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DOI10.1016/j.advwatres.2020.103672
A comparison of estimators of the conditional mean under non-stationary conditions
Vogel R.M.; Kroll C.N.
发表日期2020
ISSN0309-1708
卷号143
英文摘要There is increasing attention to the development of a myriad of complex methods for nonstationary frequency analysis (NFA) of floods, droughts and other hydrologic processes. We assume that the need for NFA arises from well understood deterministic mechanisms of change. A common assumption in NFA, questioned here, is that more accurate estimators of hydrologic statistics result when more realistic, complex and sophisticated models are employed. By considering the mean annual flood (drought or other hydrologic event), general conditions are derived when the sample mean (SM) is a more efficient (lower mean square error, MSE) estimator than a regression estimate of the mean (RM). We introduce an optimal fractional mean estimator, FM*, which is simply the SM of the most recent period of record nf*, where f* is the optimal fraction of the full sample n, which leads to minimum MSE among all possible values of f. Interestingly, FM* is generally preferred over RM for attained significance levels associated with the fitted regression model in excess of about 0.05. Given the considerable attention and uncertainty surrounding potential nonstationary conditions, we demonstrate that a parsimonious estimator which exploits an optimal recent subset of the historical record may be more attractive than many of the more complex nonstationary approaches commonly advocated. © 2020
关键词DroughtFloodsLogistic regressionConditional meansDeterministic mechanismFrequency AnalysisHistorical recordsHydrologic processNon-stationary conditionRegression estimatesSignificance levelsMean square erroraccuracy assessmentannual variationcomparative studycomputer simulationdroughterror analysisestimation methodfloodfrequency analysishydrological regimenumerical model
语种英语
来源机构Advances in Water Resources
文献类型期刊论文
条目标识符http://gcip.llas.ac.cn/handle/2XKMVOVA/131742
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GB/T 7714
Vogel R.M.,Kroll C.N.. A comparison of estimators of the conditional mean under non-stationary conditions[J]. Advances in Water Resources,2020,143.
APA Vogel R.M.,&Kroll C.N..(2020).A comparison of estimators of the conditional mean under non-stationary conditions.,143.
MLA Vogel R.M.,et al."A comparison of estimators of the conditional mean under non-stationary conditions".143(2020).
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