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Assignment-1 Obtain a certain time series data and answer the following questions. 1. Check if ∑

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Assignment-1

Obtain a certain time series data and answer the following questions.

1. Check if ∑ ̅ or ∑ ̅ , where ̅ is the mean value.

2. Calculate the mean value, variance, standard deviation, coefficient of variation, skewness- coefficient, mode, median, autocovariance and autocorrelation coefficients.

3. Check the stationarity of the data by dividing the time series into different expectation groups such as 20, 15, 10 and 5 intervals.

4. Please explain if it constitutes a stochastic process or not, considering 12 lags.

Istanbul Technical University Department of Civil Engineering

Hydraulics and Water Resources Engineering Graduate Program Stochastic Modelling Techniques in Hydrology

Spring Semester

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