Toward practical approaches for ergodicity analysis
Abstract
It is of importance to perform hydrological forecast using a finite hydrological time series. Most time series analysis approaches presume a data series to be ergodic without justifying this assumption. To our knowledge, there are no methods available for test of ergodicity to date. As such, this paper presents a practical approach to analyze the mean ergodic property of hydrological processes by means of augmented Dickey Fuller test, Mann-Kendall trend test, a radial basis function neural network, and the assessment methods derived from the definition of ergodicity. The mean ergodicity of precipitation processes at Newberry, MI, USA, is analyzed using the proposed approach. The results indicate that the precipitations of January, May, and July in Newberry are highly likely to have ergodic property, the precipitations of February, and October through December have tendency toward mean ergodicity, and the precipitations of all the other months are non-ergodic.
- Authors:
-
[2];
- Beijing Normal Univ. (China)
- Argonne National Lab. (ANL), Lemont, IL (United States)
- Industrial Bank CO., LTD., Fuzhou (China); Beijing Normal Univ. (China)
- Publication Date:
- Research Org.:
- Argonne National Lab. (ANL), Argonne, IL (United States)
- Sponsoring Org.:
- National Key Research and Development Program of China; National Natural Science Foundation of China (NSFC); 111 Project; USDOE
- OSTI Identifier:
- 1606239
- Grant/Contract Number:
- AC02-06CH11357; 51879010; 51479003; B18006
- Resource Type:
- Accepted Manuscript
- Journal Name:
- Theoretical and Applied Climatology
- Additional Journal Information:
- Journal Volume: 138; Journal Issue: 3-4; Journal ID: ISSN 0177-798X
- Publisher:
- Springer Nature
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 54 ENVIRONMENTAL SCIENCES
Citation Formats
Wang, Hongrui, Wang, Cheng, Zhao, Yan, and Lin, Xin. Toward practical approaches for ergodicity analysis. United States: N. p., 2019.
Web. doi:10.1007/s00704-019-02857-1.
Wang, Hongrui, Wang, Cheng, Zhao, Yan, & Lin, Xin. Toward practical approaches for ergodicity analysis. United States. https://doi.org/10.1007/s00704-019-02857-1
Wang, Hongrui, Wang, Cheng, Zhao, Yan, and Lin, Xin. Tue .
"Toward practical approaches for ergodicity analysis". United States. https://doi.org/10.1007/s00704-019-02857-1. https://www.osti.gov/servlets/purl/1606239.
@article{osti_1606239,
title = {Toward practical approaches for ergodicity analysis},
author = {Wang, Hongrui and Wang, Cheng and Zhao, Yan and Lin, Xin},
abstractNote = {It is of importance to perform hydrological forecast using a finite hydrological time series. Most time series analysis approaches presume a data series to be ergodic without justifying this assumption. To our knowledge, there are no methods available for test of ergodicity to date. As such, this paper presents a practical approach to analyze the mean ergodic property of hydrological processes by means of augmented Dickey Fuller test, Mann-Kendall trend test, a radial basis function neural network, and the assessment methods derived from the definition of ergodicity. The mean ergodicity of precipitation processes at Newberry, MI, USA, is analyzed using the proposed approach. The results indicate that the precipitations of January, May, and July in Newberry are highly likely to have ergodic property, the precipitations of February, and October through December have tendency toward mean ergodicity, and the precipitations of all the other months are non-ergodic.},
doi = {10.1007/s00704-019-02857-1},
journal = {Theoretical and Applied Climatology},
number = 3-4,
volume = 138,
place = {United States},
year = {Tue Jun 04 00:00:00 EDT 2019},
month = {Tue Jun 04 00:00:00 EDT 2019}
}
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