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研究生:林淑真
研究生(外文):Shu-Chen Lin
論文名稱:碎形與渾沌在非線性水文系統之解析與預報
論文名稱(外文):Fractals and Chaos on the Analysis and Prediction of Nonlinear Hydrologic Systems
指導教授:劉 長 齡游 保 杉
指導教授(外文):Chang-Ling LiuPao-Shan Yu
學位類別:博士
校院名稱:國立成功大學
系所名稱:水利及海洋工程學系
學門:工程學門
學類:河海工程學類
論文種類:學術論文
論文出版年:1999
畢業學年度:87
語文別:中文
論文頁數:236
中文關鍵詞:碎形幾何渾沌動力頻率分析L-Z 複雜度間隙性尺度不變性類神經網路非線性動力
外文關鍵詞:fractal geometrychaotic dynamicsfrequency analysisL-Z complexitylacunarityscale invarianceartificial neural networknonlinear dynamics
相關次數:
  • 被引用被引用:12
  • 點閱點閱:364
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  • 收藏至我的研究室書目清單書目收藏:0
由於碎形幾何與渾沌動力是非線性科學中的兩個重要組成單元,而它們是目前解析複雜水文系統的熱門工具。因此,本研究旨在利用此二學門於水科學相關領域的探討及應用,其中有八項主題是文中所欲解析者,分別是:(1)水文歷程的點碎形維度值計算與變異性解析;(2)區域性碎形特徵量之面狀解析與群集性探討;(3)水文變量之時間尺度律驗證與頻率分析之碎形趨近法;(4)驗證日流量資料的吸子存在性;(5)分析各種變數轉換下之系統複雜性的變遷程度;(6)以相空間觀點來解析部份階次模式之物理機制;(7)流量歷程之非線性模式建立與單超前期距預測;(8)非線性模式在集水區面積雨量之多超前期距預測。
首先,是利用碎形幾何來解析水文變量的時空變化,計有三個主體。在水文歷程的點碎形維度值計算與變異性解析方面:經計算得容積維度、資訊維度及相關維度等數據,顯示降雨及逕流歷程表現出多重碎形結構,又前者的複雜性遠比後者為高。至於兩者的間隙性係隨著觀測尺度的增加而下降,惟遞減型態有程度上的差異,同時亦均顯示出時間分佈上的強烈非均勻性。在區域性碎形特徵量之面狀解析與群集性探討方面:雨量的時間性維度在空間上之變異及解析能力,與一般所理解者是相互一致的;集水區流量歷程的時間性維度與河系網路分佈的空間性維度之間,具有一定程度的關聯性。又間隙性除可作為區分相同維度體系之辨識功能外,亦可作為偵測或檢測其是否受到外在衝擊的一項解析工具。在水文變量之時間尺度律驗證與頻率分析之碎形趨近法方面:降雨量具有時間的尺度不變性及隨門限值升高而導致群集性的下降,此外亦驗證得不同的門限值變動下,可獲得相同的一致性尺度不變區最大值。又利用超越門限值所得之機率-尺度律,進而建立起飽和尺度(重現期)與門限值(設計水文量)之相依關係,其有別於傳統的水文頻率分析法。當所關注的尺度為年單位以上時,暴雨的碎形尺度律公式可順利地予以建立。
接著,是利用渾沌動力來解析水文變量的時間變化,亦計有三個主體。在驗證日流量資料的吸子存在性方面,經計算得日流量的相關維度與最大Lyapunov指數,結果顯示了渾沌吸子之存在證據,而所需解析的變數為3個或4個,因此可利用該等資訊來重建系統的運動軌跡。在不同變數轉換下之系統複雜性的變遷程度方面:以所選用的四種資料別為例,當未有任何轉換時,則複雜度的大小順序是白色干擾、日降雨、日流量及Lorenz吸子。除白色干擾是明顯的無序之外,其餘均含有某種程度的型態或結構,而且該測度展現出辨識能力。又若對資料進行積分或移動平均之轉換處理,則可有效降低其複雜度,此隱喻能以較簡單的方式來建立模式且具有更長期距的預報能力。在使用相空間觀點來解析部份階次模式之物理機制方面:部份階次具有完備的數學理論架構及物理性之闡明機制,同時經由實際案例之計算與分析而給予證實。不僅如此,多維非線性部份階次模式更擴展成具有時間-空間關聯性並存之完整模式。
最後,是採用非線性模式來進行時間序列的模擬與預測,計有兩個主題。在流量歷程之非線性模式建立與單超前期距預測方面:於所比較的眾多模式當中,以結合相空間及類神經網路之時序建模方式,具有較佳的整體效能,顯見類神經網路所展現在學習非線性行為的適應能力。又在非線性模式於集水區面積雨量之多超前期距預測方面:經實證分析得具備渾沌動力性的非線性模式優於時間稽延式的線性模式,而當預報的超前期距增加時,前者明顯地展現出較佳的特性,同時亦維持一定的穩健性。因此,若驗證得一時間序列為渾沌過程,則應以非線性觀點為出發,而不應再簡化成線性問題。
雖然整個研究採用了較為新穎的觀念及工具來解析複雜水文系統,然大多數的研究本體亦納入了傳統分析方法之成果,使得不同方法論能有所參照及比較的機會,同時藉由其間的差異來截長補拙,使之能完善整個複雜系統之描述能力。
The fractal geometry and the chaotic dynamics are two important components in nonlinear sciences. They are powerful tools to analyze the complex hydrologic systems currently. In this study, we focus the attention on hydrosciences. Eight topics are concerned and described as follows: (1) estimation of point-fractal dimension and its variability for hydrologic process, (2) analysis and clustering for areal fractal characteristics, (3) identification of time-scale law and fractal approach of frequency analysis for hydrologic variable, (4) existence identification of attractor for daily streamflow data, (5) complexity comparison of a system with different transformation, (6) mechanism description of subset regression model by phase-space concept, (7) nonlinear modeling of streamflow process and its one-lead time forecasting and (8) nonlinear model for multi-lead time forecasting in areal rainfall of watershed.
