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M HNH TON THY VN Nguyn Hu Khi -Nguyn Thanh Sn

NXB i hc Quc gia H Ni 2003 T kho: Tn sut, Chun dng chy nm, Dng chy l, mt dm, dao ng dng chy nm, phn phi dng chy nm, dng chy l, cng ti hn, vi phn, dng chy kit, ti nguyn nc, mi trng, m hnh, tt nh, ngu nhin, phng php, Monte -Carlo

Ti liu trong Th vin in t i hc Khoa hc T nhin c th c s dng cho mc ch hc tp v nghin cu c nhn. Nghim cm mi hnh thc sao chp, in n phc v cc mc ch khc nu khng c s chp thun ca nh xut bn v tc gi.

I HC QUC GIA H NI TRNG I HC KHOA HC T NHIN

NGUYN HU KHI NGUYN THANH SN

M HNH TON THU VN

NH XUT BN I HC QUC GIA H NI

MC LC MC LC...................................................................................................................... 3 LI NI U ............................................................................................................... 5 Chng 1. PHN TCH H THNG V M HNH TON THU VN........... 6 1.1. KHI NIM V PHN TCH H THNG V M HNH TON THY VN ....................................................................................................................... 6 1.1.1 Khi nim v phn tch h thng (Systematical analysis) ........................ 6 1.1.2. Khi nim m hnh ton thy vn ............................................................ 9 1.2. PHN LOI M HNH TON THY VN............................................. 14 1.2.1. M hnh tt nh (Deterministic model) ................................................ 15 1.2.2. M hnh ngu nhin(Stochastic model) ................................................. 18 1.3. S LC QU TRNH PHT TRIN M HNH TON THY VN. 23 Chng 2. M HNH TT NH ............................................................................ 26 2.1 NGUYN TC CU TRC M HNH TT NH .................................. 26 2.1.1 Nguyn tc m phng ............................................................................. 26 2.1.2 Cu trc m hnh tt nh ....................................................................... 28 2.2 NHNG NGUYN L CHUNG TRONG VIC XY DNG M HNH " HP EN .......................................................................................................... 30 2.2.1. Mt s cu trc m hnh tuyn tnh c bn ........................................... 33 2.2.2 Hm nh hng. Biu thc ton hc lp m hnh tuyn tnh................ 38 2.3. NGUYN L XY DNG M HNH "QUAN NIM" DNG CHY. 41 2.3.1. Xy dng cu trc m hnh.................................................................... 42 2.3.2 Xc nh thng s m hnh .................................................................... 44 2.4. CC PHNG PHP XC NH THNG S M HNH ..................... 47 2.4.1. Cc tiu chun nh gi m hnh .......................................................... 48 2.4.2. La chn thng s ti u ....................................................................... 49 2.5 GII THIU CC M HNH TT NH THNG DNG ...................... 50 2.5.1. M hnh Kalinhin - Miliukp - Nash.................................................... 50 2.5.2 M hnh TANK ........................................................................................ 53 2.5.3 M hnh SSARR....................................................................................... 67 2.5.4. M hnh din ton chu th ................................................................... 75 2.5.5 Mt s kt qu ng dng m hnh tt nh Vit Nam.......................... 79 Chng 3. M HNH NGU NHIN...................................................................... 80 3.1 CU TRC NGUYN TC CA M HNH NGU NHIN .................. 80 3.1.1 Nguyn tc m phng ............................................................................. 80 3.1.2. Cu trc ca m hnh ngu nhin ......................................................... 94 3.2. CC LOI M HNH NGU NHIN ....................................................... 98 3.2.1. M hnh ngu nhin c lp thi gian................................................... 98 3.2.2. M hnh ngu nhin tng quan ......................................................... 106 3.3 PHNG PHP XC NH THNG S................................................ 120 3.3.1. Tiu chun nh gi m hnh .............................................................. 120 3.3.2. Phng php xc nh thng s m hnh ........................................... 124 3.3.3. Phng php to chui m hnh ho .................................................. 134 3.4. MT S M HNH NGU NHIN THNG DNG HIN NAY. ........ 139

3.4.1. M hnh t hi quy trung bnh trt ARIMA (AUTOREGRESIVE INTERGRATED MOVING AVERAGE MODEL).......................................... 139 3.4.2. M hnh MARKOV (MARKOV MODEL)............................................ 153 3.4.3. M hnh ng lc thng k Alikhin (Statistic dynamical model) ..... 164 3.4.4. M hnh THORMAT-FIERING............................................................ 166 Chng 4. NG DNG CA M HNH TON THU VN ........................... 168 4.1. NG DNG TRONG TNH TON THU VN.................................... 168 4.1.1. S l v qun l s liu thy vn ......................................................... 168 4.1.2. D bo v tnh ton thy vn .............................................................. 169 4.2. NG DNG TRONG TNH TON THU LI...................................... 176 4.2.1. nh gi cc c trng thng k ........................................................ 176 4.2.2. Quy hoch v iu hnh h thng ngun nc ................................... 178 4.3. BI TP NG DNG............................................................................... 179 4.3.1. Bi tp s 1: NG DNG M HNH SSARR. .................................. 179 4.3.2. Bi tp s 2: NG DNG M HNH ARIMA................................... 189

LI NI U M hnh ton trong thu vn ang ngy cng pht trin, c ng dng rng ri trong thc t v bt u c a vo chng trnh ging dy v hc tp bc i hc. Tuy nhin hin nay cha c gio trnh chnh thc v y v vn ny. p ng yu cu nghin cu v hc tp ca sinh vin ngnh thu vn v ti nguyn nc, gio trnh c khn trng bin son. Cc tc gi c gng tp hp v h thng ho nhng nghin cu gn y v vn ny. Ti liu ny rt cn thit cho sinh vin v hc vin cao hc ngnh thu vn, Khoa Kh tng-Thu vn v Hi dng hc, ng thi l ti liu tham kho rt b ch cho sinh vin cng nh cc hc vin cao hc cc ngnh c lin quan. Cun sch c cc ging vin ging dy v nghin cu nhiu v lnh vc m hnh ton thu vn bin son. Cc tc gi chn thnh cm n cc bn ng nghip v nhng ng gp qu bu cho ni dung ca cun sch. Cm n Khoa Kh tng-Thu vn v Hi dng hc, Trng i hc Khoa hc t nhin, ai hc Qu gia H ni to mi iu kin thun li cho vic xut bn ti liu ny. y l gio trnh c bin son ln u tin, nn chc rng cn c nhng khim khuyt v thiu st, rt mong c s ng gp ca bn c.

Cc tc gi

Chng 1
PHN TCH H THNG V M HNH TON THU VN
1.1. KHI NIM V PHN TCH H THNG V M HNH TON THY VN

Ngy nay s hiu bit ca con ngi v cc qu trnh thu vn tin c nhng bc di. Con ngi hiu bit kh su sc v cc qu trnh hnh thnh dng chy, cc c ch tc ng v t thit lp cc m hnh m phng chng. Tuy nhin trong thc t cc hin tng thu vn v cng phc tp , chng ta ch hiu c mt phn khng y v chng v thiu nhng l thuyt hon chnh m t tt c cc qu trnh xy ra trong t nhin. V l trong thu vn vn s dng khi nim h thng,cho php m t cc hin tng thu vn mt cch n gin hn. 1.1.1 Khi nim v phn tch h thng (Systematical analysis) 1.1.1.1. H thng(System) H thng c hiu l mt tp hp cc thnh phn c quan h lin thng vi nhau to thnh mt tng th. Theo Dooge (1964) h thng l bt k mt cu trc, thit b hoc s , trnh t no , thc hay tru tng, c gn vi bc thi gian nht nh, lin h gia lng vo(nguyn nhn, nng lng, thng tin) vi lmg ra(h qu, phn ng, nng lng) nh hnh 1.1. I(t) Lng vo (Input)
Hnh 1.1. S h thng

H thng (System)

Q(t) Lng ra (Output)

H thng thu vn (Hydrologic system) l cc qu trnh thu vn (chu trnh thu vn) trn mt vng khng gian nht nh v l cc h thng thc. Ta c th coi tun hon thu vn nh mt h thng vi cc thnh phn l nc, bc hi, dng chy v cc pha khc nhau ca chu trnh. Cc thnh phn ny li c th tp hp thnh cc h thng con ca chu trnh ln. phn tch h thng ton cc ta tin hnh x l, phn tch ring r cc h thng con n gin hn v tng hp cc kt qu da trn mi quan h qua li gia chng. Trong hnh 1.2 tun hon thu vn ton cu c miu t nh mt h thng. Cc ng t qung chia h thng thnh 3 h thng con: H thng nc kh quyn bao gm cc qu trnh ma ri , bc hi ngn gi bi cy ci v bc thot hi sinh vt,

h thng nc trn mt t vi cc qu trnh chy trn sn dc, dng chy mt, qu trnh chy dng st mt, dng ngm v cc qu trnh chy trong sng v ra bin, h thng nc di t bao gm cc qu trnh thm, b sung nc ngm, cc dng st mt v dng ngm. Cc qu trnh thu vn, cng theo nh ngha ca Dooge khng ch b hp trong s lng dng chy m l tp hp cc qu trnh vt l, ho hc cng nh sinh hc ca dng chy sng ngi. Cc qu trnh ny c th do mt hay nhiu bin vo, phn ng ca h thng c th to ra nhiu qu trnh ra.
Ma ri Bc hi

Nc trong kh quyn

Ngn gi l cy Bc thot hi

Nc mt

Chy trn sn dc

Dng chy mt

Dng chy trc tip vo sng v i dng

Thm Nc st mt Tr li kho nc ngm

Dng chy st mt

Dng chy ngm

Hnh 1.2 S h thng thy vn ton cu

Trong hu ht cc bi ton thc hnh chng ta ch xt mt s t qu trnh trong tun hon thy vn ti mt thi gian v mt phm vi khng gian nh b no ca tri t. nghin cu cc bi ton ny, ngi ta dng mt khi nim hp hn, thch hp hn l khi nim th tch kim tra . l khi nim c dng trong c hc cht lng biu th mt khng gian ba chiu, c cht lng chy qua v cc nguyn l c bn v khi lng, nng lng v ng lng c p dng cho n. Th tch kim tra

cung cp cho chng ta mt ci khung p dng cc nh lut v bo ton khi lng, nng lng v nh lut II Niutn, t rt ra cc phng trnh ng lc dng trong thc hnh. Trong qu trnh suy din ta khng cn bit m hnh chnh xc ca cc dng cht lng bn trong th tch kim tra, m ch cn bit tnh cht ca cht lng trn mt kim tra, tc l bin gii ca th tch kim tra ang xt. Cht lng bn trong th tch kim tra c coi nh mt khi m khi xt n tc dng ca cc lc ngoi, v d trng lc, ta coi khi cht lng ny nh mt im trong khng gian ti tp trung khi lng ca cht lng . Tng t, h thng thy vn c nh ngha nh mt cu trc hay mt th tch khng gian bao quanh bi mt mt bin. Cu trc ny tip nhn cc yu t u vo (Input) qua mt bin nh ma theo phng thng ng, dng chy theo phng ngang, thao tc phn tch cc yu t bn trong v bin i chng thnh cc yu t u ra (Output) mt bin bn kia. C th hiu cu trc ca h thng (hay th tch khng gian) l ton b cc ng i, cc phng thc khc nhau qua nc xuyn sut qua h thng t im i vo cho n im i ra. Bin ca h thng l mt mt lin tc, xc nh trong khng gian 3 chiu bao quanh cu trc hay th tch ang xt. Mt i tng nghin cu no i vo h thng nh mt yu t u vo, tc ng qua li vi cu trc v cc yu t khc, ri ri khi h thng thnh yu t u ra. Nhiu qu trnh vt l, ho hc v sinh hc khc nhau bn trong cu trc tc ng ln i tng. 1.1.1.2. Phn tch h thng Phn tch h thng l tm hiu cu trc v s vn hnh ca h thng, xc lp cc m hnh m t chng . Ngi ta tin hnh thit lp cc phng trnh v m hnh ca cc hin tng thy vn theo cc bc tng t nh c hc cht lng. Tuy nhin, vic p dng cc nh lut vt l mang tnh xp x gn ng nhiu hn bi v h thng nhiu hn, phc tp hn, c th bao hm nhiu yu t cn xt. Mt khc phn ln cc h thng thy vn mang tnh ngu nhin bi v yu t i vo h thng l ma, mt hin tng c tnh bin ng ln v tnh ngu nhin cao. Cng chnh v vy, phn tch thng k gi mt vai tr quan trng trong ny. V d ta c th biu th qu trnh ma ro dng chy trn mt lu vc nh l mt h thng thy vn (hnh 1.3). Lng ma l yu t u vo c phn b trong khng gian trn mt phng pha trn. Lu vc l din tch tp trung nc ca mt con sng. Bin ca h thng c dng xung quanh lu vc bng cch chiu thng ng

ng phn nc ti hai mt nm ngang ta nh v y. Yu t u ra l dng nc tp trung trong khng gian ti ca ra ca lu vc. Lng bc hi v dng st mt cng c th coi l yu t u ra nhng thng rt nh so vi dng chy sinh ra trong mt trn ma nn c th b qua.
Nc ri I(t)

ng phn nc lu vc

B mt lu vc

Bin h thng

Dng chy ra sng Q(t)

