Exploratory spectral analysis of hydrological times series

DOI10.1007/BF01581718zbMath0843.76065OpenAlexW1975006414MaRDI QIDQ1911122

A. Ian McLeod, Keith William Hipel

Publication date: 22 August 1996

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581718

zbMATH Keywords

fast Fourier transformexploratory data analysisHurst coefficientARMA modellong-memory time seriesriver flow time seriesautoregressive spectral density functionnonparametric spectral densityperiodogram smoothing

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Stochastic analysis applied to problems in fluid mechanics (76M35)

Related Items (2)

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Uses Software

• Mathematica
• AS 97
• sapa

Cites Work

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• Time series in the frequency domain
• Spectral Analysis for Physical Applications
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Improved Box-Jenkins Estimators
• A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
• Fractional Brownian Motions, Fractional Noises and Applications

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