查詢結果分析
來源資料
頁籤選單縮合
題名 | 非線性RCA模式應用於河川月流量之模擬與預測=Studies on Nonlinear RCA Model with Application to Simulation and Forecasting of Monthly Riverflow |
---|---|
作 者 | 虞國興; 林河山; | 書刊名 | 臺灣水利 |
卷期 | 45:4=180 1997.12[民86.12] |
頁次 | 頁36-44 |
分類號 | 351.819 |
關鍵詞 | 隨機係數自迴歸模式; 月流量; Random coefficient autoregressive model; Monthly riverflow; |
語文 | 中文(Chinese) |
中文摘要 | 虞氏( 1986 )曾使用雙波譜證明水文時序通常為非線性, 本研究主要探討非線 性時間序列模式中之隨機係數自迴歸模式, 簡稱 RCA 模式,及其應用於臺灣河川月流量資 料之適用性,並與傳統線性自迴歸模式,做一比較。 本研究所使用 RCA 模式之參數推估法,主要採用 Nicholls 及 Quinn ( 1982 )所提出之 最小二乘方法及最大概似法。 研究結果顯示,於合成資料參數推估時 RCA 模式受推估法及 樣本數及影響較大;於實測資料分析上,就統計特性保存能力方面,RCA 模式於平均值及變 異數之保存能力則優於 AR 模式, 另於預測能力表現上, 於臺灣南部地區,除勢後之 RCA 模式則皆具較除勢後之 AR 模式為佳。 總體而言, 除勢後之 RCA 模式於預測能力與統計特性保存能力上之表現均優於除勢後 AR 模式。 |
英文摘要 | Yu (1986) used bispectrum to show that the hydrological series are often nonlinear. The major objective of this present study is to investigate the Random Coefficient Autoregressive Model, one of the nonlinear time series models denoted RCA model in brief. The linear autoregressive model is also compared with nonlinear models. In this research, the parameters estimation of the nonlinear model are studied. The monthly riverflow data in Taiwan are employed to investigate the aptness of these nonlinear time series models. In this study, least squares method and maximum likelihood method that, proposed by Nicholls and Quinn (1982), are used to extimate RCA model. The results indicate that the estimation of parameter for RCA model is affected by sample size and estimation method. The RCA model has better forecasting ability than AR model when the data are detrended in south area of Taiwan. In conclusion, the nonlinear time series models are appropriate for riverflow in Taiwan. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。