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2 - A daily streamflow model based on a jump-diffusion process

Published online by Cambridge University Press:  07 May 2010

F. Konecny
Affiliation:
Institute of Mathematics and Applied Statistics, Universitat fur Bodenkultur, Vienna, Austria
H.-P. Nachtnebel
Affiliation:
Institute of Water Resources Management, Hydrology and Hydraulic Construction, Universitat für Bodenkultur, Vienna, Austria
Zbigniew W. Kundzewicz
Affiliation:
World Meteorological Organization, Geneva
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Summary

ABSTRACT The objective of this paper is to describe daily discharge series by a stochastic differential equation which is based on the mass balance of a linear reservoir. The input consisting of a series of jumps reflects the rainfall while the output refers to the discharges of a river basin. To account for random phenoma such as evaporation during the transformation process a perturbation term was introduced. The point process describing the shots (jumps) is based on an intensity function alternating randomly between two levels. Thus clustering of shots can be incorporated into the model.

INTRODUCTION

Numerous stochastic models have been applied to streamflow series. They can be grouped, for instance, into ARMAtype models (Fiering, 1967; Hipel et al., 1917; Noakes et al 1985; Kottegoda & Horder, 1980; Salas & Smith, 1981), long term memory models such as fractional Gaussian noise models (Mandelbrot & van Ness, 1968; Mandelbrot & Wallis, 1969) and related broken line models (Meija et al., 1972). The third class of models refers to the transformation of an intermittent rainfall process into a continuous discharge series (Treiber & Plate, 1975; Weiss, 1973, 1977; Miller et al., 1981; Kavvas & Delleur, 1984; Koch, 1985; Bodo & Unny, 1987). In this paper daily streamflow series (Beard, 1967; Quimpo, 1967; Valencia & Schaake, 1973; Mejia & Rousselle, 1976; Yakowitz, 1979; Morris, 1984; Miller et al 1981; Weiss, 1977; O'Cornell, 1977) are being modelled.

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Publisher: Cambridge University Press
Print publication year: 1995

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  • A daily streamflow model based on a jump-diffusion process
    • By F. Konecny, Institute of Mathematics and Applied Statistics, Universitat fur Bodenkultur, Vienna, Austria, H.-P. Nachtnebel, Institute of Water Resources Management, Hydrology and Hydraulic Construction, Universitat für Bodenkultur, Vienna, Austria
  • Edited by Zbigniew W. Kundzewicz, World Meteorological Organization, Geneva
  • Book: New Uncertainty Concepts in Hydrology and Water Resources
  • Online publication: 07 May 2010
  • Chapter DOI: https://doi.org/10.1017/CBO9780511564482.026
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  • A daily streamflow model based on a jump-diffusion process
    • By F. Konecny, Institute of Mathematics and Applied Statistics, Universitat fur Bodenkultur, Vienna, Austria, H.-P. Nachtnebel, Institute of Water Resources Management, Hydrology and Hydraulic Construction, Universitat für Bodenkultur, Vienna, Austria
  • Edited by Zbigniew W. Kundzewicz, World Meteorological Organization, Geneva
  • Book: New Uncertainty Concepts in Hydrology and Water Resources
  • Online publication: 07 May 2010
  • Chapter DOI: https://doi.org/10.1017/CBO9780511564482.026
Available formats
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Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • A daily streamflow model based on a jump-diffusion process
    • By F. Konecny, Institute of Mathematics and Applied Statistics, Universitat fur Bodenkultur, Vienna, Austria, H.-P. Nachtnebel, Institute of Water Resources Management, Hydrology and Hydraulic Construction, Universitat für Bodenkultur, Vienna, Austria
  • Edited by Zbigniew W. Kundzewicz, World Meteorological Organization, Geneva
  • Book: New Uncertainty Concepts in Hydrology and Water Resources
  • Online publication: 07 May 2010
  • Chapter DOI: https://doi.org/10.1017/CBO9780511564482.026
Available formats
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