Hnh 1.3 : Minh ho lu vc nh mt h thng thy vn . Cu trc ca h thng l tp hp cc ng i ca dng chy trn mt hoc trong t bao gm c cc dng nhnh, nhng dng ny cui cng s ho nhp thnh dng chy ti mt ct ca ra. Cu trc ca h thng chu nh hng ca cc c tnh lu vc nh a hnh, a cht, th nhng, cc c trng hnh thi lu vc v sng Nu kho st tht chi tit b mt v cc tng t ca lu vc ta thy s lng cc ng di chuyn ca dng chy c th v cng ln. Dc theo mt ng i bt k, hnh dng, nhm, dc b mt c th thay i lin tc t v tr ny sang v tr khc, ng thi thay i theo thi gian. Mt khc ma cng bin i ngu nhin theo khng gian v thi gian. Do s phc tp nh vy ta khng th m t mt s qu trnh thy vn bng nhng nh lut vt l chnh xc. S dng khi nim h thng ngi ta tp trung xy dng mt m hnh lin h cc yu t u vo v sn phm u ra hn l miu t mt cch chnh xc cc chi tit ca h thng. S miu t chnh xc nh vy c th khng mang ngha thc tin hoc khng thc hin c v n vt qu kh nng hiu bit ca chng ta. Tuy nhin s hiu bit v h thng vt l s gip ch rt nhiu trong vic thit lp m hnh mt cch ng n v kim chng chnh xc ca n . 1.1.2. Khi nim m hnh ton thy vn 1.1.2.1 M hnh ton hc h thy vn. Mc tiu ca phn tch h thng l nghin cu s vn hnh ca h thng v d

ton kt qu u ra. M hnh h thng thy vn l phn nh gn ng ca mt h thng thy vn c tht. Cc yu t u vo v sn phm u ra l cc bin lng thy vn o c . M hnh h thng thy vn c th l m hnh vt l, tng t hay ton hc. M hnh vt l bao gm cc m hnh t l tc l cc m hnh biu th h thng tht di dng thu nh nh m hnh thy lc ca p trn. M hnh tng t l mt m hnh vt l khc c tnh cht tng t nh m hnh nguyn th, chng hn mt s m hnh in trong thy lc . M hnh ton hc miu t h thng di dng ton hc. M hnh ton hc l tp hp cc phng trnh ton hc, cc mnh logic th hin cc quan h gia cc bin v cc thng s ca m hnh m phng h thng t nhin (Reepgaard) hay ni cch khc m hnh ton hc l mt h thng bin i u vo (hnh dng, iu kin bin, lc v.v...) thnh u ra (tc d chy, mc nc, p sut v.v...) (Novak). Chng ta biu th u vo v u ra ca h thng l cc hm ca thi gian, th t l I(t) v Q(t) , trong t l bin thi gian trong khong thi gian T ang xt. H thng thc hin mt php bin i, bin yu t u vo I(t) thnh u ra Q(t) theo phng trnh : Q = I(t) Phng trnh ny c gi l phng trnh bin i ca h thng . l mt hm truyn (Propogation function) gia cc yu t u vo v u ra. i khi ngi ta cn gi l hm nh hng hay hm phn ng. Nu mi lin h ny c th biu th bng mt phng trnh i s th l mt ton t i s. V d nu c : Q(t)=C.I(t) trong C l mt hng s th hm truyn s l mt ton t: =
Q(t ) I (t )

(1.1)

(1.2) (1.3)

Nu php bin i c m t bi mt phng trnh vi phn th hm truyn l mt ton t vi phn. V d trong mt kho nc tuyn tnh lng tr S lin h vi lu lng ra Q qua phng trnh : S = KQ (1.4) trong K l mt hng s. T tnh lin tc ca dng chy ta c lng bin thin ca lng tr trong mt n v thi gian dS/dt bng hiu gia lng vo I(t) v lng ra Q(t) :

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dS dt

= I (t ) Q (t )

(1.5)

Thay S t (1.4) vo (1.5) ta c :


K . dQ + Q (t )= I (t ) dt

(1.6)

Do :
= Q (t ) Q (t ) Q = = I (t ) K . dQ + Q (t ) Q + KD dt

(1.7)

trong D l mt ton t vi phn d/dt . Nu phng trnh bin i h thng (1.7) c xc nh v c th gii c th n cho ta kt qu u ra nh l hm ca yu t u vo. Cng c th vit m hnh ton hc ca h thng theo dng sau :
I Q 2 I 2Q f I (t ),Q (t ), , ,..., 2 , 2 ,...,1 , 2 ,... = 0 t t t t

(1.8)

trong f [...] l mt hm s c dng xc nh. Cn 1, 2,... l cc thng s c th trc tip o c trn bn hoc xc nh theo ti liu thc o . Trong thc t cc bin I(t), Q(t) khng th o lin tc m o ri rc theo ccc thi on bng nhau. Do vy thun tin ta vit I(t)=Q(t) biu th cc gi tr ca cc
I Q 2 I 2Q bin I(t) , Q(t) ti thi im t , v thay cc o hm ring , , 2 , 2 bng cc t t t t

sai phn th phng trnh (1.8) c th vit li nh sau :


f [I t ,Qt ,I t 1,Qt 1,I t 2 ,Qt 2 ,...,1, 2 ]=0

(1.9)

Ni chung h thng thc rt phc tp khi m hnh ha thng dng mt hm tng i n gin f*[...] trong phng trnh 1.9 khi s mc mt sai s. Ta c th vit li (1.9) c tnh n sai s ny nh sau :
f [I t ,Qt ,I t 1 ,Qt 1,I t 2 ,Qt 2 ,...,1, 2 ]+ t = 0

(1.10) (1.11)

Hay

f= f [I t ,Qt ,I t 1 ,Qt 1,I t 2 ,Qt 2 ,...,1, 2 ]+ t =0

Phng trnh (1.11) biu th mt m hnh ton hc vi hm s f* l hm s m phng m hnh. Vic chn dng f* m t h thng thc l mt vn ch yu khi xy dng m hnh . 1.1.2.2 Thng s m hnh (Parametter of model). Thng s l c trng s lng ca h thng thy vn. V d din tch lu vc l mt thng s biu th ln ca lu vc. Ni chung thng s ca h thng khng

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thay i theo thi gian trong iu kin cc nhn t nh hng n h thng n nh. c tnh ca h thng c th biu th qua nhiu thng s khc nhau . Hiu qu ca m hnh ph thuc trc ht vo chnh xc xc nh thng s. Nu thng tin ban u khng y th khi tng s thng s, mc d cho php m t y hn v chnh xc hn qu trnh, nhng c th a n nhng kt qu km hn bi v cc thng s c la chn s c sai s ln hn. V vy phi la chn mt cu trc m hnh ti u no , bao gm mt s lng ti u cc thng s, c th m t tt cc qu trnh c bn trong h thng thng tin c, ng thi phi a ra cc phng php xc nh chnh xc cc thng s. Thc t cho thy kh nng thay i cu trc m hnh lun ln hn kh nng thay i cc phng php xc nh thng s . 1.1.2.3 Cu trc m hnh (Structure of model). Cu trc m hnh phn nh th t cc khi tnh ton v m t t hm vo n hm ra. C 3 khuynh hng la chn cu trc m hnh : - Th nht l chn mt cu trc chung nht bao hm tt c cc hin tng v tp hp cc nhn t tc ng. - Th hai l chn cu trc m t tt nht cc hin tng v i tng thy vn ring bit cho tng bi ton c th . - Th ba l la chn mt cu trc no c nghin cu v chnh l tt p dng cho cc hin tng thy vn. Trong thc t c nhiu m hnh c th p dng cho mt lp rng ri cc bi ton. Tuy nhin khi s dng tnh tng t gi to v khng tnh c cc c im ring bit quan trng ca qu trnh thy vn . La chn khuynh hng ny hay khuynh hng khc ph thuc vo ch ch quan ca nhng ngi thit lp m hnh. Nhng d sao cu trc m hnh phi tn dng n mc ti a cc thng tin c v chnh xc xc nh cc thng s. Trong khi xc lp cu trc m hnh cn ch n l thuyt chung v loi hin tng cng nh cc quan h c th vn c ca mt hin tng ring bit. Cu trc m hnh thng biu hin cho cc thng tin c bn v mt loi qu trnh, cn cc thng s ca n c trng cho mi hin tng, khu vc c th . Thng tin nhn c nh tnh ton theo m hnh khng th nhiu hn nhng thng tin vn c ca chnh m hnh. Cu trc m hnh cng tng hp th nhng thng tin c trong n phn nh cho cc hin tng ring bit cng t. Vic la chn cu trc m hnh lin h cht ch vi vn a vo n cc thng tin cha trong cc quan trc c th v cc thng s.

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la chn cu trc m hnh ti u c th s dng nguyn tc phc tp dn m hnh. Thc cht ca n l vic ti u ha c tin hnh theo tng giai on. Trong cc thng s m hnh, t trng ca tng thng s khng ng u nhau, tnh cht ca cc thng s khng ging nhau. Do vy khng th ng thi a tt c ti u vo cng mt lc. Vic phc tp ha dn cu trc m hnh c bt u bng vic th nghim mt m hnh n gin nht, vi mt s thng s ti thiu. Sau khi ti u c cc thng s , m hnh c chnh xc ho dn nh vic a thm dn cc thng s mi, m t chnh xc thm hin tng. tng giai on, cc thng s c ti u mt cch c lp trn c s cc thng s ca giai on trc, tc l ly gi tr ban u bng cc gi tr c ti u. 1.1.2.4. Xy dng v ng dng m hnh ton thu vn. xy dng m hnh ton cn thc hin cc bc sau: - Xc nh bi ton: nh ngha h thng, xc nh hm vo, hm ra, cc iu kin m phng h thng . - Xy dng cu trc m hnh ton . - M phng ton hc cc thnh phn trong m hnh v cc quan h gia chng. - Xy dng cc chng trnh trn my tnh cho cc ni dung ca m hnh ton Khi gii quyt cc bi ton v m hnh c hai loi bi ton sau : - Bi ton thun: Cho u vo I(t) v cu trc m hnh, yu cu xc nh c u ra. Nu m hnh l cc phng trnh vi phn th bi ton ny l gii cc phng trnh vi phn vi iu kin ban u v iu kin bin cho . - Bi ton ngc: Cc i lng ra bit, cn xc nh dng cu trc m hnh cng cc thng s ca n hoc hm u vo (iu kin ban u v iu kin bin), trong quan trng nht l xc nh cu trc v thng s ca m hnh . ng dng m hnh ton cn tin hnh theo cc bc: - Chn m hnh tu theo iu kin ca bi ton, tu theo tnh hnh ti liu v c im khu vc ng dng . - Thu thp chnh l cc ti liu Kh tng- thy vn (hm vo, hm ra), tnh ton cc thng s biu th c tnh ca h thng, lu vc. - Hiu chnh xc nh thng s m hnh theo s liu quan trc ng b ca hm vo v hm ra. - Kim tra m hnh theo ti liu c lp.

