A simple method for effective multi-site generation of stochastic hydrologic time series

This paper presents an algorithm for generating stationary stochastic hydrologic time series at multiple sites. The ideas in this paper constitute a radical departure from commonly accepted methodologies. The approach relies on the recent advances in statistical science for simulating random variables with arbitrary marginal distributions and a given covariance structure, and on an algorithm for re-ordering the generated sub-sets of each synthetic year of data such that the annual auto-correlation of desired lag is maintained, along with the autocorrelations between the end of the preceding year and the beginning of the current year. The main features of the proposed algorithm are simplicity and ease of implementation. A numerical test is presented containing the generation of 1000 years of weekly stochastic series for four sites based on the 84 years of historical natural weekly flows from Southern Alberta in Canada.