DBPapers
DOI: 10.5593/SGEM2014/B31/S12.051

HYDROLOGICAL TIME SERIES INVESTIGATION AND FOERCASTING USING “CATERPILLAR” – SINGULAR SPECTRUM ANALYSIS APPROACH

S. Polukoshko, G. Hilkevica
Wednesday 1 October 2014 by Libadmin2014

References: 14th International Multidisciplinary Scientific GeoConference SGEM 2014, www.sgem.org, SGEM2014 Conference Proceedings, ISBN 978-619-7105-13-1 / ISSN 1314-2704, June 19-25, 2014, Book 3, Vol. 1, 389-396 pp

ABSTRACT
“Caterpillar”- SSA is a new powerful model–free technique of time series analysis and forecasting. It combines advantages of such methods as Fourier and regression analyses and has simple visual control aids. In this paper the application of the method is considered for two examples: the analysis of Baltic Sea water level in three points and Timpon river in Saha (Siberia, Russia) discharge in one line gauge.

Keywords: time series, singular spectrum analysis, trend, periodical components, forecasting, river discharge, water level.