Simple stochastic simulation of time irreversible and reversible processes

D. Koutsoyiannis, Simple stochastic simulation of time irreversible and reversible processes, 2019.

[doc_id=1975]

[English]

As time irreversibility of streamflow is marked for time scales up to several days, while common stochastic generation methods are good only for time symmetric processes, the need for new methods to handle irreversibility, particularly in flood simulations, has been recently highlighted. As a generic solution to this problem, an analytical exact method based on an asymmetric moving average (AMA) scheme is proposed. The method is studied theoretically in its general setting, as well as in its most interesting special cases, and is successfully applied to streamflow generation at hourly scale.

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