bluuebunny/crossref_metadata_2025_split huggingface dataset:
Calibration of the Hydrological Simulation Program Fortran (HSPF) model using automatic calibration and geographical information systems
Authors: Al‐Abed N. A. , Whiteley H. R. 
Published: October 2002

AbstractCalibrating a comprehensive, multi‐parameter conceptual hydrological model, such as the Hydrological Simulation Program Fortran model, is a major challenge. This paper describes calibration procedures for water‐quantity parameters of the HSPF version 10·11 using the automatic‐calibration parameter estimator model coupled with a geographical information system (GIS) approach for spatially averaged properties. The study area was the Grand River watershed, located in southern Ontario, Canada, between 79° 30′ and 80° 57′W longitude and 42° 51′ and 44° 31′N latitude. The drainage area is 6965 km2. Calibration efforts were directed to those model parameters that produced large changes in model response during sensitivity tests run prior to undertaking calibration. A GIS was used extensively in this study. It was first used in the watershed segmentation process. During calibration, the GIS data were used to establish realistic starting values for the surface and subsurface zone parameters LZSN, UZSN, COVER, and INFILT and physically reasonable ratios of these parameters among watersheds were preserved during calibration with the ratios based on the known properties of the subwatersheds determined using GIS. This calibration procedure produced very satisfactory results; the percentage difference between the simulated and the measured yearly discharge ranged between 4 to 16%, which is classified as good to very good calibration. The average simulated daily discharge for the watershed outlet at Brantford for the years 1981–85 was 67 m3 s−1 and the average measured discharge at Brantford was 70 m3 s−1. The coupling of a GIS with automatice calibration produced a realistic and accurate calibration for the HSPF model with much less effort and subjectivity than would be required for unassisted calibration. Copyright © 2002 John Wiley & Sons, Ltd.
Modelling evaporation using an artificial neural network algorithm
Authors: Sudheer K. P. , Gosain A. K. , Mohana Rangan D. , Saheb S. M. 
Published: October 2002

AbstractThis paper investigates the prediction of Class A pan evaporation using the artificial neural network (ANN) technique. The ANN back propagation algorithm has been evaluated for its applicability for predicting evaporation from minimum climatic data. Four combinations of input data were considered and the resulting values of evaporation were analysed and compared with those of existing models. The results from this study suggest that the neural computing technique could be employed successfully in modelling the evaporation process from the available climatic data set. However, an analysis of the residuals from the ANN models developed revealed that the models showed significant error in predictions during the validation, implying loss of generalization properties of ANN models unless trained carefully. The study indicated that evaporation values could be reasonably estimated using temperature data only through the ANN technique. This would be of much use in instances where data availability is limited. Copyright © 2002 John Wiley & Sons, Ltd.
Spectrophotometric discrimination of river dissolved organic matter
Authors: Baker Andy 
Published: October 2002

AbstractThere is a need to be able to differentiate the dissolved organic matter (DOM) fraction in river waters. Research in the 1970s and 1980s has attempted to utilize both absorbance and fluorescence to distinguish between DOM fractions in river waters, but both were limited by the available technology. Total organic carbon content has, therefore, been widely used as a standard method of measuring DOM concentration, although it has little power to differentiate DOM fractions. Recent advances in fluorescence spectrophotometry enable rapid and optically precise analysis of DOM. Here, we show how a combination of both fluorescence and absorbance can be used to discriminate statistically between spatial variations of DOM in tributaries in a small catchment of the Ouseburn, NE England. The results of the discriminant analysis suggest that about 70% of the samples can be correctly classified to its tributary. Discriminant function 1 explains 60·8% of the variance in the data and the fulvic‐like fluorescence intensity has the largest absolute correlation within this function; discriminant function 2 explains a further 21·5% of the variance and the fulvic‐like fluorescence emission wavelength has the largest absolute correlation within this function. The discriminant analysis does not correctly classify all tributaries every time, and successfully discriminates between the different tributaries 70% of the time. Occasions when the tributary waters are less well discriminated are due to either episodic pollution events (at two sites) or due to tributaries that have strong seasonal trends in spectrophotometric parameters, which allows the sites to be misclassified. Results suggest that spectrophotometric techniques have considerable potential in the discrimination of DOM in rivers. Copyright © 2002 John Wiley & Sons, Ltd.
Modelling interrill erosion in small cultivated catchments
Authors: Cerdan O. , Le Bissonnais Y. , Couturier A. , Saby N. 
Published: October 2002

