Long-term evaluation of land use/land cover and hydrological drought patterns alteration consequences on river water quality

Rahmani, Farhang; Fattahi, Mohammad Hadi

doi:10.1007/s10668-023-03302-0

Cited by 3 publications

(1 citation statement)

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“…Long-term memory (abbreviated as LTM) or long-range dependency behavior is one of the most important phenomena that appeared in the time series analysis, which plays a very important role in almost all fields such as telecommunications, video traffic modeling, biology, econometrics, finance, hydrology, medicine, linguistics, etc. [1][2][3][4][5][6][7][8][9][10].…”

Section: Introductionmentioning

confidence: 99%

An Excess Entropy Approach to Classify Long-Term and Short-Term Memory Stationary Time Series

Xiang

Zhou

2023

Mathematics

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Long-term memory behavior is one of the most important phenomena that has appeared in the time series analysis. Different from most definitions of second-order properties, an excess entropy approach is developed for stationary time series to classify long-term and short-term memory. A stationary sequence with finite block entropy is long-term memory if its excess entropy is infinite. The simulation results are graphically demonstrated after some theoretical results are simply presented by various stochastic sequences. Such an approach has advantages over the traditional ways that the excess entropy of stationary sequence with finite block entropy is invariant under instantaneous one-to-one transformation, and that it only requires very weak moment conditions rather than second-order moment conditions and thus can be applied to distinguish the LTM behavior of stationary sequences with unbounded second moment (e.g., heavy tail distribution). Finally, several applications on real data are exhibited.

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