Numerical Studies of Statistical Management Decisions in Conditions of Stochastic Chaos

The research presented in this article is dedicated to analyzing the acceptability of traditional techniques of statistical management decision-making in conditions of stochastic chaos. A corresponding example would be asset management at electronic capital markets. This formulation of the problem is typical for a large number of applications in which the managed object interacts with an unstable immersion environment. In particular, this issue arises in problems of managing gas-dynamic and hydrodynamic turbulent flows. We highlight the features of observation series of the managed object’s state immersed in an unstable interaction environment. The fundamental difference between observation series of chaotic processes and probabilistic descriptions of traditional models is demonstrated. We also present an additive observation model with a chaotic system component and non-stationary noise which provides the most adequate characterization of the original observation series. Furthermore, we suggest a method for numerically analyzing the efficiency of conventional statistical solutions in the conditions of stochastic chaos. Based on numerical experiments, we establish that techniques of optimal statistical synthesis do not allow for making effective management decisions in the conditions of stochastic chaos. Finally, we propose several versions of compositional algorithms focused on the adaptation of statistical techniques to the non-deterministic conditions caused by the specifics of chaotic processes.

Flood hazard on the Upper Angara river

The article provides the results of studies on flooding in the rivers of the northern Baikal on the example of the Upper Angara river basin. Some information about the situation with floods and mudflows in the dynamics since 1933 is highlighted. Spatial and temporal patterns of maximum levels, water discharge, duration of high levels, intensity of the water rise have been studied using standard methods of processing hydrological information to assess risks and hazard. On the basis of long-term observation series, expedition surveys we considered classification geohydrological characteristics of floods by genesis of their formation, recurrence of extreme levels, intensity and depth of floodplain inundation. The areas of possible flooding and waterlogging have been determined on the basis of large-scale maps using GIS technologies using ArcGIS. Settlements and infrastructure facilities located in hazardous areas have been identified. Engineering measures to mitigate flood risks in the Upper Angara river have been proposed.

Extracting Modulated Annual Cycle in Climate and Ocean Time Series Using an Enhanced Harmonic Analysis

Accurate extraction of the modulated annual cycle (MAC) is important for climatic and oceanic research. A variety of methods are available to extract the annual cycle with inconsistent results. Since actual annual cycles are unknown in the observation series, the reliability and applicability of the results extracted by these methods are difficult to estimate. In this study, three widely used decomposition methods, ensemble empirical mode decomposition (EEMD), nonlinear mode decomposition (NMD), and enhanced harmonic analysis (EHA), are evaluated by idealized numerical experiments for extracting modulated annual cycles from climate series. Idealized numerical experiments are carried out and show that the recently proposed EHA had the most accuracy in extracting the MAC from the constructed data. The optimal independent point (IP) number, which makes the most accurate result for EHA, can be found in each ideal experiment. In the actual experiment, two IP selection criteria are proposed for EHA to extract MAC from observations.

Analyzing, Modeling, and Utilizing Observation Series Correlation in Capital Markets

In this paper, we consider the task of the analysis, modeling, and application of dependencies between asset quotes at various capital markets. As an example, we study the dependency between financial instrument observation series in the currency and stock markets. Our work intends to give a theoretical basis to asset management strategies that estimate an asset’s price via regression, taking into account its correlated assets in various markets. Furthermore, we provide a way to increase the estimate quality using an evolutionary algorithm.

MAIN CHARACTERISTICS OF CHANGES IN RIVER RUNOFF IN A LONG-TERM SECTION ACROSS THE TERRITORY OF THE REPUBLIC OF BASHKORTOSTAN

The article reveals the main characteristics of the change in the values of the river runoff layer indicator in the long-term section across the territory of the Republic of Bashkortostan. In previously published works related to 1990-2000, the statistical parameters of river runoff are considered without taking into account the changes that have occurred in the general population of the initial information. It is noted in the article that the calculations and estimates for the study of the peculiarities of changes in hydrometeorological conditions, carried out by us in recent years, indicate a violation of the homogeneity of the observation series. At the same time, attention is drawn to the fact that this trend is dependent on the influence of factors associated with global climate change. The article indicates that ignoring the facts reflecting the ongoing changes can affect not only the accuracy of the calculations, but also lead to the adoption of incorrect and unjustified decisions in the water sector and the assessment of environmental conditions in watercourses. The analysis was carried out according to the values of the annual runoff layer, the change in the indicators of the annual runoff of the rivers of the republic was calculated for two time intervals. As the boundary conditions between them, the year was taken, from which a rather clear tendency of the trend change in terms of the annual runoff values is revealed. Cartographic analysis of the information obtained was carried out using the ArcGIS software package. It has been established that during the period of noticeable climatic changes in most of the territory of the republic, there is a tendency to an increase in the values of the annual runoff layer. At the same time, the greatest indicators of change occur on the western slopes of the Southern Urals and the Ufa plateau within the republic. It was found that a noticeable decrease in the values of the annual runoff layer is observed over the territory of the Bashkir Trans-Urals.

