Exploratory spectral analysis of hydrological times series     

A. Ian McLeod  K. W. Hipel 《Stochastic Environmental Research and Risk Assessment (SERRA)》1995,9(3):171-205

Current methods of estimation of the univariate spectral density are reviewed and some improvements are made. It is suggested that spectral analysis may perhaps be best thought of as another exploratory data analysis (EDA) tool which complements, rather than competes with, the popular ARMA model building approach. A new diagnostic check for ARMA model adequacy based on the nonparametric spectral density is introduced. Additionally, two new algorithms for fast computation of the autoregressive spectral density function are presented. For improving interpretation of results, a new style of plotting the spectral density function is suggested. Exploratory spectral analyses of a number of hydrological time series are performed and some interesting periodicities are suggested for further investigation. The application of spectral analysis to determine the possible existence of long memory in natural time series is discussed with respect to long riverflow, treering and mud varve series. Moreover, a comparison of the estimated spectral densities suggests the ARMA models fitted previously to these datasets adequately describe the low frequency component. Finally, the software and data used in this paper are available by anonymous ftp from fisher.stats.uwo.ca.  相似文献   

A data-based regional scale autoregressive rainfall-runoff model: a study from the Odra River     

Tomasz Niedzielski 《Stochastic Environmental Research and Risk Assessment (SERRA)》2007,21(6):649-664

This paper aims to compare the performances of multivariate autoregressive (MAR) techniques and univariate autoregressive (AR) methods applied to regional scale rainfall-runoff modelling. We focus on the case study from the upper and middle reaches of the Odra River with its main tributaries in SW Poland. The rivers drain both the mountains (the Sudetes) and the lowland (Nizina Śląska). The region is exposed to extreme hydrologic and meteorological events, especially rain-induced and snow-melt floods. For the analysis, four hydrologic and meteorological variables are chosen, i.e., discharge (17 locations), precipitation (7 locations), thickness of snow cover (7 locations) and groundwater level (1 location). The time period is November 1971–December 1981 and the temporal resolution of the time series is of 1 day. Both MAR and AR models of the same orders are fitted to various subsets of the data and subsequently forecasts of discharge are derived. In order to evaluate the predictions the stepwise procedure is applied to make the validation independent of the specific sample path of the stochastic process. It is shown that the model forecasts peak discharges even 2–4 days in advance in the case of both rain-induced and snow-melt peak flows. Furthermore, the accuracy of discharge predictions increases if one analyses the combined data on discharge, precipitation, snow cover, and groundwater level instead of the pure discharge multivariate time series. MAR-based discharge forecasts based on multivariate data on discharges are more accurate than AR-based univariate predictions for a year with a flood, however, this relation is reverse in the case of the free-of-flooding year. In contrast, independently of the occurrence of floods within a year, MAR-based discharge forecasts based on discharges, precipitation, snow cover, and groundwater level are more precise than AR-based predictions.  相似文献   

地球质心运动的频谱分析方法   总被引：1，自引：0，他引：1  

陈刚  易维勇等 《测绘学院学报》2002,19(1):1-4

针对地球质心运动主要是由多种周期运动叠加的特点，依次讨论了谱分析方法中的AR模型谱分析和小波谱分析方法，分别指出：将参数谱分析方法中的AR模型谱分析和非参数谱分析中的小波谱分析相结合产生的小波－AR谱分析以及小波包－AR谱分析方法，在地球质心运动的谱分析中有较好的频率分辨率以及噪声抑制能力。  相似文献   

使用AR模型对新疆6级以上地震活动的周期分析     

王季达  王公达 《内陆地震》1992,6(3):232-239

探讨了时间序列分析方法在地震活动性研究中使用的可行性。应用1882年以来新疆及邻近区域内6级以上的强震资料,使用AR模型,分析了本地区强震活动的规律及特征。其结果可用于新疆未来强震活动的趋势分析及预测。  相似文献   

AR模型谱在超导重力数据信号检测中的分析研究     

叶志伟  尹晖  张守建 《武汉大学学报(信息科学版)》2007,32(6):536-539

在介绍AR（auto-regression）模型谱分析原理的基础上,分别采用AR模型谱和周期图法对法国Strasbourg、澳大利亚Mt Stromlo和日本Matsushiro三个站的超导重力数据进行信号检测,以半日波的理论值为依据,运用两种方法进行半日波信号检测、分析与比较。结果表明,在超导重力数据信号检测分析中,AR模型谱比周期图法更准确、稳定,且受数据量的影响较小。  相似文献   

