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ARMA Modelling of Benue River Flow Dynamics: Comparative Study of PAR Model

ARMA Modelling of Benue River Flow Dynamics: Comparative Study of PAR Model
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摘要 The seemingly complex nature of river flow and the significant variability it exhibits in both time and space, have largely led to the development and application of the stochastic process concept for its modelling, forecasting, and other ancillary purposes. Towards this end, in this study, attempt was made at stochastic modelling of the daily streamflow process of the Benue River. In this regard, Autoregressive Moving Average (ARMA) models and its derivative, the Periodic Autoregressive (PAR) model were developed and used for forecasting. Comparative forecast performances of the different models indicate that despite the shortcomings associated with univariate time series, reliable forecasts can be obtained for lead times, 1 to 5 day-ahead. The forecast results also showed that the traditional ARMA model could not robustly simulate high flow regimes unlike the periodic AR (PAR). Thus, for proper understanding of the dynamics of the river flow and its management, especially, flood defense, in the light of this study, the traditional ARMA models may not be suitable since they do not allow for real-time appraisal. To account for seasonal variations, PAR models should be used in forecasting the streamflow processes of the Benue River. However, since almost all mechanisms involved in the river flow processes present some degree of nonlinearity thus, how appropriate the stochastic process might be for every flow series may be called to question. The seemingly complex nature of river flow and the significant variability it exhibits in both time and space, have largely led to the development and application of the stochastic process concept for its modelling, forecasting, and other ancillary purposes. Towards this end, in this study, attempt was made at stochastic modelling of the daily streamflow process of the Benue River. In this regard, Autoregressive Moving Average (ARMA) models and its derivative, the Periodic Autoregressive (PAR) model were developed and used for forecasting. Comparative forecast performances of the different models indicate that despite the shortcomings associated with univariate time series, reliable forecasts can be obtained for lead times, 1 to 5 day-ahead. The forecast results also showed that the traditional ARMA model could not robustly simulate high flow regimes unlike the periodic AR (PAR). Thus, for proper understanding of the dynamics of the river flow and its management, especially, flood defense, in the light of this study, the traditional ARMA models may not be suitable since they do not allow for real-time appraisal. To account for seasonal variations, PAR models should be used in forecasting the streamflow processes of the Benue River. However, since almost all mechanisms involved in the river flow processes present some degree of nonlinearity thus, how appropriate the stochastic process might be for every flow series may be called to question.
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出处 《Open Journal of Modern Hydrology》 2011年第1期1-9,共9页 现代水文学期刊(英文)
关键词 Time SCALE Streamflow AUTOREGRESSIVE Model Fuzzy CLUSTER Forecasting DYNAMICS Time Scale Streamflow Autoregressive Model Fuzzy Cluster Forecasting Dynamics
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