KSCE Journal of Civil and Environmental Engineering Research (대한토목학회논문집)

Korean Society of Civil Engeneers (대한토목학회)
권호 표지

Hurst Phenomenon in Hydrologic Time Series

수문 시계열의 Hurst 현상

Kim, Hung-Soo;Park, Jin-Uk;Kim, Joong-Hoon
김형수;박진욱;김중훈

  • Published : 1998.11.30

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Abstract

Hurst phenomenon is one of the unsolved Problems in stochastic hydrology, or natural science. However, more studies may be needed on Horst Phenomenon for better modeling and forecasting of hydrologic or other systems based on Hurst effect. A key feature of the Horst phenomena is explained with long term Persistence and it has been studied by Markovian processes, Brownian domain, and the estimation of Hurst exponent. There are many techniques such as variance-time plot, Pox diagram, and GEOS diagram to see Horst effect in time series. This study uses those techniques to test Hurst effect in hydrologic data and chaotic time series from dynamical systems and a map. As a result, a chaotic dynamical system and chaotic hydrologic data which show strong autocorrelation are in Horst domain.

Horst현상은 추계학적 수문학과 자연과학에서 아직 해결되지 않은 문제들 중 하나이다. 그러나 수문 또는 다른 시스템들의 모형을 구축하고 보다 더 낳은 예측을 위해서는 Hurst 현상과 그 영향을 연구할 필요가 있을 것이다. Hurst 현상은 장기 지속성으로 설명되어 지는데 이에 대한 연구는 주로 Markovian 과정, Brownian 영역, Hurst 지수의 산정등에 의해 수행되어졌다. 시계열에 있어서 Hurst 현상의 영향을 알아보기 위한 기법에는 분산-시간 Plot, Pox 도표. GEOS도표등이 있다. 본 연구에서는 이들 기법들을 이용하여 수문 자료, 동역학적 카오스 시스템과 카오스 반복사상에 의해 발생한 시계열에 대해 Hurst 현상의 영향을 살펴보고자 하였다. 본 연구의 결과에서 자동 상관관계가 큰 동역학적 카오스 시스템과 카오스 특성을 갖는 수문 자료가 Hurst 현상의 영향을 받는 것으로 나타났다.

Keywords

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