| 王红瑞,林欣,钱龙霞,张淑梅.基于异方差检验的水文过程隐含周期分析模型及其应用——Ⅰ：模型[J].水利学报,2008,39(11): |
| 基于异方差检验的水文过程隐含周期分析模型及其应用——Ⅰ：模型 |
| Crytic period analysis model of hydrological process based on herteroskedasticity test and its application ⅠModel |
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| DOI： |
| 中文关键词: 水文时序 自回归模型 异方差 隐含周期 平稳性 |
| 英文关键词: hydrological time series auto regression model herteroskedasticity cryptic period stationary |
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| 中文摘要: |
| 本文在讨论水文时序平稳性和异方差性的基础上，提出了检测水文时序隐含周期的模型，即对水文时序设计对数变换序列，提高序列的平稳性；建立相应的自回归模型降低残差的异方差性；通过对所得平稳序列进行周期图分析确定可能的主周期分量。针对水文时序的特性提出包括具有确定频率的正弦项存在性检验、具有确定整数周期的非正弦周期项存在性检验和非确定频率的隐含周期性检验（Fisher检验）三种检验方式，可择其中一种确定主周期的显著水平。采用该模型可以解决利用自相关函数判断序列周期性所不能解决的问题，可进一步挖掘数据隐含的、深层次信息。最后，本文还编制了水文时序隐含周期的计算流程。在理论上，该模型不仅解决了隐含周期的检测问题，对于有确定周期的序列亦适用。 |
| 英文摘要: |
| A model for finding the cryptic period of hydrological time series is proposed. The functions of the model include to apply logarithm transformation for making the sequence more stationary, to construct a corresponding auto regression model for reducing the herteroskedasticity of residual, to determine the component ofthe prime period by periodogram analysis. According to the characteristics of hydrological time series, three kinds of tests for determining the significance level of the prime period are suggested including the sine term existence test with deterministic frequency, non sine period term existence test with deterministic integral period and cryptic periodicity test with nondeterministic frequency. The model can be used to deal with the problems that are beyond the autocorrelation function and to mine the cryptic and deep information. Moreover, the flow chart of calculating the cryptic period is established. The proposed model not only can be used to test the cryptic period but also applicable to the sequences which have deterministic periods. |
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