Abstract
Methods used to analyze one type of nonstationary stochastic processes-the periodically correlated process-are considered. Two methods of one-step-forward prediction of periodically correlated time series are examined. One-step-forward predictions made in accordance with an autoregression model and a model of an artificial neural network with one latent neuron layer and with an adaptation mechanism of network parameters in a moving time window were compared in terms of efficiency. The comparison showed that, in the case of prediction for one time step for time series of mean monthly water discharge, the simpler autoregression model is more efficient.
Original language | English |
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Pages (from-to) | 115-126 |
Number of pages | 12 |
Journal | Water Resources |
Volume | 32 |
Issue number | 2 |
DOIs | |
Publication status | Published - Mar 2005 |
ASJC Scopus subject areas
- Water Science and Technology