CN106202002A - A kind of for detecting the method whether series of hydrological parameter makes a variation - Google Patents
A kind of for detecting the method whether series of hydrological parameter makes a variation Download PDFInfo
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- CN106202002A CN106202002A CN201610488582.1A CN201610488582A CN106202002A CN 106202002 A CN106202002 A CN 106202002A CN 201610488582 A CN201610488582 A CN 201610488582A CN 106202002 A CN106202002 A CN 106202002A
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Abstract
The invention discloses a kind of for detecting the method whether series of hydrological parameter makes a variation, detecting series of hydrological parameter variation degree by the diversity of different times estimates of parameters distribution function being carried out the overlapping degree of significance test and tolerance different times estimates of parameters probability-distribution function.What the present invention provided is used for detecting the method whether series of hydrological parameter makes a variation, overcome the current jumping characteristic method of inspection and can only identify change point position, and in None-identified series of hydrological, which kind of parameter morphs, and this is not enough, can be used for detecting the problems the such as whether parameter such as the average of series of hydrological, coefficient of dispersion and the coefficient of skew morphs and parameter variation is the most notable, there is stronger engineering significance.
Description
Technical field
The present invention relates to a kind of for detecting the method whether series of hydrological parameter makes a variation, be specifically related to a kind of by not
The diversity of same time estimates of parameters distribution function carries out significance test and tolerance different times estimates of parameters probability
The overlapping degree of distribution function detects the method for series of hydrological parameter variation degree.
Background technology
Hydrologic(al) frequency analysis is the standard method inquiring into the design flood meeting engineering design requirements.Application hydrological frequency is divided
The precondition of analysis method is hydrology extreme value series coherence request to be met.But, due to climate change and mankind's activity
Impact so that more and more prominent for the nonuniformity problem of the hydrology extreme value series of hydrologic(al) frequency analysis.To this end, carrying out water
Before literary composition frequency analysis, it is necessary first to the variability of hydrology extreme value series is tested, consistent to judge whether series meets
Property requirement.
At present numerous to the jumping characteristic method of inspection of hydrology extreme value series, as sequence cluster analysis, slip rank test method and
Pettitt method etc..It would be appreciated that these methods are only capable of providing the position of change point, and in None-identified series of hydrological
Which kind of parameter morphs, and i.e. cannot detect whether the parameters such as the average of series of hydrological, coefficient of dispersion and the coefficient of skew become
The problems such as different and parameter variation is the most notable.
Summary of the invention
For solving the deficiencies in the prior art, it is an object of the invention to provide a kind of for whether detecting series of hydrological parameter
The method of variation, by carrying out significance test and tolerance to the diversity of different times estimates of parameters probability density function
The overlapping degree of different times estimates of parameters probability density function detects parameters in series degree of variation, overcomes at present conventional
Jumping characteristic variability diagnostic method, can only identify change point position, and cannot judge whether the statistical parameter of series changes
Deficiency.
In order to realize above-mentioned target, the present invention adopts the following technical scheme that:
A kind of it is characterized in that for detecting the method whether series of hydrological parameter makes a variation, comprise the steps:
(1) according to the jumping characteristic method of inspection of hydrology extreme value series, the change point position τ of series is identified;
(2) at change point position τ, whole series of hydrological is divided into former and later two subfamilies X1And X2;
(3) respectively from X1And X2Series is repeatedly put back to each 5000 groups of the sample drawn in ground;
(4) for parameter θ to be detected, according to X15000 groups of samples that series is corresponding, are calculated 5000 of parameter θ
Estimated value;
(5) for parameter θ to be detected, according to X25000 groups of samples that series is corresponding, are calculated 5000 of parameter θ
Estimated value;
(6) under level of significance α, series of X is checked15000 corresponding estimates of parameters and X2The 5000 of series correspondence
Individual estimates of parameters, if obey identical distribution;
If obedience same distribution, then show that parameter θ does not morph before and after change point;
If the same distribution of disobeying, then showing under level of significance α, there is significant variation in parameter θ before and after change point;
(7) 5000 estimated values of parameter θ in step (4) and (5) being carried out probability density function matching respectively, it is right to obtain
The probability density function f answered1(θ) and f2(θ);
(8) calculating probability density function f1(θ) and f2(θ) lap area A (0≤A≤1), then two probability density letters
The diversity of number is As parameter variation degree metric.