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Nu cc tiu chun nh gi m hnh c m bo th cc m hnh vi cc thng s trn c th s dng trong tnh ton v d bo tip theo. y cn tha nhn cc thng s m hnh l khng thay i cho n thi gian d bo hoc tnh ton. Vi cc m hnh c cu trc phc tp, khi lng tnh ton thc hin rt ln. V vy hu ht cc ni dung tnh ton phi thc hin trn cc my tnh in t. Ngy nay cng vi s pht trin ca tin hc cc m hnh ton thy vn ngy cng pht trin.
1.2. PHN LOI M HNH TON THY VN

C nhiu cch phn loi m hnh ty theo quan im v tng ca ngi phn loi. Mt trong cc cch phn loi l da trn c s xem xt s phn b ca cc bin vo v ra h thng trong trng khng gian, thi gian. M hnh ton thy vn l m hnh miu t h thng di dng ton hc. S vn hnh ca h thng c m t bng mt h phng trnh lin kt gia cc bin vo, ra ca h thng. Cc bin ny c th l hm ca thi gian v khng gian v cng c th l cc bin ngu nhin, khng ly gi tr xc nh ti mt im ring bit trong khng gian, thi gian m c m t bng cc phn b xc sut. Biu th tng qut cho cc bin nh vy l mt trng ngu nhin, mt vng ca khng-thi gian, trong cc bin ti nhng im khc nhau trong trng c xc nh bi mt phn b xc sut. Xy dng m hnh vi cc bin ngu nhin ph thuc c vo thi gian v khng gian 3 chiu, i hi mt khi lng cng vic khng l. V th trong thc hnh ngi ta xy dng cc m hnh gin ho bng cch b qua mt s ngun bin i. Cc m hnh thy vn c th phn loi theo cc ng li gin ho c p dng. i vi mt m hnh, ngi ta xem xt 3 quyt nh c bn sau: - Cc bin trong m hnh c l ngu nhin khng? - Chng bin i theo khng gian nh th no? - Chng bin i theo thi gian ra sao? Ty thuc s la chn cc quyt nh trn, cc m hnh c th phn loi theo cy phn loi nh hnh 1.4 . mc tng qut nht c th chia ra thnh m hnh tt nh v m hnh ngu nhin. Trong m hnh tt nh khng xt n tnh ngu nhin cn trong m hnh ngu nhin, sn phm u ra t nhiu mang c tnh ngu nhin.

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Ti mc th hai ca cy phn loi 1.4 chng ta nghin cu phn loi theo tnh bin thin theo khng gian ca hin tng. Ni chung cc hin tng thy vn u bin thin theo mt khng gian 3 chiu. Nhng s xem xt y tt c cc bin i s lm cho bi ton cng knh. phn bit m hnh tt nh vi thng s tp trung v m hnh tt nh vi thng s phn b. Trong m hnh tt nh vi thng s tp trung h thng c trung bnh ho trong khng gian hoc c th coi h thng nh mt im n c trong khng gian. Trong m hnh tt nh vi thng s phn b ngi ta xem xt din bin ca cc qu trnh thy vn ti cc v tr khc nhau trong khng gian. M hnh ngu nhin ti mc trung gian ny c chia ra thnh m hnh khng gian c lp v khng gian tng quan tu theo mc nh hng ln nhau ca cc bin ngu nhin ti cc v tr khc nhau trong khng gian. Ti mc th ba ca cy phn loi chng ta xem xt tnh bin thin theo thi gian ca hin tng. y dng cht lng trong m hnh tt nh c phn ra thnh dng n nh(c tc dng chy khng thay i theo thi gian) v dng khng n nh. Cn trong m hnh ngu nhin c th phn ra thnh m hnh ngu nhin thi gian c lp hay thi gian tng quan. M hnh thi gian c lp miu t mt dy cc s kin thy vn khng nh hng ln nhau, trong khi m hnh ngu nhin thi gian tng quan m phng mt dy trong s kin tip theo b nh hng mt phn bi s kin hin ti hoc mt s s kin khc trong dy. Sau y chng ta phn tch chi tit hn tng loi m hnh. 1.2.1. M hnh tt nh (Deterministic model) Trong m hnh ny ngi ta khng xt n tnh ngu nhin, cc bin vo ra khng mang tnh ngu nhin, khng mang mt phn b xc sut no c. Cc u vo nh nhau i qua h thng s cho ta cng mt sn phm u ra. VenteChow(1964) c nu nh ngha Nu cc c hi xy ra ca cc bin ca qu trnh thy vn c b qua trong m hnh ton, m hnh coi nh tun theo qui lut tt nh v c th gi l m hnh tt nh. Mc d cc hin tng thy vn u t nhiu mang tnh ngu nhin, nhng i khi mc bin i ngu nhin ca u ra c th rt nh b so vi s bin i gy ra bi cc nhn t bit. Trong trng hp s dng m hnh tt nh l thch hp.

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V ngha khi nim tt nh nh trn biu th mi quan h nhn qu ca m hnh ton thy vn. Vic m t h thng thy vn thc theo m hnh tt nh gi l m phng tt nh (deterministic simulation) h thy vn. Thng qua m phng cc thnh phn ch yu hoc ton b qu trnh thy vn theo cc phng trnh ton hc, cc m hnh ton thu vn c kh nng dn dn th hin v tip cn h thng, biu t gn ng qui lut ca h thng. Trong m hnh, h thng thy vn lun c coi l h thng kn, cc bin vo ra thc t l cc qu trnh bin i theo thi gian v c th o c c. S dng m hnh c th tnh ton cc qu trnh ra (bin ra) theo cc gi tr o c c ca qu trnh vo (bin vo). Nhng m hnh ton thy vn tt nh trong thc t thng dng m phng qu trnh hnh thnh dng chy trn lu vc, qu trnh vn ng nc trong sng. N cho kh nng xem xt, nh gi c nhng phn ng ca h thng khi cu trc bn trong thay i. Th d nh khi xy dng cc h cha iu tit hay trng rng, ph rng thng ngun. 1.2.1.1. M hnh tt nh vi thng s tp trung (Lumped parametter model) Trong m hnh ny h thng c trung bnh ho trong khng gian v c th coi h thng nh mt im n c trong khng gian. Cc thng s coi nh khng thay i theo khng gian m ch nhn mt gi tr c trng cho c h thng. Trong m hnh tt nh vi thng s tp trung, cc quan h ton hc thng biu t bng cc phng trenh vi phn thng vi cc qu trnh lng vo v lng ra h thng ch ph thuc vo thi gian. Chng hn m hnh ma dng chy nu trong hnh (1.3) coi lng ma phn b u trn lu vc v b qua s bin i theo khng gian ca dng chy. M hnh tt nh vi thng s tp trung cn c gi l m hnh din ton thy vn. - M hnh tt nh vi thng s tp trung n nh (Steady lumped parametter model). Trong m hnh ny dng chuyn ng l dng n nh, khng thay i theo thi gian v khng gian ngha l dng vo v dng ra bng nhau, lng bin i lng tr bn trong h thng bng khng, mi quan h gia lng nht v lng ra l n nht. - M hnh tt nh vi thng s tp trung khng n nh(Unsteady lumped parametter model). Trong m hnh ny dng vo v dng ra u bin i theo thi

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gian v khng bng nhau. T dn n s thay i lng tr bn trong h thng. Quan h gia lng tr v dng ra c dng vng dy. Cc m hnh ton thu vn hin nay hu ht thuc loi ny. 1.2.1.2. M hnh tt nh vi thng s phn b(Distributed parametter model). Trong m hnh ny xem xt s din bin ca qu trnh thy vn ti cc im khc nhau trong khng gian v nh ngha cc bin trong m hnh nh l hm to . Cc thng s c xem xt theo s bin i khng gian ca h thng. Cc phng trnh biu t cc quan h l cc phng trnh o hm ring, cha c bin khng gian v thi gian. din t h thng theo m hnh ny thng chia h thng ra cc li, mi li din t c tnh ring ca h thng to cng vi cc thng s ca chng. M hnh tt nh vi thng s phn b cho php m t s bin i khng gian ca hin tng thy vn. Nhng khi bi ton xc nh cc thng s tr nn phc tp hn. Khi s dng n cn phi thay i v cht cc phng php xc nh thng s cng nh phng php o c cc c trng ca h thng. iu ny cho n nay chng ta cha lm c bao nhiu. M hnh in hnh trong loi ny hin nay l h phng trnh SaintVenant, l m hnh lu i nht v c nghin cu tt nht. H phng trnh ny c s dng tnh ton chuyn ng khng n nh trong sng v trong knh, nhng cng c th dng m t cc qu trnh xy ra trn lu vc. M hnh tt nh vi thng s phn b cn c gi l m hnh din ton thy lc. M hnh ny li c chia ra: - M hnh tt nh vi thng s phn b n nh (Steady distributed parametter model). Trong m hnh xem xt cc dng vo, dng ra thay i theo khng gian nhng li khng thay i theo thi gian. C th coi dng n nh trong knh phi lng tr vi dc y khc nhau thuc loi m hnh ny, cc thng s thay i theo dng chy nhng khng thay i theo thi gian. - M hnh tt nh vi thng s phn b khng n nh(Unsteady distributed parametter model) y l m hnh tng qut nht trong m hnh tt nh. Dng ra, dng vo, cc thng s u thay i theo thi gian v khng gian. Cc gi tr ca m hnh c xc nh trn mt mng li ca cc im trn mt phng khng-thi gian. Loi m hnh ny c da trn cc phng trnh o hm ring m t mt chiu thi gian v ba chiu khng gian. M hnh h thng Saint Venant y thuc loi ny.

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Vic gii m hnh y l rt phc tp. Do ngi ta thng n gin ho mt s iu kin vic gii d dng hn v t ta c cc m hnh khc nhau. 1.2.2. M hnh ngu nhin(Stochastic model) Trong m hnh ngu nhin cc kt qu u ra lun mang tnh ngu nhin tc l lun tun theo mt quy lut xc sut no y. Ta c th ni m hnh tt nh thc hin mt d bo(forecast), cn m hnh ngu nhin thc hin mt d on(Prediction). Nu tnh bin i ngu nhin ca u ra l ln th kt qu u ra c th rt khc bit vi gi tr n nht tnh ton theo m hnh tt nh. V d ta c th xy dng cc m hnh tt nh vi cht lng tt ti mt im cho trc bng cc s liu v cung cp nng lng v vn chuyn hi nc, nhng cng vi s liu ny ta khng th xy dng c m hnh tin cy v lng ma ngy rt ln. V vy hu ht cc m hnh ma ngy u l ngu nhin. Thc s cc qu trnh thu vn, trong c dng chy l mt hin tng ngu nhin di tc ng ca nhiu nhn t. Tng nhn t n lt mnh li l hm ca rt nhiu nhn t khc m qui lut ca n, con ngi cha th no m t y c. Cui cng cc qu trnh thy vn li l s t hp ca v vn cc mi quan h phc tp, biu hin l mt hin tng ngu nhin v c m t bng mt m hnh ngu nhin. Vi quan iim cho rng dng chy l mt qu trnh ngu nhin, trong cu trc m hnh ngu nhin khng h c cc nhn t hnh thnh dng chy v nguyn liu xy dng m hnh chnh l bn thn s liu chui dng chy trong qu kh. V vy chui s liu phi di bc l ht c tnh ca n. Lp ny khng quan tm n cc nhn t tc ng n qu trnh thy vn m ch xem xt kh nng din bin ca bn thn qu trnh , v ch yu l sn sinh ra nhng th hin mi y hn ca mt qu trnh ngu nhin. Ngy nay lnh vc ny tch ra thnh mt chuyn ngnh ring di tn gi l Thy vn ngu nhin. Trong thi gian gn y ngi ta xem xt a vo cc m hnh tt nh cc thnh phn ngu nhin v hnh thnh lp m hnh tt nh-ngu nhin. Vic a tnh ngu nhin vo m hnh tt nh din ra theo 3 hng sau: - Xt sai s tnh ton nh mt qu trnh ngu nhin v tr thnh mt thnh phn trong m hnh. - S dng cc m t xc sut cho cc hm vo.

