American Journal of Engineering and Applied Sciences
Original Research Paper
Application of Time Series Modeling to Study River Water
Quality
1
Maryam Ghashghaie, 2Kaveh Ostad-Ali-Askari, 3Saeid Eslamian and 4Vijay P. Singh
1
Department of Water Resources Engineering,
Faculty of Agriculture, Bu-Ali Sina University, Hamedan, 6517833131, Iran
2
Department of Civil Engineering, Isfahan (Khorasgan) Branch, Islamic Azad University, Isfahan, Iran
3
Department of Water Engineering, Isfahan University of Technology, Isfahan, Iran
4
Department of Biological and Agricultural Engineering and
Zachry Department of Civil Engineering, Texas A and M University,
321 Scoates Hall, 2117 TAMU, College Station, Texas 77843-2117, U.S.A
Article history
Received: 19-03-2018
Revised: 20-04-2018
Accepted: 24-04-2018
Corresponding Author:
Kaveh Ostad-Ali-Askari
Department of Civil
Engineering, Isfahan
(Khorasgan) Branch, Islamic
Azad University, Isfahan, Iran
Email:
[email protected]
Abstract: Water deficit problem originates from two factors: population
increase and water pollution. However, studying and forecasting the quality
of water are necessary to avoid serious problems in future through managerial
works. In present study, using time series modeling, the quality of Madian
Rood River is studied at Baraftab station using time series analysis. Nine
parameters of water quality are studied such as: TDS, EC, HCO3-, Cl-, SO42+,
Ca2+, Mg2+, Na+ and SAR. Investigation of observed time series shows that
there is a common increasing trend for all parameters unless Na+ and SAR.
The order of models for each parameter was determined using Auto
Correlation Function (ACF) and Partial Auto Correlation Function (PACF) of
time series. The ARIMA model was used to generate and forecast the quality
of stream flows. Akaike Information Criterion (AIC), Determination
Coefficient (R2), Root Mean Square Error (RMSE) and (Volume Error in
Percent (VE %) criteria were referred to evaluate the generation and
validation results. The Results show that time series modeling is quite capable
of water quality forecasting. For the majority of forecasts, the value of R2 was
greater than 0.6 between predicted and observed values.
Keywords: ARIMA, Time Series, Trend Elimination, Water Quality
Introduction
Water quality is a main subject of life due to its direct
impact on human health. Water quality could be affected
by geologic structure, salinity, overdraw of groundwater,
urban and domestic wastewater entrance into surface
streams as well as agricultural drainage and a wide range
of chemical compounds (Tsakiris and Alexakis, 2012).
Different methods and approaches are used to
investigate and forecast the quality of water. Also the
majority of water software such as SWAT, QUAL2K
and MIKE-11 benefit from especial tools to assess the
quality of streams. Time series analysis is one of the
useful methods which are applied in water quality
modeling and forecasting.
Time series analyses is useful in understanding and
analyzing the process of different phenomena. It is also
helpful in generating past observations forecasting the
future values based on the past memory.
Time series is composed of a string of data over time
with an equal interval between all data. The interval can be
defined as daily, weekly, monthly as well as yearly time
steps. Time series analyzing is used in decision making in
many hydrological processes and operation systems. Time
series analysis in hydrology has two main goals:
1.
2.
Understand and model the stochastic mechanism of
a hydrologic process and
Forecast the future values for the process
Applied Time-Series Analysis
Main statistical characteristics of a hydrologic time
series could be reproduced using ARIMA (autoregressive,
integrated, moving average) models. ARIMA models
have been used to examine runoff and river discharge
(Kurunç et al., 2005;), water levels of lakes (Sheng and
Chen 2011, Ghashghaie and Nozari, 2018), sediment yield
© 2018 Maryam Ghashghaie, Kaveh Ostad-Ali-Askari, Saeid Eslamian and Vijay P. Singh. This open access article is
distributed under a Creative Commons Attribution (CC-BY) 3.0 license.
