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TitleStructural time series modeling: an application to environmental variables
Author(s)Costa, Marco
Baturin, Olexandr
Gonçalves, A. Manuela
KeywordsRiver Ave
Water quality variables
Structure time series models
State space models
Kalman Filter
Change point detection
Issue date2016
Abstract(s)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 physicochemical 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.
TypeConference paper
AccessRestricted access (UMinho)
Appears in Collections:CMAT - Artigos em atas de conferências e capítulos de livros com arbitragem / Papers in proceedings of conferences and book chapters with peer review

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