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Oli G. B. Sveinsson, Jose D. Salas, Duane C. Boes, and Roger A. Pielke Sr.


The stochastic analysis, modeling, and simulation of climatic and hydrologic processes such as precipitation, streamflow, and sea surface temperature have usually been based on assumed stationarity or randomness of the process under consideration. However, empirical evidence of many hydroclimatic data shows temporal variability involving trends, oscillatory behavior, and sudden shifts. While many studies have been made for detecting and testing the statistical significance of these special characteristics, the probabilistic framework for modeling the temporal dynamics of such processes appears to be lacking. In this paper a family of stochastic models that can be used to capture the dynamics of abrupt shifts in hydroclimatic time series is proposed. The applicability of such “shifting mean models” are illustrated by using time series data of annual Pacific decadal oscillation (PDO) indices and annual streamflows of the Niger River.

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