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.

[doc_id=1944]

[English]

Time’s arrow has important philosophical, scientific and technical connotations and is closely related to randomness as well as to causality. Stochastics offers a frame to explore, characterize and simulate irreversibility in natural processes. Indicators of irreversibility are different if we study a single process alone, or more processes simultaneously. In the former case, description of irreversibility requires at least third-order properties, while in the latter lagged second-order properties may suffice to reveal causal relations. Several examined data sets indicate that in atmospheric processes irreversibility is negligible at hydrologically relevant time scales, but may exist at the finest scales. However, the irreversibility of streamflow is marked for scales of several days and this highlights the need to reproduce it in flood simulations. For this reason, two methods of generating time series with irreversibility are developed, from which one, based on an asymmetric moving average scheme, proves to be satisfactory.

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**Our works referenced by this work:**

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**Our works that reference this work:**

1. | 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. |

2. | D. Koutsoyiannis, and Z. W. Kundzewicz, Atmospheric temperature and CO₂: Hen-or-egg causality?, Sci, 2 (4), 83, doi:10.3390/sci2040083, 2020. |

3. | N. Mamassis, A. Efstratiadis, P. Dimitriadis, T. Iliopoulou, R. Ioannidis, and D. Koutsoyiannis, Water and Energy, Handbook of Water Resources Management: Discourses, Concepts and Examples, edited by J.J. Bogardi, T. Tingsanchali, K.D.W. Nandalal, J. Gupta, L. Salamé, R.R.P. van Nooijen, A.G. Kolechkina, N. Kumar, and A. Bhaduri, Chapter 20, 617–655, doi:10.1007/978-3-030-60147-8_20, Springer Nature, Switzerland, 2021. |

4. | 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. |

5. | 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. |

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8. | 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. |

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10. | D. Koutsoyiannis, C. Onof, Z. W. Kundzewicz, and A. Christofides, On hens, eggs, temperatures and CO₂: Causal links in Earth’s atmosphere, Sci, 5 (3), 35, doi:10.3390/sci5030035, 2023. |

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**Other works that reference this work (this list might be obsolete):**

1. | Brunner, M. I., A. Bárdossy, and R. Furrer, Technical note: Stochastic simulation of streamflow time series using phase randomization, Hydrology and Earth System Sciences, 23, 3175-3187, doi:10.5194/hess-23-3175-2019, 2019. |

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Climate stochastics,
Determinism vs. stochasticity,
Entropy,
Most recent works,
Stochastics