基于条件异方差分析的水文时序模型及其应用  

Hydrological time series model based on conditional heteroskedasticity analysis and its application

作　　者：王红瑞[1] 高雄[1] 常晋源[2] 左恒[2] 

机构地区：[1]北京师范大学水科学研究院-水沙科学教育部重点实验室,北京100875 [2]北京师范大学数学科学学院,北京100875

出　　处：《系统工程理论与实践》2009年第11期19-30,共12页Systems Engineering-Theory & Practice

基　　金：国家科技支撑计划(2006BAB04A08)

摘　　要：针对条件异方差现象在水文过程的时序研究中常被忽略的情况,建立了水文过程时间序列分析和预测模型.首先,利用Census X12分解水文时序,由其得到的周期项与趋势项分别建立相应的条件异方差模型;其次,对于分解序列后得到的残差项,建立基于BX数据生成的灰色Markov预测模型;再次,将三个模型进行耦合,编制了算法流程,由此提出了一种基于条件异方差的水文时序分析与预测模型;最后以河南省淮河流域的鲇鱼山水文站1975-1999年逐月的径流量为例进行了应用验证.研究结果表明:提出的模型从预测效果来看,总的平均偏差只有17.42%,其精度要明显高于常规的水文时序分析中ARCH和ARMA(1,1)等传统方法.The conditional heteroskedasticity phenomenon is often neglected on the research of hydrological time series.Based on this problem,this paper establishes the hydrological time series model for analyzing and forecasting.First of all,the trend term and cycle term are obtained from the original time series by Census X12,which is given a conditional heteroskedasticity model.For the residual term,the Markov forecast model based on the BX data conversion is selected.The three models,were coupled,and the algorithm procedure was programmed.According to this hydrological time series model based on the conditional heteroskedastieity is put forward,which is used for analyzing and forecast.The model is applied to the monthly series data during from 1975 to 1999,of by a Henan Province＇s Zhanyushan hydrological station in Huaihe River Basin.The result shows that the average deviation of the model in this paper is 17.45%, which is significantly higher than the conventional models used in the hydrological time series analysis,such as the ARMA model,the ARCH model,etc.

关 键 词：时间序列分解 条件异方差模型 灰色BX数据生成法 灰色Markov预测模型 鲇鱼山水文站 

分 类 号：O211.61[理学—概率论与数理统计] S715[理学—数学]