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Title: Structural Time Series Modeling: an Application to Environmental Variables
Author: Costa, Marco
Baturin, Olexandr
Gonçalves, A. Manuela
Keywords: River Ave
Water quality variables
Structural time series models
State space models
Kalman filter
Issue Date: Jun-2016
Abstract: A structural time series model is one which is set up in terms of components which have a direct interpretation. In this paper, the discussion focuses on the dynamic modeling procedure based on the state space approach (associated to the Kalman filter), in the context of surface water quality monitoring, in order to analyze and evaluate the temporal evolution of the environmental variables, and thus identify trends or possible changes in water quality (change point detection). The approach is applied to environmental time series: time series of surface water quality variables in a river basin. The statistical modeling procedure is applied to monthly values of physico- chemical variables measured in a network of 8 water monitoring sites over a 15-year period (1999-2014) in the River Ave hydrological basin located in the Northwest region of Portugal.
Peer review: yes
ISSN: 978-84-608-8178-0
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Appears in Collections:CIDMA - Comunicações
ESTGA - Comunicações
PSG - Comunicações

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