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Uncertainty, entropy, scaling and hydrological stochastics, 2, Time dependence of hydrological processes and time scaling
Koutsoyiannis, D., Uncertainty, entropy, scaling and hydrological stochastics, 2, Time dependence of hydrological processes and time scaling, Hydrological Sciences Journal, 50 (3), 405–426, 2005.
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[English]
The wellestablished physical and mathematical principle of maximum entropy (ME), is used to explain the distributional and autocorrelation properties of hydrological processes, including the scaling behaviour both in state and in time. In this context, maximum entropy is interpreted as maximum uncertainty. The conditions used for the maximization of entropy are as simple as possible, i.e. that hydrological processes are nonnegative with specified coefficients of variation and lagone autocorrelation. In the first part of the study, the marginal distributional properties of hydrological processes and the state scaling behaviour were investigated. This second part of the study is devoted to joint distributional properties of hydrological processes. Specifically, it investigates the time dependence structure that may result from the ME principle and shows that the time scaling behaviour (or the Hurst phenomenon) may be obtained by this principle under the additional general condition that all time scales are of equal importance for the application of the ME principle. The omnipresence of the time scaling behaviour in numerous long hydrological time series examined in the literature (one of which is used here as an example), validates the applicability of the ME principle, thus emphasizing the dominance of uncertainty in hydrological processes.
See also:
http://dx.doi.org/10.1623/hysj.50.3.405.65028
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Tagged under:
Entropy,
HurstKolmogorov dynamics,
Stochastics,
Uncertainty
