Identifikácia dlhodobých trendov a fluktuácií hydrologických radov. (Čásť I. Hodrickov-Prescottov filter a metóda kombinovaného periodogramu)

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Title:Identifikácia dlhodobých trendov a fluktuácií hydrologických radov. (Čásť I. Hodrickov-Prescottov filter a metóda kombinovaného periodogramu)
Creators:
Pekárová, Pavla; pekarova at uh dot savba dot sk; Ústav hydrológie SAV, Račianska 75, 831 02 Bratislava, Slovenská republika
Pekár, Ján; Katedra ekonomických a finančných modelov, Fakulta matematiky, fyziky a informatiky Univerzity Komenského, Mlynská dolina, 842 48 Bratislava, Slovenská republika
Journal or Publication Title:
Journal of Hydrology and Hydromechanics, 51, 1, pp. 27-38
Uncontrolled Keywords:Time Series Analysis, Hodrick-Prescott Filter, Long-Term Trends, Cyclicity, Combined Periodogram, Surface Waters

Abstract

In recent years the issue of the natural hydrological and meteorological time series fluctuation has been discussed more and more intensively. As the series of measured hydrological and climatological data become longer and easier worldwide accessible it is possible to deal with a large amount of historical data in their complexity. Handling these data we cannot go without new methods of mathematical statistics and mathematical analysis. In the study some methods of the long-term trends identification in the hydrological time series are presented. Apart from the classical methods, like that of moving averages, the paper focuses in detail on the Hodrick-Prescott (HP) filter. The HP filter is applicable to the trend analysis of the long-term hydrological time series. Next, a new method of the period length identification, the combined periodogramm method, is theoretically developed. Using this method the long cycles length identification becomes more precise. Here, the cycle is considered to be long when it takes the length of about 1/6 to 1/3 of the measured time series. Identification of such long cycles is important with respect to the future hydrospherical processes forecast. Results of application of these methods to the Slovak hydrological time series are presented in the second part of the study.

Official URL: http://147.213.145.2/vc/vc1.asp

Title:Identifikácia dlhodobých trendov a fluktuácií hydrologických radov. (Čásť I. Hodrickov-Prescottov filter a metóda kombinovaného periodogramu)
Translated title:Identification of long-term trends and fluctuations of hydrological time series (Part I. Hodrick-Prescott filter and method of combined periodogram)
Creators:
Pekárová, Pavla; pekarova at uh dot savba dot sk; Ústav hydrológie SAV, Račianska 75, 831 02 Bratislava, Slovenská republika
Pekár, Ján; Katedra ekonomických a finančných modelov, Fakulta matematiky, fyziky a informatiky Univerzity Komenského, Mlynská dolina, 842 48 Bratislava, Slovenská republika
Uncontrolled Keywords:Time Series Analysis, Hodrick-Prescott Filter, Long-Term Trends, Cyclicity, Combined Periodogram, Surface Waters
Subjects:T Technology > TA Engineering (General). Civil engineering (General)
Divisions:Mathematics, Physics and Earth Sciences > Institute of Hydrodynamics > Journal of Hydrology and Hydromechanics
Journal or Publication Title:Journal of Hydrology and Hydromechanics
Volume:51
Number:1
Page Range:pp. 27-38
ISSN:0042-790X
Publisher:Institute of Hydrology of the Slovak Academy of Sciences and the Institute of Hydrodynamics of the Academy of Sciences of the Czech Republic
Related URLs:
URLURL Type
http://avi.lib.cas.cz/node/55Publisher
ID Code:6122
Item Type:Article
Deposited On:24 Jun 2010 13:45
Last Modified:24 Jun 2010 11:45

Citation

Pekárová, Pavla; Pekár, Ján (2003) Identifikácia dlhodobých trendov a fluktuácií hydrologických radov. (Čásť I. Hodrickov-Prescottov filter a metóda kombinovaného periodogramu). Journal of Hydrology and Hydromechanics, 51 (1). pp. 27-38. ISSN 0042-790X

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