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.



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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Our works referenced by this work:

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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.
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Our works that reference this work:

1. D. Koutsoyiannis, Stochastics of Hydroclimatic Extremes - A Cool Look at Risk, ISBN: 978-618-85370-0-2, 333 pages, Kallipos, Athens, 2021.
2. 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.
3. 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.
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.

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Tagged under: Course bibliography: Stochastic methods, Most recent works, Stochastics