MODELING LONG-TERM DEPENDENCE BASED ON CUMULATIVE DEPARTURES OF ANNUAL FLOW SERIES

This paper investigates the suitability of Sen's approach in modelling hydrologic time series and in particular the generation of synthetic flow series. It was found that several problems exist with the method as proposed. These include too many parameters in the model, difficult ies in modelling skewed series, and finding a suitable stochastic mode l for the residuals between the original and the fitted cumulative dep arture curves. On the other hand, it has been found that Sen's method is effective in preserving the Hurst phenomenon and is especially suit ed for modelling time series with a relatively high Hurst coefficient but low lag-one serial correlation coefficient. Also, with some modifi cations to the suggested procedure some of the stated problems can be somewhat overcome.