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- Xt qui lut phn b khng gian ca cc tc ng Kh tng-Thy vn di dng hm phn b xc sut. V tnh phc tp ca vn , lp m hnh ny ch giai on u nghin cu. 1.2.2.1. M hnh ngu nhin c lp khng gian (Spatial independent Stochactic model) Trong m hnh ny coi cc bin v cc thng s c phn b xc sut nh nhau ti mi im khng gian v c lp i vi nhau, hay ni cch khc chng khng c tng quan vi nhau, gi tr ti mt v tr ny khng lm nh hng ti v tr khc. Dng m hnh ny c dng nhiu trong thng k thy vn. - M hnh ngu nhin c lp khng-thi gian (Spatial-temporal indeperdent Stochactic model) Trong m hnh ny hm phn b xc sut l duy nht v ch l hm mt chiu. Cc i lng xut hin ti cc thi im khc nhau khng lm nh hng ln nhau v gi tr ti v tr ny khng lin quan n v tr khc. Cc m hnh xc sut thng k thy vn hin nay hu ht thuc loi ny. - M hnh ngu nhin c lp khng gian nhng tng quan thi gian (Spatial indeperdent and temporal correlational Stochactic model) Trong m hnh ny coi kh nng(xc sut) xut hin ca cc bin trong khng gian khng lm nh hng ln nhau. Nhng gi tr ca bin ti mt thi im chu nh hng ca cc gi tr ti mt s thi im trc, ni cch khc gi tr ca cc bin theo thi gian c tng quan vi nhau. Hm phn b xc sut l hm phn b nhiu chiu. M hnh ny m t mt qu trnh ngu nhin ti mt v tr hay tuyn ring bit. Xch Markov l mt m hnh thuc loi ny, c s dng nhiu trong vic m t dao ng ca dng chy thng v nm. 1.2.2.2 M hnh ngu nhin tng quan khng gian Stochectic model). Trong m hnh ny cho rng cc bin v cc thng s c phn b xc sut v c tng quan vi nhau theo khng gian. Hm phn b xc sut ti v tr ny c nh hng n hm phn b ti v tr khc. V d trong h thng b cha ni tip, gi tr xc nh theo hm phn b ca b cha trn c nh hng n hm phn b ca b cha pha di. y l bi ton c ngha thc tin ln, tuy nhin v tnh phc tp ca vn nn cc m hnh dng ny cha nhiu. (Spatial correlational

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- M hnh ngu nhin tng quan khng gian nhng c lp thi gian (Spatial correlational and tempora indeperdent Stochactic model) Trong m hnh xem xt tc ng tng h gia xc sut xut hin cc bin ti cc v tr khc nhau, nhng theo thi gian khng b nh hng. M hnh m t mt trng ngu nhin cc qu trnh thy vn. Dng m hnh ny c xem xt trong cc bi ton t hp xc sut, tuy nhin cn trong nhng dng n gin. - M hnh ngu nhin tng quan khng-thi gian (Spactial-Temporal correlational Stochactic model) y l m hnh tng qut nht trong lp m hnh ngu nhin. Trong m hnh xem xt xc sut xut hin ca cc bin ph thuc ln nhau c theo khng gian, c theo thi gian. Loi ny ang c u t nghin cu v ngha thc tin ca n. Tuy nhin kt qu cn hn ch v bi ton tr nn rt phc tp. Mt s phin bn ca m hnh Markov cho chui dng chy c quan h tng h l mt th nghim ca m hnh ny. Mi m hnh thy vn ch l mt mu gn ng ca thc t, do sn phm ca h thng tht khng bao gi d bo c mt cch chc chn. Cc hin tng thy vn thng bin i theo thi gian v trong khng gian 3 chiu, nhng vic xem xt ng thi tt c 5 ngun bin ng(ngu nhin, theo thi gian v theo khng gian 3 chiu) cng ch c th thc hin trong mt s t trng hp l tng. M hnh thc t thng ch c th cp n 1 hay 2 ngun bin ng m thi. C th minh ho cho mt s m hnh ca cy phn loi 1.4 bng cch s dng mt ct ca mt khc sng nh hnh 1.5. Phn bn phi ca hnh 1.5 m t mt vng khng-thi gian s dng cho cc trng hp nghin cu, trong trc honh biu th to khng gian, hay khong cch dc sng cn trc tung biu th thi gian. Trng hp n gin nht (a) l m hnh tt nh vi thng s tp trung v n nh. Trong m hnh ny dng vo v dng ra bng nhau v khng thay i theo thi gian v c minh ho bi cc chm cng kch thc trn cc ng thng gc ti x=0 v x=L. Trong trng hp th hai (b) l m hnh tt nh vi thng s tp trung khng n nh. Dng vo I(t) v dng ra Q(t) bin i theo thi gian v c m t bng cc chm c kch thc khc nhau trn cc ng thng gc ti x=o v x=L. Trong m hnh vi thng s tp trung, khng xem xt s bin thin theo khng gian gia hai u on sng, do ta khng v cc chm trong vng ny.

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Hnh 1.5. Trng hp th ba (c) l m hnh tt nh vi thng s phn b khng n nh. Trong m hnh xem xt s bin thin ca dng chy theo khng-thi gian v c m t bng cc chm khng u nhau trong mng li cc im trn mt khng thi gian. Nu l dng phn b n nh th cc im l kch thc nh nhau. Trng hp th t (d) l m hnh ngu nhin c lp khng-thi gian. y kt qu ra ca h thng c biu th khng phi bng mt chm n l m bng mt phn b, trong mi gi tr c th nhn ca bin c gn mt xc sut tng ng. Cc hm phn b nh nhau theo thi gian. Trng hp cui cng l m hnh ngu nhin c lp khng gian nhng tng quan thi gian. Hm phn b xc sut thay i theo thi gian, ph thuc vo gi tr c th nhn c u ra. Thc t cc m hnh rt a dng, v vy c mt cch phn loi khc khng mang tnh tng qut nh cy phn loi 1.4, nhng trong tng phm vi hp hn n li t ra khi qut ph hp vi cc m hnh c th. S phn loi ny khc nhau t mc cy trung gian th hai.

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Trong m hnh tt nh c chia thnh m hnh hp en (Black box model) v m hnh nhn thc (Conceptual model). - M hnh hp en l m hnh m cu trc bn trong n cha bit hoc khng c m t. Hm truyn(hay hm nh hng) ca h thng c xc nh t dng ra v dng vo. S khc nhau gia cc m hnh hp en l do cch xc nh hm truyn. Cc hm truyn ca m hnh hp en phn nh tc ng ca lu vc di dng n, do vy n khng nh gi c c tnh ring bit ca h thng n cc qu trnh dng chy. - M hnh nhn thc ra i sau m hnh hp en, nhng pht trin nhanh v ng dng rng ri. M hnh nhn thc xut pht t s tm hiu v nhn thc tng thnh phn ca h thng v tip cn h thng bng phng php m phng tng thnh phn (v d qu trnh tn tht, qu trnh tp trung nc ...). Cu trc ca m hnh nhn thc phn nhiu cha ng cc m hnh thnh phn c rt ra t l thuyt c hc cht lng v cc m hnh thnh phn ny c xy dng trn c s phn tch hp en. Cc m hnh nhn thc c nhiu tham s phn nh c tnh vt l ca h thng. S khc nhau gia cc m hnh nhn thc c th hin qua cch thc m phng cc qui lut vt l, nhng mi quan h gia cc nhn t trong h thng v c tnh ca thng s trong m hnh. Cc m hnh tt nh ph bin hin nay phn ln l cc m hnh tt nh nhn thc. Do m t cu trc bn trong ca h thng thng qua phn tch v nhn thc h thng nn cc m hnh tt nh nhn thc cn gi l m hnh hp xm (graybox model). T m hnh tt nh nhn thc ngi ta li chia ra thnh m hnh vi thng s tp chung v m hnh vi thng s phn b . Trong m hnh tp trung li c cc m hnh tuyn tnh v phi tuyn. M hnh h thng tuyn tnh l m hnh trong hm lng tr l mt phng trnh tuyn tnh c cc h s l hng s. Ngc li m hnh h thng phi tuyn l m hnh m hm lng tr l mt hm phi tuyn . Trong m hnh tt nh vi thng s phn b li c th chia ra cc m hnh mt chiu (1D), hai chiu(2D) hay ba chiu(3D). M hnh mt chiu xem xt s thay i ca c trng thu vn ch trong khng gian mt chiu, dc theo chiu dng chy. M hnh hai chiu tnh ti c s thay i theo phng ngang, phng vung gc vi chiu

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dng chy. Cn m hnh ba chiu xt n c s thay i theo chiu su tc l xt n s bin i theo c khng gian ba chiu . T m hnh mt chiu li c th tch ra thnh m hnh sng ng hc, sng khuch tn hay sng ng lc tu thuc vo s thnh phn (hay s hng) c xem xt trong phng trnh ng lng ca h thng phng trnh vi phn khng n nh ca dng chy. M hnh ngu nhin c th c chia thnh m hnh ngu nhin dng v m hnh ngu nhin khng dng. M hnh ngu nhin dng m t qu trnh thu vn c cc c trng thng k (hay phn phi xc sut) khng thay i theo thi gian. a s cc m hnh ngu nhin thu vn tha nhn tnh dng m phng. Cn i vi m hnh ngu nhin khng dng th hm phn phi xc sut thay i theo thi gian. C th coi m hnh dng chy thng theo xch Markov phc l mt m hnh ngu nhin khng dng. Cn c th c nhng cch phn loi khc. Tuy nhin hp l nht i vi a s cc bi ton thu vn l s dng m hnh ng lc thng k (vt l thng k) cn c trn qui lut tt nh, nhng c thng s v hm vo mang tnh ngu nhin, c ngha xc sut .
1.3. S LC QU TRNH PHT TRIN M HNH TON THY VN

Vn xy dng m hnh ton hc thy vn khng phi l hon ton mi. Ngay t khi bt u pht trin ca thy vn hc c s lin h cht ch vi c s ton-l trong s to thnh nhng m hnh ton c bn ca hng lot cc qu trnh thy vn. C th coi m hnh v dng thm ca Green-Amp(1911), ng n v Sherman(1932) v phng php tng quan hp trc ca Linsley(1949) l s nhng bc i u tin trong m hnh ho. Ngy nay cc m hnh tt nh v ngu nhin thu c rt nhiu thnh tu. Cc m hnh ny gp phn ng k trong cc bi ton tnh ton v d bo thy vn. Tuy nhin do s phc tp ca cc qu trnh thy vn, do thiu nhng ti liu thc nghim v cc khi nim vt l chun xc cng vi s pht trin cha y ca cc cng c ton hc v phng php tnh nn nhiu bi ton thy vn thiu c s vt l-ton. Mt hng khc m phng cc qu trnh thy vn l m hnh ho h thng ra i cho php m hnh ho n m khng cn bit chi tit cc qu trnh vt l xy ra bn trong h thng.

