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水文序列变异点检验方法的性能比较分析
引用本文:雷红富,谢平,陈广才,李晶.水文序列变异点检验方法的性能比较分析[J].水电能源科学,2007,25(4):36-40.
作者姓名:雷红富  谢平  陈广才  李晶
作者单位:武汉大学,水资源与水电工程科学国家重点实验室,湖北,武汉,430072
摘    要:通过设计的水文变异序列生成器生成满足P-型分布及统计参数,用统计实验的方法比较分析了10种常用水文序列变异点检验方法对3类变异序列的性能检验。结果表明,秩和检验、Brown-Forsythe、有序聚类、滑动T检验、Bayesian、里海哈林检验方法对均值变异类序列检验效果明显,滑动F检验法对变差系数CV变异序列检验效率优于其他方法,各方法对偏态系数CS变异序列检验效率较低。

关 键 词:水文序列  变异点  检验方法  性能  统计实验
文章编号:1000-7709(2007)04-0036-05
收稿时间:6/1/2007 12:00:00 AM
修稿时间:2007-06-012007-06-11

Comparison and Analysis on the Performance of Hydrological Time Series Change-point Testing Methods
LEI Hongfu,XIE Ping,CHEN Guangcai,LI Jing.Comparison and Analysis on the Performance of Hydrological Time Series Change-point Testing Methods[J].International Journal Hydroelectric Energy,2007,25(4):36-40.
Authors:LEI Hongfu  XIE Ping  CHEN Guangcai  LI Jing
Affiliation:State Key Laboratory of Water Resources and Hydropower Eng. Science,Wuhan Univ. ,Wuhan 430072,China
Abstract:In order to compare and analyze the performance of hydrological time variation series change-point testing method,three types of hydrological series are generated by hydrological variation series generator,and statistical experiment is used to analyze the performance of the 10 variation series testing methods.The results indicate that Rank Sum test,Brown-Forsythe test,Order Cluster analysis,sliding T test,Bayesian method,and Lee-Heghinian method can test mean variation series exactly to a certain extent,and sliding F Test have better ability to test CV variation series,but every method is not sensitive to the CS variation series.
Keywords:hydrological series  change-point  testing methods  performance  statistics experiment
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