| 基于改进型MF-DFA的月径流序列多重分形分析 |
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| 引用本文： | 袁晓辉,齐习文,田昊,薛小明,薛长奎.基于改进型MF-DFA的月径流序列多重分形分析[J].水力发电,2011,37(9). |
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| 作者姓名： | 袁晓辉 齐习文 田昊 薛小明 薛长奎 |
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| 作者单位： | 华中科技大学水电与数字化工程学院,湖北 武汉,430074 |
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| 基金项目： | 国家自然科学基金资助项目(40971018); 湖北省自然科学基金资助项目(2009CDB200) |
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| 摘 要： | 应用改进的多重分形消除趋势波动分析法对长江流域某水文站多年月径流资料进行分析计算,结果显示,月径流序列具有长程相关性和多重分形特征,并采用二项倍增串级模型,对其多重分形谱拟合,表明月径流序列具有较强的多重分形性。通过对其初始序列、重排序列和替代序列进行对比分析,揭示出月径流序列多重分形特征是序列本身的长程相关性和胖尾概率分布共同作用的结果,且胖尾概率分布起主要作用。
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| 关 键 词： | 月径流序列 多重分形 消除趋势波动分析 长程相关性 胖尾概率分布 |
Multifractal Analysis of Monthly Runoff Series Based on Improved MF-DFA |
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| Yuan Xiaohui,Qi Xiwen,Tian Hao,Xue Xiaoming,Xue Changkui.Multifractal Analysis of Monthly Runoff Series Based on Improved MF-DFA[J].Water Power,2011,37(9). |
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| Authors: | Yuan Xiaohui Qi Xiwen Tian Hao Xue Xiaoming Xue Changkui |
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| Affiliation: | Yuan Xiaohui,Qi Xiwen,Tian Hao,Xue Xiaoming,Xue Changkui(School of Hydropower & Information Engineering,Huazhong University of Science and Technology,Wuhan 430074,Hubei,China) |
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| Abstract: | The improved multifractal detrended fluctuation analysis(MF-DFA) method is applied to analyze the long-term monthly runoffs of a hydrological station on Yangtze River,and finds the monthly runoff series has long-range correlation and multifractal nature.The multifractal spectrum is fitted by a generalized expression of the multiplicative cascade model,and the results show that the series has strong multifractal nature.Comparing the results for the original series to those for shuffled and surrogate series,i... |
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| Keywords: | monthly runoff series multifractal DFA long-range correlation broad probability density function |
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