TY - JOUR
T1 - Linear time-varying models to investigate complex distributed dynamics
T2 - A rainfall-runoff example
AU - Norton, J. P.
AU - Chanat, J. G.
PY - 2005/6/20
Y1 - 2005/6/20
N2 - Many processes with distributed, non-linear dynamics may be modelled adequately over suitable time and spatial scales by low-order, linear, time-invariant models, but the limitations of such models must be examined. For example, catchment rainfall-runoff models taking pulse-response peak, steady-state gain and recession time constant as time-invariant are useful in assessing water availability, but may not be capable of capturing short-term response well. This paper employs models of a catchment in Virginia, USA, to illustrate how insight into shorter-term dynamics, non-linearities and other unmodelled behaviour can be obtained by allowing selected linear model parameters to vary with time. Those parameters are treated as random walks, estimated recursively by a long-established optimal smoothing algorithm. Attention is paid to interaction between gain and dominant time constant through the transfer function denominator coefficients, and to the role of a time-varying output offset term in the model.
AB - Many processes with distributed, non-linear dynamics may be modelled adequately over suitable time and spatial scales by low-order, linear, time-invariant models, but the limitations of such models must be examined. For example, catchment rainfall-runoff models taking pulse-response peak, steady-state gain and recession time constant as time-invariant are useful in assessing water availability, but may not be capable of capturing short-term response well. This paper employs models of a catchment in Virginia, USA, to illustrate how insight into shorter-term dynamics, non-linearities and other unmodelled behaviour can be obtained by allowing selected linear model parameters to vary with time. Those parameters are treated as random walks, estimated recursively by a long-established optimal smoothing algorithm. Attention is paid to interaction between gain and dominant time constant through the transfer function denominator coefficients, and to the role of a time-varying output offset term in the model.
KW - Linear models
KW - Parameter estimation
KW - Rainfall-runoff
KW - Time-varying parameters
UR - http://www.scopus.com/inward/record.url?scp=19744380213&partnerID=8YFLogxK
U2 - 10.1016/j.matcom.2005.02.029
DO - 10.1016/j.matcom.2005.02.029
M3 - Article
SN - 0378-4754
VL - 69
SP - 123
EP - 134
JO - Mathematics and Computers in Simulation
JF - Mathematics and Computers in Simulation
IS - 1-2 SPEC. ISS.
ER -