Spectral ◽  
Reconstructed Time Series ◽  
Fourier Spectral Methods ◽  
Stationary Component

This paper is a sequel to a recent study of the authors' that uses a combination of multiresolution analysis (MRA) and classical Fourier spectral methods, to identify 17 peaks in the power spectral density of the Homogeneous Indian Monsoon (HIM) rainfall time series constructed in Ref. 1. Here we propose a new procedure for testing the statistical significance of these peaks. In this procedure, using MRA the stationary component of the rainfall time series is first identified. Then (partially) reconstructed time series are derived over each scale band in the stationary component. For each of these time series an appropriately colored reference spectrum is derived. The significance of the detected peaks is then determined using a χ2 test against the reference spectra, which together represent a noise process spectrally close to rainfall. It is concluded that HIM rainfall exhibits 10 statistically significant periodicities at a confidence level of 99.9%.

Prediction of Atmospheric Turbulence Characteristics for Surface Boundary Layer using Empirical Spectral Methods

2020 ◽  
Author(s):  
Yagya Dutta Dwivedi ◽  
Vasishta Bhargava Nukala ◽  
Satya Prasad Maddula ◽  
Kiran Nair
Keyword(s):  
Boundary Layer ◽  
Time Series ◽  
Surface Roughness ◽  
Wind Speed ◽  
Atmospheric Turbulence ◽  
Surface Boundary ◽  
Low Frequencies ◽  
Surface Boundary Layer ◽  
Power Spectral ◽  
Mean Wind Speed

Abstract Atmospheric turbulence is an unsteady phenomenon found in nature and plays significance role in predicting natural events and life prediction of structures. In this work, turbulence in surface boundary layer has been studied through empirical methods. Computer simulation of Von Karman, Kaimal methods were evaluated for different surface roughness and for low (1%), medium (10%) and high (50%) turbulence intensities. Instantaneous values of one minute time series for longitudinal turbulent wind at mean wind speed of 12 m/s using both spectra showed strong correlation in validation trends. Influence of integral length scales on turbulence kinetic energy production at different heights is illustrated. Time series for mean wind speed of 12 m/s with surface roughness value of 0.05 m have shown that variance for longitudinal, lateral and vertical velocity components were different and found to be anisotropic. Wind speed power spectral density from Davenport and Simiu profiles have also been calculated at surface roughness of 0.05 m and compared with k−1 and k−3 slopes for Kolmogorov k−5/3 law in inertial sub-range and k−7 in viscous dissipation range. At high frequencies, logarithmic slope of Kolmogorov −5/3rd law agreed well with Davenport, Harris, Simiu and Solari spectra than at low frequencies.

scholarly journals Analysis of Noise and Velocity in GNSS EPN-Repro 2 Time Series

2021 ◽  
Vol 13 (14) ◽  
pp. 2783
Author(s):  
Sorin Nistor ◽  
Norbert-Szabolcs Suba ◽  
Kamil Maciuk ◽  
Jacek Kudrys ◽  
Eduard Ilie Nastase ◽  
...  
Keyword(s):  
Time Series ◽  
Visual Inspection ◽  
Flicker Noise ◽  
Vertical Component ◽  
Likelihood Estimation ◽  
Noise Model ◽  
Noise Amplitude ◽  
Allan Deviation ◽  
Power Spectral ◽  
Position Time Series

This study evaluates the EUREF Permanent Network (EPN) station position time series of approximately 200 GNSS stations subject to the Repro 2 reprocessing campaign in order to characterize the dominant types of noise and amplitude and their impact on estimated velocity values and associated uncertainties. The visual inspection on how different noise model represents the analysed data was done using the power spectral density of the residuals and the estimated noise model and it is coherent with the calculated Allan deviation (ADEV)-white and flicker noise. The velocities resulted from the dominant noise model are compared to the velocity obtained by using the Median Interannual Difference Adjusted for Skewness (MIDAS). The results show that only 3 stations present a dominant random walk noise model compared to flicker and powerlaw noise model for the horizontal and vertical components. We concluded that the velocities for the horizontal and vertical component show similar values in the case of MIDAS and maximum likelihood estimation (MLE), but we also found that the associated uncertainties from MIDAS are higher compared to the uncertainties from MLE. Additionally, we concluded that there is a spatial correlation in noise amplitude, and also regarding the differences in velocity uncertainties for the Up component.

