Taking the Lhasa River Basin above Lhasa hydrological station in Tibetan Plateau as a study area, the characteristics of the annual and monthly mean runoff during 1956-2003 were analyzed, based on the hydro-data of th...Taking the Lhasa River Basin above Lhasa hydrological station in Tibetan Plateau as a study area, the characteristics of the annual and monthly mean runoff during 1956-2003 were analyzed, based on the hydro-data of the two hydrological stations （Lhasa and Tanggya） and the meteorological data of the three meteorological stations （Damxung, Lhasa and Tanggya）. The trends and the change points of runoff and climate from 1956 to 2003 were detected using the nonparametric Mann-Kendall test and Pettitt-Mann-Whitney change-point statistics. The correlations between runoff and climate change were analyzed using multiple linear regression. The major results could be summarized as follows： （1） The annual mean runoff during the last 50 years is characterized by a great fluctuation and a positive trend with two change points （around 1970 and the early 1980s）, after which the runoff tended to increase and was increasing intensively in the last 20 years. Besides, the monthly mean runoff with a positive trend is centralized in winter half-year （November to April） and some other months （May, July and September）. （2） The trends of the climate change in the study area are generally consistent with the trend of the runoff, but the leading climate factors which aroused the runoff variation are distinct. Precipitation is the dominant factor influencing the annual and monthly mean runoff in summer half year, while temperature is the primary factor in winter season.展开更多
风电机组运行过程中,一些故障导致设备状态发生改变,状态的改变发生在一个持续的时间序列中,找到变化点的时间对于故障回溯及根本原因分析具有重要价值。该文研究风电信号及状态时序变化的特点,引入统计学中的Change-Point算法,通过划...风电机组运行过程中,一些故障导致设备状态发生改变,状态的改变发生在一个持续的时间序列中,找到变化点的时间对于故障回溯及根本原因分析具有重要价值。该文研究风电信号及状态时序变化的特点,引入统计学中的Change-Point算法,通过划分不同置信区间求取置信度方法解决奇异变点的不确定度问题。通过实验对算法进行验证,得出以下结论:Change-Point算法能够有效挖掘到历史数据中的一维及二维模型数据的变化,并给出变点;Change-Point算法思想是挖掘出数据本身的规律性,不受其他条件限制,因此可广泛应用于风电机组数据采集与监视控制(supervisory control and data acquisition,SCADA)系统变量数据挖掘中的问题回溯,快速定位SCADA数据状态变化点。展开更多
In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly...In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained.展开更多
基金National Basic Research Program of China, No.2005CB422006 National Natural Science Foundation of China, No.90202012 No.40561002
文摘Taking the Lhasa River Basin above Lhasa hydrological station in Tibetan Plateau as a study area, the characteristics of the annual and monthly mean runoff during 1956-2003 were analyzed, based on the hydro-data of the two hydrological stations （Lhasa and Tanggya） and the meteorological data of the three meteorological stations （Damxung, Lhasa and Tanggya）. The trends and the change points of runoff and climate from 1956 to 2003 were detected using the nonparametric Mann-Kendall test and Pettitt-Mann-Whitney change-point statistics. The correlations between runoff and climate change were analyzed using multiple linear regression. The major results could be summarized as follows： （1） The annual mean runoff during the last 50 years is characterized by a great fluctuation and a positive trend with two change points （around 1970 and the early 1980s）, after which the runoff tended to increase and was increasing intensively in the last 20 years. Besides, the monthly mean runoff with a positive trend is centralized in winter half-year （November to April） and some other months （May, July and September）. （2） The trends of the climate change in the study area are generally consistent with the trend of the runoff, but the leading climate factors which aroused the runoff variation are distinct. Precipitation is the dominant factor influencing the annual and monthly mean runoff in summer half year, while temperature is the primary factor in winter season.
文摘风电机组运行过程中,一些故障导致设备状态发生改变,状态的改变发生在一个持续的时间序列中,找到变化点的时间对于故障回溯及根本原因分析具有重要价值。该文研究风电信号及状态时序变化的特点,引入统计学中的Change-Point算法,通过划分不同置信区间求取置信度方法解决奇异变点的不确定度问题。通过实验对算法进行验证,得出以下结论:Change-Point算法能够有效挖掘到历史数据中的一维及二维模型数据的变化,并给出变点;Change-Point算法思想是挖掘出数据本身的规律性,不受其他条件限制,因此可广泛应用于风电机组数据采集与监视控制(supervisory control and data acquisition,SCADA)系统变量数据挖掘中的问题回溯,快速定位SCADA数据状态变化点。
文摘对液力耦合器(liquid coupling device,LCD)的两阶段退化过程进行可靠性建模及评估。液力耦合器退化过程中呈现出明显的两阶段特性,即LCD在退化过程中存在某一时刻,在该时刻前后,LCD分别服从不同的退化过程。传统做法只基于第二阶段进行可靠性分析,丢失了第一阶段的信息。鉴于此,建立两阶段维纳退化过程模型,并推导出该模型下的可靠度函数;同时,基于Schwarz信息准则(Schwarz information criterion,SIC),获得模型变点的估计。最后,运用所建模型对LCD实例进行可靠性评估,并与传统做法进行对比分析。结果表明该模型对LCD退化过程拟合效果良好,且给出更为可信的评估结果。
基金This work was partially supported by the National Natural Science Foundation of China (Grant No. 10471136) Ph.D. Program Foundation of the Ministry of Education of ChinaSpecial Foundations of the Chinese Academy of Science and USTC.
文摘In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained.
