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.     

First Data on the Isotopic Age of Zircons from Rocks of the Roseta Ultramafic Massif,Southern Margin of the São Francisco Craton (Brazil)

Doklady Earth Sciences - The results of isotope U–Pb dating of zircons from lherzolite and vein olivine orthopyroxenite composing the Roseta ultramafic massif are presented. The zircons...     

Superposition of gold mineralisation on pre‐existing carbonate alteration: Structural evidence from the Mulgarrie gold deposit,Yilgarn Craton

Carbonate alteration at the Mulgarrie gold mine in the Eastern Goldfields of Western Australia, is represented by porphyroblasts, veins and pervasive, texturally destructive, carbonatisation. Two foliations, S_1M and S_2M, were produced by two separate deformation events at the mine‐scale, D_1M and D_2M. D_1M and D_2M both occurred in response to regional D₂ tectonism. Carbonate alteration was the product of two separate episodes of fluid ingress: the earlier produced magnesite and the latter Fe‐dolomite. Both periods of carbonate alteration occurred pre‐ to early syn‐D_2M, when mafic to ultramafic komatiitic rocks reacted with fluids that moved along regional faults and pre‐date the alteration associated with regional peak metamorphism. Gold at Mulgarrie overprints pre‐ and late syn‐D₂ quartz veins in zones of massive carbonate alteration, suggesting it has a late‐ to post‐D₂ timing. This late timing agrees with the generally accepted syn‐D₃ (and younger) age for gold mineralisation in the Eastern Goldfields. We suggest that carbonate alteration at Mulgarrie is not a product of the hydrothermal event responsible for the gold mineralisation. Rather, the different relative timing of magnesite, Fe‐dolomite and gold indicates there were two carbonate‐producing fluid systems and a fluid transporting the gold overprinted these. Similarly, early carbonate alteration may play a role in localising auriferous vein deposits throughout the Yilgarn and other Archaean cratons.     

Power spectrum of geomagneticK p-index detected at Misallat magnetic station

TheK _p-indices measured at Misallat station [ø = 29°45 N; = 30°54 E] during the period 1958–1989, have been compared with the data of two geomagnetic stations; one of them has similar longitude as Misallat and the second has almost similar latitude. The spectra of daily and hourly data of the three stations are compared together to define the latitude and longitude-effects on the detected periodicities. Daily periodicities ofK _p-index activities at the values 32.7, 21.2, 12.9, 11.6 and 9.2 days have been obtained to be common in the spectra of the three stations. The existence of 5-days periodicity in these stations has also been detected.     

Rock warming and drying under simulated intertidal conditions,part II: weathering and biological influences on evaporative cooling and near‐surface micro‐climatic conditions as an example of biogeomorphic ecosystem engineering

The way in which rocks and engineering materials heat‐up and dry‐out in the intertidal zone is of relevance to both weathering and ecology. These behaviours can be measured in the laboratory under controlled conditions designed to replicate those occurring in the field. Previous studies have demonstrated differences in thermal behaviours between rock types and through time as a result of soiling in terrestrial environments, but the influence of weathering and colonization on rock behaviours in the intertidal zone has not been previously assessed. We measured the warming and drying of blocks of rock (limestone and granite) and marine concrete during ‘low‐tide’ events simulated in the laboratory, before and after a period of exposure (eight months) on rock platforms in Cornwall, UK. As well as differences between the material types, temperatures of control (unexposed) and field‐exposed blocks differed in the order of 1 to 2 °C. Drying behaviours were also different after field exposure. Differences during the first few hours of exposure to air and heat were attributed to discolouration and albedo effects. Over longer periods of time, changes in the availability of near‐surface pore water as a result of micro‐scale bioerosion of limestone and the development of bio‐chemical crusts on marine concrete [observed using scanning electron microscopy (SEM)] are suggested as mechanisms enhancing and reducing, respectively, the efficiency of evaporative cooling. The retention of moisture by epilithic biofilms may also influence thermal and drying behaviours of granite. These observations represent one of the first examples of cross‐scalar biogeomorphic linkages in the intertidal zone. The significance of the results for the subsequent efficiency of weathering, and near‐surface micro‐climatic conditions experienced by colonizing organisms is discussed. The involvement of microorganisms in the creation of more (or less) ecologically stressful conditions through the alteration of substratum geomorphic properties and behaviours is suggested as an example of ‘biogeomorphic ecosystem engineering’. Copyright © 2011 John Wiley & Sons, Ltd.     

Meteorological and synoptic aspects of the formation and evolution of the Novorossiysk Bora

The genetic and synoptic classifications of the Novorossiysk Bora are created using the data of daily observations at the Novorossiysk meteorological station and other available synoptic information. Obtained are the quantitative criteria of these classifications, and on this base worked out are the basic scenarios of the generation and evolution of this dangerous phenomenon on the Black Sea coast of Russia. According to the genetic classification, the Bora was divided into four types: frontal, air-mass, monsoon, and gravity. Quantitative criteria worked out for each type can be used for the more accurate forecast of this destructive phenomenon near Novorossiysk. According to the synoptic classification, four classes were distinguished: Azores, North Atlantic, Siberian, and Arctic.     

Mantle(?) xenoliths in the carbonatites of northern Transbaikalia

The composition and nature of high-Cr minerals in lithic clasts from the carbonatites of the Veseloe occurrence, northern Transbaikalia, were considered. In order to determine their source, the Cr-bearing phases were compared with chromite, magnetite, and rutile from ultrabasic rocks, mantle xenoliths, and eclogites. It was suggested that the xenoclasts studied were formed at great depths, whereas the carbonatites were directly derived from the mantle rather than formed by the crustal differentiation of a silicate-carbonate melt.