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.

A Significance Test for Time Series

1942 ◽  
Vol 24 (1) ◽  
pp. 366
Author(s):  
Warren C. Waite ◽  
W. Allen Wallis ◽  
Geoffrey H. Moore
Keyword(s):  
Time Series ◽  
Significance Test

Simulating reference rainfall scenarios for hydrological applications using a multifractal approach

2021 ◽  
Author(s):  
Arun Ramanathan ◽  
Pierre-Antoine Versini ◽  
Daniel Schertzer ◽  
Ioulia Tchiguirinskaia ◽  
Remi Perrin ◽  
...  
Keyword(s):  
Time Series ◽  
Moment Analysis ◽  
Specific Reference ◽  
Rainfall Time Series ◽  
Time Series Dataset ◽  
Hourly Rainfall ◽  
Spatial Dimensions ◽  
Multifractal Theory ◽  
Intensity Duration Frequency ◽  
Hydrological Applications

<p><strong>Abstract</strong></p><p>Hydrological applications such as flood design usually deal with and are driven by region-specific reference rainfall regulations, generally expressed as Intensity-Duration-Frequency (IDF) values. The meteorological module of hydro-meteorological models used in such applications should therefore be capable of simulating these reference rainfall scenarios. The multifractal cascade framework, since it incorporates physically realistic properties of rainfall processes such as non-homogeneity (intermittency), scale invariance, and extremal statistics, seems to be an appropriate choice for this purpose. Here we suggest a rather simple discrete-in-scale multifractal cascade based approach. Hourly rainfall time-series datasets (with lengths ranging from around 28 to 35 years) over six cities (Paris, Marseille, Strasbourg, Nantes, Lyon, and Lille) in France that are characterized by different climates and a six-minute rainfall time series dataset (with a length of around 15  years) over Paris were analyzed via spectral analysis and Trace Moment analysis to understand the scaling range over which the universal multifractal theory can be considered valid. Then the Double Trace Moment analysis was performed to estimate the universal multifractal parameters α,C<sub>1</sub> that are required by the multifractal cascade model for simulating rainfall. A renormalization technique that estimates suitable renormalization constants based on the IDF values of reference rainfall is used to simulate the reference rainfall scenarios. Although only purely temporal simulations are considered here, this approach could possibly be generalized to higher spatial dimensions as well.</p><p><strong>Keywords</strong></p><p>Multifractals, Non-linear geophysical systems, Cascade dynamics, Scaling, Hydrology, Stochastic rainfall simulations.</p>

scholarly journals Stationary and Non-Stationary Frameworks for Extreme Rainfall Time Series in Southern Italy

Water ◽  
2018 ◽  
Vol 10 (10) ◽  
pp. 1477 ◽  
Author(s):  
Davide De Luca ◽  
Luciano Galasso
Keyword(s):  
Time Series ◽  
Climate Models ◽  
Southern Italy ◽  
Regional Climate ◽  
Data Series ◽  
Rainfall Time Series ◽  
Annual Maximum ◽  
Data Set ◽  
Maximum Rainfall ◽  
Rainfall Events

This study tests stationary and non-stationary approaches for modelling data series of hydro-meteorological variables. Specifically, the authors considered annual maximum rainfall accumulations observed in the Calabria region (southern Italy), and attention was focused on time series characterized by heavy rainfall events which occurred from 1 January 2000 in the study area. This choice is justified by the need to check if the recent rainfall events in the new century can be considered as very different or not from the events occurred in the past. In detail, the whole data set of each considered time series (characterized by a sample size N > 40 data) was analyzed, in order to compare recent and past rainfall accumulations, which occurred in a specific site. All the proposed models were based on the Two-Component Extreme Value (TCEV) probability distribution, which is frequently applied for annual maximum time series in Calabria. The authors discussed the possible sources of uncertainty related to each framework and remarked on the crucial role played by ergodicity. In fact, if the process is assumed to be non-stationary, then ergodicity cannot hold, and thus possible trends should be derived from external sources, different from the time series of interest: in this work, Regional Climate Models’ (RCMs) outputs were considered in order to assess possible trends of TCEV parameters. From the obtained results, it does not seem essential to adopt non-stationary models, as significant trends do not appear from the observed data, due to a relevant number of heavy events which also occurred in the central part of the last century.

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