A pragmatic re-engineering approach to extend short observation time series by climate anomaly gridding

<p>For many purposes, including the estimation of climate normals, requires long, continuous  and preferably homogeneous time series. Many observation series do not meet these requirements, especially due to modernisation and automation of the observation network. Despite the lack of long series there is still a need to provide climate parameters representing a longer time period than available. An actual problem is the calculation of new standard climate normals for the 1991-2020 period, where normal values need to be assigned also for observation series not meeting the requirements of WMO to estimate climate normals from observations. </p><p>One possible approach to estimate monthly time series is to extract value from gridded climate anomaly fields. In this study this approach is applied to complete time series that will be the basis for calculation of long term reference values.</p><p>The calculation of the long term time series is a two step procedure. First monthly anomaly grids based on homogenised data series are produced. The homogenized series provide more stable and reliable spatial estimates than applying non homogenised data. The homogenised data set is also complete ensuring a spatially consistent input throughout the analysis period 1991-2020.</p><p>The monthly anomalies for the location of the series to be complete are extracted from the gridded fields. By combining the interpolated anomalies with the observations the long term mean value can be estimated. The study shows that this approach provides reliable estimates of long term values, even with just a few events for calibration. The precision of the estimates depend more on the representativity of the grid estimates than length of the observation series. At locations where the anomaly grids represent the spatial climate variability well, stable estimates are achieved. On the other hand will the estimates at locations where the anomaly grids are less accurate due to sparse data coverage or steep climate gradients lead to estimates with a larger variability, and  thus more uncertain estimates. </p>

ŞİRVAN ÇAYLARININ AXIMININ ÇOXİLLİK TƏRƏDDÜDLƏRİ

The article is devoted to the analysis of long-term fluctuations of the annual flow of the Shirvan rivers. The analysis used data from 4 rivers with an observation period of more than 50 years. linear trends were identified in the observation series, and their significance was assessed. The annual water discharge observations are divided into two series, covering 1961-1990 and 1991-2018. The dynamics of annual precipitation data of meteorological observation stations located in the study area were also analyzed. Annual precipitation increased in Goychay and Ismayilli meteorological stations, and partial decrease in Gabala and Oguz meteorological stations. The seasonal variation of the annual flow is also analyzed. According to data of Alijanchay and Girdimanchay, a decrease in annual flow was observed, and an increase was observed in Goychay and Turyanchay rivers. The seasonal fluctuations of the flow increased in the cold seasons and decreased in the warm seasons. Keywords: annual flow, long-term fluctuations, linear trends, climate changes

UNIFORMITY AND STATIONARITY OF INFORMATION ON THE RIVER FROW IN NOVOSIBIRSK REGION

The series of mean annual and maximum water discharges of the rivers of the Novosibirsk region are considered from the point of view of compliance with the necessary conditions for the use of statistical processing methods in their analysis. Hydraulic calculations necessary for the design of hydraulic engineering and other structures associated with water bodies require for uniformity and stationarity of observations forming the hydrologic series. Uniformity is related to the compliance with the condition that all values should be taken from the same distribution of “general population”. Stationarity means there were no statistically significant changes in the estimates of flow characteristics in the analyzed period (the average values and dispersions do not depend much on the number of sample members). The article presents tables with calculated criteria for the uniformity of the observation series (Dixon and Smirnov-Grubbs) and stationarity (Fischer and Student) for mean and maximum water discharges, for 33 hydrologic measuring section for water run-off observations in rivers of Novosibirsk region.

Zróżnicowanie i zmiany cech wypływów wód podziemnych w zlewni górnej Bystrzycy Dusznickiej

The study presents the assessment of spatial distribution, including vertical variability of selected features of springs. For this aim, the data obtained during three hydrological mapping sessions in the upper Bystrzyca Dusznicka river catchment in the period of 1995–2018 was used. Thanks to the long-term observation series, comparative spatial analyzes of statistical distribution of spring’s selected features were possible. Furthermore, the variability of temperature, reaction and conductivity of rivers and springs were estimated, assessing these parameters along the tributaries course of the Bystrzyca Dusznicka river. Results for years of various precipitation conditions were compared. Presented analyzes allowed to identify and valorize the factors determining the variability and changes in springs characteristics during dry and moist years.

Assessment of the River Runoff Changes in Lenkoran Nature Region

In the conditions of climate change and increase of anthropogenic load upon environment ,one of the main direction of scientific hydrological research in the nearest decades will be assessment of water resources. The paper presents the results of assessment of the Lenkoran Nature Region river water status change over the period from 1990 to 2017 based on observation data from 13 closing ranges. The computations were carried out with taking into account runoff data of the rivers. Considerable number of the points has short observation series or gaps in observations; therefore, we in advance have reduced short series to the single many-year period. Runoff from the territories that had not been covered by hydrometric measurements was determined by computations by the analog rivers’ runoff or by the runoff maps. When assessing water resources for a number of ranges affected by economic activities, we have used the data on water abstraction and disposal and results of researches on assessment of evaporation from the catchment surface. The carried out computations resulted in statement that natural average many-year annual runoff of the Lenkoran Nature Region rivers is 0.993 km3.