Gaussianity and linearity tests of hydrologic time series

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Title:	Gaussianity and linearity tests of hydrologic time series
Authors:	Rao, A. R.;Yu, G. H.
Contributors:	淡江大學水資源及環境工程學系
Keywords:	Gaussianity;Hinich's test;Hydrologic time series;Linearity
Date:	1990-06
Issue Date:	2013-08-08 14:52:33 (UTC+8)
Publisher:	Heidelberg: Springer
Abstract:	Although the non-Gaussian nature of many hydrologic time series is well recognized and their nonlinearity is suspected, neither property is well tested. This situation has existed partly because of a lack of appropriate tests. Recently Hinich (1982) has developed a test to test the linearity of time series which is based on the bispectral characteristics of the series. This test is used in this study to investigate the linearity and non-Gaussian characteristics of annual and daily rainfall and runoff series. The annual series may be modeled by linear models with Gaussian inputs. The daily data, on the other hand, often demonstrate nonlinear characteristics and are non-Gaussian as well.
Relation:	Stochastic Hydrology and Hydraulics 4(2), pp.121-134
DOI:	10.1007/BF01543286
Appears in Collections:	[Graduate Institute & Department of Water Resources and Environmental Engineering] Journal Article

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