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a s cc nghin cu thy vn khng nhm nghin cu cc qu trnh thy vn ni chung, m nhm gii quyt cc bi ton cng trnh ring bit. Trong khi mi mt qu trnh thy vn u khc nhau v vic tng hp cc kt qu ny rt kh khn v khng phi lc no cng c th lm c. Vic ra i ca my tnh v phng php tnh lm tng mi quan tm n vic xy dng cc m hnh ton thy vn v a n vo sn xut. Trong nhng nm gn y n to mt hng nghin cu c lp, c cc bi ton v phng php ring ca mnh. Nhng bi ton trc y nh gii h phng trnh vi phn chuyn ng khng n nh (h phng trnh Saint Venant) phi n gin ho th ngy nay c th gii y bng cc m hnh 1chiu, 2 chiu, 3 chiu. Vic gii h thng Saint Venant thu ht c cc nh ton hc, nhng ngi quan tm n ng dng thc t ca phng php gii bng s cc phng trnh vi phn cng nh cc nh thy vn hc, nhng ngi mun a cc k thut v phng php tnh hin ti vo cc tnh ton thy vn. L thuyt h thng c Dooge(1964), Nash(1959) v sau l Rockwood(1956), Sugawara(1960) cng vi nhng ngi khc pht trin. Lin X(c) c Kalinin-Miliucov nghin cu, trong hnh thnh nhng t tng c bn ca cc m hnh tuyn tnh vi cc thng s tp trung. Phng php l thuyt h thng rt gn v mt t tng vi cc phng php truyn thng ca thy vn cng trnh, nhanh chng c p dng trong thc t v nhanh chng c i ng ring ca mnh. Vi s pht trin ca quan im ny, hng lot m hnh ra i song song vi cc m hnh cn c trn quan im vt l-ton. Nm 1965 hnh thnh nhm thy vn thng s, thng nht cc thut ng v cc phng php ch yu ca thy vn h thng. Vi quan im coi cc s liu thy vn l cc i lng ngu nhin c lp c phn b ng nht v cc h thng thy vn sn sinh ra chng cng l mt h thng ngu nhin c lp, mt lot cc m hnh xc sut ra i, bt u t phng php tnh tn sut ca Hazen(1914)v c pht trin bi Pearson, Kritski-Mekel, Gumbel(1941), Frehet(1927), Chow(1953) v Weibull(1929)... Sau ny vi s pht trin ca nghin cu thy vn ngi ta thy rng cc s hng ca chui thy vn khng hon ton c lp m c tng quan vi nhau. Qu

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trnh thy vn c coi l mt qu trnh ngu nhin v t hnh thnh cc m hnh m phng qu trnh ngu nhin. ng dng m hnh Markov cho cc qu trnh thy vn c a ra trong cc tc phm ca Kritxki-Menkel(1946), sau c pht trin trong mt lot cc tc phm ca Xvanhide(1977), Ratkovich(1975)... Nhng m hnh ny khi xc lp u quan tm n bn cht vt l ca cc mi lin h ni ti ca qa trnh thu vn v cc thng s c xc nh t chng. Song song vi n l mt lot cc m hnh thng s theo quan im h thng. l cc m hnh ARIMA ca BoxJenkin(1970), m hnh vi bc nhy ngu nhin ca Klemes(1974).Cc m hnh Thormat-Fiering(1970),Winter(1960). T hnh thnh mt nhm nghin cu ring l thy vn ngu nhin. Nm 1967 hnh thnh nhm th ba trong U ban m hnh ton thy vn quc t, nhm thy vn ngu nhin. Nhng nm gn y hnh thnh cc m hnh lin kt gia tnh tt nh v ngu nhin, m t y hn bc tranh phc tp v cc qu trnh thy vn. M hnh ton thy vn ngy nay c pht trin rng ri v ng dng trong tt c cc lnh vc lin quan n thy vn hc. Vit Nam, mo hnh ton oc a vo t cui nhng nm 1950 vi cc m hnh SSAAR(1956), Delta(1970) cho ng bng sng Cu Long.Sau l vic s dng cc m hnh Muskingum(1938), KalininMiliucov(1964), Tank(1968) trong nhng nm 1960-1980. Trong nhng nm gn y rt nhiu m hnh thy lc-thy vn tt nh, ngu nhin, 1 chiu n 3 chiu c s dng cho cc bi ton d bo, tnh ton thy vn, tnh ton thy li, bo v mi trng v thu c nhng kt qu tt p

25

Chng 2
M HNH TT NH Mc d bn cht ca dng chy l ngu nhin, cng tha nhn nhng giai on hnh thnh dng chy, trong nhng thnh phn tt nh ng vai tr ch yu. Qu trnh hnh thnh mt trn l do ma ro l mt th d minh ha. Nh vy, nu nhng m hnh ngu nhin l m hnh to chui dng chy th m hnh tt nh hnh thnh dng chy.
2.1 NGUYN TC CU TRC M HNH TT NH

2.1.1 Nguyn tc m phng Trong vic m hnh ho s hnh thnh dng chy c hai cch tip cn:

2.1.1.1. Cch tip cn vt l - ton


Bi ton bin i ma thnh dng chy c th c gii cho cc khu vc nghin cu theo cch sau. Trn c s phn tch ti liu quan trc ma v dng chy cho nhiu lu vc thuc vng a l - kh hu khc nhau, tin hnh nghin cu chi tit cc hin tng vt l to nn qu trnh hnh thnh dng chy v xy dng nhng quy lut tng ng, c biu din di dng phng trnh, cc cng thc ton v.v.. Ni chung, cc phng trnh, cc cng thc u ch l cc cch biu din ba quy lut chung nht ca vt cht trong trng hp ring c th: a) Bo ton vt cht (phng trnh lin tc hoc cn bng nc), b) Bo ton nng lng (phng trnh cn bng ng lc hay phng trnh chuyn ng th hin nguyn l Dalambera), c) Bo ton ng lng ( phng trnh ng lng). Sau , c cc c trng a hnh- thu vn mo lu vc, m ban u, qu trnh ma cng cc c trng kh tng, c th trc tip bin i ngay qu trnh ma thnh qu trnh dng chy mt ct ca ra lu vc theo cc phng trnh v cc cng thc c thit lp. Trong trng hp tng qut, nhng cng thc c biu din di dng cc phng trnh vi phn o hm ring th: c trng a hnh - thy a mo lu vc ng vai tr cc thng s phng trnh (cc hng s hoc trong trng hp chung s bin i theo thi gian ) qu trnh ma cho chng ta iu

26

kin bin,

cn trng thi lu vc ban u. H Saint - Venant cng vi nhng

phng php s c th gii n cho ta mt minh ho v cch tip cn ny trong vic m hnh ho giai on cui cng trong s hnh thnh dng chy- giai on chy trn b mt lu vc v trong mng li sng. Lnh vc ny ca m hnh ho dng chy c nhng c th v phng php nghin cu ring bit khng th thiu c nhng ti liu nghin cu c bn cng vi nhng ti liu nghin cu rt chi tit v tn km v a hnh , v cc c trng thu a mo khu vc, v cc c trng din bin ca ma theo khng gian... Khc t s dng b ti liu chi tit v a hnh - a mo cng cc c trng khc v lu vc, chng ta ch c mt cch coi lu vc nh l mt h ng lc. V trong vic m hnh ho s hnh thnh dng chy s dng cch tip cn thng s ho.

2.1.12. Cch tip cn thng s ho l


y l cch tip cn th trng da trn vic s dng ti liu quan trc ng b gia ma v dng chy. iu ny cho php la chn cc thng s ca cc biu tc ton hc theo ti liu o c. Trong , t nhng nim vt l (cn nguyn) s xy dng cu trc chung m hnh, cha hng lot cc thng s cng cc gi tr ban u ca chng c gng xut pht t nhng ngha vt l. Sau theo ti liu quan trc ma - dng chy ca nhiu trn l trn mt lu vc c th, tin hnh xc nh b thng s. Khi m hnh ho, lu vc sng hot ng nh mt ton t bin i hm vo q(t) - m t lng nc n b mt lu vc thnh hm ra Q(t) - m t qu trnh dng chy hnh thnh. Hai cch tip cn trn dn n 2 dng ton t lu vc L1 v L2: Q = L1(Q, q, x, y, z) {q(x,y,z)} z = f(x,y) Q = L2(Q,q,t){q(t)} (2..2) (2.1)

Ton t L2 - cch tip cn thng s ho m t s chuyn i hm vo thnh hm ra khng ph thuc v tng im c th ca lu vc, c ngha l loi b s thay

27

i theo khng gian cc c trng lu vc. Trong trng hp ny c th coi cc thng s tp trung ti mt im. Do nhng m hnh c xy dng theo cch thng s ho c gi l m hnh cc thng s tp trung. Ton t L1 m t s chuyn i c xt s phn b khng u theo khng gian khng nhng ca cc c trng lu vc m cn c hm vo v hm ra. l nhng m hnh c thng s ri (phn b) hay c gi l nhng m hnh vt l - ton. Cc ton t lu vc khng ph thuc hm vo v hm ra: L(Q, q, t) L(t) t y c th rt ra nguyn l xp chng: L{q1(t) + q2(t} = L{q1(t)} + L{q2(t)}. L{ cq(t)} = cL{q)t} vi nhng m hnh dng, ton t lu vc khng ph thuc vo thi gian: L(Q,q,t) L(Q,q) Nu m hnh tuyn tnh dng: L(Q,q,t) L y l m hnh n gin nht, c s dng trong trng hp c thng tin g v cc c trng lu vc. 2.1.2 Cu trc m hnh tt nh Nhng m hnh c thng s tp trung (ton t lu vc dng L2) n lt mnh li c chia lm hai loi: M hnh "hp en" v m hnh " quan nim".

2.1.2.1. M hnh " hp en" .


"Hp en" thut ng dng trong iu khin hc ch nhng h thng m cu to v cc thng s ca n hon ton khng r rng, ch c th c xc nh trn c s nhng thng tin vo - ra. Trong thc t sn xut, i khi xut hin tnh hung khi cn xy dng nhng quan h ma - dng chy cng ch c nhng quan trc

28

u vo (ma) u ra ( dng chy) h thng. Nhng trng hp ny buc phi coi lu vc l mt "hp en" . Tnh trng thiu thng tin v lu vc ch cho php xy dng nhng m hnh th s nht, v khi xy dng chng ngi ta cng hon ton khng c thng tin g v lu vc ngoi vic coi n l mt h thng tuyn tnh v dng. Do vy, trong thu vn: m hnh "hp en" ng ngha vi m hnh tuyn tnh - dng. Lp m hnh " hp en " xut hin kh sm vo thi k u ca s pht trin m hnh thu vn tt nh. Ngy nay lp m hnh ny ch cn tn ti vi t cch m t mt giai on cui trong s hnh thnh dng chy - giai on chy: giai on bin i lp cp nc trn lu vc thnh dng chy ca ra.

2.1.2.2. M hnh quan nim


Qu trnh bin i ma thnh dng chy - mt qu trnh phi tuyn phc tp gm nhiu giai on. Cng vi s pht trin ca l thuyt hnh thnh dng chy, m hnh quan nim ra i. C th nh ngha m hnh quan nim l loi m hnh c m t bi mt tp hp cc quan h ton hc, tng quan h biu din tng mt ring ca qu trnh, nhng kt hp li chng m hnh ho c qu trnh trn vn. Vi s xut hin ca my tnh in t vo gia nhng nm 50, lp m hnh "hp en" hon ton li bc trc nhng m hnh "quan nim" cho php m t y hn, chnh xc hn qu trnh " ma -dng chy" c hnh thnh t hng lot cc qu trnh thnh phn ma, bc hi, in trng, thm thc vt, nc thm, chy mt, st mt, ngm ... Ngy nay, c th thy hng lot cc m hnh quan nim rt pht trin nh m hnh SSARR (M), TANK (Nht), STANFORD - 4 (M), CLS (), GMC (Lin X), SMART (Bc Ailen), GIRARD - 1( Php).v.v... Trong nhng nm gn y xut hin nhng xu hng lin kt cch tip cn tt nh v ngu nhin vo vic m t cc hin tng thu vn. Vic xt tnh ngu nhin ca cc qu trnh trong m hnh tt nh din ra theo 3 phng hng: 1. Xt sai s tnh ton nh mt qu trnh ngu nhin v tr thnh mt thnh phn trong cc m hnh tt nh. 2. S dng cc m t xc sut - thng k (lut phn b) ca cc tc ng kh tng - thu vn vi t cch l hm vo ca m hnh tt nh.

29

3. Xt cc quy lut phn b xc sut theo khng gian ca tc ng kh tng - thu vn vo lu vc. Vi nhng t tng ny hnh thnh nhng m hnh ng lc - ngu nhin. Do s phc tp ca vn , lp m hnh ny mi ch giai on u ca s khai sinh. S phn loi m hnh nu trn c trnh by nh trn hnh 2.1 M hnh ton dng chy M hnh tt nh M hnh ngu nhin

M hnh thng s tp trung

M hnh thng s phn phi

M hnh hp en

M hnh quan nim

M hnh vt l - ton

Hnh 2.1 S phn loi m hnh ton dng chy.

