To analyze and simulate non-stationary time series with finite length, the statistical characteris- tics and auto-regressive (AR) models of non-stationary time series with finite length are discussed and stud- ied. ...To analyze and simulate non-stationary time series with finite length, the statistical characteris- tics and auto-regressive (AR) models of non-stationary time series with finite length are discussed and stud- ied. A new AR model called the time varying parameter AR model is proposed for solution of non-stationary time series with finite length. The auto-covariances of time series simulated by means of several AR models are analyzed. The result shows that the new AR model can be used to simulate and generate a new time series with the auto-covariance same as the original time series. The size curves of cocoon filaments re- garded as non-stationary time series with finite length are experimentally simulated. The simulation results are significantly better than those obtained so far, and illustrate the availability of the time varying parameter AR model. The results are useful for analyzing and simulating non-stationary time series with finite length.展开更多
In this paper, we investigate a novel technique that reconstructs the observed time series and incorporates driving forces. Furthermore, to illustrate and test the technique, we consider a couple of predictive experim...In this paper, we investigate a novel technique that reconstructs the observed time series and incorporates driving forces. Furthermore, to illustrate and test the technique, we consider a couple of predictive experiments using ideal time series provided by the logistic and Lorenz systems with specific driving forces. The preliminary results show this approach can improve prediction proficiency to some extent, and the external forces play a similar role to that of state variables.展开更多
基金Supported by the Natural Science Foundation of Jiangsu Province(No. L0313419913)
文摘To analyze and simulate non-stationary time series with finite length, the statistical characteris- tics and auto-regressive (AR) models of non-stationary time series with finite length are discussed and stud- ied. A new AR model called the time varying parameter AR model is proposed for solution of non-stationary time series with finite length. The auto-covariances of time series simulated by means of several AR models are analyzed. The result shows that the new AR model can be used to simulate and generate a new time series with the auto-covariance same as the original time series. The size curves of cocoon filaments re- garded as non-stationary time series with finite length are experimentally simulated. The simulation results are significantly better than those obtained so far, and illustrate the availability of the time varying parameter AR model. The results are useful for analyzing and simulating non-stationary time series with finite length.
基金the National Natural Science Foundation of China (40890052, 41075061 and 40940023)
文摘In this paper, we investigate a novel technique that reconstructs the observed time series and incorporates driving forces. Furthermore, to illustrate and test the technique, we consider a couple of predictive experiments using ideal time series provided by the logistic and Lorenz systems with specific driving forces. The preliminary results show this approach can improve prediction proficiency to some extent, and the external forces play a similar role to that of state variables.
文摘【目的】水文时间序列的非一致性分析可有效提高水文频率分析计算结果的合理性与准确性。非一致性序列的研究对象主要集中于洪水和径流,而对降雨的研究相对较少。【方法】运用Mann-Kendall(MK)趋势检验法以及广义可加模型(Generalized Additive Models for Location Scale and Shape,GAMLSS),以古黄河宿迁段流域的10个雨量站1980—2018年逐月降雨数据为例,研究年、汛期以及非汛期降雨序列的非一致性特征并分析非一致性特征对降雨频率设计值的影响。【结果】结果如下:(1)在5%的显著性水平下,MK法检验的结果表明研究区各降雨序列虽存在趋势但不显著;(2)GAMLSS模型可以揭示MK检验无法反映的显著趋势,从而发现研究区年、汛期、非汛期降雨序列的非一致性特征较为明显,且主要表现为方差非一致性;(3)由于降雨序列的非一致性特征,一致性模型存在高估或低估的风险,且不同时期的频率设计值呈现较大的差异,新袁站非汛期降雨、金锁站年降雨某一时期的2 a一遇降雨量级甚至可能超过其他时期的50 a一遇降雨量级。【结论】应综合考虑时间趋势和频率要素来推求降雨频率设计值,可为GAMLSS模型在流域降雨非一致性定量分析的应用中提供参考。
