基于Bai&Perron结构断点检验的水文分期方法
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摘要
在气候和人类活动等变化环境下,洪水灾害频发。为了给洪水灾害防治等提供依据,文章提出了基于Bai&Perron(简称BP)结构断点检验的水文分期方法。该方法是在传统单位根检验方法的基础上,引入结构突变成分的多结构断点的单位根检验方法。水文序列经处理后,采用BP检验方法检验结构断点,即汛期起止点,结果即可用于划分汛期。同时采用基于BP检验的水文分期方法和模糊统计法对澜沧江中下游的径流序列进行检验,划分汛期为6—10月,非汛期为当年11月—次年5月。BP检验方法和模糊统计法的检验结果比较一致,说明基于BP结构断点检验的水文分期方法可以满足水文分期的需要,并且相较于模糊统计法,BP检验方法对于不同时间尺度的序列均有较好的适用性。
Under the changing environment of climate change and intensive human activities, flooding disasters occur at times. This paper presents a staged hydrological method based on Bai and Perron's(BP) multiple structural breaks test to provide a tool for analyzing hydrological data series amid such environment. This method is a unit root test of these breaks that combines structural mutation components with the traditional unit root test. For a data series, it does ordinary processing first, and then uses Bai and Perron's breaks test to check out the structural breaks, i.e. the start and end of flood season. Finally, these breaks are used to construct a corresponding staged data series. To demonstrate and verify the method, a BP test and traditional fuzzy statistical method are used to test the runoff series of the middle and lower Lancang River with the flood season from June through October. The results of these two methods agree well, showing that the staged hydrological method based on BP test is satisfactory but relatively more applicable to series of variable time scales.
Under the changing environment of climate change and intensive human activities, flooding disasters occur at times. This paper presents a staged hydrological method based on Bai and Perron's(BP) multiple structural breaks test to provide a tool for analyzing hydrological data series amid such environment. This method is a unit root test of these breaks that combines structural mutation components with the traditional unit root test. For a data series, it does ordinary processing first, and then uses Bai and Perron's breaks test to check out the structural breaks, i.e. the start and end of flood season. Finally, these breaks are used to construct a corresponding staged data series. To demonstrate and verify the method, a BP test and traditional fuzzy statistical method are used to test the runoff series of the middle and lower Lancang River with the flood season from June through October. The results of these two methods agree well, showing that the staged hydrological method based on BP test is satisfactory but relatively more applicable to series of variable time scales.
引文
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[16]侯玉,吴伯贤,郑国权.分形理论用于洪水分期的初步探讨[J].水科学进展,1999,10(2):140-143.HOU Yu,WU Boxian,ZHENG Guoquan.Preliminary study on the seasonal periods classification of flood by using fractal theory[J].Advances in Water Science,1999,10(2):140-143.(in Chinese)
[17]刘攀,郭生练,王才君,等.三峡水库汛期分期的变点分析方法研究[J].水文,2005,25(1):18-23.LIU Pan,GUO Shenglian,WANG Caijun,et al.Flood season staged for three gorges reservior based on the change-point approach[J].Journal of China Hydrology,2005,25(1):18-23.(in Chinese)
[18]BAI J,PERRON P.Estimating and testing linear models with multiple structural changes[J].Econometrica,1998,66(1):47-78.
[19]MADDALA G S,WU S.A Comparative study of unit root tests with panel data and a new simple test[J].Oxford Bulletin of Economics&Statistics,1999,61(S1):631-652.
[20]LEVIN A,LIN C.Unit root test in panel data:Asymptotic and finite-sample properties[J].Journal of Econometrics,2002,108(1):1-24.
[21]赵梦楠,周德群,朱佩枫.基于BP结构断点检验的我国能源生产时间序列分析[DB/OL].2008.http://www.paper.edu.cn/releasepaper/content/200901-763.ZHAO Mengnan,ZHOU Dequn,ZHU Peifeng.Multiple structural breaks in the output of energy in China[DB/OL].2008.http://www.paper.edu.cn/releasepaper/content/200901-763.(in Chinese)
[22]BAI J,PERRON P.Multiple structural change models:Asimulation analysis[J].Journal of Applied Econometrics,2000,18(1):1-22.
[23]丁凤.结构突变单位根检验及其在时间序列分析中的应用[D].合肥:合肥工业大学,2015.DING Feng.The unit root test with structural break and its application in the time series[D].Hefei:Hefei University of Technology,2015.(in Chinese)
[24]BAI J,PERRON P.Critical values for multiple structural change tests[J].Econometrics Journal,2003,6(1):72-78.
[25]BAI J,PERRON P.Computation and analysis of multiple structural change models[J].Journal of Applied Econometrics,2003,18(1):1-22.
