Geometric Brownian motion as a model for river flows | Zendy

Lefebvre Mario | Zendy

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Geometric Brownian motion as a model for river flows

Author(s) -

Lefebvre Mario

Publication year - 2002

Publication title -

hydrological processes

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.222

H-Index - 161

eISSN - 1099-1085

pISSN - 0885-6087

DOI - 10.1002/hyp.1083

Subject(s) - geometric brownian motion , brownian motion , flow (mathematics) , stochastic modelling , statistical physics , motion (physics) , mathematics , fractional brownian motion , hydrology (agriculture) , diffusion process , computer science , geology , geometry , physics , statistics , classical mechanics , geotechnical engineering , knowledge management , innovation diffusion

Let X ( t ) be the flow of a certain river at time t . A geometric Brownian motion process is used as a model for X ( t ) and is found to give very good forecasts of future flows. The forecasted values generated by this one‐dimensional model are compared with those provided by a deterministic model that requires the evaluation of 18 entries. Based on two important criteria, the stochastic model is superior, on average, to the deterministic model for forecasts up to 4 days ahead. Copyright © 2002 John Wiley & Sons, Ltd.

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