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The Use and Abuse of Multivariate Time Series Models in Hydrology

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Advances in the Statistical Sciences: Stochastic Hydrology

Part of the book series: The University of Western Ontario Series in Philosophy of Science ((WONS,volume 37))

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Abstract

A summary and critical review of stochastic models for multi-site hydrology are presented. In applications in the literature inadequate or improper model building procedures are often used; frequently, inefficient estimation techniques are employed, and no statistical identification or diagnostic checking is attempted. A review of recent statistical developments in multivariate ARMA models is given. Efficient estimation procedures for multi-site riverflows are presented. These techniques are demonstrated with some examples given from multi-site hydrology and from water quality studies.

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Author information

Authors and Affiliations

  1. Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Ontario, N6G 5B9, Canada

    F. Camacho & A. I. McLeod

  2. Department of Systems Design Engineering, University of Waterloo, Waterloo, Ontario, N2L 3G1, Canada

    K. W. Hipel

Authors
  1. F. Camacho
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  2. A. I. McLeod
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  3. K. W. Hipel
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Editor information

Editors and Affiliations

  1. Department of Statistical and Actuarial Sciences, The University of Western Ontario, Canada

    Ian B. MacNeill , Gary J. Umphrey  & A. Ian McLeod ,  & 

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© 1987 D. Reidel Publishing Company, Dordrecht, Holland

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Camacho, F., McLeod, A.I., Hipel, K.W. (1987). The Use and Abuse of Multivariate Time Series Models in Hydrology. In: MacNeill, I.B., Umphrey, G.J., McLeod, A.I. (eds) Advances in the Statistical Sciences: Stochastic Hydrology. The University of Western Ontario Series in Philosophy of Science, vol 37. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-4792-4_2

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  • DOI: https://doi.org/10.1007/978-94-009-4792-4_2

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-8625-7

  • Online ISBN: 978-94-009-4792-4

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