[26]李辉文.中国公共债务与财政可持续性分析:基于结构突变BP法的实证结果[J].经济问题,2013(11):86-89.LI Huiwen.China’s public debt and fiscal sustainability analysis:Based on the BP method of the empirical results of structural breaks[J].On Economic Problems,2013(11):86-89.(in Chinese)
[27]伊楠,李婧.人民币盯住一篮子货币汇率制度演变的实证分析:基于BP检验和非参数估计方法[J].国际金融研究,2014(7):72-79.YI Nan,LI Jing.An empirical analysis on the evolution of RMB exchange rate regime pegged to a basket of currencies:Based on BP test and non parametric estimation method[J].Studies of International Finance,2014(7):72-79.(in Chinese)
[28]陈茜.澜沧江-湄公河流域基础资料汇编[M].昆明:云南科技出版社,2000.CHEN Qian.Compilation of the basic data of the Lancang-Mekong River[M].Kunming:Yunnan Science and Technology Press,2000.(in Chinese)
[29]范娜,谢高地,张昌顺,等.2001年至2010年澜沧江流域植被覆盖动态变化分析[J].资源科学,2012,34(7):1222-1231.FAN Na,XIE Gaodi,ZHANG Changshun,et al.Spatial-temporal dynamic changes of vegetation cover in Lancang river basin during 2001-2010[J].Resources Science,2012,34(7):1222-1231.(in Chinese)
[30]郭有安,周毅.澜沧江中下游梯级电站发电与生态需水耦合优化研究[J].水力发电,2017,43(7):92-95.GUO You'an,ZHOU Yi.Coupling research of power generation and ecological water requirement of cascade hydropower stations in the middle and lower reaches of Lancang River[J].Water Power,2017,43(7):92-95.(in Chinese)
[31]万俊,张勤,刘胡,等.东江水库分期控制运用[M].北京:科学出版社,2009.WAN Jun,ZHANG Qin,LIU Hu,et al.The application of the staging control of Dongjiang Reservoir[M].Beijing:Science Press,2009.(in Chinese)
[32]阎自申.云南水资源开发与环境协调研究[J].云南环境科学,1995,14(4):10-13.YAN Zishen.Research on water resources development and environmental coordination in Yunnan[J].Yunnan Environmental Science,1995,14(4):10-13.(in Chinese)
[2]ZHANG J,ZHOU C,XU K,et al.Flood disaster monitoring and evaluation in China[J].Global Environmental Change,2002,4(2-3):33-43.
[3]JIANG T,KUNDZEWICZ Z W,SU B.Changes in monthly precipitation and flood hazard in the Yangtze River Basin,China[J].International Journal of Climatology,2008,28(11):1471-1481.
[4]TINGSANCHALI T.Urban flood disaster management[J].Procedia Engineering,2012,32(3):25-37.
[5]YANG C,YU Z,HAO Z,et al.Impact of climate change on flood and drought events in Huaihe River Basin,China[J].Hydrology Research,2012,43(1-2):14-22.
[6]MILLY P C D,WETHERALD R T,DUNNE K A,et al.Increasing risk of great floods in a changing climate[J].Nature,2002,415(6871):514-517.
[7]CHUN K P,WHEATER H S,ONOF C J,et al.Stream-flow estimation for six UK catchments under future climate scenarios[J].Hydrology Research,2009,40(2-3):96-112.
[8]李琼.洪水灾害风险分析与评价方法的研究及改进[D].武汉:华中科技大学,2012.LI Qiong.The research and improvement of risk analysis and evaluation method on floor disaster[D].Wuhan:Huazhong University of Science and Technology,2012.(in Chinese)
[9]FAN H,HE D M,WANG H L.Environmental consequences of damming the mainstream Lancang-Mekong River:A review[J].Earth-Science Reviews,2015,146:77-91.
[10]何大明.澜沧江-泥公河水文特征分析[J].云南地理环境研究,1995,7(1):58-73.HE Daming.Analysis of hydrological characteristics in Lancang-Mekong River[J].Yunnan Geographic Environment Research,1995,7(1):58-73.(in Chinese)
[11]XU S,CHEN S.Fuzzy statistics method to describe hydrologic seasons[J].Journal of Dalian University of Technology,1990,30(5):585-590.
[12]雷旭,谢平,顾海挺.基于月径流重构序列变异分析的水文分期方法[J].应用基础与工程科学学报,2017,25(2):211-220.LEI Xu,XIE Ping,GU Haiting.A hydrological staging method based on variation analysis of monthly runoff reconstruction sequence[J].Journal of Basic Science and Engineering,2017,25(2):211-220.(in Chinese)
[13]MANDELBROT BENOIT B.Fractals:Form,chance and dimension[M].San Francisco:Freeman&Company,1977.
[14]PERREAULT L,BERNIER J,BOBéE B,et al.Bayesian change-point analysis in hydrometeorological time series.Part 1.The normal model revisited[J].Journal of Hydrology,2000,235(3):221-241.
