Copula预测方法及其在年径流预测中的应用  

Copula function method and its application to prediction of runoff

作　　者：陈晶 王文圣[2] 

机构地区：[1]云南省水利水电勘测设计研究院,昆明650021 [2]四川大学水利水电学院,成都610065

出　　处：《水力发电学报》2015年第4期16-21,共6页Journal of Hydroelectric Engineering

基　　金：教育部新世纪优秀人才支持计划;科技基础性工作专项项目(2009IM020100)

摘　　要：运用Copula函数将自变量和因变量的相关程度和相关模式有机结合,构建两变量联合分布函数,从而研究两变量与联合分布之间的相依结构;在此基础上,根据样本值未知的因变量边缘分布与联合分布的关系,结合样本值已知的自变量概率分布,对因变量未知值进行预测。年径流预测研究表明,基于Copula函数的预测方法原理明晰、计算简便、性能稳定、预测精度较高。Copula function is used to combine the correlation degree and relevance pattern of independent variable and dependent variable. A joint distribution function can be constructed, and its interrelated structure with the two variables is analysed. Then, expressions for the relation of the marginal distribution of dependent variable versus the joint distribution are formulated, and the unknown value of dependent variable is predicted through a combination with the known sample value of probability distribution of independent variable. Case study of annual runoff prediction shows that this Copula prediction method has a clear theoretical basis and it is stable and accurate. This method not just provides new ideas for hydrological prediction, but offers new insights into Copula function.

关 键 词：水文学 年径流 预测 COPULA函数 联合分布 

分 类 号：P338.9[天文地球—水文科学]