Exploratory spectral analysis of hydrological times series

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.     

Multi-year drought frequency analysis at multiple sites by operational hydrology - A comparison of methods

This paper compares two generators of yearly water availabilities from sources located at multiple sites with regard to their ability to reproduce the characteristics of historical critical periods and to provide reliable results in terms of the return period of critical sequences of different length. The two models are a novel multi-site Markov mixture model explicitly accounting for drought occurrences and a multivariate ARMA. In the case of the multisite Markov mixture model parameter estimation is limited to a search in the parameter space guided by the value of parameter λ to show the sensitivity of the model to this parameter. Application to two of the longest time series of streamflows available in Sicily (Italy) shows that the models can provide quite different results in terms of estimated return periods of historic droughts, although they seem to perform more uniformly when it comes to simulate drought-related statistics such as drought length, severity and intensity. The role of parameter selection for the multisite Markov mixture model and of the marginal probability of generated flows in providing results consistent with the characteristics of the observed series is discussed. Both models are applied to the system of sources supplying the city of Palermo (Sicily) and its environs showing the applicability of the newly developed multisite Markov mixture model to medium-to-large scale water resources systems.     

基于球谐函数模型的电离层预报

据球谐函数模型系数的特点,采用ARMA(p,q)模型对球谐函数模型系数进行预报,由球谐函数模型计算电离层VTEC。提出了针对某一时刻球谐系数进行预报的方法,相比传统按照时刻顺序的预报,预报时间大大延长,预报精度也有所提高。试验结果表明,相比中高纬度地区,低纬度地区预报精度偏低,同时,一天中不同时刻预报结果有所差别,前半天的预报效果明显好于后半天。     

基于ARMA模型的基坑沉降监测预测研究

应用ARMA模型对地铁车站基坑监测数据进行预测分析。在参考利用已有的ARMA模型算法进行预报分析的基础上,联合最小二乘原理对模型算法进行改进,结合基坑工程算例,验证了新模型算法的可行性、有效性及稳定性。说明改进之后的新模型算法较老模型算法提高了预测精度且提升了运算效率。     

伪近邻方法在ARMA系统阶数判别中的应用

从相空间重构的角度,提出利用伪近邻方法判别ＡＲＭＡ 系统的总阶数。该方法可在数据量较小和阈值固定的情况下判别ＡＲＭＡ 系统总阶数。数值计算表明,使用该方法判别线性ＡＲＭＡ系统总阶数,取得了比较满意的结果。     

一种卫星重力梯度数据的ARMA最优滤波模型构建方法

由于卫星重力梯度观测的有色噪声特性和海量观测特征,在利用直接法进行重力场模型的最小二乘求解时,观测值的协方差阵为超大型的非对角阵,这给数值求解带来了极大困难.本文提出了一种基于先验误差功率谱密度的最优ARMA滤波模型构建方法,结合法方程的分块求解策略,可实现对卫星重力梯度观测值的高效滤波处理.数值仿真结果表明,利用最优ARMA滤波器进行时域滤波后,法方程的态性得到了明显改善,重力梯度观测值中的有色噪声得到了有效的"白化"处理,大地水准面精度得到了显著提升.     

基于LSSVM-ARMA模型的基坑变形时间序列预测

如何准确预测和控制基坑变形是基坑工程的一个难点,提出了一种基于小波变换、粒子群优化的最小二乘支持向量机（PSO-LSSVM）和自回归移动平均模型（ARMA）的基坑变形时间序列预测方法。首先,利用小波变换将基坑变形时间序列分解和重构为2个子序列--趋势时间序列和随机时间序列,在该基础上,采用PSO-LSSVM模型与ARMA模型分别预测趋势时间序列与随机时间序列未来值,将2个子序列的预测值求和作为最终预测结果。最后,将该方法应用于昆明某基坑工程的深层水平位移预测,不断地利用前期工况的最新实测数据建模,对后期工况未来变形量进行滚动预测,获得了令人满意的结果。     

海洋地磁参量实时测量野值的在线辨识与改正

地磁参量实时测量野值的在线辨识与改正是影响地磁导航算法定位概率和精度的重要因素.地磁导航定位的研究目前主要集中于匹配定位算法,地磁参量实时测量数据处理的研究较少.本文将多层递阶非平稳时间序列预测模型引入海洋地磁参量实时测量野值在线辨识与改正,利用多层递阶模型对实时测量值进行一步预测,根据迪克松准则进行野值辨识,利用中值滤波和一步预测值对野值进行改正.仿真数据和实测数据的实验室仿真结果表明,本文提出的野值在线辨识与改正算法不仅可以检测全部孤立型野值而且对多数斑点型野值也有较好的辨识效果,对产生野值处信号的复原误差小于5%.     

Adaptive neural-based fuzzy inference system (ANFIS) approach for modelling hydrological time series

Abstract

The main aim of this study is to develop a flow prediction method, based on the adaptive neural-based fuzzy inference system (ANFIS) coupled with stochastic hydrological models. An ANFIS methodology is applied to river flow prediction in Dim Stream in the southern part of Turkey. Application is given for hydrological time series modelling. Synthetic series, generated through autoregressinve moving-average (ARMA) models, are then used for training data sets of the ANFIS. It is seen that the extension of input and output data sets in the training stage improves the accuracy of forecasting by using ANFIS.     

基于EWT-ARMA的短期电离层TEC预测模型

针对电离层总电子含量（TEC）数据非线性、非平稳的特点,在自回归移动平均（ARMA）模型的基础上,结合经验小波变换（EWT）,提出一种组合的短期电离层预测方法。采用IGS提供的电离层TEC格网数据进行实验,通过对比分析可知,相较于单一ARMA模型,本文组合模型在太阳活动低年和太阳活动高年5 d内的平均相对精度分别提高4.8%和2.8%,前1 d内组合模型的平均相对精度分别提高7%和6.1%。