抗差递推校正模型的风险分析-Core.PDFVIP

4 中国农村水利水电2011 年第6 期 : 1007-2284( 2011) 06-0004- 03 赵 超1, 2 ( 1. , 361005; 2. , 361005) :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, 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 :抗差估计; 风险分析; 蒙特卡洛方法; 频率 :T V213.4 :A An Analysis of the Risk of Robust RecursiveUpdatingModel 1, 2 ZHAO Chao ( 1. Water Resources and nvironmental Institute, Xiamen University of Technology, Xiamen 361005, China;2. State Key Laboratory of Marine nvironmental Science, nvironmental Science Research Center, Xiamen University, Xiamen 361005, China) 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 M onte Carlo Method, the relations betw een risk and effect of model are obtained. The research results indicate that the risk of the model is affected by frequency of outliers. Key ords: robust estimation; risk analysis; Monte Carlo Method; frequency (RLS) , [1- 3] , , , ,, , (RRLS) , [4] , , , , , , [1, 2, 5] , : , , ^ ( t + 1) = ^ ( t) + w (t + 1) P t X t+ 1[ + w