高级检索+

Ng-Perron单位根检验在径流序列非平稳性分析中的应用

Application of Ng-Perron Unit Root Test to Non-stationarity Analysis of Runoff Series

  • 摘要: 在全球气候变化和高强度人类活动的共同影响下,许多流域天然水循环过程受到破坏。径流序列呈现明显的非平稳特性,给水资源规划、管理、预测和调控带来一定的挑战。揭示径流序列的非平稳特性可以有效应对全球气候变化下的复杂水问题,对降低水文分析难度和提高径流预测精度具有十分重要的意义。研究以汾河上游兰村站为研究对象,分析该站1958-2016年年径流和月径流序列是否平稳。首先从随机水文学角度,采用Mann-Kendall检验法和小波分析法识别径流序列的趋势、突变和周期特征。在此基础上,从统计水文学角度引入Ng-Perron单位根检验方法。通过Mann-Kendall趋势检验和散点图法选择合适的检验方程,对径流序列进行广义最小二乘法(Generalized Least Squares,GLS)退势,并利用修正的信息准则(Modified information criterion,MIC)计算最优时间滞后阶数,判别径流序列是否具有非平稳性。结果显示,径流序列存在趋势、突变和周期成分,为非平稳径流序列。同时Ng-Perron单位根检验表明,该站年、月径流序列在1%显著性水平上具有非平稳特性。相较传统单位根检验方法,Ng-Perron单位根检验采用更为稳健的修正检验统计量,显著调整小样本情况下水平扭曲的现象,具有更好检验水平和功效,因而可以得到更合理的检验结果。研究成果为径流序列非平稳性检验理论的进一步改进及径流预测模型发展与应用提供参考。

     

    Abstract: Under the combined influence of global climate change and high intensity human activities, the natural water cycle in many river basins has been disrupted. The runoff series show obvious non-stationary characteristics, which brings certain challenges to water resource planning, management, forecast and regulation. Revealing the non-stationary characteristics of runoff series can effectively deal with complex water problems under global climate change, and is important for reducing the difficulty of hydrological analysis and improving the accuracy of runoff prediction. This study takes Lancun Station in the upper reaches of Fenhe River as the research object to analyze whether the annual and monthly runoff series of the station from 1958 to 2016 are stationary. Firstly, from the perspective of stochastic hydrology, MannKendall test method and wavelet analysis method are used to identify the trend, abrupt change and periodic characteristics of the runoff series. On this basis, the Ng-Perron unit root test is introduced from the perspective of statistical hydrology. A suitable test equation is selected by Mann-Kendall trend test and scatterplot method, and Generalized Least Squares(GLS) regression potential is applied to the runoff series. The Modified information criterion(MIC) is used to calculate the optimal time lag order and determine whether the runoff series is nonstationary. The results show that there are trends, abrupt changes and periodic components in the runoff series, which are non-stationary runoff series. At the same time, the Ng-Perron unit root test shows that the annual and monthly runoff series of the station has non-stationary characteristics at 1% significance level. Compared with the traditional unit root test method, Ng-Perron unit root test adopts more robust modified test statistics to significantly adjust the horizontal distortion in the case of small samples, which has better test level and efficacy, and can obtain more reasonable test results. The research results provide reference for the further improvement of the non-stationarity test theory of runoff series and the development and application of runoff prediction model.

     

/

返回文章
返回