DocumentCode :
1700633
Title :
The study of river runoff long memory based on the rescaled variance statistic
Author :
Dongyong Sun ; Qiang Huang ; Yimin Wang
Author_Institution :
Key Lab. of Northwest Water Resources & Environ. Ecology of MOE, Xi´an Univ. of Technol., Xi´an, China
Volume :
1
fYear :
2011
Firstpage :
509
Lastpage :
511
Abstract :
An important issue in river runoff time series is the study of long memory phenomenon. Especially most of studies rely on a parameter known as Hurst index. Although a lot of methods have been introduced to deal with this problem, none of them is suitable for all time series. In this paper, a new method-the rescaled variance was presented and an example was given to study the river runoff long memory. The results show that the method can solve the problems of stability and short-term memory influence well, and a new method was provided for the study of long memory of river runoff time series.
Keywords :
hydrological techniques; rivers; Hurst index; rescaled variance statistic; river runoff long memory; river runoff time series; Correlation; Indexes; Rivers; Stability criteria; Stock markets; Time series analysis; Hurst index; V/S statistic; long memory; river runoff;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Water Resource and Environmental Protection (ISWREP), 2011 International Symposium on
Conference_Location :
Xi´an
Print_ISBN :
978-1-61284-339-1
Type :
conf
DOI :
10.1109/ISWREP.2011.5893055
Filename :
5893055
Link To Document :
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