BIBLIOGRAPHIE

Abstract

Time series modelling approaches are useful tools for simulating and forecasting hydrological variables and their change through time. Although linear time series models are common in hydrology, the nonlinear time series model, the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model, has rarely been used in hydrology and water resources engineering. The GARCH model considers the conditional variance remaining in the residuals of the linear time series models, such as an ARMA or an ARIMA model. In the present study, the advantages of a GARCH model against a linear ARIMA model are investigated using three classes of the GARCH approach, namely Power GARCH, Threshold GARCH and Exponential GARCH models. A daily streamflow time series of the Matapedia River, Quebec, Canada, is selected for this study. It is shown that the ARIMA (13,1,4) model is adequate for modelling streamflow time series of Matapedia River, but the Engle test shows the existence of heteroscedasticity in the residuals of the ARIMA model. Therefore, an ARIMA (13,1,4)-GARCH (3,1) error model is fitted to the data. The residuals of this model are examined for the existence of heteroscedasticity. The Engle test indicates that the GARCH model has considerably reduced the heteroscedasticity of the residuals. However, the Exponential GARCH model seems to completely remove the heteroscedasticity from the residuals. The multi-criteria evaluation for model performance also proves that the Exponential GARCH model is the best model among ARIMA and GARCH models. Therefore, the application of a GARCH model is strongly suggested for hydrological time series modelling as the conditional variance of the residuals of the linear models can be removed and the efficiency of the model will be improved.

Editor D. Koutsoyiannis; Associate editor C. Onof

Citation Modarres, R. and Ouarda, T.B.M.J., 2013. Modelling heteroscedasticty of streamflow times series. Hydrological Sciences Journal, 58 (1), 1–11.     

Palm leaves from the Late Oligocene sediments of Makum Coalfield, Assam, India

Two new palm leaf impressions, cf. Iguanura wallichiana and Palmacites makumensis sp. nov. are described from the Makum Coalfield, Tinsukia District, Assam. They belong to the Tikak Parbat Formation being considered as Late Oligocene (Chattian 28?C23?Myr) in age. Their presence, along with the other known fossil records indicates that CMMT (cold month mean temperature) was not less than 18°C with plenty of rainfall, in the region during the period of deposition.     

Peatland dynamics in a complex landscape: Development of a fen‐bog complex in the Sporadic Discontinuous Permafrost zone of northern Alberta,Canada

Bauer, I. E. & Vitt, D. H. 2011: Peatland dynamics in a complex landscape: Development of a fen‐bog complex in the Sporadic Discontinuous Permafrost zone of northern Alberta, Canada. Boreas, 10.1111/j.1502‐3885.2011.00210.x. ISSN 0300‐9483. The development of a peatland complex in the Sporadic Discontinuous Permafrost zone of northwestern Alberta, Canada was reconstructed using a series of dated profiles. Peat‐forming communities first established c. 10 230 cal. a BP, and by 8000 cal. a BP the site supported monocot fens or marshes in several isolated topographic depressions. Most of the current peatland area initiated between c. 8000 and 4000 cal. a BP, and involved the replacement of upland habitats by shrubby or treed fen and, in some areas, the establishment of Sphagnum on mineral terrain. Ombrotrophic hummock communities had established by c. 7000 cal. a BP, and permafrost was present at 6800 cal. a BP in at least some peat plateau areas. Macrofossil‐based reconstructions show considerable local diversity in vegetation succession and permafrost dynamics, with cyclic collapse and aggradation in at least one profile and relative stability in others. Lichen‐rich peat is rare in deep‐peat plateau cores, and where charcoal was recovered, fire effects on vegetation trajectories varied between cores. Organic matter accumulation was high in the early Holocene and declined after permafrost formation, with low rates especially over the past 4000 years. The site was burned in a wildfire in 1971, and by 1998 permafrost had disappeared from almost all peat plateau areas. In this part of the discontinuous permafrost zone, peat plateaus are likely to be unsustainable under a warming climate. The hydrology and carbon dynamics of former plateau areas following large‐scale permafrost degradation require further investigation.     

Open‐ocean convection and polynya formation in a large‐scale ice‐ocean model

The physical processes responsible for the formation in a large‐scale ice–ocean model of an offshore polynya near the Greenwich meridian in the Southern Ocean are analysed. In this area, the brine release during ice formation in autumn is sufficient to destabilise the water column and trigger convection. This incorporates relatively warm water into the surface layer which, in a first step, slows down ice formation. In a second step, it gives rise to ice melting until the total disappearance of the ice at the end of September. Two elements are crucial for the polynya opening. The first one is a strong ice‐transport divergence in fall induced by south‐easterly winds, which enhances the amount of local ice formation and thus of brine release. The second is an inflow of relatively warm water at depth originating from the Antarctic Circumpolar Current, that sustains the intense vertical heat flux in the ocean during convection. The simulated polynya occurs in a region where such features have been frequently observed. Nevertheless, the model polynya is too wide and persistent. In addition, it develops each year, contrary to observations. The use of a climatological forcing with no interannual variability is the major cause of these deficiencies, the simulated too low density in the deep Southern Ocean and the coarse resolution of the model playing also a role. A passive tracer released in the polynya area indicates that the water mass produced there contributes significantly to the renewal of deep water in the Weddell Gyre and that it is a major component of the Antarctic Bottom Water (AABW) inflow into the model Atlantic.