Hurst-Kolmogorov Dynamics and Uncertainty

Koutsoyiannis, D

dc.contributor.author	Koutsoyiannis, D	en
dc.date.accessioned	2014-03-01T01:35:50Z
dc.date.available	2014-03-01T01:35:50Z
dc.date.issued	2011	en
dc.identifier.issn	1093-474X	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/21206
dc.subject	Climate change	en
dc.subject	Climate variability	en
dc.subject	Hurst-Kolmogorov dynamics	en
dc.subject	Planning	en
dc.subject	Stationarity	en
dc.subject	Stochastic models	en
dc.subject	Uncertainty analysis	en
dc.subject.classification	Engineering, Environmental	en
dc.subject.classification	Geosciences, Multidisciplinary	en
dc.subject.classification	Water Resources	en
dc.subject.other	Athens , Greece	en
dc.subject.other	Climate variability	en
dc.subject.other	Hurst-Kolmogorov dynamics	en
dc.subject.other	Hydroclimatic	en
dc.subject.other	Kolmogorov	en
dc.subject.other	Natural process	en
dc.subject.other	Non-stationarities	en
dc.subject.other	Nonstationary	en
dc.subject.other	Stationarity	en
dc.subject.other	Statistical characteristics	en
dc.subject.other	Stochastic approach	en
dc.subject.other	Stochastic dynamics	en
dc.subject.other	Stochastics	en
dc.subject.other	Time-scales	en
dc.subject.other	Climate change	en
dc.subject.other	Climate models	en
dc.subject.other	Models	en
dc.subject.other	Planning	en
dc.subject.other	Stochastic models	en
dc.subject.other	Stochastic systems	en
dc.subject.other	Time series	en
dc.subject.other	Water supply	en
dc.subject.other	Water supply systems	en
dc.subject.other	Uncertainty analysis	en
dc.subject.other	climate modeling	en
dc.subject.other	climate variation	en
dc.subject.other	hydrometeorology	en
dc.subject.other	stochasticity	en
dc.subject.other	turbulence	en
dc.subject.other	uncertainty analysis	en
dc.subject.other	water management	en
dc.subject.other	water planning	en
dc.subject.other	water supply	en
dc.subject.other	Athens [Attica]	en
dc.subject.other	Attica	en
dc.subject.other	Greece	en
dc.title	Hurst-Kolmogorov Dynamics and Uncertainty	en
heal.type	journalArticle	en
heal.identifier.primary	10.1111/j.1752-1688.2011.00543.x	en
heal.identifier.secondary	http://dx.doi.org/10.1111/j.1752-1688.2011.00543.x	en
heal.language	English	en
heal.publicationDate	2011	en
heal.abstract	The nonstatic, ever changing hydroclimatic processes are often described as nonstationary. However, revisiting the notions of stationarity and nonstationarity, defined within stochastics, suggests that claims of nonstationarity cannot stand unless the evolution in time of the statistical characteristics of the process is known in deterministic terms, particularly for the future. In reality, long-term deterministic predictions are difficult or impossible. Thus, change is not synonymous with nonstationarity, and even prominent change at a multitude of time scales, small and large, can be described satisfactorily by a stochastic approach admitting stationarity. This ""novel"" description does not depart from the 60- to 70-year-old pioneering works of Hurst on natural processes and of Kolmogorov on turbulence. Contrasting stationary with nonstationary has important implications in engineering and management. The stationary description with Hurst-Kolmogorov stochastic dynamics demonstrates that nonstationary and classical stationary descriptions underestimate the uncertainty. This is illustrated using examples of hydrometeorological time series, which show the consistency of the Hurst-Kolmogorov approach with reality. One example demonstrates the implementation of this framework in the planning and management of the water supply system of Athens, Greece, also in comparison with alternative nonstationary approaches, including a trend-based and a climate-model-based approach. © 2011 American Water Resources Association.	en
heal.publisher	WILEY-BLACKWELL	en
heal.journalName	Journal of the American Water Resources Association	en
dc.identifier.doi	10.1111/j.1752-1688.2011.00543.x	en
dc.identifier.isi	ISI:000291224900006	en
dc.identifier.volume	47	en
dc.identifier.issue	3	en
dc.identifier.spage	481	en
dc.identifier.epage	495	en