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Predicting daily streamflow with a novel multi-regime switching ARIMA-MS-GARCH model

  • Published:2023-06 Issue: Volume:47 Page:101374
  • ISSN:2214-5818
  • Container-title:Journal of Hydrology: Regional Studies
  • language:en
  • Short-container-title:Journal of Hydrology: Regional Studies

Author:

Wang Huimin,Song Songbai,Zhang Gengxi,Ayantoboc Olusola O.

Funder

National Natural Science Foundation of China

Jiangsu Province Natural Science Foundation

Publisher

Elsevier BV

Subject

Earth and Planetary Sciences (miscellaneous),Water Science and Technology

Reference49 articles.

1. A Markov switching model for annual hydrologic time series;Akintug;Water Resour. Res.,2005

2. Markov-Switching GARCH Models in R: The MSGARCH Package;Ardia;J. Stat. Softw., Forthcom.,2018

3. Computation and analysis of multiple structural change models;Bai;J. Appl. Econ.,2003

4. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econ.,1986

5. Impact of climate change and human activities on runoff in the Weihe River Basin, China;Chang;Quat. Int.,2015

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3. MarSwitching.jl: A Julia package for Markov switching dynamic models;Journal of Open Source Software;2024-06-14

4. Analysis and prediction model based on ARMI-GARCH and single objective optimization;Proceedings of the 2023 6th International Conference on E-Business, Information Management and Computer Science;2023-12-30

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