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studies on regional and localized groundwater quality
all over the world including a few snapshots. Lee and
Lee (2003) evaluated and quantified the potential of
natural reduction of groundwater in an industrial area
of Seoul, Korea. Different studies have focused on
water temperature time series () Kim et al. (2005)
applied time series analysis in a study through which
the effect of tide on groundwater quality in a coastal
area of Korea was investigated. Also temporal
variability of turbidity, dissolved oxygen, conductivity,
temperature and fluorescence in the lower Mekong
River as investigated using time series analysis
(Irvine et al., 2011).Water quality modeling plays an
important role in water quality management and
conservation (Singh et al., 2004; Chenini and Khemiri
2009; Fang et al., 2010; Su et al., 2011;; Prasad et al.,
2014; Seth et al., 2013;Parmar and Bhardwaj, 2014).
Application of time series analyzing in water
resources demonstrates the efficiency and capability of
this approach since it considers stochastic nature of
hydrological processes. This study aims to use this
methodology in water quality analyzing.
In present study, water quality parameters of Madian
Rood are investigated at Baraftab station. The
methodology and the study area are presented at the
following section.
(Hanh et al., 2010) and water quality (Ahmad et al.,
2001, Lehmann and Rode, 2001; Faruk, 2010; Hanh et
al., 2010; Durdu, 2010; Khalil Arya and Zhang, 2015).
Auto correlated models were used in some studies on
stream analyzing (Thomas and Fiering, 1962).
McKerchar and Delleur (1974) established the main step
to apply time series in hydrology using Autoregressive
Integrated Moving Average. They used seasonal
modeling as well to analyze seasonal characteristics of
stream parameters. Time series modeling is efficient in
identifying and forecasting monthly stream pattern and
integrated water resources management (Jalal Kamali,
2002). It has been widely used to forecast hydrologic
variables such as rainfall and discharge as well as flood
(Komornık et al., 2006; Damle and Yalcin, 2007).
Many studies have focused on water quality parameters,
a Brief reviews of which are mentioned as follow.
Applied Time Series Analysis on Surface Water
Quality
Hirsch et al. (1982) used new methods to analyze
monthly water quality data for monotonic trends. Also
temporal changes in water quality parameters such as
pH, Alkalinity, total Phosphorous and Nitrate
concentrations have been studied using data series of
Niagara (El-Shaarawi et al., 1983). Yu et al. (1993)
analyzed surface water quality data of the Arkansas,
Verdigris and Neosho as well as Walnut river basin to
study trends in 17 major constituents using 4 different
nonparametric methods.
The trend of upland stream and water quality data
from Plynlimon, mid wales were examined (Robson and
Neal, 1996) applying the seasonal Kendall test. studied
the time series of water quality parameters and the
discharge of Strymon River in Greece from 1980 to
1997. Gangyan et al. (2002) investigated the temporal
sediment load characteristics of the Yangtze River using
the turning point test, Kendall’s rank correlation test.
Jassby et al. (2003) developed a time series model for
Secchi depth in Lake Tahoe, USA. Panda et al. (2011)
studied the trends in sediment load of a tropical river
basin in India.
Materials and Methods
The Study Area
The study area is located in the west of Iran in
Kuhdasht region. Figure 1 shows the study area in Iran.
This station of the river is located at 47°48'E and
33°18'N. The area of basin is about 1108 Km2 which is
located at Kashkan basin of Karkheh watershed.
Time series of 9 water quality parameters such as
TDS, EC, HCO3-, Cl-, SO42-, Ca2+, Mg2+, Na+ and SAR
of Baraftab station at Madian Rood River were studied
in this research.
Methodology
The theory and application of the ARIMA modeling
have been conducted in different studies (Pankratz,
1983; Vandaele, 1983; Box and Jenkins, 1976). The
background of this methodology is presented briefly.
Autoregressive (AR) models estimate the values for the
dependent variable, Zt, as regression function of previous
values, Zt-1, Zt-2 ... Zt- n. An AR model of order 1 (i.e. an
AR (1) model) is defined as Equation 1:
Applied Time Series Analysis on Groundwater
Quality
Time series analysis has been applied on the
groundwater quality modeling in different regions.
Chang (1988) developed a modeling technique
including the homogeneity test of data and the best
model selection to fit the water loss series using a
stochastic process.