AbstractOn the cultivated plateau of the loess belt area, the redistribution of precipitation is controlled by topography, cultural techniques and sealing processes. Recent multi‐scale studies carried out in northern France have provided quantitative references of interrill erosion rates. These experimental references have highlighted significant differences and evolution trends of mean sediment concentration in interrill flow between different defined categories of soil surface conditions, vegetation and rainfall characteristics. Thus, a classification of sediment concentration in interrill flow has been elaborated (Cerdan O, et al. 2002. Earth Surface Processes and Landforms 27(2): 193–205). The objective of this paper is to incorporate these results in the elaboration of the interrill erosion module of the STREAM model. At the field scale, this classification is used to assign a potential sediment concentration value to each agricultural field. For situations where there is no, or insufficient, experimental references, the classification is completed using a fuzzy logic approach. At the catchment scale, sediment is transported in proportion of the runoff volumes computed with the STREAM runoff module, and is deposited as a function of topography (vertical curvature, slope gradient), or vegetation cover. Sediment concentration thresholds were defined after field experiments; these thresholds define the limits above which sediment mass is deposited. The erosion component of the model has been tested with a data set from a small (ca 90 ha) intensively cultivated catchment. The quality of prediction given by the root‐mean‐square error (RMSE) is ca 8 t of precision on sediment delivery at the catchment outlet for observed sediment delivery that goes from 0·075 to 21 t (with an RMSE of ca 0·9 t for observed sediment delivery below 1 t and of ca 10·6 t for observed sediment delivery between 1 and ca 21 t). The evaluation also showed that the results at the outlet of the catchment are more sensitive to the concentration thresholds of the deposition rules than to the potential sediment concentration values assigned to each field. Copyright © 2002 John Wiley & Sons, Ltd.
Heavy metal transport in large river systems: heavy metal emissions and loads in the Rhine and Elbe river basins
Authors: Vink Rona , Behrendt Horst 
Published: October 2002

AbstractPollutant transport and management in the Rhine and Elbe basins is still of international concern, since certain target levels set by the international committees for protection of both rivers have not been reached. The analysis of the chain of emissions of point and diffuse sources to river loads will provide policy makers with a tool for effective management of river basins. The analysis of large river basins such as the Elbe and Rhine requires information on the spatial and temporal characteristics of both emissions and physical information of the entire river basin. In this paper, an analysis has been made of heavy metal emissions from various point and diffuse sources in the Rhine and Elbe drainage areas. Different point and diffuse pathways are considered in the model, such as inputs from industry, wastewater treatment plants, urban areas, erosion, groundwater, atmospheric deposition, tile drainage, and runoff. In most cases the measured heavy metal loads at monitoring stations are lower than the sum of the heavy metal emissions. This behaviour in large river systems can largely be explained by retention processes (e.g. sedimentation) and is dependent on the specific runoff of a catchment. Independent of the method used to estimate emissions, the source apportionment analysis of observed loads was used to determine the share of point and diffuse sources in the heavy metal load at a monitoring station by establishing a discharge dependency. The results from both the emission analysis and the source apportionment analysis of observed loads were compared and gave similar results. Between 51% (for Hg) and 74% (for Pb) of the total transport in the Elbe basin is supplied by inputs from diffuse sources. In the Rhine basin diffuse source inputs dominate the total transport and deliver more than 70% of the total transport. The diffuse hydrological pathways with the highest share are erosion and urban areas. Copyright © 2002 John Wiley & Sons, Ltd.
Scaling and regionalization of flood flows in British Columbia, Canada
Authors: Eaton Brett , Church Michael , Ham Darren 
Published: October 2002

