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降雨时间序列分解预测模型及应用
引用本文:黄显峰,邵东国,阳书敏.降雨时间序列分解预测模型及应用[J].中国农村水利水电,2007,0(9):6-8.
作者姓名:黄显峰  邵东国  阳书敏
作者单位:1. 水资源与水电工程科学国家重点实验室,武汉大学,武汉,430072
2. 国家开发银行,北京,100037
基金项目:国家重点基础研究发展计划(973计划)
摘    要:为了对随机型时间序列进行预测,在分析其性质的基础上,提出了将其分解为趋势项、周期项和平稳随机项,建立时间序列分解预测模型,分别对趋势项和周期项进行检验和提取,利用自回归模型人工合成新的序列对平稳随机项进行模拟和预测。将该模型应用于降雨量预测,取得良好效果,表明了该模型的有效性和适用性。

关 键 词:时间序列  分解预测模型  随机项  自回归模型
文章编号:1007-2284(2007)09-0006-03
修稿时间:2007-05-28

A Decomposition Prediction Model for Rainfall Time Series and Its Application
HUANG Xian-feng,SHAO Dong-guo,YANG Shu-min.A Decomposition Prediction Model for Rainfall Time Series and Its Application[J].China Rural Water and Hydropower,2007,0(9):6-8.
Authors:HUANG Xian-feng  SHAO Dong-guo  YANG Shu-min
Abstract:In order to predict the stochastic time series, the time series is divided into trend component,periodic component and steady random component based on the analysis of its characteristic,respectively.A decomposition prediction model for rainfall is established in this paper.The trend component and period component of the time series are validated and extracted, respectively,and autoregressive model is applied for new artificial serial generation to simulate and predict the steady random component.Applying the model for the rainfall time series prediction,good results are derived,which demonstrates the validity and applicability of the model.
Keywords:time series  decomposition prediction model  random component  autoregressive model
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