Crytic period analysis model of hydrological process and its application     

Hongrui Wang  Xin Lin  Longxia Qian 《水文研究》2009,23(13):1834-1843

It is difficult to analyse the crytic period of the hydrological process, because hydrological time series is probably characterized by heteroscedasticity. To find out the crytic period, a model is constructed as follows: (1) after using zero‐mean transformation for the data, to do Augmented Dickey–Fuller stationary test for the sequence, to build the corresponding AR(p) model and then to do ARCH effects test and white noise test for residual series; (2) for those time series that cannot pass through ARCH test, using logarithm transformation to reduce the heteroscedasticity, and then to redo step (1) until they pass through ARCH test and stationary test; (3) using periodogram analysis to determine all the possible the prime periods and further to put forward three kinds of tests to determine significance level of those prime periods. As examples, the hydrological processes of streamflow from 1784 to 1997 for the gauging stations of Alaer and Xinquman along Tarim River are analysed. After reducing their heteroscedasticity, AR(4) and AR(2) models are developed, respectively. Our results show that the streamflows from the two gauging stations have the same cryptic period of 42·7 years. Furthermore, the reliability for the crytic period model is testified by variance analysis, which shows that the crytic period model is useful and reliable. Copyright © 2009 John Wiley & Sons, Ltd.  相似文献   

基于稀疏AR模型的潮流信号建模与预报   总被引：1，自引：0，他引：1  

卢小鹏  叶庆卫  吕翠兰 《海洋学研究》2015,33(2):14-18

潮流信号处理与预报在很多方面具有非常重要的意义和价值。本文引入信号稀疏表示理论,构建一种稀疏AR模型,寻找各潮流数据间的历史关联性,并进行预报分析。首先由实测潮流信号进行常规AR建模,获得一组过完备稀疏基;其次随机从该过完备稀疏基抽取部分建立欠定方程组,利用稀疏优化算法获得最稀疏的AR系数;多次重复上一步,获得稀疏AR系数的平均以增强稀疏AR模型的稳定性;最后利用这些稀疏AR系数来重构或预测潮流信号。文章针对实测潮流信号,特别是存在多峰值有回流现象的潮流信号,进行了稀疏AR建模与预测的多次实验。实验结果与传统的潮流信号调和预报方法相对比,发现基于稀疏AR模型的潮流预报对于潮流存在多变的现象时,具有明显优越性,从回报结果来看,稀疏AR模型的潮流预报均方差明显小于传统潮流调和分析预报方法。  相似文献   

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吕慧珠  黄文德  闻德保 《大地测量与地球动力学》2015,35(2):283-286

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Estimating Sea-Level Allowances for Atlantic Canada using the Fifth Assessment Report of the IPCC     

Li Zhai  Blair J.W. Greenan  John Hunter  Thomas S. James  Guoqi Han  Phillip MacAulay 《大气与海洋》2015,53(5):476-490

Abstract

Sea-level allowances at 22 tide-gauge sites along the east coast of Canada are determined based on projections of regional sea-level rise for the Representative Concentration Pathway 8.5 (RCP8.5) from the Fifth Assessment Report of the Intergovernmental Panel on Climate Change (IPCC AR5) and on the statistics of historical tides and storm surges (storm tides). The allowances, which may be used for coastal infrastructure planning, increase with time during the twenty-first century through a combination of mean sea-level rise and the increased uncertainty of future projections with time. The allowances show significant spatial variation, mainly a consequence of strong regionally varying relative sea-level change as a result of glacial isostatic adjustment (GIA). A methodology is described for replacement of the GIA component of the AR5 projection with global positioning system (GPS) measurements of vertical crustal motion; this significantly decreases allowances in regions where the uncertainty of the GIA models is large. For RCP8.5 with GPS data incorporated and for the 1995–2100 period, the sea-level allowances range from about 0.5?m along the north shore of the Gulf of St. Lawrence to more than 1?m along the coast of Nova Scotia and southern Newfoundland.  相似文献   

卡尔曼滤波器在卫星遥感影像大地校正中的应用     

梁泽环 《遥感学报》1990,(4)

在卫星遥感图像的预处理中,通过系统校正可以基本上消除影像内部的变形误差。然而,整幅影像的大地定位误差仍然是很大的,甚至几百米至1公里的数量级。本文介绍利用少量的地面控制点,采用递归算法而不是批处理算法,大大地提高大地定位精度。在单幅影像处理中,可以重新对卫星的轨道参数与姿态参数进行估值,从而提高影像的大地定位精度。在一条轨道上连续的多幅影像中,可以预报下一幅影像的大地位置,从而对那些不具有地面控制点的影像的大地校正中,实现外推计算。文中介绍并推导了卡尔曼滤波器方程中的转移矩阵和测量矩阵的系数,并推荐用数值回归的办法求得其数值解。文中最后介绍模拟试验及算法计算结果,并讨论其优缺点。  相似文献