A generalized mathematical framework for stochastic simulation and forecast of hydrologic time series

@article{Koutsoyiannis2000AGM,
  title={A generalized mathematical framework for stochastic simulation and forecast of hydrologic time series},
  author={Demetris Koutsoyiannis},
  journal={Water Resources Research},
  year={2000},
  volume={36},
  pages={1519 - 1533}
}
A generalized framework for single‐variate and multivariate simulation and forecasting problems in stochastic hydrology is proposed. It is appropriate for short‐term or long‐term memory processes and preserves the Hurst coefficient even in multivariate processes with a different Hurst coefficient in each location. Simultaneously, it explicitly preserves the coefficients of skewness of the processes. The proposed framework incorporates short‐memory (autoregressive moving average) and long‐memory… 

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