Wilson et al. (1992) determined groundwater quality
changes as a result of anthropogenic activities using a
time series analysis of well water quality data from 1964
to 1965. Loftis (1996) reviewed national assessments of
agricultural and urban, point source and hazardous waste
Z t = Φ1Z t −1 + α t (1)
(1)
where, Zt and Zt-1 show deviations from the mean, Φ1 is
the first-order AR coefficient and describes the effect of
a unit change in Zt-1 on Zt and αt is the white noise.
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Fig. 1: The location of the study area
The αt values are assumed normally distributed and
independent with the mean value of 0 and a constant
value of variance. The value of variance for a stationarity
model of Zt is positive and finite (Vandaele, 1983) and
|Φ1| must be less than 1 to meet these conditions. The
Higher order of AR models are possible, similar to a
multiple regression; for this case, the absolute value of
each AR coefficient should be less than 1.
Moving Average (MA) models incorporate the past
random fluctuations to show the time series. An MA
model of order 1 (i.e., an MA (1) model) can be
expressed as Equation 2:
Z t = α t − θ1α t −1
model can supply more flexibility to describe the results
of interaction between the processes (Salas et al., 1980).
The main goal of a time series analysis is to
understand seasonal patterns and/or trends over time.
Most of the time hydrologic time series show a regular
seasonal pattern which can be removed by standardizing
the data for the seasonal mean and standard.
Also understanding and modeling the correlational
structure in the time series is another goal of time series
analysis. The basic stages in the ARIMA modeling are
composed of: (1) Identifying the model, (2) estimating
the orders of the model and (3) verifying the model using
the standard tests. The results are presented in the
following section.
(2)
Results and Discussion
where, θ1 is the MA coefficient and the random shocks
(white noise) (αt) are assumed normally distributed and
independent with the mean value of 0 and a constant
value of variance. The value of |θ1 | must be less than
1. The Values greater than 1 show that the
observations further in the past have a greater effecton
Zt than more recent observations which is not
plausible in a hydrologic time series. Higher order of
the MA models is possible. Similar to the AR model
coefficients, the absolute value of each MA coefficient
should be less than 1. Since the parsimony is
important in a time series modeling it sometimes
could be met using a mixed (ARMA) model instead of
a pure AR or MA model. Also representing a time
series with an ARMA (1,1) model is more
parsimonious in comparison with an AR (3) model
because the model requires fewer parameter
estimation. Mixing models is possible because they
could be theoretically denoted as pure AR or MA
models of infinite order (Vandaele, 1983). A mixed
In this study, nine water quality parameters were
studied. Using one lag the data were transformed to
make a yearly stationary time series. At the second stage
MINITAB 14 was used in this study to analyze these 9
time series. The ACF and PACF of time series were
plotted at the second stage.
After identifying the ACF and PACF of each time
series the order of model was determined at first. Then 4
criteria were used to compare the results of series
generation through the suggested models and 35 datatime series were generated. Based on 4 criteria, the best
model was selected for each time series of 35 data and
these models were used to forecast 5 values of time
series. These 4 criteria were R2, AIC, RMSE and VE %
(Karamouz and Araghinejad, 2005). The value of AIC is
estimated through Equation 3:
(
AIC = n × Ln (σ 2 ) + 2 × ( p + q )
■■
)
(3)
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Fig. 8 demonstrates the standard series of Mg2+. The
Fig.8 shows that the series follow an increasing trend.
Modeling the Mg2+ series was done after trend
elimination which is presented in this Figure as well.
Table 7 shows that the selected model is capable of
modeling the series well.
where, σ is the standard error of residuals; n is the sample
size; p and p show the order of AR and MA respectively.
Also the value of VE % is calculated using (Equation 4):
∑
VE % =
n
t =1
yt − yˆ t
yt
n
(4)
where, yt and ŷt show the observed and estimated values
respectively and n is the sample size.
At the next stage forecasting the water quality
parameters was accomplished. Results are shown in the
following figs. Previously mentioned criteria (AIC, RMSE
and VE %) were used at this stage for demonstrating the
capability of each model to forecast the value of data.
