Application of periodic autoregressive process to the modeling of the Garonne river flows

Eugen Ursu and Jean-Christophe Pereau

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Abstract: Accurate forecasting of river flows is one of the most important applications in hydrology, especially for the management of reservoir systems. To capture the seasonal variations in river flow statistics, this paper develops a robust modeling approach to identify and to estimate periodic autoregressive (PAR) model in the presence of additive outliers. Since the least squares estimators are not robust in the presence of outliers, we suggest a robust estimation based on residual autocovariances. A genetic algorithm with Bayes information criterion is used to identify the optimal PAR model. The method is applied to average monthly and quarter-monthly flow data (1959–2010) for the Garonne river in the southwest of France. Results show that the accuracy of forecasts is improved in the robust model with respect to the unrobust model for the quarter-monthly flows. By reducing the number of parameters to be estimated, the principle of parsimony favors the choice of the robust approach.

Keywords: Periodic Time; Reservoir Management; Reservoir Systems; River Flow; River Flows Analysis; Rivers; Robust Estimation; Seasonal Variation; Time Series; Time Series Analysis; Statistics; Genetic Algorithms; Least-Squares Estimator; France; Periodic Time Series; Bayes Information Criterion; Estimation Method; Flow Modeling; Flow Of Water; Garonne River; Genetic Algorithm; Periodic Autoregressive Process (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

Published in Stochastic Environmental Research and Risk Assessment, In press, 30 (7), pp.1785-1795. ⟨10.1007/s00477-015-1193-3⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03122627

DOI: 10.1007/s00477-015-1193-3

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