水工学論文集
Online ISSN : 1884-9172
Print ISSN : 0916-7374
ISSN-L : 0916-7374
水文時系列の平均値と分散のジャンプ検出および異常値の非異常値化
佐渡 公明中尾 隆志杉山 一郎
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ジャーナル フリー

2008 年 52 巻 p. 211-216

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A non-stationary time series is composed of the trend and some jumps by the change of a mean value and a variance. There is no study example which hasdealt with the power of test fora jump of variance in a hydrological time series.
In this paper, the Monte Carlo simulations are applied to compare the power of the statistical tests: Student's t test, F test, Mann-Whitney test and bootstrap test to assess the significance of jumps to affect the mean value and the variance of a time series with Normal, Logarithm Normal and General Extreme Value distributions. And also, the outliers in the annual maximum daily rainfall (MDR) and annual maximum non-rainfall days (NRD) data of each 22 meteorological observatories in Hokkaido are detected at Tomakomai and Hiroo for MDR data, and at Esashi for NRD data, respectively. Then the normalized conditionsto change these three outliers into normal values are introduced by using a numerical simulation.
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© 社団法人 土木学会
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