Further, described step (4) and (5) use Bootstrap resampling technique to obtain 5000 groups of samples, and then obtain
Obtain 5000 estimated values of parameter θ,
Further, in described step (6), level of significance α is 0.05, uses the inspection of Kolmogorov-Smirnov method
Test X1And X2Whether 5000 estimates of parameters of series correspondence are from same distribution function.
Further, in described step (7), use norm of nonparametric kernel density method that the probability density function of estimates of parameters is entered
Row matching.
The beneficial effect that the present invention is reached: what the present invention provided is used for detecting the method whether series of hydrological parameter makes a variation
Overcome the current jumping characteristic method of inspection and can only identify change point position, and in None-identified series of hydrological, which kind of parameter becomes
This deficiency different, can be used for detecting whether the parameters such as the average of series of hydrological, coefficient of dispersion and the coefficient of skew morph and join
The problems such as number variation is the most notable, have stronger engineering significance.
Detailed description of the invention
The invention will be further described below.Following example are only used for clearly illustrating the technical side of the present invention
Case, and can not limit the scope of the invention with this.
Below in conjunction with example, the present invention is further described.
The existing a certain hydrological observation website flood peak extreme value series sample of 50 years, series presents jumping characteristic variation characteristic;Depend on
According to the inventive method, whether this series of hydrological parameter makes a variation determines that process is:
(1) use sequence cluster analysis, slip rank test method, Pettitt method of inspection to hydrology extreme value series x1,x2,…,
x50Change point position carry out comprehensive diagnos, final judge that this series occurs jumping characteristic to make a variation at the 28th sample point;
(2) by whole series of hydrological xi, i=1,2 ..., 50 are divided into former and later two subfamilies at the 28th sample, point
It is not designated as X1={ x1,x2,…,x28And X2={ x29,x30,…,x50};
(3) Bootstrap resampling technique is used, from X1Wait capacity sample drawn 5000 while series is repeatedly put back to
Group, the capacity often organizing series of samples is 28;
(4) Bootstrap resampling technique is used, from X2Wait capacity sample drawn 5000 while series is repeatedly put back to
Group, the capacity often organizing series of samples is 22;
(5) for average Ex to be detected, variance Sd and tri-parameters of coefficient of skew Cs, according to X1The 5000 of series correspondence
Group sample, is respectively adopted linear Moment method estimators and obtains 5000 estimated values of Ex, Sd and Cs, be designated as Ex1 (i), Sd1 (i) and Cs1
(i), i=1,2 ..., 5000;
(6) for average Ex to be detected, variance Sd and tri-parameters of coefficient of skew Cs, according to X2The 5000 of series correspondence
Group sample, is respectively adopted linear Moment method estimators and obtains 5000 estimated values of Ex, Sd and Cs, be designated as Ex2 (i), Sd2 (i) and Cs2
(i), i=1,2 ..., 5000;
(7) significance level 0.05 time, Kolmogorov-Smirnov method, inspection parameter Ex or Sd or Cs pair are used
5000 estimated values Ex1 (i) answered and Ex2 (i) or Sd1 (i) and Sd2 (i) or Cs1 (i) and Cs2 (i), i=1,2 ...,
5000, if obey identical distribution.
If obedience same distribution, then show that parameter Ex or Sd or Cs do not morph before and after change point;
If the same distribution of disobeying, then show that parameter Ex or Sd or Cs are before and after change point significance level 0.05 time
There is significant variation.
(8) norm of nonparametric kernel density method is used, respectively to parameter Ex or the 5000 of Sd or Cs obtained in step (5) and (6)
Individual estimated value carries out probability density function matching, obtains the probability density function f of correspondence1And f (Ex)2Or f (Ex)1And f (Sd)2
Or f (Sd)1And f (Cs)2(Cs);
(9) for given parameter Ex, Sd and Cs, the probability density function f of its correspondence is calculated1() and f2() is overlapping
Area A (0≤A≤1), then the diversity of two probability density functions is Can be as parameter variation degree
Metric.
IfBefore and after change point is described, the degree of variation of average Ex is more than variance Sd with inclined
The degree of variation of state coefficient Cs, and the degree of variation of variance Sd is more than the degree of variation of coefficient of skew Cs;Other is similar to.
The above is only the preferred embodiment of the present invention, it is noted that for the ordinary skill people of the art
For Yuan, on the premise of without departing from the technology of the present invention principle, it is also possible to make some improvement and deformation, these improve and deformation
Also should be regarded as protection scope of the present invention.