M hnh ng lc - ngu nhin

2.2 NHNG NGUYN L CHUNG TRONG VIC XY DNG M HNH " HP EN

Khi xy dng m hnh "hp en" chng ta hon ton khng c thng tin g v cc c trng lu vc cng vi nhng qu trnh xy ra trn n ngoi gi thit : lu vc l h thng tuyn tnh - dng. Cn lm sng t, trong nhng iu kin no c th coi lu vc hoc on sng l h tuyn tnh - dng? 1. Nh phn trn nu m bo nguyn l "xp chng", cu to h thng cng nhng c trng ca n khng c ph thuc vo hm vo( tc ng) v hm ra ( phn ng). iu ny cn ngha rng: Cc c trng thu a mo lu vc v on sng( dc mt nc, h s nhm, tc truyn l v thi gian chy truyn)

30

khng c ph thuc vo lu lng nc. Nh vy h thy vn khng phi l tuyn tnh, nhng gi thuyt v tnh tuyn tnh ca n trong nhiu trng hp t ra rt hu ch vi t cch l s xp x ban u. 2. Nu nh thi gian ca qu trnh hnh thnh dng chy nh hn nhiu so vi khong thi gian trong nhng c trng ca lu vc hay on sng c nhng thay i ng k th c th coi lu vc ( on sng) l mt h dng (vi ngha l khng thay i theo thi gian). Trong trng hp tng qut, Q(t) vi tc ng q(t). hot ng ca mt h ng lc tuyn tnh -

dng c m t bi nhng phng trnh vi phn thng, lin h phn ng h thng

d nQ dQ +L+ 1 + 0 Q(t ) = n dt dt

d nq dq +L+ 1 + 0 Q(t ) n dt dt

(2.3)

Cc h s i, i cc hng s m t c trng ca lu vc (on sng). Nh vy, cng c ton hc m t v phn tch nhng m hnh hp en v l thuyt phng trnh vi phn thng tuyn tnh. Trong khi xy dng cc m hnh "hp en" v dng chy, cc tc gi thng kt hp s m t ton hc vi s tng t vt l thng qua cc nguyn t vt l. Hai nguyn t vt l c bn nht, c mt hu ht trong cc m hnh "hp en" khc nhau l: B cha tuyn tnh Ai v knh tuyn tnh. 1. B cha tuyn tnh Ai, l b cha tng trng c lu lng chy ra t l thun vi th tch nc trong :

Qi = CiWi

(2.4)

Nh s thy r sau ny, hot ng ca b cha tuyn tnh lun lun c c s m t bi tnh lun lun c th c m t bi ton t c bn c dng :

Ai = a i

d + bi dt

(2.5)

31

Trong , ai v bi l cc c trng ca b cha. Mt b cha tuyn tnh c th coi mt hoc vi ca vo, mt hoc vi ca ra. Cc m hnh dng chy khc nhau cng mt phn do s do s kt hp khc nhau ca b cha tuyn tnh. M hnh dng chy vng ni do nhm nghin cu I.M. enhixp xut hai b cha thng ng. Trong m hnh TANK, M.Sugawara s dng nhiu b mc ni tip - song song . M hnh Kalinhin -Miliukp - Nash gm nhiu b cha tuyn tnh mc ni tip. 2. Knh tuyn tnh: l knh tng trng c chiu di x vi thi gian chy truyn khng i vi mi cp lu lng Q. Nh vy, khi lan truyn trn knh tuyn tnh, hnh dng ng qu trnh lu lng khng b bin dng. C ngha, nu hm vo q = f(t), th hm ra: Q=f(t-) B tuyn tnh c tc dng lm bin dng (bt) sng l, knh tuyn tnh c tc dng dch chuyn sng l. l hai nguyn t c bn nht to nn m hnh khc nhau. Trong m hnh ca Dooge J.C.I. Cc b tuyn tnh v cc knh tuyn tnh c mc xen k xen tng i mt. Din tch lu vc c chia thnh n phn bi cc ng ng thi. Tng din tch b phn c coi l mt cp knh tuyn tnh v b tuyn tnh. Nh vy, lng nc n b th i gm 2 b phn : dng chy t b (i-1) qua knh tuyn tnh vo b i v lng ma ri rc tip xung b i. M hnh ca Dooge trc tip hon thin m hnh ca Nash. Khi xy dng m hnh tu thuc vo kh nng iu tit ca lu vc cng s cm nhn tinh t ca ngi xy dng, quyt nh s b cha, kiu kt hp gia chng v vi cc knh tuyn tnh. Nn lu lu chn cu trc n gin nht m vn m bo chnh xc. S phc tp ho m hnh i khi t ra tha v dn n lu tch sai s tnh ton. Trong vic xc nh b thng s. M hnh phc tp, nhiu thng s, s thng gp phi hiu ng "r qu k" khi xy dng m hnh, hon ton c th s dng cc loi b cha phi tuyn v knh phi tuyn. Trong mc ny ch trnh by nhng k thut c bn nht ca vic xy dng lp m hnh tuyn tnh dng.

32

2.2.1. Mt s cu trc m hnh tuyn tnh c bn 1. m phng tc dng iu tit ca lng sng trn on sng c lng nhp khu gia, ngi ta s dng k thut mc ni tip cc b tuyn tnh.

Q0

q1 A1 R1

Q1

q2 Q2 A2 R2

q3 Qn-1 A3 R3 An

qn

Rn

Hnh 2..2 S mc ni tip cc b tuyn tnh

Hot ng ca b tuyn tnh ny c m t bi phng trnh vi phn dng:

dWi = Qi 1 + q i Qi Ri dt
Cc lu lng ra khi b t l thun vi lng nc trong b

(2.6)

Qi = CiWi Ri = iWi
t (2.7) v (2.8) ta c

(2.7) (2.8)

dWi 1 dQi = dt ci dt
Ri = i Qi
ci

(2.9)

(2.10)

Thay (2.9), (2.10) vo (2.6)

ai

dQ1 + bi Qi = Qi 1 + q i dt

i = 1,2 ,..., n

(2.11)

vi

ai =

1 , ci

bi = 1 + i ci

33

Qu trnh truyn l trn on sng c m t bi h n phng trnh vi phn :

a1 a2

dQ1 + b1Q1 = Q0 + q1 dt dQ2 + b2 Q2 = Q1 + q 2 dt

................................

an

dQn + b n Qn = Qn 1 + q n dt

(2.12)

H (2.12) tng ng vi mt phng trnh vi phn bc n. t c iu tin hnh nh sau: Gii phng trnh th hai trong h i vi Q1, ly o hm ca

dQ1 n, thay Q v dt tm c vo phng trnh 1 s c:


a 1a 2 d 2 Q2 dQ + ( a1b2 + a 2 b1 ) 2 + b1b2 Q2 = dt dt 2
dq

= Q0 + q1 + ...+ a1 2 + b1q 2 dt
hoc:

(2.13)

a d + b a d + b Q = Q + q + a d +b q 1 0 1 1 dt 1 2 dt 1 2 dt 2 2
Tng t gii phng trnh th ba trong (2.12) i vi Q, ly o hm bc 1, bc 2 i vi Q2 v th vo (2.13) . Tip tc thut ton ny i vi Qn v cui cng ta c:
n1 k n d d (a i + bi Q = Q 0 + q 1 + ( a i + b i ) q k + 1 dt dt i = 1 k = 1 i = 1

(2.14)

Nh vy v tri ca phng trnh dng (2.3) lun c th a v dng tch ca cc ton t Ai dng (2.4) nh trong (2.14)

34

Trong trng hp cc b tuyn tnh Ai u nh nhau ai=a v bi=b i vi mi i:

(a

n 1 d d + b ) n Q = Q0 + ( a + b ) q k + 1 dt k = 0 dt

(2.15)

Kt hp vi iu kin lng nhp khu gia phn b u trn on sng qk=q vi mi k AnQ=Q0 + q(1+ A + A2 + ... + An-1) vi A l ton t t (11.4) Trong trng hp khng c lng nhp khu gia qi = 0.
n d ( a i + bi ) Q = Q 0 dt i = 1

(2.16)

(2.17)

v nu nh cc b tuyn tnh nh nhau:


d + b Q = Q 0 a dt
n

(2.18)

2. m t tc dng iu tit lu vc thng s dng k thut mc ni tip song song n b tuyn tnh, tng trng cho cc tng t dn nc khc nhau: Q0 = R0 - lng cp nc trn b mt lu vc.

Q = Qi
1

- lu lng nc ti mt ct ca ra lu vc.

Ri lu lng ra ti b Ai nhng vo b Ai+1 tng trng cho s thm. Qi lu lng ra khi b Ai tng trng cho dng chy mt.

35

Q0=R0 A1 R1 A2 R2 A3 Q3 RnAn Qn
Hnh 2.3 S mc ni tip - song song cc b

Q1

Q2 Q

Hot ng ca tng b Ai c m t bi phng trnh:

dWi = Ri 1 Qi Ri dt

(2.19)

Qi = CiWi Ri = iWi

(2.20)

Qu trnh iu tit trn ton lu vc c m t bi h phng trnh tuyn tnh :

ai

dQi + bi Qi = Qi 1 dt

i= 1,2,3,..., n

(2.21)

a1 = ai =

1 , c1
ci 1 , ci i 1

c + 1 b1 = 1 , c1
(c + i ) c bi = i 1 i ci i 1

vi

(2.22)

Nh vy tng t thut ton trnh by trn c th vit:

36

d + b1 )Q1 = Q0 dt d d (a1 dt + b1 )(a 2 dt + b2 ) Q2 = Q0 LLLLLLLLLLLLL n d (a k + bk ) Qi = Q0 dt k = 1 LLLLLLLLLLLLL n d (a k + bk ) Qn = Q0 dt k = 1


( a1

(2.23)

Nhn hai v ca (n-1 ) phng trnh u ca (2.23) vi ton t dng:

k = i +1

(a k

d + bk ) dt

ri tin hnh cng tt c cc phng trnh (2.23) s c dng:

k =1 n

(a k

d + b k )( Q1 + Q 2 + ...+ Q n ) = dt

k = 2

d (a k + bk ) + dt

k =3

(a k

d d + b k ) + ...+ ( a n + b n ) + 1 Q 0 dt dt

(2.24)

Nhng v:

Q = Qi
1

c:

n d ( a k + bk ) Q = dt k = 1

n 1 n ( a k d + bk + 1) Q0 dt j = 1k = +1

37

Trong vic m phng s iu tit ca lu vc do mi quan h (2.22), cc b ch c th tng t nhau t b th hai tr i: ai=a; bi=b i=2,3,...,n Trong trng hp ny:

n (a d + b )( a d + b ) n 1 Q = ( a d + b ) n j Q 1 dt 1 dt j = 1 dt

(2.25)

2.2.2 Hm nh hng. Biu thc ton hc lp m hnh tuyn tnh T l thuyt phng trnh vi phn tuyn tnh tnh o hm thng thy rng nghim ca phng trnh (2.3) tho mn nhng iu kin ban u: Q(t0)=Q0,Q'(t0)=....=Q0(n-1) c th biu din di dng:

~ Q (t ) = Q(t ) + Q (t )
trong :

(2.26)

~ Q(t ) - nghim ca phng trnh thun nht


Q (t ) - nghim ring ca phng trnh khng thun nht tho mn iu kin
ban u bng 0. Q(t0) Q'(t0) Q(n-1)(t0) 0, Do tnh cht tuyn tnh Q(t ) c th biu din di dng mt t hp tuyn tnh ca n nghim ring ca phng trnh thun nht.

