HR: 1340h
AN: NG23D-0111    [Abstracts]
TI: Measuring Nonlinear Dependence of Hydrologic Time Series
AU: * Kim, H
EM: sookim@mail.inha.ac.kr
AU: Lee, K
EM: keonhaeng@hanmail.net
AU: Kyung, M
EM: gigatg@empal.com
AB: Autocorrelation function is widely used as a tool measuring linear dependence of hydrologic time series. However, it may not be appropriate for choosing decorrelation time or delay time ��d which is essential in nonlinear dynamic domain and the mutual information have recommended for measuring nonlinear dependence of time series. Furthermore, some researchers have suggested that one should not choose a fixed delay time ��d but, rather, one should choose an appropriate value for the delay time window cannot ��w=��(m-1) , which is the total time spanned by the components of each embedded point for the analysis of chaotic dynamics. Unfortunately, the delay time window cannot be estimated using the autocorrelation function or the mutual information. Basically, the delay time window is the optimal time for independence of time series and the delay time is the first locally optimal time. In this study, we estimate general dependence of hydrologic time series using the C-C method which can estimate both the delay time and delay time window and the results may help us determine whether hydrologic time series depends on its linear or nonlinear characteristics which are very important for modeling and forecasting of underlying system.
DE: 1872 Time series analysis (3270, 4277, 4475)
SC: Nonlinear Geophysics [NG]
MN: Fall Meeting 2005