Claims (4)
1., for detecting the method whether series of hydrological parameter makes a variation, it is characterized in that, comprise the steps:
(1) according to the jumping characteristic method of inspection of hydrology extreme value series, the change point position τ of series is identified;
(2) at change point position τ, whole series of hydrological is divided into former and later two subfamilies X1And X2;
(3) respectively from X1And X2Series is repeatedly put back to each 5000 groups of the sample drawn in ground;
(4) for parameter θ to be detected, according to X15000 groups of samples that series is corresponding, are calculated 5000 estimations of parameter θ
Value;
(5) for parameter θ to be detected, according to X25000 groups of samples that series is corresponding, are calculated 5000 estimations of parameter θ
Value;
(6) under level of significance α, series of X is checked15000 corresponding estimates of parameters and X25000 ginsengs that series is corresponding
Number estimated value, if obey identical distribution;
If obedience same distribution, then show that parameter θ does not morph before and after change point;
If the same distribution of disobeying, then showing under level of significance α, there is significant variation in parameter θ before and after change point;
(7) 5000 estimated values of parameter θ in step (4) and (5) are carried out probability density function matching respectively, obtain correspondence
Probability density function f1(θ) and f2(θ);
(8) calculating probability density function f1(θ) and f2(θ) lap area A (0≤A≤1), then two probability density functions
Diversity is As parameter variation degree metric.
The most according to claim 1 a kind of it is characterized in that for detecting the method whether series of hydrological parameter makes a variation, described
Step (4) and (5) use Bootstrap resampling technique to obtain 5000 groups of samples, and then obtain 5000 estimations of parameter θ
Value.
The most according to claim 1 a kind of it is characterized in that for detecting the method whether series of hydrological parameter makes a variation, institute
Stating level of significance α in step (6) is 0.05, uses Kolmogorov-Smirnov method inspection X1And X2Series correspondence
Whether 5000 estimates of parameters are from same distribution function.
The most according to claim 1 a kind of it is characterized in that for detecting the method whether series of hydrological parameter makes a variation, described
In step (7), use norm of nonparametric kernel density method that the probability density function of estimates of parameters is fitted.
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Cited By (5)
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CN106600508A (en) * | 2016-12-19 | 2017-04-26 | 中国水利水电科学研究院 | Watershed-scale hydrological nonconformity diagnosis method |
CN106777985A (en) * | 2016-12-19 | 2017-05-31 | 中国水利水电科学研究院 | A kind of Hydrologic Series nonuniformity diagnostic method based on classification |
CN108304353A (en) * | 2018-01-10 | 2018-07-20 | 武汉大学 | Hydrologic Series dependence degree of variation analysis method |
CN110260774A (en) * | 2019-07-22 | 2019-09-20 | 安徽理工大学 | A kind of inspection of GNSS deformation information and method for early warning based on Pettitt algorithm |
CN111784193A (en) * | 2020-07-17 | 2020-10-16 | 中国人民解放军国防科技大学 | Product performance consistency inspection method based on normal distribution |
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Cited By (8)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
CN106600508A (en) * | 2016-12-19 | 2017-04-26 | 中国水利水电科学研究院 | Watershed-scale hydrological nonconformity diagnosis method |
CN106777985A (en) * | 2016-12-19 | 2017-05-31 | 中国水利水电科学研究院 | A kind of Hydrologic Series nonuniformity diagnostic method based on classification |
CN106777985B (en) * | 2016-12-19 | 2018-07-06 | 中国水利水电科学研究院 | A kind of Hydrologic Series nonuniformity diagnostic method based on classification |
CN108304353A (en) * | 2018-01-10 | 2018-07-20 | 武汉大学 | Hydrologic Series dependence degree of variation analysis method |
CN110260774A (en) * | 2019-07-22 | 2019-09-20 | 安徽理工大学 | A kind of inspection of GNSS deformation information and method for early warning based on Pettitt algorithm |
CN110260774B (en) * | 2019-07-22 | 2022-03-08 | 安徽理工大学 | GNSS deformation information inspection and early warning method based on Pettitt algorithm |
CN111784193A (en) * | 2020-07-17 | 2020-10-16 | 中国人民解放军国防科技大学 | Product performance consistency inspection method based on normal distribution |
CN111784193B (en) * | 2020-07-17 | 2024-03-26 | 中国人民解放军国防科技大学 | Product performance consistency inspection method based on normal distribution |
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