~ Q(t ) =

k =1

Ck Qk (t )
(2.27)

trong Ck - cc hng s c xc nh bi i kin ban u qua vic gii h phng trnh i s tuyn tnh sau:

38

C1Q'1 (t 0 ) + C2 Q' 2 (t 0 )+...+ Cn Q' n (t 0 ) = Q' 0 L L LL L L L (n 1) (n 1) (n 1) (n 1) C1Q (t 0 ) + C2 Q (t 0 )+...+ Cn Q (t 0 ) = Q0 (2.28)


nh thc ma trn h s v tri l nh thc Vronski ti t0:

C1Q1 (t 0 ) + C2 Q2 (t 0 )+...+ Cn Qn (t 0 ) = Q0

Q1 ( t 0 ) = Q'1 (t 0 ) Q1( n 1) (t 0 )
Do cc nghim

Q2 ( t 0 )... Q ' 2 ( t 0 )... Q2 ( n 1) (t 0 )

Qn ( t 0 ) Q' n (t 0 ) Qn ( n 1) (t 0 )

(2.29)

Qi ( t )

(i=1,2,...,n)c lp tuyn tnh nn nh thc Vronski

lun lun tn ti mt nghim duy nht c th xc nh theo cng thc Crame:

Ck =

k ,

trong k l nh thc nhn c t nh thc Vronski sau khi thay ct th k trong (2.29) bng ct cc iu kin ban u:

Q0 Q' 0 K (n 1) Q0
Trong ton hc chng minh, vi iu kin ban u bng 0, phng trnh ph tr ca (2.3) c dng:

Q( P) =
trong :

L ( P ) L ( P )

q ( P)
(2.30)

P=a+ib (a>0) - mt s phc; L(P)=nPn+n-1Pn-1+...+1P+0

39

L(P)=nPn+n-1Pn-1+...+1P+0

Q ( P ) Q( t ) v q ( P ) q ( t )
c ngha l Q(P) v q(P) l cc to hnh ca Q(t) v q(t) nhn c bng bin i Laplace.

Q ( P ) = e P. t Q (t )dt
0 0

q ( P ) = e P. t q ( t ) dt L ( P ) L ( P ) c gi l hm truyn, v (2.30) c vit di dng:


(2.31)

P( P) =
Hm

Q(P)=P(P).q(P) T (2.31) suy ra:


t

Q(P)

P ( t )q ( ) d
0

v theo nh l v nguyn bn duy nht ta c:

Q (t ) =

P ( t )q ( ) d
0

(2.32)

Biu thc(2.32) c gi l tch phn Duhamel v cng chnh l nghim ring ca phng trnh vi phn tuyn tnh khng thun nht vi cc iu kin ban u bng 0.
Q (t ) =
t t0

P ( t ) q ( ) d
(2.33)

40

Hm P(t-) trong (2.32) c gi l hm nh hng v l nguyn bn ca hm truyn P(P).

P(t )

L ( P ) L ( P )

= P( P)

Trong qu trnh xy dng m hnh hm truyn P(P) lun lun c th xc nh c d dng v sau s dng bng tra to hnh - nguyn bn ca php bin i Laplace xc nh hm nh hng P(t). M hnh hm tuyn tnh u c dng chung l:
Q ( t ) = i Q ( t ) + P ( t )q ( ) d 1 t0
n t

(2.34)

Biu thc (2.34) l dng tng qut ca tt c m hnh "hp en". Cc m hnh "hp en" c phn bit vi nhau bi: 1. Dng gii tch hm nh hng P(t-), 2. Cch xc nh hm nh hng 3. Cch xt Qi(t). Vi chc nng ca mnh m hnh "hp en" m t qu trnh chy iu tit ca lng dn hc lu vc vi nhng tng t khc nhau. do vy ngy nay m hnh "hp en" l b phn khng th thiu c trong cc m hnh "quan nim' s hnh thnh dng chy.
2.3. NGUYN L XY DNG M HNH "QUAN NIM" DNG CHY.

Cch tip cn trong vic xy dng m hnh "quan nim' l cch tip cn thng s ho: 1. Cho dy cc s liu quan trc v ma X(t) v dng chy mt ct ca ra lu vc Q(t). 2. Cn tm ton t chuyn i tt nht t ma ra dng chy.

41

Cu trc ca ton t cng cc thng s ca n, ni chung l khng c sn. Tuy nhin, trong hc thuyt dng chy c nhng c s l thuyt v thc nghim v s hnh thnh dng chy ni chung v trn 1 s lu vc c th. iu dn n hnh thnh 1 s thng tin v cc lp ton t cn thit cng phm vi bin i cc thng s ca chng (l thuyt thm, tch ng, nh hng ca rng, dng chy sn dc, chy ngm v.v...) Xy dng m hnh gm 2 giai on: - Thit lp cu trc m hnh - Xc inh thng s m hnh 2.3.1. Xy dng cu trc m hnh y l khu xc nh nhng quan h ton hc m t din bin hin tng. Trong cng vic ny, nh m hnh phi rt am hiu hin tng, hiu r

nhng tc ng chnh n din bin hin tng v c tr tng tng phong ph khi qut ho hin tng. Khi thit lp cu trc m hnh hnh thnh dng chy, cn phc tho s khi v tng qu trnh thnh phn cng s tc ng tng h gia chng. Trong m hnh STANFORD-4, nc c th c trao i theo hai chiu: i xung v i ln. Vi mt s m hnh khc, nc ch c mt chiu i xung (m hnh SSARR). Nt chung ca cc m hnh quan nim l u s dng cc b cha m t cc dng tn tht v iu tit khc nhau, do vy, phng trnh tnh ton ch o trong m hnh l phng trnh cn bng nc. Vic a ra b cha ngm vo m hnh cho php m hnh m t c c phn dng chy ma kit. Ni chung, s hnh thnh dng chy trn cc lu vc c th rt khc nhau, do vy khng c mt m hnh vn nng no dng cho tt c mi trng hp.Nh thit k m hnh phi lm vng hin tng c th c s ci bin cn thit. Ni chung, khi thit lp m hnh hnh thnh dng chy cn cp v gii quyt nhng vn sau:

42

1. Vn ma trn lu vc (hm vo): c cn hiu chnh s liu ma ti cc im (bng thng hoc my t ghi)? Nu cn, cch hiu chnh. C cn hiu s phn phi khng u ca ma theo khng gian? Nu cn, cch hiu chnh? 2. Vn tn tht do thm thc vt, do tch ng trn mt lu vc, do thm, cch xt tc ng ca m ban u. Nhng gi thit no v din bin qu trnh thm, c xt n c tnh ca tng th nhng? Nu c, nh th no? 3. C xt n tn tht do bc hi? nu c, cch xt (vi chi tit no xt n cc yu t kh tng: tc gi, nhit khng kh, thiu ht bo ho v.v...). 4. Cch tch qu trnh dng chy ngm ra khi dng chy tng cng ti mt ct ca ra lu vc? 5. C xt dng chy st mt(nu c, cch xt). C xt lng nc hi quy t tng th nhng vo sng? 6. C xt tnh hung dng chy khng phi c hnh thnh ln ton b din tch lu vc (c nhng ch trng khp kn)nu c, bng cch tnh din tch hiu qu? 7. Cch xt chuyn ng sng l trong mng sng-s giao thoa ca sng l trn dng chnh vi cc sng nhnh, s bt sng l v.v.. 8. Bng cch no xt c mt b phn trn ng qu trnh lu lng c gy ra bi lng nc tn li ca trn l trc v.v.. Gii quyt nhng vn nu trn, thit lp nhng cng thc m t qu

trnh, ng thi lun lun phi suy xt: Nhng i lng no trong cc cng thc cho di dng nhng gi tr s xc nh, nhng i lng no c th c tnh theo nhng cng thc vt l v nhng i lng no ng vai tr thng s cn phi xc nh nh nhng ti liu quan trc vo - ra. Ch sau khi gii quyt nhng vn nu trn mi c th thit lp mt cu trc no ca m hnh. Cn ch rng m hnh ton dng chy l mt chnh th thng nht, cc qu trnh thnh phn lin quan vi nhau mt cch mt thit v hu c, do vy xt s nh hng ca mt qu trnh no n dng chy ch c th lm c sau khi xy dng trn vn m hnh. Ngoi ra cc nhn t hnh thnh dng chy rt bin ng theo khng gian, c c ch hot ng v s liu quan trc ca mt qu trnh no ti mt im, khng khi no c th

43

chuyn rp khun cho ton khu vc. Vai tr ca tng qu trnh thnh phn bin i t im ny sang im khc, t lu vc ny sang lu vc khc. iu ny dn n vic la chn cu trc m hnh quan nim mang tnh m mm-cm nhn. iu ny cng ct ngha v sao vic lp ghp nhng kt qu nghin cu hin i v tng qu trnh thnh phn (ma, thm, bc hi, im trng, dng mt, st mt, ngm v.v...)ca nhiu tc gi khc nhau hng c 1 m hnh tt tht bi. iu ny cng cho thy v sao cc m hnh quan nim khc xa nhau c v cu trc ln s liu ban u s dng. Vic xy dng m hnh mang y tnh sng to cng vi vic am hiu tng tn hin tng trn tng lu vc c th. 2.3.2 Xc nh thng s m hnh Cc m hnh thng s tp trung u cha ng nhiu thng s. Cn xc nh cch ny trn c s nhng ti liu quan trc vo-ra ca h thng. V mt ton hc, c hai phng trnh thit lp thng s m hnh: phng php ti u ho v phng php gii bi ton ngc. Phng php thng dng trong thc t hin nay l khsai c coi l phng n th s nht ca phng php ti u ho

2.3.1.1. Phng php ti u ho.


y l bi ton thun, cho bit thng s vo v b thng s m hnh, cn xc nh hm ra ca h thng. Thc cht ti u ho l bi ton iu khin h thng. Mc tiu iu khin l hm ra phi ng vi tn hiu o c, cn bin iu khin l chnh vc t thng s m hnh. Cn phi xc nh biu thc ton hc ca mc tiu:
K =

i =10

[ Q ( t ) Q ( t , a )]
~

n T

fQ ( t ) dt min

(2.35 )

Trong : n - Tng s trn l, T - thi gian mt trn l,

~ Q (t ), Q( t , a ) - cc qu trnh o c v tnh ton


a=(a1, a2, am) - vc t thng s m hnh.

44

Hm f(Q(t) c a vo nhm tng t trng nhng tung l ln (nhl). Cn xc nh vc t a hm mc tiu K t cc tiu. Ngy nay c nhiu thut ton ti u mnh tm cc tr ca nhng phim hm mc tiu phc tp. Mt trong nhng thut ton thng dng l thut ton Rosenbroc . Nhng y, bn thn nhng phng php ton hc khng gii quyt s chnh xc ca nhng thng s cng nh s thnh cng ca qu trnh ti u ho. Mt ln na, chng ta thy ni ln vai tr cng nhng kinh nghim v s hiu bit hin tng vt l ca ngi thit lp m hnh. Sau y trnh by nhng kinh nghim c tnh nguyn tc trong vic iu hnh qu trnh ti u. a, Nguyn tc la chn s liu. Trong qu trnh ti u, mt s thng s t ra khng nh hng g ti hm mc tiu. Nguyn nhn chnh ca hin tng ny l trong nhng s liu dng ti u, cha c nhng s liu m vai tr ca thng s ny hay thng s khc t ra r rt. khc phc tnh hnh ny, nhng s liu dng trong qu trnh ti u phi bao gm nhng trn l c iu kin hnh thnh ht sc khc nhau: ln, nh, dng. chnh xc vic xc nh thng s ph thuc nhiu vo chnh xc, mc i biu v khi lng ca nhng ti liu ban u. Nhng trn l khng tin cy s gy ra nhng sai lch ng k cho tng thng s ring bit. Do vy, ti u phi chn nhng trn l c tin cy cao nht. b. Nguyn tc tin hnh: c hai cch tin hnh qu trnh ti u: Cch 1: Ti u ring r tng trn l, c cc b thng s khc nhau, sau ly b thng s trung bnh cho tt c cc trn. Cch 2: Tin hnh ti u ng thi cho nhiu trn l, c mt b thng s chung cho tt c cc trn l. Kinh nghim cho thy hai cch ti u ny cho kt qu rt khc nhau. Vi tng trn l, lun lun tm c mt thng s thch hp. Do c th ring ca tng trn l, mt s thng s c th b sai lch. iu ny dn n cc b thng s ca cc trn l rt khc nhau.

