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观测分析中的回归-时序列模型
引用本文:张利,李富强,汪树玉,刘国华.观测分析中的回归-时序列模型[J].浙江大学学报(自然科学版 ),2002,36(5):572-576.
作者姓名:张利  李富强  汪树玉  刘国华
作者单位:浙江大学土木工程系 浙江杭州310027 (张利,李富强,汪树玉),浙江大学土木工程系 浙江杭州310027(刘国华)
摘    要:大坝观测数据经常规回归分析后的残差序列一般并非为白噪声。考虑将回归拟合与随机型时间序列方法结合,先对大坝位移数据按水位、温度、时效等物理因素作回归分析,再对回归残差作时序列建模处理,实例采用Box-Jenkins法和自由相关、偏自相关函数及AIC准则进行模型识别,建立时序列模型,应用示例的计算表明,这样获得的回归-时序列模型能很好拟合实测数据,提高精度,误差序列也符合白噪声要求。

关 键 词:回归-时序列模型  大坝观测数据  回归分析  自相关函数  Box-Jenkins法  偏相关函数  残差序列
文章编号:1008-973X(2002)05-0572-05
修稿时间:2001年10月11

Regression time-series model for analyzing observational data
ZHANG Li,LI Fu qiang,WANG Shu yu,LIU Guo hua.Regression time-series model for analyzing observational data[J].Journal of Zhejiang University(Engineering Science),2002,36(5):572-576.
Authors:ZHANG Li  LI Fu qiang  WANG Shu yu  LIU Guo hua
Abstract:Analysis of observational data on a dam is very important for monitoring the dam safety. The regression method is usually used. However, the residual series obtained through the model often does not satisfactorily dealt with the problem of white noise. This paper presents a wethod for analysing observational date by using a random time series model in combination with regression analysis. First, the observational data were used to form a regression equation using the water level, temperature and time effect as regression factors; then the time series model was identified by the Box Jenkins method. This modeling and method were successfully applied to practical displacement data on an arch dam in Zhejiang Province. Results showed that the fitting curve coincided well with the measured curve; that the accuracy of forecast was improved; and that the final error series by passed the problem of white noise. It means that the regression time series modeling and method are feasible for analysis of observational data.
Keywords:dam observational data  regression  time series  autocorrelation function  
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