Figure 2 shows the standardized time series of water
quality data for TDS parameter and the forecasted values
of 5 successive years.
Standard series of TDS show that this parameter has
a positive trend, which was removed and modeled as it is
demonstrated in Table 1.
The Results show that the model is capable of
modeling the time series well. However, there is an
increasing trend for the observed values of 5 successive
years which is not the same for forecasted one.
For the second parameters, as it is clear from Fig. 3,
EC time series follows an increasing trend which was
removed at the second stage. Then using the best model,
it was forecasted for 5 years.
Also Table 2 shows the results for modeling and
choosing the best fit.
Figure 4 shows HCO3- time series and forecasted
series for 5 years. The forecasted values for 5 successive
years are shown in this Figure as well.
Similar to the previous parameters HCO3- follows an
increasing slope and, the modeling was accomplished
after trend elimination. Table 3 shows the results of
modeling for this parameter.
Standardized time series of Cl- is presented in Fig. 5.
Also the forecasted values of this parameter are shown in
this Figure.
The results show that the selected model, shown in
Table 4, is capable of modeling the series well.
Figure 6 demonstrates the standard series of SO42-.
Modeling the SO42- series was done on the original series
without trend elimination. The forecasted values for 5
years are shown in this Figure too.
The results of generation and the best fit are shown in
Table 5.
Also the standard series of Ca2+ is presented in Fig. 7
and the forecasted values of this parameter are shown in
this Figure.
The results presented in Table 6 show that the
selected model, shown in Table 6, is capable of
modeling the series well.
Table 1: The results of TDS generation, order (1,3)
MODEL
R
R2
AIC
RMSE
(1,1,2)
0.81
0.66
-93.05
0.04
(1,1,3)
0.86
0.74
-98.83
0.03
(2,1,3)
0.86
0.74
-96.95
0.03
VE %
1.13
1.02
1.00
Table 2: The results of EC generation, order (1,1)
MODEL R
R2
AIC
RMSE
(1,1,1)
0.73
0.54
-76.97
0.05
(1,1,2)
0.81
0.66
-89.01
0.04
(2,1,1)
0.83
0.68
-90.36
0.04
(2,1,2)
0.83
0.69
-89.82
0.04
(1,1,3)
0.85
0.73
-94.32
0.04
(2,1,3)
0.86
0.73
-92.51
0.04
VE %
1.36
1.29
1.25
1.27
1.21
1.18
Table 3: The results of HCO3- generation, order (1,2)
MODEL R
R2
AIC
RMSE
(1,1,2)
0.79
0.62
-43.72
0.11
(2,1,2)
0.77
0.59
-39.39
0.12
(1,1,3)
0.80
0.64
-48.27
0.11
(2,1,3)
0.76
0.58
-39.17
0.12
VE %
2.66
3.74
2.39
4.68
Table 4: The results of Cl- generation,order (1,2)
MODEL
R
R2
AIC
RMSE
(1,1,1)
0.84
0.70
-81.94
0.04
(1,1,2)
0.84
0.70
-77.96
0.04
(2,1,2)
0.84
0.70
-76.12
0.04
(1,1,3)
0.84
0.70
-75.97
0.04
(2,1,1)
0.82
0.67
-74.52
0.05
VE %
0.80
0.80
0.79
0.80
0.90
Table 5: The results of SO42- generation,order (1,1)
MODEL
R
R2
AIC
RMSE
(1,0,1)
0.51
0.26
-27.71
0.11
(1,1,1)
0.46
0.21
-23.09
0.11
(1,1,2)
0.49
0.24
-21.10
0.11
(2,1,1)
0.56
0.31
-20.58
0.11
(2,1,2)
0.60
0.36
-21.25
0.11
(1,1,3)
0.55
0.30
-22.47
0.11
VE %
1.18
1.42
1.42
1.70
1.67
1.64
Table 6: The results of Ca2+ generation,order (1,1)
MODEL R
R2
AIC
RMSE
(1,0,1)
0.77
0.59
-61.39
0.06
(1,0,2)
0.82
0.67
-66.36
0.06
(2,0,1)
…
(2,0,2)
…
(1,1,1)
0.78
0.60
-61.90
0.06
