Statistical analysis of hydroclimatic time series: Uncertainty and insights

被引:231
作者
Koutsoyiannis, Demetris
Montanari, Alberto
机构
[1] Natl Tech Univ Athens, Dept Water Resources, GR-15780 Zografos, Greece
[2] Univ Bologna, Fac Engn, Dept DISTART, I-40136 Bologna, Italy
关键词
D O I
10.1029/2006WR005592
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
[1] Today, hydrologic research and modeling depends largely on climatological inputs, whose physical and statistical behavior are the subject of many debates in the scientific community. A relevant ongoing discussion is focused on long-term persistence (LTP), a natural behavior identified in several studies of instrumental and proxy hydroclimatic time series, which, nevertheless, is neglected in some climatological studies. LTP may reflect a long-term variability of several factors and thus can support a more complete physical understanding and uncertainty characterization of climate. The implications of LTP in hydroclimatic research, especially in statistical questions and problems, may be substantial but appear to be not fully understood or recognized. To offer insights on these implications, we demonstrate by using analytical methods that the characteristics of temperature series, which appear to be compatible with the LTP hypothesis, imply a dramatic increase of uncertainty in statistical estimation and reduction of significance in statistical testing, in comparison with classical statistics. Therefore we maintain that statistical analysis in hydroclimatic research should be revisited in order not to derive misleading results and simultaneously that merely statistical arguments do not suffice to verify or falsify the LTP ( or another) climatic hypothesis.
引用
收藏
页数:9
相关论文
共 61 条
  • [21] High-resolution palaeoclimatic records for the last millennium: interpretation, integration and comparison with General Circulation Model control-run temperatures
    Jones, PD
    Briffa, KR
    Barnett, TP
    Tett, SFB
    [J]. HOLOCENE, 1998, 8 (04) : 455 - 471
  • [22] Climate over past millennia
    Jones, PD
    Mann, ME
    [J]. REVIEWS OF GEOPHYSICS, 2004, 42 (02) : RG20021 - 42
  • [23] Multifractal detrended fluctuation analysis of nonstationary time series
    Kantelhardt, JW
    Zschiegner, SA
    Koscielny-Bunde, E
    Havlin, S
    Bunde, A
    Stanley, HE
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2002, 316 (1-4) : 87 - 114
  • [24] Long-range dependence - Ten years of Internet traffic modeling
    Karagiannis, T
    Molle, M
    Faloutsos, M
    [J]. IEEE INTERNET COMPUTING, 2004, 8 (05) : 57 - 64
  • [25] Kolmogorov Andrei Nikolaevitch, 1940, Dokl. Akad. Nauk SSSR, V26, P115
  • [26] Indication of a universal persistence law governing atmospheric variability
    Koscielny-Bunde, E
    Bunde, A
    Havlin, S
    Roman, HE
    Goldreich, Y
    Schellnhuber, HJ
    [J]. PHYSICAL REVIEW LETTERS, 1998, 81 (03) : 729 - 732
  • [27] Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies
    Koscielny-Bunde, Eva
    Kantelhardt, Jan W.
    Braun, Peter
    Bunde, Armin
    Havlin, Shlomo
    [J]. JOURNAL OF HYDROLOGY, 2006, 322 (1-4) : 120 - 137
  • [28] Analysis of daily temperature fluctuations
    KoscielnyBunde, E
    Bunde, A
    Havlin, S
    Goldreich, Y
    [J]. PHYSICA A, 1996, 231 (04): : 393 - 396
  • [29] Uncertainty, entropy, scaling and hydrological stochastics. 1. Marginal distributional properties of hydrological processes and state scaling
    Koutsoyiannis, D
    [J]. HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES, 2005, 50 (03): : 381 - 404
  • [30] Uncertainty, entropy, scaling and hydrological stochastics. 2. Time dependence of hydrological processes and time scaling
    Koutsoyiannis, D
    [J]. HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES, 2005, 50 (03): : 405 - 426