基于Copula似然比检验凌汛多变量序列变点诊断

Change-Point Detection of Multivariate Ice Flood Series Using Copula-Based Likelihood Ratio Test

在气候变化和人类活动影响下,凌汛期的水文情势分析对防凌减灾研究有重要意义。以黄河宁蒙河段三湖河口水文站的开河期最大流量为研究对象,由相关性分析得到其影响变量——开河期最高水位和冰厚,利用Mann-Kendall和Pettitt检验进行单变量序列变点检验,在单变量变点检验结果的基础上采用Copula似然比检验(CLR)方法对多变量凌汛序列进行变点诊断分析。结果表明:对于单变量序列,开河期最大流量无显著突变,开河期最高水位在1968年发生突变,冰厚在1987年发生突变;对于三变量Pair-Copula结构,tree 1结构没有发生显著变化,tree 2结构在1996年发生突变。经过对比发现,变点前后变量间的相关性有显著差异。造成突变的可能原因是河槽持续淤积导致封冻期和开河期水位逐年抬升。

Under the influence of climate change and human activities,the analysis of the Hydrological situation during ice flood period is of great significance to the study of prevention and mitigation of ice flood disaster.In this paper,the peak break-up discharge of Sanhuhekou Hydrological Station in Ning-Meng reach of the Yellow River was selected as the research object,its effect variables(the peak break-up water level and average ice thickness)were obtained through correlation analysis.Mann-Kendall and Pettitt tests were used for change-point tests of univariate variables,on the basis of these results,Copula-based likelihood ratio test(CLR)method was used for change-point detection of the multivariate series.The results show that for univariate series,there is no significant mutation for the peak break-up discharge,the peak break-up water level mutates in 1968 and average ice thickness mutates in 1987.For Pair-Copula structure,the tree 1 does not change significantly,while the tree 2 mutates in 1996.After comparison,it finds out that the correlation between variables before and after the changepoint is significantly different.The possible reason for the mutation is that the continuous silting of the channel which leads to the keep rising of water level during the freeze-up period and the break-up period.