(1,1,2)
0.84
0.70
-69.94
0.05
(2,1,1)
0.87
0.76
-76.41
0.05
(2,1,2)
0.87
0.76
-74.52
0.05
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VE %
1.32
1.33
1.15
1.16
1.23
1.22
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TDS
1.0
0.5
0.0
-0.5
0
15
10
5
20
25
30
35
-1.0
-1.5
Year
1400
1200
TDS Observed
1000
TDS Forecasted
mg/l
800
600
400
200
0
1968
1973
1978
1983
1988
1993
1998
2003
2008
Year
Fig. 2: Standardized time series of TDS and the forecasted values for 5 years
EC
1.0
0.5
0.0
0
5
-0.5
10
25
20
15
30
35
-1.0
-1.5
Year
1400
EC Observed
µ Mhos/cm
1200
EC Forecasted
1000
500
0
1968
1973
1978
1983
1988
1993
1998
2003
Year
Fig. 3: Standardized time series of EC and the forecasted values for 5 years
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2008
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HCO3
3
2
1
0
0
10
5
20
15
25
30
35
-1
-2
Year
6
HCO3 Observed
5
HCO3 Forecasted
3
2
1
0
1968
1973
1978
1983
1988
Year
1998
1993
2008
2003
Fig. 4: Standardized time series of HCO3- and the forecasted values for 5 years
Cl
1.5
Y = 0.0419x-1.05
1.0
0.5
0.0
0
5
10
20
15
25
30
35
-0.5
-1.0
Year
6
Cl observed
5
Cl forecasted
4
Mg/l
Mg/ l
4
3
2
1
0
1968
1973
1978
1983
1988
Year
1993
1998
2003
Fig. 5: Standardized time series of Cl- and the forecasted values for 5 years
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2008
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SO4
2
1
0
0
10
5
15
20
30
25
35
-1
-2
Year
10
SO4 Observed
8
SO4 Forecasted
Mg/ l
6
4
2
0
1968
1978
1973
1983
1993
1988
1998
2003
2008
Year
Fig. 6: Standardized time series of SO42- and the forecasted values for 5 years
Ca
2.0
Y = 0.0471x-1.1339
1.0
0.0
0
10
5
20
15
25
30
35
-1.0
-2.0
Year
12
Ca Observed
10
Ca Forecasted
Mg/ l
8
6
4
2
0
1968
1973
1978
1983
1988
1993
1998
2003
Year
Fig. 7: Standardized time series of Ca2+ and the forecasted values for 5 years
■■
2008
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Mg
3
y = 0.0601x-1.1129
2
1
0
0
10
20
30
-1
-2
Year
6.0
Mg observed
5.0
Mg forecasted
Mg/ l
4.0
3.0
2.0
1.0
0.0
1968
1973
1978
1983
1993
1988
Year
1998
2003
2008
Fig. 8: Standardized time series of Mg2+ and the forecasted values for 5 years
Na
2
1
0
-1
30
20
10
0
y = -0.0659x+1.1394
-2
Year
3.0
Na observed
2.5
Na forecasted
Mg/ l
2.0
1.5
1.0
0.5
0.0
1968
1973
1978
1983
1988
1993
1998
2003
Year
Fig. 9: Standardized time series of Na+ and the forecasted values for 5 years
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2008
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SAR
2
1
0
0
5
10
20
15
30
25
35
-1
-2
-3
Year
1.6
1.4
Observed SAR
Forecasted SAR
Mg/ l
1.2
1.0
0.8
0.6
0.4
0.2
0.0
1968
1973
1978
1983
1988
1993
1998
2008
2003
Year
Fig. 10: Standardized time series of SAR and the forecasted values for 5 years
SO4
CI
Ca
Mg
Na
SAR
TDS
EC
HCO3
12
1800
1600
10
1400
Mg/ l
1200
1000
6
800
4
µ Mohs/cm
8
600
400
2
200
0
1968
1971
1974
1977
1981
1984
1987
1990
1993
1996
1999
2002
2005
0
2008
Fig. 11: Time series of forecasted values for the last 5 years of water quality parameters
Figure 9 shows standard series of Na+. The Figure
shows that series follow a decreasing trend. Modeling
was done for Na+ series after trend elimination which is
presented in this Figure as well.
