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A mixed gamma ARMA(1, 1) Model for river flow time series
Author(s) -
Sim C. H.
Publication year - 1987
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/wr023i001p00032
Subject(s) - skewness , autocorrelation , series (stratigraphy) , variance (accounting) , autoregressive–moving average model , time series , mathematics , flow (mathematics) , term (time) , statistics , econometrics , sequence (biology) , moving average , statistical physics , hydrology (agriculture) , geology , autoregressive model , geometry , physics , geotechnical engineering , economics , paleontology , accounting , genetics , biology , quantum mechanics
In this paper we consider a time series model which can easily be used for simulating stationary river flow sequences with high skewness and the long‐term correlation structure of an ARMA(1, 1) model. The model is fitted to monthly streamflows taken from a river in Malaysia. The simulated data bear a close resemblance to the historical sequence in terms of the mean, variance, skewness, and autocorrelation coefficients.