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Application of periodic autoregressive process to the modeling of the Garonne river flows

Author

Listed:
  • Eugen Ursu
  • Jean-Christophe Pereau

    (GREThA - Groupe de Recherche en Economie Théorique et Appliquée - UB - Université de Bordeaux - CNRS - Centre National de la Recherche Scientifique)

Abstract

Accurate forecasting of river flows is one of the most important applications in hydrology, especially for the management of reservoir systems. To capture the seasonal variations in river flow statistics, this paper develops a robust modeling approach to identify and to estimate periodic autoregressive (PAR) model in the presence of additive outliers. Since the least squares estimators are not robust in the presence of outliers, we suggest a robust estimation based on residual autocovariances. A genetic algorithm with Bayes information criterion is used to identify the optimal PAR model. The method is applied to average monthly and quarter-monthly flow data (1959–2010) for the Garonne river in the southwest of France. Results show that the accuracy of forecasts is improved in the robust model with respect to the unrobust model for the quarter-monthly flows. By reducing the number of parameters to be estimated, the principle of parsimony favors the choice of the robust approach.

Suggested Citation

  • Eugen Ursu & Jean-Christophe Pereau, 2016. "Application of periodic autoregressive process to the modeling of the Garonne river flows," Post-Print hal-03122627, HAL.
    • Handle: RePEc:hal:journl:hal-03122627
    DOI: 10.1007/s00477-015-1193-3
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    Cited by:

    1. Siva R Venna & Satya Katragadda & Vijay Raghavan & Raju Gottumukkala, 2021. "River Stage Forecasting using Enhanced Partial Correlation Graph," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(12), pages 4111-4126, September.

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