Correlation between sample first autocorrelation coefficient and extreme hydrologic runs Article

Yevjevich, V, Obeysekera, JTB. (1985). Correlation between sample first autocorrelation coefficient and extreme hydrologic runs . JOURNAL OF HYDROLOGY, 79(1-2), 171-186. 10.1016/0022-1694(85)90191-X

cited authors

  • Yevjevich, V; Obeysekera, JTB

authors

abstract

  • Differences between the annual runoff series, as the systems water supply and the annual output series, as the systems water demand, define various types of runs. The extreme runs of samples of these differences are positively correlated with the parameters of series dependence in general, and series first autocorrelation coefficient r1, estimated from these samples, in particular. This correlation is made between the estimated r1 and each of the three variables of sample extreme runs. These variables are defined as summations of n longest or largest positive and longest or largest negative sample extreme runs. The resulting regression equations of r1 versus these variables permit an alternative estimation of ρ{variant}1, if this estimate is needed for any purpose. As expected, these correlations are always positive and relatively high. To show how high these correlations are, two models are used to generate samples of different sizes with various population ρ{variant}1 values and to study the resulting correlation: (1) first-order autoregressive normal process; and (2) dependent lognormal process, obtained by the exponential transformation of the first-order autoregressive normal process. © 1985.

publication date

  • July 10, 1985

published in

Digital Object Identifier (DOI)

start page

  • 171

end page

  • 186

volume

  • 79

issue

  • 1-2