Stochastic synthesis approximating any process dependence and distribution

P. Dimitriadis, and D. Koutsoyiannis, Stochastic synthesis approximating any process dependence and distribution, Stochastic Environmental Research & Risk Assessment, 32 (6), 1493–1515, doi:10.1007/s00477-018-1540-2, 2018.

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Το πλήρες κείμενο διατίθεται μόνο στο δίκτυο του ΕΜΠ λόγω νομικών περιορισμών

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Εργασίες μας στις οποίες αναφέρεται αυτή η εργασία:

1. D. Koutsoyiannis, and A. Manetas, Simple disaggregation by accurate adjusting procedures, Water Resources Research, 32 (7), 2105–2117, doi:10.1029/96WR00488, 1996.
2. D. Koutsoyiannis, A generalized mathematical framework for stochastic simulation and forecast of hydrologic time series, Water Resources Research, 36 (6), 1519–1533, doi:10.1029/2000WR900044, 2000.
3. D. Koutsoyiannis, The Hurst phenomenon and fractional Gaussian noise made easy, Hydrological Sciences Journal, 47 (4), 573–595, doi:10.1080/02626660209492961, 2002.
4. D. Koutsoyiannis, Climate change, the Hurst phenomenon, and hydrological statistics, Hydrological Sciences Journal, 48 (1), 3–24, doi:10.1623/hysj.48.1.3.43481, 2003.
5. D. Koutsoyiannis, C. Onof, and H. S. Wheater, Multivariate rainfall disaggregation at a fine timescale, Water Resources Research, 39 (7), 1173, doi:10.1029/2002WR001600, 2003.
6. D. Koutsoyiannis, Statistics of extremes and estimation of extreme rainfall, 1, Theoretical investigation, Hydrological Sciences Journal, 49 (4), 575–590, 2004.
7. D. Koutsoyiannis, Statistics of extremes and estimation of extreme rainfall, 2, Empirical investigation of long rainfall records, Hydrological Sciences Journal, 49 (4), 591–610, 2004.
8. D. Koutsoyiannis, Uncertainty, entropy, scaling and hydrological stochastics, 1, Marginal distributional properties of hydrological processes and state scaling, Hydrological Sciences Journal, 50 (3), 381–404, doi:10.1623/hysj.50.3.381.65031, 2005.
9. A. Langousis, and D. Koutsoyiannis, A stochastic methodology for generation of seasonal time series reproducing overyear scaling behaviour, Journal of Hydrology, 322, 138–154, 2006.
10. D. Koutsoyiannis, H. Yao, and A. Georgakakos, Medium-range flow prediction for the Nile: a comparison of stochastic and deterministic methods, Hydrological Sciences Journal, 53 (1), 142–164, doi:10.1623/hysj.53.1.142, 2008.
11. D. Koutsoyiannis, A random walk on water, Hydrology and Earth System Sciences, 14, 585–601, doi:10.5194/hess-14-585-2010, 2010.
12. H. Tyralis, and D. Koutsoyiannis, Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process, Stochastic Environmental Research & Risk Assessment, 25 (1), 21–33, 2011.
13. D. Koutsoyiannis, Hurst-Kolmogorov dynamics as a result of extremal entropy production, Physica A: Statistical Mechanics and its Applications, 390 (8), 1424–1432, doi:10.1016/j.physa.2010.12.035, 2011.
14. F. Lombardo, E. Volpi, and D. Koutsoyiannis, Rainfall downscaling in time: Theoretical and empirical comparison between multifractal and Hurst-Kolmogorov discrete random cascades, Hydrological Sciences Journal, 57 (6), 1052–1066, 2012.
15. H. Tyralis, D. Koutsoyiannis, and S. Kozanis, An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters, Computational Statistics, 28 (4), 1501–1527, doi:10.1007/s00180-012-0364-7, 2013.
16. Y. Markonis, and D. Koutsoyiannis, Climatic variability over time scales spanning nine orders of magnitude: Connecting Milankovitch cycles with Hurst–Kolmogorov dynamics, Surveys in Geophysics, 34 (2), 181–207, doi:10.1007/s10712-012-9208-9, 2013.
17. F. Lombardo, E. Volpi, D. Koutsoyiannis, and S.M. Papalexiou, Just two moments! A cautionary note against use of high-order moments in multifractal models in hydrology, Hydrology and Earth System Sciences, 18, 243–255, doi:10.5194/hess-18-243-2014, 2014.
18. G. Tsekouras, and D. Koutsoyiannis, Stochastic analysis and simulation of hydrometeorological processes associated with wind and solar energy, Renewable Energy, 63, 624–633, doi:10.1016/j.renene.2013.10.018, 2014.
19. D. Koutsoyiannis, Entropy: from thermodynamics to hydrology, Entropy, 16 (3), 1287–1314, doi:10.3390/e16031287, 2014.
