A Statistical Method for Generating Temporally Downscaled Geochemical Tracers in Precipitation

2021 ◽  
Author(s):  
Catherine E. Finkenbiner ◽  
Stephen P. Good ◽  
Scott T. Allen ◽  
Richard P. Fiorella ◽  
Gabriel J. Bowen
Keyword(s):  
Time Series ◽  
Statistical Method ◽  
Daily Precipitation ◽  
Fine Scale ◽  
Multivariate Gaussian Distribution ◽  
Geochemical Tracers ◽  
Concentration Variance ◽  
Stochastic Component ◽  
Power Law Decay ◽  
Stochastic Time Series

AbstractSampling intervals of precipitation geochemistry measurements are often coarser than those required by fine-scale hydrometeorological models. This study presents a statistical method to temporally downscale geochemical tracer signals in precipitation so that they can be used in high-resolution, tracer-enabled applications. In this method, we separated the deterministic component of the time series and the remaining daily stochastic component, which was approximated by a conditional multivariate Gaussian distribution. Specifically, statistics of the stochastic component could be explained from coarser data using a newly identified power-law decay function, which relates data aggregation intervals to changes in tracer concentration variance and correlations with precipitation amounts. These statistics were used within a copula framework to generate synthetic tracer values from the deterministic and stochastic time series components based on daily precipitation amounts. The method was evaluated at 27 sites located worldwide using daily precipitation isotope ratios, which were aggregated in time to provide low resolution testing datasets with known daily values. At each site, the downscaling method was applied on weekly, biweekly and monthly aggregated series to yield an ensemble of daily tracer realizations. Daily tracer concentrations downscaled from a biweekly series had average (+/- standard deviation) absolute errors of 1.69‰ (1.61‰) for δ2H and 0.23‰ (0.24‰) for δ18O relative to observations. The results suggest coarsely sampled precipitation tracers can be accurately downscaled to daily values. This method may be extended to other geochemical tracers in order to generate downscaled datasets needed to drive complex, fine-scale models of hydrometeorological processes.

scholarly journals Characterization of Export Regimes in Concentration–Discharge Plots via an Advanced Time-Series Model and Event-Based Sampling Strategies

Water ◽  
2021 ◽  
Vol 13 (13) ◽  
pp. 1723
Author(s):  
Ana Gonzalez-Nicolas ◽  
Marc Schwientek ◽  
Michael Sinsbeck ◽  
Wolfgang Nowak
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Time Series Model ◽  
Data Series ◽  
Additional Parameter ◽  
Sampling Strategies ◽  
Discharge Rates ◽  
Regression Approach ◽  
Event Based ◽  
Stochastic Time Series

Currently, the export regime of a catchment is often characterized by the relationship between compound concentration and discharge in the catchment outlet or, more specifically, by the regression slope in log-concentrations versus log-discharge plots. However, the scattered points in these plots usually do not follow a plain linear regression representation because of different processes (e.g., hysteresis effects). This work proposes a simple stochastic time-series model for simulating compound concentrations in a river based on river discharge. Our model has an explicit transition parameter that can morph the model between chemostatic behavior and chemodynamic behavior. As opposed to the typically used linear regression approach, our model has an additional parameter to account for hysteresis by including correlation over time. We demonstrate the advantages of our model using a high-frequency data series of nitrate concentrations collected with in situ analyzers in a catchment in Germany. Furthermore, we identify event-based optimal scheduling rules for sampling strategies. Overall, our results show that (i) our model is much more robust for estimating the export regime than the usually used regression approach, and (ii) sampling strategies based on extreme events (including both high and low discharge rates) are key to reducing the prediction uncertainty of the catchment behavior. Thus, the results of this study can help characterize the export regime of a catchment and manage water pollution in rivers at lower monitoring costs.

scholarly journals Identification of an unstable ARMA equation

2001 ◽  
Vol 7 (1) ◽  
pp. 97-112 ◽  
Author(s):  
Yulia R. Gel ◽  
Vladimir N. Fomin
Keyword(s):  
Time Series ◽  
Least Squares ◽  
Infinite Order ◽  
Time Series Model ◽  
Identification Algorithm ◽  
Data Handling ◽  
Stochastic Time Series ◽  
Stochastic Time ◽  
Strongly Consistent ◽  
Minimal Phase

Usually the coefficients in a stochastic time series model are partially or entirely unknown when the realization of the time series is observed. Sometimes the unknown coefficients can be estimated from the realization with the required accuracy. That will eventually allow optimizing the data handling of the stochastic time series.Here it is shown that the recurrent least-squares (LS) procedure provides strongly consistent estimates for a linear autoregressive (AR) equation of infinite order obtained from a minimal phase regressive (ARMA) equation. The LS identification algorithm is accomplished by the Padé approximation used for the estimation of the unknown ARMA parameters.

