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改进自适应重要抽样法在水文极限分析中的应用
引用本文:童杨斌,许月萍. 改进自适应重要抽样法在水文极限分析中的应用[J]. 系统工程理论与实践, 2012, 32(10): 2345-2350. DOI: 10.12011/1000-6788(2012)10-2345
作者姓名:童杨斌  许月萍
作者单位:浙江大学 建工学院 水文与水资源工程研究所, 杭州 310058
基金项目:国家自然科学基金(50809058);科技部国际科技合作计划(2010DFA24320);教育部博士点基金项目(200803351029)
摘    要:
提出了一种改进的自适应重要抽样方法, 以广义极值分布为例, 引入L-矩法, 建立样本统计特性与分布参数的联系, 估算极限事件的 发生概率. 以浙江省云港流域的24h设计暴雨为例, 计算金竹岭和仙人潭两个站点降雨量分别大于213mm和200mm的概率. 计算结果表明 改进的自适应重要抽样方法能很好地模拟水文极限事件, 叠代次数随着抽样个数的增加逐渐减小. 与常规的MC法比较, 重要抽样的效率 有显著提高. 另外, 此改进的自适应重要抽样方法还能推广到其他的分布函数.

关 键 词:改进自适应重要抽样法  广义极值分布  水文极限事件  L-矩法  
收稿时间:2010-06-24

Application of an improved adaptive importance sampling method in extreme hydrological analysis
TONG Yang-bin,XU Yue-ping. Application of an improved adaptive importance sampling method in extreme hydrological analysis[J]. Systems Engineering —Theory & Practice, 2012, 32(10): 2345-2350. DOI: 10.12011/1000-6788(2012)10-2345
Authors:TONG Yang-bin  XU Yue-ping
Affiliation:Institute of Hydrology and Water Resources Engineering, Zhejiang University, Hangzhou 310058, China
Abstract:
This paper proposes an improved adaptive importance sampling method that can be used for variables following a GEV distribution.The L-moment method is employed to build the relationship between sample statistics and distribution parameters.In the case study,the 24-hour design storm of Yungang Basin in Zhejiang Province is considered,and the probability of extreme precipitation is calculated for two rainfall gauge stations,Jinzhuling and Xianrentan.The results show that the proposed method performs well in simulating extreme rainfall,and the iterative number decreases as the number of samples increases.Compared with traditional MC simulation,the improved adaptive importance sampling method has better efficiency.Besides,this method has huge potential to be used for other distributions.
Keywords:improved adaptive importance sampling  GEV distribution  extreme hydrological events  L-moment method
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