20. A. Efstratiadis, Y. Dialynas, S. Kozanis, and D. Koutsoyiannis, A multivariate stochastic model for the generation of synthetic time series at multiple time scales reproducing long-term persistence, Environmental Modelling and Software, 62, 139–152, doi:10.1016/j.envsoft.2014.08.017, 2014.
21. D. Koutsoyiannis, and A. Montanari, Negligent killing of scientific concepts: the stationarity case, Hydrological Sciences Journal, 60 (7-8), 1174–1183, doi:10.1080/02626667.2014.959959, 2015.
22. P. Dimitriadis, and D. Koutsoyiannis, Climacogram versus autocovariance and power spectrum in stochastic modelling for Markovian and Hurst–Kolmogorov processes, Stochastic Environmental Research & Risk Assessment, 29 (6), 1649–1669, doi:10.1007/s00477-015-1023-7, 2015.
23. P. Dimitriadis, and D. Koutsoyiannis, Application of stochastic methods to double cyclostationary processes for hourly wind speed simulation, Energy Procedia, 76, 406–411, doi:10.1016/j.egypro.2015.07.851, 2015.
24. D. Koutsoyiannis, Generic and parsimonious stochastic modelling for hydrology and beyond, Hydrological Sciences Journal, 61 (2), 225–244, doi:10.1080/02626667.2015.1016950, 2016.
25. P. Dimitriadis, D. Koutsoyiannis, and K. Tzouka, Predictability in dice motion: how does it differ from hydrometeorological processes?, Hydrological Sciences Journal, 61 (9), 1611–1622, doi:10.1080/02626667.2015.1034128, 2016.
26. P. Dimitriadis, D. Koutsoyiannis, and P. Papanicolaou, Stochastic similarities between the microscale of turbulence and hydrometeorological processes, Hydrological Sciences Journal, 61 (9), 1623–1640, doi:10.1080/02626667.2015.1085988, 2016.
27. P.E. O’Connell, D. Koutsoyiannis, H. F. Lins, Y. Markonis, A. Montanari, and T.A. Cohn, The scientific legacy of Harold Edwin Hurst (1880 – 1978), Hydrological Sciences Journal, 61 (9), 1571–1590, doi:10.1080/02626667.2015.1125998, 2016.
28. P. Dimitriadis, N. Gournari, and D. Koutsoyiannis, Markov vs. Hurst-Kolmogorov behaviour identification in hydroclimatic processes, European Geosciences Union General Assembly 2016, Geophysical Research Abstracts, Vol. 18, Vienna, EGU2016-14577-4, doi:10.13140/RG.2.2.21019.05927, European Geosciences Union, 2016.
29. I. Deligiannis, P. Dimitriadis, Ο. Daskalou, Y. Dimakos, and D. Koutsoyiannis, Global investigation of double periodicity οf hourly wind speed for stochastic simulation; application in Greece, Energy Procedia, 97, 278–285, doi:10.1016/j.egypro.2016.10.001, 2016.
30. F. Lombardo, E. Volpi, D. Koutsoyiannis, and F. Serinaldi, A theoretically consistent stochastic cascade for temporal disaggregation of intermittent rainfall, Water Resources Research, 53 (6), 4586–4605, doi:10.1002/2017WR020529, 2017.
31. D. Koutsoyiannis, Entropy production in stochastics, Entropy, 19 (11), 581, doi:10.3390/e19110581, 2017.
32. P. Dimitriadis, Hurst-Kolmogorov dynamics in hydroclimatic processes and in the microscale of turbulence, PhD thesis, Department of Water Resources and Environmental Engineering – National Technical University of Athens, 2017.
33. P. Dimitriadis, T. Iliopoulou, H. Tyralis, and D. Koutsoyiannis, Identifying the dependence structure of a process through pooled timeseries analysis, IAHS Scientific Assembly 2017, Port Elizabeth, South Africa, IAHS Press, Wallingford – International Association of Hydrological Sciences, 2017.
34. T. Iliopoulou, S.M. Papalexiou, Y. Markonis, and D. Koutsoyiannis, Revisiting long-range dependence in annual precipitation, Journal of Hydrology, 556, 891–900, doi:10.1016/j.jhydrol.2016.04.015, 2018.
35. I. Tsoukalas, A. Efstratiadis, and C. Makropoulos, Stochastic periodic autoregressive to anything (SPARTA): Modelling and simulation of cyclostationary processes with arbitrary marginal distributions, Water Resources Research, 54 (1), 161–185, WRCR23047, doi:10.1002/2017WR021394, 2018.
36. D. Koutsoyiannis, P. Dimitriadis, F. Lombardo, and S. Stevens, From fractals to stochastics: Seeking theoretical consistency in analysis of geophysical data, Advances in Nonlinear Geosciences, edited by A.A. Tsonis, 237–278, doi:10.1007/978-3-319-58895-7_14, Springer, 2018.

