基于高阶统计量的河川径流时间序列非线性特征分析
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摘要
高阶统计量中的双谱能够同时保留信号的幅度信息和相位信息,可以检测和表征信号的非线性耦合关系及辨识非线性系统,通过对宝鸡市渭河、清姜河45年月径流时间序列进行分析,揭示出河川径流时间序列数据结构中具有非线性的特征。研究结果表明,用双谱分析辨识径流系统非线性特征是一个极为精确和有效的方法,对进一步探索河川径流的演变规律和预测其未来演变情势具有重要的理论价值。
Higher-order statistic spectrum could hold the information of range and phase of signal so that the non-linear relationship of signals could be discribed and non-linear system could be distinguished.By using the bispectral technique,the forty-five years time series of monthly river runoff of the Wei-River and the Qingjiang-River in Baoji city are respectively analyzed to depict their non-linear features.The preliminary results show that the bispectrum could be a good method to distinguish the non-linear feature of river runoff system and it is worthly in theory for further exploring the evolvement law of runoff and forcasting its state in the future.
Higher-order statistic spectrum could hold the information of range and phase of signal so that the non-linear relationship of signals could be discribed and non-linear system could be distinguished.By using the bispectral technique,the forty-five years time series of monthly river runoff of the Wei-River and the Qingjiang-River in Baoji city are respectively analyzed to depict their non-linear features.The preliminary results show that the bispectrum could be a good method to distinguish the non-linear feature of river runoff system and it is worthly in theory for further exploring the evolvement law of runoff and forcasting its state in the future.
引文
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[2]高龙华.径流演变的人类驱动力模型[J].水利学报,2006,37(9):1129~1305.
[3]王栋,朱元.基于MEM1谱分析的水文时间序列隐含周期特性研究[J].水文,2004,22(2):19~23.
[4]张贤达.时间序列分析-高阶统计量方法[M].清华大学出版社,1996,40~41.
[5]李亚俊,李月,高颖.基于双谱幅值和相位重构的地震子波提取[J].地球物理学进展,2007,22(3):947~952.
[6]刘毅,张彩明,冯峰,等.基于高阶累积量的参数化双谱分析的肺音特征提取[J].山东大学学报(工学版),2005,35(2):77~83.
[7]李中原,韩捷,李志农.双谱分析及其在滚动轴承故障诊断中的应用[J].中国工程机械学报,2005,3(3):365~368.
[8]CAILLECL,JEAN MARC,GARELLO RENE.Comparison of statistical indices using third order statistics for nonlinearity detection[J].SignalProcessing,2004,84(3):499~525.
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