The results show that the selected model, shown in
Table 8, is capable of modeling the series well.
Finally, Fig. 10 demonstrates standard series of SAR.
Modeling the SAR series was done after trend
elimination which is presented in this Figure as well.
Table 9 shows that the selected model is capable of
modeling the series well.
The Results of Forecasting
Table 10 shows the results of forecasting for 9
parameters. Also time series of HCO3-, Cl-, SO42+, Ca+,
Mg2+, Na+, SAR, TDS and EC are shown in Fig. 11. The
last 5 years of time series demonstrate the forecasted
values for parameters.
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Table 7: The results of Mg2+ generation, order (1,1)
MODEL
R
R2
AIC
RMSE
(1,0,1)
0.72
0.51
-19.21
0.11
(1,1,1)
0.69
0.48
-19.63
0.11
(1,0,2)
0.73
0.53
-22.28
0.10
(2,0,1)
0.67
0.45
-16.90
0.12
(2,0,2)
0.80
0.64
-29.81
0.09
(1,1,2)
0.79
0.62
-27.97
0.10
(2,1,1)
0.80
0.65
-29.72
0.09
(2,1,2)
0.80
0.65
-27.76
0.10
Table 8: The results of Na+ generation, order (1, 2)
MODEL
R
R2
AIC
RMSE
(1,0,1)
0.87
0.75
-47.43
0.08
(1,1,1)
0.87
0.75
-46.73
0.08
(1,0,2)
0.87
0.75
-45.56
0.08
(2,0,1)
…
(2,0,2)
0.89
0.80
-50.54
0.07
(1,1,2)
0.89
0.78
-49.33
0.07
(2,1,1)
0.87
0.76
-45.04
0.08
(2,1,2)
0.89
0.78
-47.42
0.07
Table 9: The results of SAR generation, order (1,2)
MODEL R
R2
AIC
RMSE
(1,0,1)
…
(1,1,1)
0.91
0.83
-56.16
0.07
(1,0,2)
0.90
0.82
-52.50
0.07
(2,0,1)
…
(2,0,2)
…
(1,1,2)
0.91
0.83
-54.13
0.07
Based on the field studies (JCE, 2005), the high
growth and relative density of population, increasing the
consumption of artificial stocks, leaving urban
wastewaters and majority of rural sewage in traditional
method through rivers, inconvenient methods of burying
litters, dispersion of rubbishes and litters in surface
waters and streams which finally inflow through rivers
are considered as the major reasons of water quality
deterioration. Agricultural wastewaters and livestock are
other reasons which make surface waters polluted. Also
the danger of water quality aggravation is increasing as a
result of high population growth in the region and
efficient actions are necessary in the region to prevent
more environmental destruction.
VE %
1.02
1.03
1.05
1.12
0.84
0.84
0.94
0.95
VE %
1.06
0.93
1.07
Acknowledgement
0.95
0.91
0.94
0.91
We
thanks
Water
Resources
Engineering
Department, Faculty of Agriculture, Bu-Ali Sina
University, Hamedan, 6517833131, Iran.
Author’s Contributions
VE %
Maryam Ghashghaie, KavehOstad-Ali-Askari, Vijay
P. Singh and Saeid Eslamian designed the study,
collected data, wrote the manuscript and revised it.
0.83
1.03
Ethics
0.81
This study approved by Water Resources
Engineering Department, Faculty of Agriculture, Bu-Ali
Sina University, Hamedan, 6517833131, Iran.
Table 10: Results of forecasting the 5 years of parameters
Parameter
RMSE
VE %
R2
TDS
40.91
0.07
0.79
EC
60.33
0.08
0.65
HCO30.09
0.04
0.86
Cl0.12
0.07
0.95
SO420.62
0.44
0.73
Ca2+
0.68
0.20
0.70
Mg2+
0.56
0.26
0.88
Na+
0.19
0.18
1.00
SAR
0.09
0.16
0.91
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