AbstractA regionalization of flood data in British Columbia reveals a common scaling with drainage area over the range 0·5×102<Ad<104 km2. This scaling is not a function of flood return period, which implies that simple scaling—consistent with a snowmelt‐dominated flow regime—applies to the province. The observed scale relation takes the form $Q \propto A_{d}^{0{\cdot}75}$, similar to values reported in previous studies. The scaling relation identified was used to define the regional pattern of hydroclimatic variability for flood flows in British Columbia after discounting the effect of drainage area. The pattern was determined by kriging a scale‐independent runoff factor k for the mean annual flood, 5 year flood and 20 year flood. The analysis permits quantification of uncertainty of the estimates, which can be used in conjunction with the mapped k‐fields to calculate a mean and range for floods with the identified return period for ungauged basins. Owing to the sparsity of data, the precision is relatively poor. The standard error is generally less than 75% of the estimate in the southern half of the province, whereas in the northern half it is often between 75 and 100%. Examination of the relative increase in flood magnitude with increasing return period reveals spatially consistent but statistically insignificant differences. Flood magnitude tends to increase more rapidly in the western regions, where rain events may contribute to flood generation. The relative increase in flood magnitude with return period is consistently lower in the eastern mountain ranges, where snowmelt dominates the flood flow regime. Copyright © 2002 John Wiley & Sons, Ltd.
Contaminant transport in fractured media: analytical solution and sensitivity study considering pulse, Dirac delta and sinusoid input sources
Authors: Shih David Ching‐Fang , Lin Gwo‐Fong , Wang I‐Sen 
Published: October 2002

AbstractThe analytical solution of one‐dimensional transport for a single species radioactive nuclide, considering the decay term in a single fracture for pulse, Dirac delta, and single sinusoid input sources, has been studied using the Laplace transform method. The dimensionless concentration of the radioactive nuclide in the fracture appears to be a function of space, elapsed time, dispersivity, retardation factor, half‐life of the nuclide, and release time. By comparing different values of groundwater velocity, retardation factor, dispersivity, and release time, the results show that the c/c0 ratio agrees with the nature of the physical and chemical characteristics of the nuclide in fracture transportation. The dimensionless concentration peak value from a small retardation factor is found to be more sensitive, within a time frame ranging from 10 years to a few hundreds years, than the case with a larger retardation factor for H‐3. Except for a small variation in the peak value, the result is almost the same for pulse and sinusoid inputs when considering the H‐3 nuclide. Analytical solutions during the preliminary screening phase are suitable for performance assessment on radioactive waste disposal sites under a one‐dimensional single fracture condition. Copyright © 2002 John Wiley & Sons, Ltd.
Laboratory flume studies of microflow environments of aquatic plants
Authors: Shi Z. , Hughes J. M. R. 
Published: October 2002

AbstractThe microflow environments of aquatic plants with reference toMyriophyllumandHydrillaare simulated in a laboratory flume. A Nix Streamflow microflow meter was used to measure the mean velocity profiles of flow at different densities of plants, flow ranges and measurement positions. Each mean velocity profile consists of three hydrodynamic regimes (i.e. within‐canopy zone, above‐canopy zone and a transitional zone between them), which indicate the presence of two benthic boundary layers (internal and external ones). Out of 38 measured mean velocity profiles, most do not fit a logarithmic relationship. The following hydrodynamic parameters are used in characterizing the flow regimes: local shear velocity (u*), roughness length (zo), canopy roughness Reynolds number (Re*), bed shear stress (τo) and laminar sublayer (σ). Copyright © 2002 John Wiley & Sons, Ltd.
New frontiers for arch models
Authors: Engle Robert 
Published: October 2002

