TY - GEN
T1 - A Volterra Process Model for River Water Temperature
AU - Yoshioka, Hidekazu
AU - Yoshioka, Yumi
AU - Hashiguchi, Ayumi
N1 - Publisher Copyright:
© 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.
PY - 2022
Y1 - 2022
N2 - Water temperature as a key indicator of river environments evolves dynamically as well as stochastically. We introduce a new mathematical framework for modeling river water temperature at an observation station based on a Volterra process: a non-Markovian model. The non-Markovian nature arises from a non-exponential autocorrelation function, which is effectively captured by a completely monotone kernel. Parameters of the model are identified for a study site in Japan where the water temperature has been measured at a 10-min interval. We show that the observed time series of the water temperature is separated into seasonal and stochastic parts, and that the non-exponential autocorrelation function is fitted well by the proposed model. A brief application of the model to statistical evaluation of the river water temperature subject to misspecification is finally presented.
AB - Water temperature as a key indicator of river environments evolves dynamically as well as stochastically. We introduce a new mathematical framework for modeling river water temperature at an observation station based on a Volterra process: a non-Markovian model. The non-Markovian nature arises from a non-exponential autocorrelation function, which is effectively captured by a completely monotone kernel. Parameters of the model are identified for a study site in Japan where the water temperature has been measured at a 10-min interval. We show that the observed time series of the water temperature is separated into seasonal and stochastic parts, and that the non-exponential autocorrelation function is fitted well by the proposed model. A brief application of the model to statistical evaluation of the river water temperature subject to misspecification is finally presented.
KW - Markovian lift
KW - Model identification
KW - River water temperature
UR - https://www.scopus.com/pages/publications/85142729030
UR - https://www.scopus.com/pages/publications/85142729030#tab=citedBy
U2 - 10.1007/978-3-031-07500-1_9
DO - 10.1007/978-3-031-07500-1_9
M3 - Conference contribution
AN - SCOPUS:85142729030
SN - 9783031074998
T3 - Environmental Science and Engineering
SP - 95
EP - 106
BT - Sustainable Development of Water and Environment - Proceedings of the ICSDWE2022
A2 - Jeon, Han-Yong
PB - Springer Science and Business Media Deutschland GmbH
T2 - 5th International Conference on Sustainable Development of Water and Environment, ICSDWE 2022
Y2 - 17 March 2022 through 18 March 2022
ER -