On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change

Ezéchiel Obada; Eric Adéchina Alamou; Eliezer I. Biao; Abel Afouda

doi:doi:10.11648/j.hyd.20160404.11

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On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change

Ezéchiel Obada, Eric Adéchina Alamou, Eliezer I. Biao, Abel Afouda

Published in Hydrology (Volume 4, Issue 4)

Received: 28 June 2016 Accepted: 8 July 2016 Published: 28 July 2016

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Abstract

Climate Change hypothesis pushed the scientific community to question the characteristics of the classical statistics such as mean, variance, standard deviation, covariance, etc. in the hydroclimatic field. Many studies have revealed that the climate has always changed and that these changes are closely related to the Hurst phenomenon detected in long hydroclimatic time series and in stochastic term which is equivalent to a simple scaling behavior of climate variability on the time scale. A new statistical framework taking into account the climatic variability is now applied. Most studies are at annual scale where variability at finer scales is not taken into account. This paper proposes to verify the validity of the new statistical framework at finer time scale: the daily time scale. Twelve (12) daily time series of flows, rainfalls and temperatures with 18,628 observations, each one, were studied. Four different methods, such as Rescaled range Statistic (R/S) method, R/S modified method, Aggregate Variances method and Aggregated Standard Deviation (ASD) were applied to determine the Hurst exponent (H). All methods lead to the conclusion that the investigated time series have a long-term persistence phenomenon. Contrary to annual time series where variability corresponds to a Simple Scaling Stochastic (SSS) process, the daily time series seem to correspond to a process having both a SSS component and a deterministic component.

Published in	Hydrology (Volume 4, Issue 4)
DOI	10.11648/j.hyd.20160404.11
Page(s)	35-45
Creative Commons	This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.
Copyright	Copyright © The Author(s), 2024. Published by Science Publishing Group

Keywords

Climate Change, Hurst Phenomenon, Hydroclimatic, Persistence, Uncertainty

References

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APA Style

Ezéchiel Obada, Eric Adéchina Alamou, Eliezer I. Biao, Abel Afouda. (2016). On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change. Hydrology, 4(4), 35-45. https://doi.org/10.11648/j.hyd.20160404.11

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ACS Style

Ezéchiel Obada; Eric Adéchina Alamou; Eliezer I. Biao; Abel Afouda. On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change. Hydrology. 2016, 4(4), 35-45. doi: 10.11648/j.hyd.20160404.11

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AMA Style

Ezéchiel Obada, Eric Adéchina Alamou, Eliezer I. Biao, Abel Afouda. On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change. Hydrology. 2016;4(4):35-45. doi: 10.11648/j.hyd.20160404.11

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@article{10.11648/j.hyd.20160404.11,
  author = {Ezéchiel Obada and Eric Adéchina Alamou and Eliezer I. Biao and Abel Afouda},
  title = {On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change},
  journal = {Hydrology},
  volume = {4},
  number = {4},
  pages = {35-45},
  doi = {10.11648/j.hyd.20160404.11},
  url = {https://doi.org/10.11648/j.hyd.20160404.11},
  eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.hyd.20160404.11},
  abstract = {Climate Change hypothesis pushed the scientific community to question the characteristics of the classical statistics such as mean, variance, standard deviation, covariance, etc. in the hydroclimatic field. Many studies have revealed that the climate has always changed and that these changes are closely related to the Hurst phenomenon detected in long hydroclimatic time series and in stochastic term which is equivalent to a simple scaling behavior of climate variability on the time scale. A new statistical framework taking into account the climatic variability is now applied. Most studies are at annual scale where variability at finer scales is not taken into account. This paper proposes to verify the validity of the new statistical framework at finer time scale: the daily time scale. Twelve (12) daily time series of flows, rainfalls and temperatures with 18,628 observations, each one, were studied. Four different methods, such as Rescaled range Statistic (R/S) method, R/S modified method, Aggregate Variances method and Aggregated Standard Deviation (ASD) were applied to determine the Hurst exponent (H). All methods lead to the conclusion that the investigated time series have a long-term persistence phenomenon. Contrary to annual time series where variability corresponds to a Simple Scaling Stochastic (SSS) process, the daily time series seem to correspond to a process having both a SSS component and a deterministic component.},
 year = {2016}
}

