基于Hurst系数对时间序列长期相关性分析的原理,结合R/S分析和分数布朗运动理论,提出一种从整体上识别与检验时间序列变异及其变异程度的分析方法.该方法首先运用R/S分析方法,计算序列的Hurst系数值,进而计算其相关函数值;然后在给定显著性水平下,根据相关函数是否通过假设检验以及相关函数的大小将变异程度划分为:无变异、弱变异、中变异、强变异、巨变异等5个等级,并将Hurst值对应地划分为5个区间;最后在实际应用时,只需根据实测水文序列的Hurst系数值及其所属的变异等级区间,就可以判断序列是否变异及其变异程度.对潮白河和无定河流域年降雨,无定河、疏勒河、红崖山流域年径流的43年资料进行变异分析,结果表明潮白河年降雨变异不显著(无变异),无定河年降雨为弱变异,而无定河、疏勒河、红崖山年径流变异显著,其变异程度分别为中变异、强变异和巨变异.
On account of the influence of human activities and climate change, the alteration of hydrological time series may occur in a basin. The hydrological alteration was defined from statistics in this paper. According to the principle of long-range dependence analysis of time series based on Hurst coefficient, as well as the R/S analysis and the fractional Brownian motion theory, a hydrological alteration analysis method was proposed which could identify and test the alteration of time series and its alteration degree on the whole. Firstly, the R/S analysis method was used to calculate the Hurst coefficient of time series and its correlation function value. Then under a level of significance, according to whether the correlation function can pass hypothesis test and the magnitude of correlation function value, the alteration was divided into 5 ranks : no alteration, weak alteration, moderate alteration, strong alteration, giant alteration, and the Hurst value was accordingly divide into 5 intervals. Lastly in practical application, according to the Hurst value of hydrological time series, their alteration degree could be obtained. The 43 years data of annual rainfall in Chaobaihe River basin and in Wudinghe River basin, as well as annual runoff in Wudinghe River basin, Shulehe river basin, Hongya mountain basin were used for the hydrological alteration analysis, and the physics causes of hydrological alteration were analyzed primarily. The results indicate that the annual rainfall alteration in Chaobaihe River basin is not remarkable, i.e. no alteration, the alteration degree of annual rainfall in Wudinghe River basin is weak alteration, but the annual runoff alteration in Wudinghe River basin, Shulehe river basin, Hongya mountain basin are remarkable, and the alteration degree is respectively moderate alteration, strong alteration, giant alteration.