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Analysis of Drought Length using the BDS statistic and Close Returns Test.

Kim, Soojun; Kim, Hung Soo; Kwak, Jaewon; Kim, Yonsoo; Noh, Huisung; Lee, Jongso (2015). Analysis of Drought Length using the BDS statistic and Close Returns Test. KSCE Journal of Civil Engineering , vol. 19 , nº 2. p. 446-455. DOI: 10.1007/s12205-014-0587-y.

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Résumé

This study employed nonlinear dynamic concepts to investigate the characteristics of Drought Length (DL). Two nonlinear dynamic techniques, namely the BDS statistic and Close Returns Test (CRT), were employed to analyze the characteristics of relevant time series. The utility and effectiveness of the methods were first demonstrated on synthetic time series and then tested on real hydrologic time series. The synthetic time series included periodic series, quasi-periodic series, and Rossler series, while the real hydrologic time series included the daily discharge at Cocoa in USA and daily inflow at Soyang dam in Korea. To obtain the drought length, in addition to the original series (Case 1), two different truncation levels, 50% (Case 2) and 10% (Case 3), were also used. From the study, DLs from three known series of periodic function, quasi-periodic function, and Rossler system also had the same characteristics with the original series. However, the real series of daily discharge at Cocoa and daily inflow at Soyang dam showed different characteristics from DL data. The daily discharge showed chaotic behavior but its DLs had linear stochastic property. The daily inflow and Case 3 showed nonlinear stochastic property but Case 2 had linear stochastic property. The different characteristics of the original real series and their DLs may be due to the noises from many sources and therefore, noise cancellation may be important for obtaining original property of the time series.

Type de document:
Mots-clés libres: drought length; BDS statistic; close returns test; nonlinearity; chaos
Centre: Centre Eau Terre Environnement
Date de dépôt: 13 déc. 2016 21:07
Dernière modification: 13 déc. 2016 21:07
URI: http://espace.inrs.ca/id/eprint/4370

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