The reconstruction of abnormal segments in HJ-1A/B NDVI time series using MODIS: a statistical method

2014 ◽  
Vol 35 (23) ◽  
pp. 7991-8007 ◽  
Author(s):  
Yecheng Wang ◽  
Yongxue Liu ◽  
Manchun Li ◽  
Lu Tan
Keyword(s):  
Time Series ◽  
Statistical Method ◽  
Ndvi Time Series

Fractal and Multifractal in Stochastic Time Series

2020 ◽  
pp. 129-151
Author(s):  
Santo Banerjee ◽  
M K Hassan ◽  
Sayan Mukherjee ◽  
A Gowrisankar
Keyword(s):  
Time Series ◽  
Stochastic Time Series ◽  
Stochastic Time

scholarly journals Identifying the Ideal Number Components of the Bayesian Principal Component Analysis Model for Missing Daily Precipitation Data Treatment

2018 ◽  
Vol 7 (4.30) ◽  
pp. 5 ◽  
Author(s):  
Zun Liang Chuan ◽  
Azlyna Senawi ◽  
Wan Nur Syahidah Wan Yusoff ◽  
Noriszura Ismail ◽  
Tan Lit Ken ◽  
...  
Keyword(s):  
Time Series ◽  
Daily Precipitation ◽  
Principal Component ◽  
Precipitation Data ◽  
Analysis Model ◽  
Principal Component Analysis Model ◽  
Data Treatment ◽  
Daily Precipitation Data ◽  
Ideal Number ◽  
The Ideal

The grassroots of the presence of missing precipitation data are due to the malfunction of instruments, error of recording and meteorological extremes. Consequently, an effective imputation algorithm is indeed much needed to provide a high quality complete time series in assessing the risk of occurrence of extreme precipitation tragedy. In order to overcome this issue, this study desired to investigate the effectiveness of various Q-components of the Bayesian Principal Component Analysis model associates with Variational Bayes algorithm (BPCAQ-VB) in missing daily precipitation data treatment, which the ideal number of Q-components is identified by using The Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) algorithm. The effectiveness of BPCAQ-VB algorithm in missing daily precipitation data treatment is evaluated by using four distinct precipitation time series, including two monitoring stations located in inland and coastal regions of Kuantan district, respectively. The analysis results rendered the BPCA5-VB is superior in missing daily precipitation data treatment for the coastal region time series compared to the single imputation algorithms proposed in previous studies. Contrarily, the single imputation algorithm is superior in missing daily precipitation data treatment for an inland region time series rather than the BPCAQ-VB algorithm.   

A Recurrent Probabilistic Neural Network for EMG Pattern Recognition

2011 ◽  
pp. 130-153 ◽  
Author(s):  
Toshio Tsuji ◽  
Nan Bu ◽  
Osamu Fukuda
Keyword(s):  
Time Series ◽  
Pattern Recognition ◽  
Hidden Markov ◽  
Probabilistic Neural Network ◽  
Temporal Characteristic ◽  
Gaussian Mixture ◽  
Neural Computation ◽  
Emg Pattern Recognition ◽  
Stochastic Time Series ◽  
Stochastic Time

In the field of pattern recognition, probabilistic neural networks (PNNs) have been proven as an important classifier. For pattern recognition of EMG signals, the characteristics usually used are: (1) amplitude, (2) frequency, and (3) space. However, significant temporal characteristic exists in the transient and non-stationary EMG signals, which cannot be considered by traditional PNNs. In this article, a recurrent PNN, called recurrent log-linearized Gaussian mixture network (R-LLGMN), is introduced for EMG pattern recognition, with the emphasis on utilizing temporal characteristics. The structure of R-LLGMN is based on the algorithm of a hidden Markov model (HMM), which is a routinely used technique for modeling stochastic time series. Since R-LLGMN inherits advantages from both HMM and neural computation, it is expected to have higher representation ability and show better performance when dealing with time series like EMG signals. Experimental results show that R-LLGMN can achieve high discriminant accuracy in EMG pattern recognition.

Sign in / Sign up

Export Citation Format

Share Document