確率論的な流出予測に関する研究 -有色ノイズの導入-

Abstract

The additive noise in stochastic state space model is regarded as the model error andusually assumed to be white Gaussian. But the assumption that the noise sequence is whiteis inadequate to discribe a large and complicated system like as rainfall/runoff system.In this paper, the authors design several runoff models with so-called colored noise. Thenumerical studies, where only statistical and mathematical models are dealt with, are pre-sented to show the efficiency of incorporating the colored noise into the runoff models.Moreover they also give an outline of identifying the state space model in which both thephysical factors in the runoff system and the colored noice sequence can be taken intoconsideration.