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A generalized maintenance of variance extension procedure for extending correlated series
Author(s) -
Grygier Jan C.,
Stedinger Jery R.,
Yin HongBing
Publication year - 1989
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/wr025i003p00345
Subject(s) - variance (accounting) , series (stratigraphy) , extension (predicate logic) , streamflow , multivariate statistics , mathematics , statistics , multivariate analysis of variance , sequence (biology) , random variate , econometrics , computer science , random variable , geology , geography , drainage basin , paleontology , cartography , accounting , biology , genetics , programming language , business
Hirsch's (1982) maintenance of variance extension technique for filling in missing observations or producing a unique extended streamflow sequence with a specified mean and variance is generalized to reproduce also the correlation between the variate of interest and other variables. The technique is used to extend several seasonal streamflow forecast series so that the generated forecasts have the appropriate mean, variance, and forecasting power. A multivariate model is developed which can extend several series simultaneously.