AbstractIn the 20 years following the publication of the ARCH model, there has been a vast quantity of research uncovering the properties of competing volatility models. Wide‐ranging applications to financial data have discovered important stylized facts and illustrated both the strengths and weaknesses of the models. There are now many surveys of this literature. This paper looks forward to identify promising areas of new research. The paper lists five new frontiers. It briefly discusses three—high‐frequency volatility models, large‐scale multivariate ARCH models, and derivatives pricing models. Two further frontiers are examined in more detail—application of ARCH models to the broad class of non‐negative processes, and use of Least Squares Monte Carlo to examine non‐linear properties of any model that can be simulated. Using this methodology, the paper analyses more general types of ARCH models, stochastic volatility models, long‐memory models and breaking volatility models. The volatility of volatility is defined, estimated and compared with option‐implied volatilities. Copyright © 2002 John Wiley & Sons, Ltd.
Detecting multiple breaks in financial market volatility dynamics
Authors: Andreou Elena , Ghysels Eric 
Published: October 2002

AbstractThe paper evaluates the performance of several recently proposed tests for structural breaks in the conditional variance dynamics of asset returns. The tests apply to the class of ARCH and SV type processes as well as data‐driven volatility estimators using high‐frequency data. In addition to testing for the presence of breaks, the statistics identify the number and location of multiple breaks. We study the size and power of the new tests for detecting breaks in the conditional variance under various realistic univariate heteroscedastic models, change‐point hypotheses and sampling schemes. The paper concludes with an empirical analysis using data from the stock and FX markets for which we find multiple breaks associated with the Asian and Russian financial crises. These events resulted in changes in the dynamics of volatility of asset returns in the samples prior and post the breaks. Copyright © 2002 John Wiley & Sons, Ltd.
Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH‐NIG model
Authors: Forsberg Lars , Bollerslev Tim 
Published: October 2002

AbstractThis paper bridges the gap between traditional ARCH modelling and recent advances on realized volatilities. Based on a ten‐year sample of five‐minute returns for the ECU basket currencies versus the US dollar, we find that the realized volatilities constructed from the summation of the high‐frequency intraday squared returns conditional on the lagged squared daily returns are approximately Inverse Gaussian (IG) distributed, while the distribution of the daily returns standardized by their realized volatilities is approximately normal. Moreover, the implied daily GARCH model with Normal Inverse Gaussian (NIG) errors estimated for the ECU returns results in very accurate out‐of‐sample predictions for the three years of actual daily Euro/US dollar exchange rates. Copyright © 2002 John Wiley & Sons, Ltd.
Maximum likelihood estimation of STAR and STAR‐GARCH models: theory and Monte Carlo evidence
Authors: Chan Felix , McAleer Michael 
Published: October 2002

AbstractTheoretical and practical interest in non‐linear time series models, particularly regime switching models, have increased substantially in recent years. Given the abundant research activity in analysing time‐varying volatility through Generalized Autoregressive Conditional Heteroscedasticity (GARCH) processes (see Engle,1982; Bollerslev,1986), it is important to analyse regime switching models with GARCH errors. A popular specification in this class is the (stationary) Smooth Transition Autoregressive–GARCH (STAR‐GARCH) model. Little is presently known about the structure of the model, or the consistency, asymptotic normality and finite sample properties of the estimators. The paper develops the structural and statistical properties of the STAR‐GARCH model, and investigates the finite sample properties of maximum likelihood estimation (MLE) of STAR and STAR‐GARCH models through numerical simulation. The effects of fixing the threshold value and/or the transition rate for the STAR model, misspecification of the conditional mean and the transition function of the STAR‐GARCH model, and the finite sample properties of the MLE for the STAR‐GARCH model, are also examined. These numerical results are used as a guide in empirical research, with an application to Standard and Poor's Composite 500 Index returns for alternative STAR‐GARCH models. Copyright © 2002 John Wiley & Sons, Ltd.
Some comments on risk
Authors: Granger Clive W. J. 
Published: October 2002

