Gaussianity and linearity tests of hydrologic time series |
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Authors: | A R Rao G H Yu |
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Institution: | (1) School of Civil Engineering, Purdue University, 47907 West Lafayette, Indiana, USA;(2) Dept. of Hydraulic Engineering, Tamkang University, Tamsiu, Taipei Hsien, Taiwan, ROC |
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Abstract: | Although the non-Gaussian nature of many hydrologic time series is well recognized and their nonlinearity is suspected, neither property is well tested. This situation has existed partly because of a lack of appropriate tests. Recently Hinich (1982) has developed a test to test the linearity of time series which is based on the bispectral characteristics of the series. This test is used in this study to investigate the linearity and non-Gaussian characteristics of annual and daily rainfall and runoff series. The annual series may be modeled by linear models with Gaussian inputs. The daily data, on the other hand, often demonstrate nonlinear characteristics and are non-Gaussian as well. |
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Keywords: | Hydrologic time series Linearity Gaussianity Hinich's test |
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