Εργασίες μας που αναφέρονται σ' αυτή την εργασία:

1. D. Koutsoyiannis, Entropy production in stochastics, Entropy, 19 (11), 581, doi:10.3390/e19110581, 2017.
2. D. Koutsoyiannis, P. Dimitriadis, F. Lombardo, and S. Stevens, From fractals to stochastics: Seeking theoretical consistency in analysis of geophysical data, Advances in Nonlinear Geosciences, edited by A.A. Tsonis, 237–278, doi:10.1007/978-3-319-58895-7_14, Springer, 2018.
3. P. Dimitriadis, K. Tzouka, D. Koutsoyiannis, H. Tyralis, A. Kalamioti, E. Lerias, and P. Voudouris, Stochastic investigation of long-term persistence in two-dimensional images of rocks, Spatial Statistics, 29, 177–191, doi:10.1016/j.spasta.2018.11.002, 2019.
4. D. Koutsoyiannis, Knowable moments for high-order stochastic characterization and modelling of hydrological processes, Hydrological Sciences Journal, 64 (1), 19–33, doi:10.1080/02626667.2018.1556794, 2019.
5. D. Koutsoyiannis, Time’s arrow in stochastic characterization and simulation of atmospheric and hydrological processes, Hydrological Sciences Journal, doi:10.1080/02626667.2019.1600700, 2019.

Άλλες εργασίες που αναφέρονται σ' αυτή την εργασία: Δείτε τις στο Google Scholar ή στο ResearchGate

Άλλες εργασίες που αναφέρονται σ' αυτή την εργασία (αυτός ο κατάλογος μπορεί να μην είναι ενημερωμένος):

1. Park, J., C. Onof, and D. Kim, A hybrid stochastic rainfall model that reproduces some important rainfall characteristics at hourly to yearly timescales, Hydrology and Earth System Sciences, 23, 989-1014, doi:10.5194/hess-23-989-2019, 2019.