Medium-range flow prediction for the Nile: a comparison of stochastic and deterministic methods

Koutsoyiannis, D., H. Yao, and A. Georgakakos, Medium-range flow prediction for the Nile: a comparison of stochastic and deterministic methods, Hydrological Sciences Journal, 53 (1), 142–164, 2008.



Due to its great importance, the availability of long flow records, contemporary as well as older, and the additional historical information of its behaviour, Nile is an ideal test case for identifying and understanding hydrological behaviours, and for model development. Such behaviours include the long term persistence, which historically has motivated the discovery of the Hurst phenomenon and has put into question classical statistical results and typical stochastic models. Based on the empirical evidence from the exploration of the Nile flows and on the theoretical insights provided by the principle of maximum entropy, a concept newly employed in hydrological stochastic modelling, an advanced yet simple stochastic methodology is developed. The approach is focused on the prediction of the Nile flow a month ahead but it is fairly general. The stochastic methodology is also compared with deterministic approaches, specifically an analogue (local nonlinear chaotic) model and a connectionist (artificial neural network) model based on the same flow record. All models have good performance with the stochastic model outperforming in prediction skills and the analogue model in simplicity. In addition, the stochastic model has other elements of superiority such as ability to provide long-term simulations and to improve understanding of natural behaviours.

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Our works referenced by this work:

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Other works that reference this work:

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Tagged under: Course bibliography: Stochastic methods, Determinism vs. stochasticity, Entropy, Hurst-Kolmogorov dynamics, Scaling