| 抗差递推校正模型的风险分析 |
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| 引用本文： | 赵超.抗差递推校正模型的风险分析[J].中国农村水利水电,2011(6). |
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| 作者姓名： | 赵超 |
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| 作者单位： | 厦门理工学院水资源环境研究所,福建厦门,361005;近海海洋环境科学国家重点实验室,厦门大学环科中心,福建厦门,361005 |
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| 基金项目： | 国家自然科学基金项目(50909084); 福建省自然科学基金项目(2009J05107); 厦门理工学院杰出青年科研人才培育计划资助 |
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| 摘 要： | 抗差递推校正模型在抵御流量异常值对实时校正精度影响方面效果明显,但同时也存在将真实值作为异常值剔除,校正误差更大的风险.利用蒙特卡洛方法,分析不同状况下,抗差递推校正模型风险与效果的关系.结果表明抗差递推校正模型的风险受异常值发生频率影响较大.
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| 关 键 词： | 抗差估计 风险分析 蒙特卡洛方法 频率 |
An Analysis of the Risk of Robust Recursive Updating Model |
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| ZHAO Chao.An Analysis of the Risk of Robust Recursive Updating Model[J].China Rural Water and Hydropower,2011(6). |
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| Authors: | ZHAO Chao |
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| Institution: | ZHAO Chao{1,2}(1.Water Resources and Environmental Institute,Xiamen University of Technology,Xiamen 361005,China,2.State Key Laboratory of Marine Environmental Science,Environmental Science Research Center,Xiamen University,China) |
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| Abstract: | Robust recursive updating model is insensitive to the outliers and is effective to stable flood updating accuracy.At the same time,it is risky to detect falsely good value as outliers.Based on Monte Carlo Method,the relations between risk and effect of model are obtained.The research results indicate that the risk of the model is affected by frequency of outliers. |
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| Keywords: | robust estimation risk analysis Monte Carlo Method frequency |
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