AbstractInvestor risk is a complicated concept in practice and is not well captured by measures of volatility as is well understood by uncertainty theory. Rather than asking statisticians to attempt to measure risk, it may be better to listen to decision theorists, but their suggestions are not very practical. Diversification is clearly helpful in reducing risk but the risk level of one portfolio cannot be measured without knowing the risks of other major portfolios. A meta‐analysis can be used to compare alternative volatility measures in terms of their forecasting utility. Copyright © 2002 John Wiley & Sons, Ltd.
GO‐GARCH: a multivariate generalized orthogonal GARCH model
Authors: van der Weide Roy 
Published: October 2002

AbstractMultivariate GARCH specifications are typically determined by means of practical considerations such as the ease of estimation, which often results in a serious loss of generality. A new type of multivariate GARCH model is proposed, in which potentially large covariance matrices can be parameterized with a fairly large degree of freedom while estimation of the parameters remains feasible. The model can be seen as a natural generalization of the O‐GARCH model, while it is nested in the more general BEKK model. In order to avoid convergence difficulties of estimation algorithms, we propose to exploit unconditional information first, so that the number of parameters that need to be estimated by means of conditional information is more than halved. Both artificial and empirical examples are included to illustrate the model. Copyright © 2002 John Wiley & Sons, Ltd.
A theoretical comparison between integrated and realized volatility
Authors: Meddahi Nour 
Published: October 2002

AbstractIn this paper we provide both qualitative and quantitative measures of the precision of measuring integrated volatility by realized volatility for a fixed frequency of observation. We start by characterizing for a general diffusion the difference between realized and integrated volatility for a given frequency of observation. Then we compute the mean and variance of this noise and the correlation between the noise and the integrated volatility in the Eigenfunction Stochastic Volatility model of Meddahi (2001a). This model has as special cases log‐normal, affine and GARCH diffusion models. Using previous empirical results, we show that the noise is substantial compared with the unconditional mean and variance of integrated volatility, even if one employs five‐minute returns. We also propose a simple approach to capture the information about integrated volatility contained in the returns through the leverage effect. We show that in practice, the leverage effect does not matter. Copyright © 2002 John Wiley & Sons, Ltd.
Modelling and forecasting level shifts in absolute returns
Authors: Franses Philip Hans , Van Der Leij Marco , Paap Richard 
Published: October 2002

AbstractDue to high and low volatility periods, time series of absolute returns experience temporary level shifts which differ in length and size. In this paper we modify the basic Censored Latent Effects Autoregressive [CLEAR] model, such that it can describe and forecast the location and size of such level shifts. For our particular application, we assume that technical trading variables may have explanatory value for future level shifts, where these effects may differ across upward‐ or downward‐tending markets. A natural competitor of the resultant switching regime CLEAR [SR‐CLEAR] model is a long‐memory model, which is known to pick up neglected level shifts. Hence, when we apply the SR‐CLEAR model to nine stock markets and document its good fit and forecasting ability, we compare it with a long‐memory model. Copyright © 2002 John Wiley & Sons, Ltd.
Estimating quadratic variation using realized variance
Authors: Barndorff‐Nielsen Ole E. , Shephard Neil 
Published: October 2002

AbstractThis paper looks at some recent work on estimating quadratic variation using realized variance (RV)—that is, sums ofMsquared returns. This econometrics has been motivated by the advent of the common availability of high‐frequency financial return data. When the underlying process is a semimartingale we recall the fundamental result that RV is a consistent (asM→ ∞) estimator of quadratic variation (QV). We express concern that without additional assumptions it seems difficult to give any measure of uncertainty of the RV in this context. The position dramatically changes when we work with a rather general SV model—which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values ofMthe RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd.