ON CERTAIN STATIONARITY TESTS FOR HYDROLOGIC SERIES

被引:24
|
作者
Rutkowska, Agnieszka [1 ]
Ptak, Marek [1 ]
机构
[1] Univ Agr, Dept Appl Math, Ul Balicka 253C, PL-30198 Krakow, Poland
关键词
D O I
10.1515/sgem-2017-0022
中图分类号
O3 [力学];
学科分类号
08 ; 0801 ;
摘要
The main aim of the article was application of some statistical tests for investigation of weak stationarity of hydrologic time series. The tests were applied to mean monthly flow and maximum annual flow on three rivers: two Polish and one American river. Firstly, the modified Mann-Kendall test for autocorrelated data was used to detect trend. After detrending we used "unit root tests" based on the DF test and "stationarity tests" based on the KPSS test. The tests were investigated and compared in some aspects: analysis of residuals, application to seasonal series, AIC and Schwarz values.
引用
收藏
页码:51 / 63
页数:13
相关论文
共 50 条
  • [21] A guide to the computation of stationarity tests
    Carrion-i-Silvestre, Josep Lluis
    Sanso, Andreu
    EMPIRICAL ECONOMICS, 2006, 31 (02) : 433 - 448
  • [22] Testing stationarity in time series
    Witt, A
    Kurths, J
    Pikovsky, A
    PHYSICAL REVIEW E, 1998, 58 (02): : 1800 - 1810
  • [24] Trend, Independence, Stationarity, and Homogeneity Tests on Maximum Rainfall Series of Standard Durations Recorded in Turkey
    Haktanir, Tefaruk
    Citakoglu, Hatice
    JOURNAL OF HYDROLOGIC ENGINEERING, 2014, 19 (09)
  • [25] Stationarity and convergence of LCF series
    Sinha, Avik
    Schneider, Nicolas
    GONDWANA RESEARCH, 2024, 129 : 425 - 440
  • [26] CERTAIN TESTS FOR ABSOLUTE CESAROS SUMMABILITY OF MULTIPLE FOURIER SERIES
    PONOMARE.IA
    DOKLADY AKADEMII NAUK SSSR, 1963, 152 (06): : 1305 - &
  • [27] Local asymptotic distributions of stationarity tests
    Cappuccio, N
    Lubian, D
    JOURNAL OF TIME SERIES ANALYSIS, 2006, 27 (03) : 323 - 345
  • [28] Rank tests for short memory stationarity
    Pelagatti, Matteo M.
    Sen, Pranab K.
    JOURNAL OF ECONOMETRICS, 2013, 172 (01) : 90 - 105
  • [29] Unit root and stationarity tests' wedding
    Carrion-i-Silvestre, JL
    Sansó-i-Rosselló, A
    Ortuño, M
    ECONOMICS LETTERS, 2001, 70 (01) : 1 - 8
  • [30] Symmetric and asymmetric stationarity tests of productivity
    Ewing, Bradley T.
    Thompson, Mark A.
    Engineering Economist, 2007, 52 (04): : 355 - 365