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基于小波分析的月径流ARIMA预测方法
引用本文:刘晓安,王金文,王海伟. 基于小波分析的月径流ARIMA预测方法[J]. 水电自动化与大坝监测, 2006, 30(4): 77-80
作者姓名:刘晓安  王金文  王海伟
作者单位:1. 华中科技大学水电与数字化工程学院,湖北省,武汉市,430074
2. 长江水利委员会水政水资源局,湖北省,武汉市,430010
摘    要:将一种基于小波分析的自回归滑动平均求和(ARIMA)模型用于月径流的预测。首先利用小波变换良好的局部化特性,将月径流序列分解成不同时间尺度上的子序列;然后对各个子序列利用ARIMA模型进行预测。将采用基于小波分析的ARIMA模型的预测结果与直接使用ARIMA模型的预测结果进行比较,结果表明引入小波变换提高了月径流预报精度。

关 键 词:月径流预报  小波分析  ARIMA模型
收稿时间:2005-12-05
修稿时间:2006-02-27

Wavelet Analysis-based ARIMA Method for Monthly Runoff Forecast
LIU Xiao'an,WANG Jinwen,WANG Haiwei. Wavelet Analysis-based ARIMA Method for Monthly Runoff Forecast[J]. HYDROPOWER AUTOMATION AND DAM MONITORING, 2006, 30(4): 77-80
Authors:LIU Xiao'an  WANG Jinwen  WANG Haiwei
Abstract:A wavelet analysis-based ARIMA model is proposed to forecast monthly runoff. With the help of the localization characteristic of wavelet transform, the monthly runoff series is first decomposed to sub-series on different time scales, and each sub-series is modeled and forecasted by the ARIMA model. Then, the forecast result from the wavelet analysis-based ARIMA model is compared with the result from the single ARIMA model. It is shown that the introduction of wavelet transform helps improve the precision of monthly runoff forecast.
Keywords:monthly runoff forecast   wavelet analysis   ARIMA model
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