Simple stochastic simulation of time irreversible and reversible processes

D. Koutsoyiannis, Simple stochastic simulation of time irreversible and reversible processes, Hydrological Sciences Journal, 65 (4), 536–551, doi:10.1080/02626667.2019.1705302, 2020.

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

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eprint: https://www.tandfonline.com/eprint/7B2PCSMKFDXRMS87PJ4X/full?target=10.1080/02626667.2019.1705302

Εργασίες μας στις οποίες αναφέρεται αυτή η εργασία:

1. 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.
2. D. Koutsoyiannis, A random walk on water, Hydrology and Earth System Sciences, 14, 585–601, doi:10.5194/hess-14-585-2010, 2010.
3. 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.
4. 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.
5. 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.
6. 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.
7. D. Koutsoyiannis, Entropy production in stochastics, Entropy, 19 (11), 581, doi:10.3390/e19110581, 2017.
8. 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.
9. 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.
10. D. Koutsoyiannis, Time’s arrow in stochastic characterization and simulation of atmospheric and hydrological processes, Hydrological Sciences Journal, 64 (9), 1013–1037, doi:10.1080/02626667.2019.1600700, 2019.

Εργασίες μας που αναφέρονται σ' αυτή την εργασία:

1. A. Efstratiadis, I. Tsoukalas, and D. Koutsoyiannis, Generalized storage-reliability-yield framework for hydroelectric reservoirs, Hydrological Sciences Journal, 66 (4), 580–599, doi:10.1080/02626667.2021.1886299, 2021.
2. P. Dimitriadis, D. Koutsoyiannis, T. Iliopoulou, and P. Papanicolaou, A global-scale investigation of stochastic similarities in marginal distribution and dependence structure of key hydrological-cycle processes, Hydrology, 8 (2), 59, doi:10.3390/hydrology8020059, 2021.
3. L. Katikas, P. Dimitriadis, D. Koutsoyiannis, T. Kontos, and P. Kyriakidis, A stochastic simulation scheme for the long-term persistence, heavy-tailed and double periodic behavior of observational and reanalysis wind time-series, Applied Energy, 295, 116873, doi:10.1016/j.apenergy.2021.116873, 2021.
4. S. Vavoulogiannis, T. Iliopoulou, P. Dimitriadis, and D. Koutsoyiannis, Multiscale temporal irreversibility of streamflow and its stochastic modelling, Hydrology, 8 (2), 63, doi:10.3390/hydrology8020063, 2021.
5. D. Koutsoyiannis, and P. Dimitriadis, Towards generic simulation for demanding stochastic processes, Sci, 3, 34, doi:10.3390/sci3030034, 2021.
6. D. Koutsoyiannis, C. Onof, A. Christofides, and Z. W. Kundzewicz, Revisiting causality using stochastics: 1.Theory, Proceedings of The Royal Society A, 478 (2261), 20210835, doi:10.1098/rspa.2021.0835, 2022.
7. D. Koutsoyiannis, C. Onof, A. Christofides, and Z. W. Kundzewicz, Revisiting causality using stochastics: 2. Applications, Proceedings of The Royal Society A, 478 (2261), 20210836, doi:10.1098/rspa.2021.0836, 2022.
8. D. Koutsoyiannis, Stochastics of Hydroclimatic Extremes - A Cool Look at Risk, Εκδοση 3, ISBN: 978-618-85370-0-2, 391 pages, doi:10.57713/kallipos-1, Kallipos Open Academic Editions, Athens, 2023.
9. A. Efstratiadis, I. Tsoukalas, and P. Kossieris, Improving hydrological model identifiability by driving calibration with stochastic inputs, Advances in Hydroinformatics: Machine Learning and Optimization for Water Resources, edited by G. A. Corzo Perez and D. P. Solomatine, doi:10.1002/9781119639268.ch2, American Geophysical Union, 2024.

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

Κατηγορίες: Βιβλιογραφία μαθήματος: Στοχαστικές μέθοδοι, Πιο πρόσφατες εργασίες, Στοχαστική