A novel Weibull-based dynamic model with application to streamflow time series
2026 (English)In: Environmental Modelling & Software, ISSN 1364-8152, E-ISSN 1873-6726, Vol. 203, article id 107027Article in journal (Refereed) Published
Abstract [en]
Hydrometeorological time series are inherently stochastic and exhibit temporal dependence, commonly modeled using Gaussian autoregressive moving average (ARMA) models. However, the normality assumption is often too restrictive for environmental variables such as streamflow, which are nonnegative and right-skewed. We propose the Wei-ARMA model, a new class of ARMA models based on the Weibull distribution that incorporates ARMA components, external regressors, and a link function. A parametric trend test is also introduced, with parameters estimated via the conditional maximum likelihood method. Monte Carlo simulations assess finite-sample performance. An application to streamflow data from the Vacacaí River, Brazil, shows that the proposed model captures key statistical features, avoids unrealistic negative predictions, and outperforms the Gaussian ARMA. Mean absolute percentage errors in in-sample prediction are reduced by 23%, 34%, and 9% for mean, maximum, and minimum monthly streamflow, respectively, relative to the Gaussian ARMA model. The proposed trend test successfully detects monotonic trends.
Place, publisher, year, edition, pages
Elsevier, 2026. Vol. 203, article id 107027
Keywords [en]
ARMA models, Hydrometeorological data, Time series, Trend test, Vacacaí river, Autoregressive moving average model, Gaussian distribution, Intelligent systems, Maximum likelihood estimation, Monte Carlo methods, Sampling, Weibull distribution, Autoregressive Moving Average modeling, Autoregressive/moving averages, Dynamics models, Gaussians, Stochastics, Times series, Trend tests, Vacacai river, Weibull
National Category
Probability Theory and Statistics Control Engineering
Identifiers
URN: urn:nbn:se:bth-29561DOI: 10.1016/j.envsoft.2026.107027Scopus ID: 2-s2.0-105038995033OAI: oai:DiVA.org:bth-29561DiVA, id: diva2:2063433
2026-05-292026-05-292026-05-29Bibliographically approved