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Modeling water flow of the Rhine River using seasonal long memory
Author(s) -
Lohre Michael,
Sibbertsen Philipp,
Könning Tamara
Publication year - 2003
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/2002wr001697
Subject(s) - long memory , environmental science , seasonality , range (aeronautics) , streamflow , hydrology (agriculture) , seasonal adjustment , discharge , climatology , statistics , mathematics , geography , geology , econometrics , drainage basin , geotechnical engineering , engineering , cartography , volatility (finance) , mathematical analysis , variable (mathematics) , aerospace engineering
The discharge of the Rhine River is modeled by using flexible seasonal long‐memory models. The memory parameters are estimated by log periodogram regression for every seasonal frequency separately. It turns out that these models fit well the long‐term behavior of the river. Significant long‐range dependence was estimated at annual and semiannual frequencies. These results are robust against elimination of possible deterministic seasonal structures.