《WATER RESOURCES RESEARCH》杂志刊登的“一种获取人工水文时间序列并能够保持其互相关结构和高阶属性的重采样方法”

作  者：Keylock, CJ (Keylock, C. J.)

刊  物：《WATER RESOURCES RESEARCH》,2012年,48卷, W12521

关键词：独立成分分析；替代数据；随机水文学；小波收缩；降雨；分布；可变性；随机；降水；变换

摘  要：基于作用在傅里叶域内的非线性物理技术，本文开发了一种多变量的、基于小波理论的方法来生成人工径流时间序列。该方法不仅保留了原始数据的互相关结构（这种方法比仅仅保留相关性的主成分分析方法更完善），同时也能够复制原始数据的非线性属性。我们认为典型水文过程线的时间不对称性作为最重要的非线性特征必须保留在人工时间序列数据中。将偏态系数作为衡量不对称性的指标，并使用美国107个自动监测站点35年的日径流数据作为算例，文章比较分析了能够保存原始记录的不对称性的两种方法。本文还生成了人工序列数据，并研究了流量时间序列的年最大值的拟合广义极值分布属性。人工数据序列给出了拟合分布的误差范围，这也给确定更为可信的重现期提供了一种新的方法。事实证明研究极值事件最好的方法是单独匹配每一个极值事件的不对称性，而不是制定一个普适的判断阈值。

A resampling method for generating synthetic hydrological time series with preservation of cross-correlative structure and higher-order properties

Authors：Keylock, CJ (Keylock, C. J.)

Journal：WATER RESOURCES RESEARCH ,2012,4:W12521

Key words：INDEPENDENT COMPONENT ANALYSIS; SURROGATE DATA; STOCHASTIC HYDROLOGY; WAVELET SHRINKAGE; RAINFALL; DISTRIBUTIONS; VARIABILITY; RANDOMIZATION; PRECIPITATION; TRANSFORM

Abstract：Based on existing techniques in nonlinear physics that work in the Fourier domain, we develop a multivariate, wavelet-based method for the generation of synthetic discharge time series. This approach not only retains the cross-correlative structure of the original data (which makes it preferable to principal component methods that merely preserve the correlations) but also replicates the nonlinear properties of the original data. We argue that the temporal asymmetry of the typical hydrograph is the most important form of nonlinearity to preserve in the synthetic data. Using the derivative skewness as a measure of asymmetry and an example data set of 35 years of daily discharge data from 107 gauging stations in the United States, we compare two approaches that preserve the asymmetry of the original records. We generate synthetic data and then study the properties of fitting a generalized extreme value distribution to the annual maxima for a total flux time series. The synthetic series provides error bands for the fitted distribution that give a different way of assessing credible return periods. It is found that the best approach for studying extremes is to match the asymmetry of each series individually, rather than to formulate a global threshold criterion.

原文链接：http://onlinelibrary.wiley.com/doi/10.1029/2012WR011923/full