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Fractionally differenced models for water quality time series
Authors:W Smith  C M Harris
Institution:(1) Department of Statistics, Computer & Information Systems, The George Washington University, 20052 Washington, DC, USA;(2) Department of Operations Research and Applied Statistics, George Mason University, 22030 Fairfax, Virginia, USA
Abstract:This paper deals with the selection and evaluation of statistical techniques for use in the modeling and forecasting of water quality time series. The focus is on statistical concepts relevant to the analysis of flows and concentrations. A selection of time series procedures has been used for auditing water quality archival data, including the screening of data sets, correlation and spectrum calculations, and iterative model fitting. A summary is provided of experience with analyzing archival data on the Niagara River and the use of a fractionally differenced model.This paper is the result of a study performed for the International Joint Commission, United States and Canada. The authors gratefully acknowledge the direction and support provided by Dr. Joel L. Fisher.
Keywords:Time series  fractional differencing  long memory  water quality  chemical pollution
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