Detection and predictive modeling of chaos in finite hydrological time series
نویسندگان
چکیده
The ability to detect the chaotic signal from a finite time series observation of hydrologic systems is addressed in this paper. The presence of random and seasonal components in hydrological time series, like rainfall or runoff, makes the detection process challenging. Tests with simulated data demonstrate the presence of thresholds, in terms of noise to chaotic-signal and seasonality to chaoticsignal ratios, beyond which the set of currently available tools is not able to detect the chaotic component. The investigations also indicate that the decomposition of a simulated time series into the corresponding random, seasonal and chaotic components is possible from finite data. Real streamflow data from the Arkansas and Colorado rivers are used to validate these results. Neither of the raw time series exhibits chaos. While a chaotic component can be extracted from the Arkansas data, such a component is either not present or can not be extracted from the Colorado data. This indicates that real hydrologic data may or may not have a detectable chaotic component. The strengths and limitations of the existing set of tools for the detection and modeling of chaos are also studied.
منابع مشابه
Investigating Chaos in Tehran Stock Exchange Index
Modeling and analysis of future prices has been hot topic for economic analysts in recent years. Traditionally, the complex movements in the prices are usually taken as random or stochastic process. However, they may be produced by a deterministic nonlinear process. Accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. Nonlinear ...
متن کاملEvaluation of SARIMA time series models in monthly streamflow estimation in Idanak hydrometry station
prediction of hydrological variables is a highly effective tool in water resource management. One of the important tools for modeling hydrological processes is the use of time series modeling and analysis. River series production series can be used by time series models in various studies such as drought, flood, reservoir systems design and many other purposes For this purpose, monthly flow dat...
متن کاملA Novel Method for Detection of Epilepsy in Short and Noisy EEG Signals Using Ordinal Pattern Analysis
Introduction: In this paper, a novel complexity measure is proposed to detect dynamical changes in nonlinear systems using ordinal pattern analysis of time series data taken from the system. Epilepsy is considered as a dynamical change in nonlinear and complex brain system. The ability of the proposed measure for characterizing the normal and epileptic EEG signals when the signal is short or is...
متن کاملGyroscope Random Drift Modeling, using Neural Networks, Fuzzy Neural and Traditional Time- series Methods
In this paper statistical and time series models are used for determining the random drift of a dynamically Tuned Gyroscope (DTG). This drift is compensated with optimal predictive transfer function. Also nonlinear neural-network and fuzzy-neural models are investigated for prediction and compensation of the random drift. Finally the different models are compared together and their advantages a...
متن کاملModeling of Tactile Detection of an Artery in a Soft Tissue by Finite Element Analysis
Nowadays, one of the main problems encountered in minimally invasive surgery and telesurgery is the detection of arteries in tissue. In this study, for the first time, tactile detection of an artery in tissue and distinguishing it from the tumor has been modeled by finite element method. In this modeling, three 2D models of tissue have been created: tissue, tissue including a tumor, and tissue ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005