An investigation of gamma autoregressive models | |
| Author | Nguyen Van Hung |
| Call Number | AIT Thesis no. CS-91-1 |
| Subject(s) | Reservoirs--Mathematical models Computer simulation |
| Note | A thesis submitted in partial fulfillment of the requirement for the Degree of Master of Science, School of Engineering and Technology |
| Publisher | Asian Institute of Technology |
| Abstract | The present study comprises an investigation of the firstorder gamma autoregressive (GAR(1)) model using theoretical analysis and computer simulation. The properties of the sum of GAR(1) variables, the mean range of reservoir storage with dependent gamma inflows and the applicability of GAR(1) models to monthly data are considered. The analytical expressions of the mean and variance of the sum of GAR(1) variables, the approximate expression of the mean range of reservoir storage and the GAR(1) model for monthly data were obtained. Additionally, the comparisons to evaluate the performance of the related models in terms of the reproduction of historical statistics and time consumed were made. Based on the results, the GAR(1) model for annual data is recommended. For monthly data, the GAR(1) model combined with the fragments method reproduced very well the mean, standard deviation and the skewness coefficient of historical series. |
| Year | 1991 |
| Type | Special Study Project Report (SSPR) |
| School | School of Engineering and Technology (SET) |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Computer Science (CS) |
| Chairperson(s) | Huynh Ngoc Phien |
| Examination Committee(s) | urapong Auwatanamongkol ;Nagarur, Nagendra N |
| Scholarship Donor(s) | The Government of France |
| Degree | Thesis (M.Sc.) - Asian Institute of Technology, 1991 |