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年径流预测的遗传门限自回归模型
引用本文:金菊良,杨晓华,丁晶. 年径流预测的遗传门限自回归模型[J]. 四川水力发电, 2001, 20(1): 22-24,31
作者姓名:金菊良  杨晓华  丁晶
作者单位:1. 合肥工业大学土建学院,
2. 河海大学,
3. 四川大学水电学院,
基金项目:国家自然科学基金(编号49871018)、中国博士后科学基金和四川大学高速水力学国家重点实验室开放基金(批准号9904)资助项目.
摘    要:为有效利用年径流时间序列资料所隐含的时序分相依性这一重要信息,推进出用门限自回归模型(TAR)来预测年径流,并研制了TAR建模的一整套便通用的方方案,用所提出的改进遗传算法,可同时优化门限值和自回归系数,从而解决了TAR建模过程所涉及的大量复杂寻优工作这一难题,为TAR模型的广泛应用提供了强有力的工具。实例计算的结果说明这套方案是可行的和有效的;通过门限值的控制作用,TAR模型可以有效地限制模型误差,从而保证ATR模型预测性能的稳健性,提高预测精度,该方案具有通用性,在非线性时序预测中具有重要的理论意义和实用价值。

关 键 词:年径流 时间序列 门限自回归模型 遗传算法
文章编号:1001-2184(2001)01-0022-03

Genetic ThresholdAuto-Regressive Model for Predicting Annual Ruu-Off
JIN Ju-liang,YANG Xiao-hua,DING Jing. Genetic ThresholdAuto-Regressive Model for Predicting Annual Ruu-Off[J]. Sichuan Water Power, 2001, 20(1): 22-24,31
Authors:JIN Ju-liang  YANG Xiao-hua  DING Jing
Affiliation:JIN Ju liang 1 YANG Xiao hua 2 DING Jing 3
Abstract:To effectively utilize the important information of the section interdependence during the time series of annual run off,threshold auto regressive(TAR) model is suggested to predict annual runoff.A simple and general scheme is presented for establishing TAR model.With the improved genetic algorithm by the authors,both of threshold values and auto-regressive coefficients can be optimized ,and the difficulty problem of modeling of TAR is resolved,which gives a strong tool for widely applying TAR model.The case study shows that the scheme is practical and efficient,and that TAR model can successfully reduce model errors,and ensure good stability and accuracy of the model forecasting by controlling threshold valves.As a general method,the scheme has major theoretic valve and wide-ranging application for predicting of nonlinear time series.
Keywords:annual runoff time series  prediction  threshold auto regressive model  genetic algorithm
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