Analysis of the flow regime of the Jaguari river by means of stochastic models

Acássio Valente Feliciani, Adriano Mendonça Souza, Francisca Mendonça Souza, José Fernando Gomes Requeijo

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)


The main purpose of this study is to analyze the average scheme and the flow variability of the Jaguari River, by means of ARIMA stochastic models (Auto-Regressive Integrated Moving Average), and ARCH models (Auto-Regressive Conditional Heteroscedasticity). SARIMA and ARCH models were employed, which were able to capture the effects of seasonality in the series, revealing periods of higher and lower amplitude of flows. ARCH models showed that although there is a volatility effect, it does not have a high persistence yet, what makes the variability of flow rates rapidly returns to its usual level. Results showed that it is possible by means of SARIMA models (1, 0, 1) (1, 0, 1) 12-ARCH (1) to represent the series generating process of the affluence flows of the Jaguari River, thus helping in the decision-making of the hydroelectric sector and the water resources management.

Original languageEnglish
Issue number4
Publication statusPublished - 21 Aug 2013


  • ARCH
  • Electricity
  • Jaguari river
  • Time series models

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