[15]郭倩,刘攀,徐高洪,等.基于汛期平均流量评价李庄洪水汛期分期研究[J].水力发电学报,2012,31(4):39-43.GUO Qian,LIU Pan,XU Gaohong,et al.Evaluate flood seasonality of Lizhuang station using mean design discharge criteria[J].Journal of Hydroelectric Engineering,2012,31(4):39-43.(in Chinese)
[16]侯玉,吴伯贤,郑国权.分形理论用于洪水分期的初步探讨[J].水科学进展,1999,10(2):140-143.HOU Yu,WU Boxian,ZHENG Guoquan.Preliminary study on the seasonal periods classification of flood by using fractal theory[J].Advances in Water Science,1999,10(2):140-143.(in Chinese)
[17]刘攀,郭生练,王才君,等.三峡水库汛期分期的变点分析方法研究[J].水文,2005,25(1):18-23.LIU Pan,GUO Shenglian,WANG Caijun,et al.Flood season staged for three gorges reservior based on the change-point approach[J].Journal of China Hydrology,2005,25(1):18-23.(in Chinese)
[18]BAI J,PERRON P.Estimating and testing linear models with multiple structural changes[J].Econometrica,1998,66(1):47-78.
[19]MADDALA G S,WU S.A Comparative study of unit root tests with panel data and a new simple test[J].Oxford Bulletin of Economics&Statistics,1999,61(S1):631-652.
[20]LEVIN A,LIN C.Unit root test in panel data:Asymptotic and finite-sample properties[J].Journal of Econometrics,2002,108(1):1-24.
[21]赵梦楠,周德群,朱佩枫.基于BP结构断点检验的我国能源生产时间序列分析[DB/OL].2008.http://www.paper.edu.cn/releasepaper/content/200901-763.ZHAO Mengnan,ZHOU Dequn,ZHU Peifeng.Multiple structural breaks in the output of energy in China[DB/OL].2008.http://www.paper.edu.cn/releasepaper/content/200901-763.(in Chinese)
[22]BAI J,PERRON P.Multiple structural change models:Asimulation analysis[J].Journal of Applied Econometrics,2000,18(1):1-22.
[23]丁凤.结构突变单位根检验及其在时间序列分析中的应用[D].合肥:合肥工业大学,2015.DING Feng.The unit root test with structural break and its application in the time series[D].Hefei:Hefei University of Technology,2015.(in Chinese)
[24]BAI J,PERRON P.Critical values for multiple structural change tests[J].Econometrics Journal,2003,6(1):72-78.
[25]BAI J,PERRON P.Computation and analysis of multiple structural change models[J].Journal of Applied Econometrics,2003,18(1):1-22.
[26]李辉文.中国公共债务与财政可持续性分析:基于结构突变BP法的实证结果[J].经济问题,2013(11):86-89.LI Huiwen.China’s public debt and fiscal sustainability analysis:Based on the BP method of the empirical results of structural breaks[J].On Economic Problems,2013(11):86-89.(in Chinese)
[27]伊楠,李婧.人民币盯住一篮子货币汇率制度演变的实证分析:基于BP检验和非参数估计方法[J].国际金融研究,2014(7):72-79.YI Nan,LI Jing.An empirical analysis on the evolution of RMB exchange rate regime pegged to a basket of currencies:Based on BP test and non parametric estimation method[J].Studies of International Finance,2014(7):72-79.(in Chinese)
[28]陈茜.澜沧江-湄公河流域基础资料汇编[M].昆明:云南科技出版社,2000.CHEN Qian.Compilation of the basic data of the Lancang-Mekong River[M].Kunming:Yunnan Science and Technology Press,2000.(in Chinese)
[29]范娜,谢高地,张昌顺,等.2001年至2010年澜沧江流域植被覆盖动态变化分析[J].资源科学,2012,34(7):1222-1231.FAN Na,XIE Gaodi,ZHANG Changshun,et al.Spatial-temporal dynamic changes of vegetation cover in Lancang river basin during 2001-2010[J].Resources Science,2012,34(7):1222-1231.(in Chinese)
[30]郭有安,周毅.澜沧江中下游梯级电站发电与生态需水耦合优化研究[J].水力发电,2017,43(7):92-95.GUO You'an,ZHOU Yi.Coupling research of power generation and ecological water requirement of cascade hydropower stations in the middle and lower reaches of Lancang River[J].Water Power,2017,43(7):92-95.(in Chinese)
[31]万俊,张勤,刘胡,等.东江水库分期控制运用[M].北京:科学出版社,2009.WAN Jun,ZHANG Qin,LIU Hu,et al.The application of the staging control of Dongjiang Reservoir[M].Beijing:Science Press,2009.(in Chinese)
[32]阎自申.云南水资源开发与环境协调研究[J].云南环境科学,1995,14(4):10-13.YAN Zishen.Research on water resources development and environmental coordination in Yunnan[J].Yunnan Environmental Science,1995,14(4):10-13.(in Chinese)