Several methods exist for the detection of nonlinearity in univariate time series. In the present work we consider riverflow time series to infer the dynamical characteristics of the rainfall-runoff transformation. It is shown that the non-Gaussian nature of the driving force (rainfall) can distort the results of such methods, in particular when surrogate data techniques are used. Deterministic versus stochastic (DVS) plots, conditionally applied to the decay phases of the time series, are instead proved to be a suitable tool to detect nonlinearity in processes driven by non-Gaussian (Poissonian) noise. An application to daily discharges from three Italian rivers provides important clues to the presence of nonlinearity in the rainfall-runoff transformation.

Detecting nonlinearity in time series driven by non-Gaussian noise: the case of river flows / Laio, Francesco; Porporato, A; Ridolfi, Luca; Tamea, Stefania. - In: NONLINEAR PROCESSES IN GEOPHYSICS. - ISSN 1023-5809. - STAMPA. - 11:(2004), pp. 463-470. [10.5194/npg-11-463-2004]

Detecting nonlinearity in time series driven by non-Gaussian noise: the case of river flows

LAIO, FRANCESCO;RIDOLFI, LUCA;TAMEA, STEFANIA
2004

Abstract

Several methods exist for the detection of nonlinearity in univariate time series. In the present work we consider riverflow time series to infer the dynamical characteristics of the rainfall-runoff transformation. It is shown that the non-Gaussian nature of the driving force (rainfall) can distort the results of such methods, in particular when surrogate data techniques are used. Deterministic versus stochastic (DVS) plots, conditionally applied to the decay phases of the time series, are instead proved to be a suitable tool to detect nonlinearity in processes driven by non-Gaussian (Poissonian) noise. An application to daily discharges from three Italian rivers provides important clues to the presence of nonlinearity in the rainfall-runoff transformation.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/1401629
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