Firstly, the fractal geometry is used to analyze the tempo-spatial variation for hydrologic variables and three parts are included. On the estimation of point-fractal dimension and its variability for hydrologic process, the capacity dimension, information dimension and correlation dimension are calculated. The results show that the rainfall and runoff processes are both multi-fractals. The former is far more complex than the latter. When the observation time-scale increases, the lacunarity decreases. The decreasing patterns are different in degree and have a strong non-uniform tendency on the temporal distribution. On the analysis and clustering for areal fractal characteristics, the spatial variation and explanation with the temporal dimension of rainfall are the same of our understanding from experience. As for the relation between the temporal dimension of watershed runoff process and the spatial dimension of river basin network, they are correlative in degree. Not only the lacunarity measure can be served as the verification tool, once the systems have the same dimensions, but also is a powerful tool to detect or test whether the external impact or not. On the identification of time-scale law and fractal approach of frequency analysis for hydrologic variable, the rainfall is evident that scale invariance exists in time and clustering will decrease in accord with the increase of threshold. Under the variation of threshold, it can be verified that the maximum values of the homogenous scale-invariant interval are just the same. In addition, taking the probability-scale law on different levels of threshold, the relation can be established between the saturation scale (return period) and the threshold (design hydrologic variable). The methodology is different from the traditional one, i.e. frequency analysis method. When the time-scale we concerned is increasing up to one-year, the fractal scaling law of storm can be established readily.
Secondly, the chaotic dynamics is used to analyze the temporal variation of hydrologic variables and three parts are also included. On the existence identification of attractor for the daily streamflow data, the correlation dimension and maximum Lyapunov exponent are calculated. The results show that the chaotic attractor exists and suggests that it may be described by 3 or 4 variables. This information can be used to reconstruct the motion trajectory of a system. On the complexity comparison of a system with different transformation, four types of data are selected and the complexity is white noise, daily rainfall, daily streamflow and Lorenz attractor in descending order. Only the white noise is apparently in disorder, the others have some kinds of pattern or structure. This measure shows the power on the verification. Once the data are transformed by the integration and moving average, the complexity will be decreased. It implies that the model can be established with a simpler way and have a longer lead-time predictability. On the mechanism description of subset regression model by phase-space concept, the subset-order model has the dual properties, the framework of mathematical theory and the mechanism of the physical explanation, and this result is proved by the case studies. Moreover, the multi-dimensional nonlinear subset-order model is extended to the tempo-spatial related model.
