This paper discusses the modelling of rainfall-flow (rainfall-run-off) and flow-routeing processes in river systems within the context of real-time flood forecasting. It is argued that deterministic, reductionist (or 'bottom-up') models are inappropriate for real-time forecasting because of the...

Operational flood forecasting requires accurate forecasts with a suitable lead time, in order to be able to issue appropriate warnings and take appropriate emergency actions. Recent improvements in both flood plain characterization and computational capabilities have made the use of distributed...

The paper describes a general approach to the modelling of nonlinear and nonstationary economic systems from time-series data. This method exploits recursive state space filtering and fixed interval smoothing algorithms to decompose the time-series into long term trend and short term small...

We consider two competing financial state space models and investigate whether additional information in the form of option price data is helpful to the estimation of either the unobservable state variable (volatility) or the unknown parameters in the model. The complete discussion of the...

Likelihood ratio (LR) tests for association and for interaction are examined for three-way contingency tables, particularly the widely used 2 x 2 x K table. Mutual information identities are used to characterize the information decomposition and the logical relationship between the omnibus LR...