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TY - JOUR
T1 - On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change
AU - Ezéchiel Obada
AU - Eric Adéchina Alamou
AU - Eliezer I. Biao
AU - Abel Afouda
Y1 - 2016/07/28
PY - 2016
N1 - https://doi.org/10.11648/j.hyd.20160404.11
DO - 10.11648/j.hyd.20160404.11
T2 - Hydrology
JF - Hydrology
JO - Hydrology
SP - 35
EP - 45
PB - Science Publishing Group
SN - 2330-7617
UR - https://doi.org/10.11648/j.hyd.20160404.11
AB - Climate Change hypothesis pushed the scientific community to question the characteristics of the classical statistics such as mean, variance, standard deviation, covariance, etc. in the hydroclimatic field. Many studies have revealed that the climate has always changed and that these changes are closely related to the Hurst phenomenon detected in long hydroclimatic time series and in stochastic term which is equivalent to a simple scaling behavior of climate variability on the time scale. A new statistical framework taking into account the climatic variability is now applied. Most studies are at annual scale where variability at finer scales is not taken into account. This paper proposes to verify the validity of the new statistical framework at finer time scale: the daily time scale. Twelve (12) daily time series of flows, rainfalls and temperatures with 18,628 observations, each one, were studied. Four different methods, such as Rescaled range Statistic (R/S) method, R/S modified method, Aggregate Variances method and Aggregated Standard Deviation (ASD) were applied to determine the Hurst exponent (H). All methods lead to the conclusion that the investigated time series have a long-term persistence phenomenon. Contrary to annual time series where variability corresponds to a Simple Scaling Stochastic (SSS) process, the daily time series seem to correspond to a process having both a SSS component and a deterministic component.
VL - 4
IS - 4
ER -

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Author Information

Ezéchiel Obada

International Chair in Mathematical Physics and Applications (ICMPA - UNESCO CHAIR), University of d’Abomey-Calavi (UAC), Cotonou, Benin
Eric Adéchina Alamou

School of Roads and Buildings, Polytechnic University of d’Abomey (UPA), Abomey, Benin
Eliezer I. Biao

West African Science Service Center on Climate Change and Adapted Land Use, GRP Water Resources University of d’Abomey-Calavi (UAC), Cotonou, Benin
Abel Afouda

West African Science Service Center on Climate Change and Adapted Land Use, GRP Water Resources University of d’Abomey-Calavi (UAC), Cotonou, Benin

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APA Style

Ezéchiel Obada, Eric Adéchina Alamou, Eliezer I. Biao, Abel Afouda. (2016). On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change. Hydrology, 4(4), 35-45. https://doi.org/10.11648/j.hyd.20160404.11

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ACS Style

Ezéchiel Obada; Eric Adéchina Alamou; Eliezer I. Biao; Abel Afouda. On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change. Hydrology. 2016, 4(4), 35-45. doi: 10.11648/j.hyd.20160404.11

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AMA Style

Ezéchiel Obada, Eric Adéchina Alamou, Eliezer I. Biao, Abel Afouda. On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change. Hydrology. 2016;4(4):35-45. doi: 10.11648/j.hyd.20160404.11

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@article{10.11648/j.hyd.20160404.11,
  author = {Ezéchiel Obada and Eric Adéchina Alamou and Eliezer I. Biao and Abel Afouda},
  title = {On the Use of Simple Scaling Stochastic (SSS) Framework to the Daily Hydroclimatic Time Series in the Context of Climate Change},
  journal = {Hydrology},
  volume = {4},
  number = {4},
  pages = {35-45},
  doi = {10.11648/j.hyd.20160404.11},
  url = {https://doi.org/10.11648/j.hyd.20160404.11},
  eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.hyd.20160404.11},
  abstract = {Climate Change hypothesis pushed the scientific community to question the characteristics of the classical statistics such as mean, variance, standard deviation, covariance, etc. in the hydroclimatic field. Many studies have revealed that the climate has always changed and that these changes are closely related to the Hurst phenomenon detected in long hydroclimatic time series and in stochastic term which is equivalent to a simple scaling behavior of climate variability on the time scale. A new statistical framework taking into account the climatic variability is now applied. Most studies are at annual scale where variability at finer scales is not taken into account. This paper proposes to verify the validity of the new statistical framework at finer time scale: the daily time scale. Twelve (12) daily time series of flows, rainfalls and temperatures with 18,628 observations, each one, were studied. Four different methods, such as Rescaled range Statistic (R/S) method, R/S modified method, Aggregate Variances method and Aggregated Standard Deviation (ASD) were applied to determine the Hurst exponent (H). All methods lead to the conclusion that the investigated time series have a long-term persistence phenomenon. Contrary to annual time series where variability corresponds to a Simple Scaling Stochastic (SSS) process, the daily time series seem to correspond to a process having both a SSS component and a deterministic component.},
 year = {2016}
}

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