Finally, the nonlinear model is used for the time series simulation and forecasting and two aspects are concerned: (1)On the nonlinear modeling of streamflow process and its one-lead time forecasting, many models are compared. The results shows that the combined phase-space theory with the artificial neural network framework is excellent and it is powerful on the learning of nonlinear behavior for the artificial neural network. (2)On the nonlinear model for multi-lead time forecasting in areal rainfall of watershed, it is verified that the nonlinear model based on the chaotic dynamics is superior to the linear one based on the time-lag correlation. When the lead-time for forecasting is increased, the former is apparently better than the latter on the overall performance and it is still robust. If a time series is proved a chaotic process, it belongs a nonlinear problem. It must come from the nonlinear point of view and not treated as a linear one.
Many modern concepts and tools are used to analyze the complex hydrologic systems in this study, but much of them are also introduced the results from the traditional one. The purpose is to provide a reference and a comparison with different methodologies. Viewing the differences, we overcome the shortcomings, instead of the strong points of the other. The description of complex system will be improved in advance.
封面
中文摘要
英文摘要
謝誌
目錄
表目錄
圖目錄
符號說明
第一章 導論
1-1 研究動機與目的
1-2 文獻回顧與探討
1-3 本文內容與組織
第二章 碎形幾何及其動力理論
2-1 碎形幾何學
2-1.1 何謂碎形
2-1.2 碎形維度之定義
2-1.3 尺度不變性與尺度律
2-2 碎形特性之解析
2-2.1 容積維度之計算
2-2.2 資訊維度之計算
2-2.3 相關維度之計算
2-2.4 間隙性測度
2-3 頻率分析之碎形趨近法
2-3.1 Cantor 集觀念
2.3.2 碎形分佈與機率之變換
2.3.3 時間軸上之點事件解析
2.3.4 極端水丈量之碎形推估法
第三章 渾沌動力理論
3-1 渾沌學
3-1.1 何謂渾沌
3-1.2 渾沌的研究方式
3-1.3 相空間及其重建
3-2 渾沌特徵之解析
3-2.1 吸子維度
3-2.2 Lyapunov指數
3-2.3 Kolmogorov熵
3-2.4 LZ複雜度
3-3 變數轉換之複雜性變化分析
3-3.1 非線性轉換
3-3.2 差分與積分之轉換
3-3.3 移動平均轉換
第四章 非線性模式之構建
4-1 非線性預報模式
4-1.1 線性時序方法及其考量
4-1.2 為何使用非線性方法
4-1.3 導入渾沌動力性之模性建立概念
4-1.4 非線性函數之選定與處理
4-2 最佳化預測-類神經網路學習法
4-2.1 類神經網路概述
4-2.2 類神經網路架構
4-2.3 傳輸函數之選取
4-2-4 學習演算法
4-2.5 資料常態化或正規化處理
4-3 模式效庇能比較準則
4-3.1 評鑑指標-統計類與水文類
4-3.2 總體效能分數評鑑體系
第五章 碎形幾何之水文時空應用
5-1 區域性水文變量之碎形特徵計算與解析
5-1.1 概要
5-1.2 資料選用之說明
5-1.3 水文變量之碎形特徵與變異性解析
5-1.4 水文變量之間隙性解性
5-1.5 結語
5-2 水文變量之時間尺度律與頻率分析
5-2.1 概要
5-2.2 資料選用之說明
5-2.3 水文變量之時間尺度律驗證
5-2.4 設計水文量之碎形推估
5-2.5 結語
第六章 渾沌理論在水文時序分析之應用
6-1 水文歷程之渾沌吸子探尋與特徵解析
6-1.1 概要
6-1.2 資料選定與相關資訊
6-1.3 目流量渾沌特徵之診斷
6-1.4 結語
6-2 水文歷程之變數轉換及其影響性初探
6-2.1 概要
6-2.2 變數轉換之影響性
6-2.3 水文資料之變數轉換對系統複雜度之影響
6-2.4 結語
6-3 以相空間觀點驗證部份自迴歸過程之物理性的存在
6-3.1 概要
6-3.2 自迴歸與部份自迴歸過程
6-3.3 存在性之佐證與綜合解說
6-3.4 實際資料之驗證
6-3.5 結語
第七章 非線性動力模式在水文時序之建模
7-1 河川逕流歷程之非線性模擬與預測
7-1.1 概要
7-1.2 資料選用與各模式介紹
7-1.3 日流量時間序列之模擬與預測
7-1.4 結語
7-2 集水區雨量歷程之非線性模擬與預測
7-2.1 概要
7-2.2 研究對象之背景說明
7-2.3 轉移機率之預報函數與預測值
7-2.4 多超前時期之日雨量模擬與預測
7-2.5 結語
第八章 結論與建議
8-1 結論
8-2 建議與展望
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