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水力发电学报 ›› 2020, Vol. 39 ›› Issue (12): 47-61.doi: 10.11660/slfdxb.20201205

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基于统计实验的水文序列一致性测度比较分析

  

  • 出版日期:2020-12-25 发布日期:2020-12-25

Comparison of consistency measures of hydrological series based on statistical experiments

  • Online:2020-12-25 Published:2020-12-25

摘要: 目前检验水文时间序列是否为一致性的方法较多,但缺乏对其精度的系统比较。本文基于概率论提出两类错误率的标准,通过蒙特卡洛法设计统计实验,对Hurst测度、Bartels测度、Runs测度、Ljung-Box Q(LBQ)测度和Spearman测度进行对比分析。结果表明:五种测度的精度受模拟序列的变异类型和变异程度的影响较大,但与纯随机成分的均值、变差系数和偏态系数无明显关系,Bartels测度、Runs测度和LBQ测度的精度最优,Spearman测度次之,Hurst测度最差。实例显示五种测度对变异序列误判的概率很大,而对扣除变异成分后的剩余序列的检验非常准确。因此,建议先进行变异检验,去除变异成分后再进行一致性检验,可得到可靠的结果。

关键词: 水文变异, 一致性测度, 蒙特卡洛, 相关系数, 统计实验

Abstract: Many methods are available to identify different components of a hydrologic time series, but differences in their performances are not understood clearly. Based on the probability theory, this paper describes two types of error evaluation standards for comparison of the consistency test accuracies assessed by five measures–Hurst measure, Bartels measure, Runs measure, Ljung-Box Q (LBQ) measure, and Spearman measure. Analysis results of the synthetic series, generated by the Monte-Carlo method, show the performances of all these measures are mainly affected by different variation types and different variation degrees, depending little on the mean, variation coefficient, or skewness coefficient of the stochastic components. Comparatively, Bartels measure, Runs measure and LBQ measure perform best, followed by Spearman measure, while Hurst measure performs worst. Application to five observed hydrologic time series indicate all the five measures have certain errors due to significant variability in the series but can achieve accurate assessments of the consistent parts of the series. Thus, we suggest that for higher accuracy, the two components of a time series, variation part and consistent part, be identified separately, with the variation part to be identified first and then the rest to be calculated for consistency test.

Key words: hydrological variation, consistency measure, Monte Carlo, correlation coefficient, statistical experiment

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