A stochastic model of river discharge fluctuations

V. Livina, Y. Ashkenazy, Z. Kizner, V. Strygin, A. Bunde, S. Havlin

Research output: Contribution to journalConference articlepeer-review

45 Scopus citations

Abstract

We study the daily river flow fluctuations of 30 international rivers. Using the detrended fluctuation analysis, we study the correlations in the magnitudes of river flow increments (volatilities), and find power-law correlations in volatilities for time scales less than 1 year; these correlations almost disappear for time scales larger than 1 year. Using surrogate data test for nonlinearity, we show that correlations in the magnitudes of river flow fluctuations are a measure for nonlinearity. We propose a simple nonlinear stochastic model for river flow fluctuations that reproduces the main scaling properties of the river flow series as well as the correlations and periodicities in the magnitudes of river flow increments. According to our model, the source of nonlinearity observed in the data is an interaction between a long-term correlated process and the river discharge itself.

Original languageEnglish
Pages (from-to)283-290
Number of pages8
JournalPhysica A: Statistical Mechanics and its Applications
Volume330
Issue number1-2
DOIs
StatePublished - 1 Dec 2003
EventRandomes and Complexity - Eilat, Israel
Duration: 5 Jan 20039 Jan 2003

Bibliographical note

Funding Information:
We gratefully acknowledge BMBF for financial support.

Funding

We gratefully acknowledge BMBF for financial support.

FundersFunder number
Bundesministerium für Bildung und Forschung

    Keywords

    • DFA
    • Long-term volatility
    • Nonlinearity
    • Periodic volatility
    • Scaling analysis
    • Stochastic modeling

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