基于Hurst指数的风速时间序列研究

袁全勇; 杨阳; 李春; 阚威; 叶柯华

doi:10.21656/1000-0887.380154

基于Hurst指数的风速时间序列研究

doi: 10.21656/1000-0887.380154

上海理工大学能源与动力工程学院, 上海 200093

基金项目: 国家自然科学基金（51676131;51176129）

详细信息

作者简介:
袁全勇（1990—），男，硕士生（E-mail: usst_2011ndyqy@163.com）;李春（1963—），男，教授，博士生导师（通讯作者. E-mail: lichunusst@163.com）.

中图分类号: TK83
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- 被引次数: 0
出版历程
- 收稿日期: 2017-05-26
- 修回日期: 2017-06-23
- 刊出日期: 2018-07-15

Research of Wind Speed Time Series Based on the Hurst Exponent

School of Energy and Power Engineering, University of Shanghai for Science and Technology, Shanghai 200093, P.R.China

Funds: The National Natural Science Foundation of China（51676131;51176129）

摘要

摘要: 为研究风速时间序列的长程相关性和自相似性，采用重标度极差分析和去趋势波动分析对风速时间序列进行相关性分析，计算风速时间序列的Hurst指数，并对其进行了功率谱密度分析，计算其谱指数.结果表明，两种方法计算所得Hurst指数都较为接近1，说明风速时间序列具有显著的自相似性和长程正相关性；但R/S分析及DFA所得Hurst指数有所差异，这一差异说明DFA可体现出非平稳风速时间序列的幂率特征.此外，对风速时间序列Hurst指数及谱指数的分析还表明了风速波动具有“1/f噪声”特征.为风速分形混沌特性研究及风速短时预测等提供了理论依据.
- 风速时间序列 /
- 去趋势波动分析 /
- 重标度极差 /
- Hurst指数 /
- 谱分析
Abstract: In order to investigate self-similarity and long-rang dependence of wind speed time series, the rescaled range analysis and the detrended fluctuation analysis (DFA) were carried out to calculate the Hurst exponent of the wind speed time series. The power spectral density was analyzed and the spectral indexes were calculated. The results show that, the Hurst exponents calculated with the both methods are close to 1, which means that the wind speed time series has strong self-similarity and long-range positive dependence. However, the Hurst indexes from the 2 methods are different, which means that the DFA method could reflect the power-law feature of the non-stationary wind speed time series. Furthermore, the results of the Hurst exponents and the spectral indexes show that the wind speed fluctuation belongs to the “1/f fluctuation”. The conclusions offer some references for further study on fractal chaos and short-time wind speed prediction.
- wind speed time series /
- detrended fluctuation analysis /
- rescaled range /
- Hurst exponent /
- spectral analysis

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