A linear/non-linear hybrid time-series model to investigate the depletion of inland water bodies

Babak Zolghadr-Asli (), Maedeh Enayati (), Hamid Reza Pourghasemi (), Mojtaba Naghdyzadegan Jahromi () and John P. Tiefenbacher ()
Additional contact information
Babak Zolghadr-Asli: University of Tehran
Maedeh Enayati: University of Tehran
Hamid Reza Pourghasemi: Shiraz University
Mojtaba Naghdyzadegan Jahromi: Shiraz University
John P. Tiefenbacher: Texas State University

Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, 2021, vol. 23, issue 7, No 52, 10727-10742

Abstract: Abstract Changing climate and human interference with natural phenomena are causing unprecedented changing patterns in hydro-climatic variables. These changes can manifest as dynamic changes of the stochastic properties of the datasets over time, which pose challenges for conventional time-series modeling. These datasets are dynamic in nature, even when trend and seasonality components are eliminated. Shrinking lakes are among the most notable examples of hydro-climatic-driven phenomena. This study demonstrates a framework that can capture the underlying dynamic and non-stationary structure of such environments using a case study of Maharlou Lake, Iran. To that end, a hybrid time-series model was developed to account for volatility in the data [i.e., SARIMA (1,1,2) × (1,1,2)12/GARCH(1,0)]. A series of statistical tests (i.e., augmented Dickey–Fuller test, the Ljung-Box test, the heteroskedasticity test, and the two-sample Kolmogorov–Smirnov test) were used to create, calibrate, and assess the model in the 95% confidence interval. The results indicate the decline and depletion of the lake. This reduction manifests as a general downward trend and a widening gap between the lake’s intra-annual fluctuations. The changes could be an alarming signal, as this saline lake could be mimicking the tragic fate of similar inland water bodies like Lake Urmia or the Aral Sea.

Keywords: Time-series analysis; SARIMA; GARCH; Shrinking lakes; Augmented Dickey–Fuller test; Ljung-Box test; Heteroskedasticity test; Kolmogorov–Smirnov test (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10668-020-01081-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:endesu:v:23:y:2021:i:7:d:10.1007_s10668-020-01081-6

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/10668

DOI: 10.1007/s10668-020-01081-6

Access Statistics for this article

Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development is currently edited by Luc Hens

More articles in Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().