45

m bo ngha ca cc thng s, m bo bn vng, n nh ca chng, ti u phi s dng nhiu trn l. Kinh nghim cho thy s liu dng ti u khng t hn 5 qu trnh dng chy khc nhau. c. Nguyn tc phc tp ho dn m hnh, do gio s Kuchmen ra. Thc cht ca n l vic ti u ho c tin hnh theo tng giai on. Trong b thng s m hnh, trng lng ca tng thng s khng ng u nhau, tnh cht ca cc thng s cng khng ging nhau, c thng s nh hng ti nh, cp thng s ch ng hng n tng lng, c thng s nh hng ti nhnh ln, c thng s nh hng ti nhnh xung. Tht sai lm nu a tt c nhng thng s vo ti u cng mt lc. Vic phc tp ho dn cu trc m hnh c bt u bng vic th nghim m hnh n gin nht, bao gm cc thng s ti thiu. Trn c s ti u c cc thng s , m hnh s c chnh xc ho nh vic a dn thm cc thng s mi, m t chnh xc thm hin tng. tng giai on,cc thng s c ti u mt cch c lp trn c s cc thng s ca giai on trc nhn nhng tr s ban u bng cc tr s c ti u.

2.3.1.2. Phng php gii bi ton ngc.


y l bi ton bit cc thng tin vo - ra ca h thng, cn xc nh b thng s m hnh. Tnh cht ca bi ton ny l phi chnh, c ngha l nhng sai s khng ln lm ca s liu ban u (dng gii bi ton ngc) s dn n nhng sai s rt ln ca nhng i lng cn xc nh. Th d khi gii bi ton thun, nhng c trng ca lu vc ( dc, sn dc, kh nng thm ca t, thm thc vt, a hnh b mt lu vc v.v) rt bin ng theo khng gian v chng cn phi c trung bnh ho theo mt cch no v cch trung bnh ho ny d sao cng t nh hng ti kt qu tnh ton - dng chy mt ct ca ra lu vc. Khi gii bi ton ngc, nhng thay i nh trong s liu ban u (qu trnh dng chy) c th tng ng vi nhng thay i rt ln ca cc c trng lu vc, do vy cng nh hng rt ln n cc thng s m hnh. Trong nhng nm 70, nhng nh ton hc X vit Tikhnp, Lavrenchev, Ivanov xy dng l thuyt bi ton phi chnh. Nhng cng trnh ton hc ny mi ch dng vic gii phng trnh Volte bc mt. Gio s Kuchmen vn dng l

46

thuyt ny trong vic xc nh cc thng s ca hm nh hng Kalinhin-MiulikpNash. Nh vy, l thuyt ton phi chnh mi ch p dng c trong m hnh tuyn tnh n gin nht, vn dng nhng m hnh n gin quan nim, nhng thnh tu trn mi nht ca l thuyt ny cha p ng c.
2.4. CC PHNG PHP XC NH THNG S M HNH

Vic xc nh cc thng s ca m hnh ton hc rt quan trng v nh hng trc tip n kt qu tnh ton. M hnh tnh ton d p dng mt s lu vc cho kt qu rt tt, nhng rt c th p dng c lu vc chng ta ang cn tnh ton, nu nh chng ta khng tm ng gi tr cc thng s ca m hnh vi nhng m hnh t thng s, vic xc nh cc thng s ti u c th lm bng tay kt hp vi th, v d tm hai thng s x, k ca phng php Muskingum) nh khi thng s ca m hnh tng ln vi hng chc thng s th vic tnh ton cc thng s ti u s c thc hin trn my tnh in t. M hnh ho - l mt phng php khoa hc y hiu lc gip con ngi xm nhp su vo bn cht ca nhng hin tng t nhin hoc x hi phc tp. Mc ch m hnh ho l to dng hin tng sao cho thng qua vic nghin cu n, con ngi thu nhn c nhng thng tin mi cn thit. Nu vic dng hin tng c thc hin bi tp hp cc h thc ton hc (phng trnh - bt ng thc, iu kin lgic, ton t...) chng ta c m hnh ton hin tng . Trong 30 nm gn y, din ra s pht trin su rng vic m hnh ho nhng hin tng v h thng t nhin khc nhau. M hnh ho dng chy cng nm trong tro lu . nhiu nc hon thnh cng vic s v xy dng cc m hnh ton dng chy. Vn m hnh ho dng chy c tho lun trn nhiu hi ngh quc t. S xut bn v m hnh ho dng chy ln n con s vi trm. Trong nhng vn then cht ca tnh ton thu vn l lun lun nh gi

lng dng chy v mt l do no khng trc tip o c c. Khi thit k h nc hoc mt h thng thu li, ngnh thu vn lun lun phi nh gi " chui dng chy tng lai ra sao, bao gm nhng t hp nhm nm nhiu nc, t nc th no, kh nng dng chy cc oan l bao nhiu. v.v." Ch khi c li gii cho

47

nhng cu hi ny, chng ta mi c th xut m hnh, kch thc cng trnh cn xy dng. Khng phi ngu nhin m hai nh thu li X Vit ni ting X.L. Kristky v M.F. Menkel pht biu " bn cht kinh t nc ny nm ngay trong qu trnh dng chy". Nh qun l thu li v h thng thu li lun lun phi bn khon, " c th ch n dng chy bng bao nhiu trong mt vi ngy ti". D on chnh xc iu ny nng cao ng k hiu qu hot ng ca cng trnh. im chung ca cc vn nu trn l nh thu vn lun lun phi nh gi " c th ch i nhng g t nhin?" Tm li, ta cn phi m hnh ho nhng hin tng thu vn. M hnh ho dng chy - l ch to dng chy, cn m hnh ton- quy

trnh, cng ngh ca vic ch to . Cn khng nh mt iu :" M hnh ton khng th no trng hp hon ton vi m hnh thc, (hin tng)". Do vy, m hnh ton hon ton khng ph thuc n tr vo hin tng nghin cu. iu ny ct ngha v sao trong vi chc nm gn y ra i hng chc m hnh dng chy cng m phng mt hin tng. Ni chung, vic gii bi ton ti u gm 3 giai on : 1. Lp m hnh ton hoc m t cc qu trnh thc t 2. La chn hm mc tiu, tc l chn tiu chun nh gi kt qu. 3. Xc nh cc gi tr ti u ca cc thng s. Giai on u c xt cc tit trc, by gi chng ta nghin cu tip giai on cui. 2.4.1. Cc tiu chun nh gi m hnh Hin nay tiu chun nh gi m hnh c cng nhn l kt qu tnh ton theo m hnh cn phi ph hp vi quan trc kim nghim, nhy ca m hnh phi tt. Hay s dng nht l hm mc tiu. Hm mc tiu c dng ph bin nht trong thu vn c dng :

F=

i =1

(Q d

2 Q t )i

(2.37).

48

Vi(Q-Qt) l chnh lch gia gi tr o v gi tr tnh ton thi im t=i.t vi i= 1,2,3...n. nh gi theo hm mc tiu dng (2.37) rt n gin, d dng nhng c nhc im l n coi sai s tnh ton gy ra bt k thi im no cng c ngha nh nhau. Thc t khi tnh ton l, nhng sai s gy ra phn thp khng quan trng lm, cn sai s gy ra phn nh l th gy tc hi ln hn, do ngi ta chn hm mc tiu c dng :
m 1 ( Q d Q t ) 2 + 2 ( Q dm Q t ) 2 + 5( Td Tt ) F = j m m i i = 1 j =1 (2.38) n

Hoc c dng :

F=

L Lt Qdm Qtm Td Tt + + d Qdm Td Ld i i = 1

(2.39)

Trong i l s trn l c tnh i= 1,2...n cn j l s thi on tnh ton trong 1 trn l j= 1,2...m. (Q-Qt)l chnh lch gia lu lng thc o Q v lu lng tnh ton Qt thi im t=jt tnh t khi bt u trn l. Qdm l lu lng nh l thc o, cn Qtm l lu lng nh l tnh ton. Td, Tt tng ng l thi gian l thc o v tnh ton . L,Lt l thi gian ko di ca trn l thc o v tnh ton. Ni chung tt c hm mc tiu s dng trong thu vn u l phi tuyn ca cc thng s, do vic la chn cc thng s ti u thng phi tnh qua nhiu ln lp. 2.4.2. La chn thng s ti u C hai phng php thng hay s dng nht:

2.4.2.1 Phng php d tm theo hng dc nht


Cho hm mc tiu F vi n thng s : x1, x2,..., xn.

49

F = F(x1, x2,..., xn) = F(x). cho gn ta dng ton t . Nu f l mt hm s no trong khng gian ba chiu x,y,z th f l mt vect.
f =

f f f i+ j+ k x y z

vi i,j,k l ba n v ch phng cc trc 0x, 0y, 0z trong h trc to cc.Hm mc tiu F c n thng s nn n c biu din trong khng gian n chiu. Ngi ta chng minh rng nu nh hm mc tiu F l lin tc v F ti Xk l xc nh th vect F(Xk) biu th phng ngn nht i v pha cc tr ca hm F(x). Qu trnh tm thng s hm F(x) nh nht trnh by phn trc.

2.4.2.2 Theo phng php Rosenbroc


Phng php ny cng b vo nm 1969 v ang c ng dng rng ri trong nhiu ngnh khc nhau. Ni dung ca thut ton l xt hm mc tiu di dng ma trn n chiu t gii ma trn tm nh thc ph hp qua cc php tnh lp la chn cc thng s hm mc tiu F(x) t gi tr nh nht.
2.5 GII THIU CC M HNH TT NH THNG DNG

2.5.1. M hnh Kalinhin - Miliukp - Nash Nm 1958, khi nghin cu s lan truyn sng x h lu cc trm thu in, G.P.Kalinhin v P.I.Miliukov chia on sng ra n on nh di tn gi "cc on sng c trng". Cc on sng c trng c chn c di sao cho tn ti mi quan h n tr tuyn tnh gia lng nc trong n vi lu lng chy ra. Nh vy thc cht "on sng c trng" l mt b tuyn tnh, m c ch hot ng c m t bi:

dWi = Qi 1 Qi dt Wi = i Qi

50

trong i - thng s mang ngha thi gian chy truyn trn "on sng chy truyn c trng th i" Hai phng trnh trn tng ng vi mt phng trnh:

dQi + Qi = Qi 1 dt

Nh vy ton t Ai trong trng hp ny c dng:

Ai = i + 1 dt vi ai =i , bi=1
Mc ni tip n "on sng c trng" tng t nhau, phng trnh (10.17)tr thnh:

( 1

d n + 1) Q = Q0 dt vi i=1 v bi=1;

Cc nghim ring ca phng trnh thun nht c dng:


1

Qi (t ) = t i 1e 1
v hm nh hng tr thnh:
n 1 t t 1 P(t ) = e 1 1 ( n 1)! 1

(2.40)

Cng thc tng t cng c Nash tm ra khi gi thit rng lu vc c cu to t n b cha tuyn tnh vi quan h n tr - tuyn tnh gia th tch nc v lu lng. Nh phn tch, hm nh hng Kalinhin - Miliucp - Nash c hai thng s n v l trng hp ring ca hm nh hng 3 thng s. Vic a thm thng s b vo lm nh hng "do" hn, ngoi vic d thch nghi vi vic xt tc dng iu tit

51

ca lng sng cn kh nng xt c cn cn nc (cc tn tht bc hi, mt nc...).

2.5.1.1. ng lu lng n v.
Phng php ln u tin do Sherman ngh vo nm 1932 , sau ny c nhiu tc gi khc pht trin v hon thin. Ni dung ca phng php da trn 3 lun im: a. ng qu trnh lu lng, c hnh thnh t lng ma hiu qu 1 in (25,4 mm) ri u trn khp khu vc trong mt n v thi gian, v). b. ng qu trnh lu lng, c hnh thnh t n in ri u trn khp lu vc trong mt n v thi gian , c th nhn c bng cch nhn tung ng lu lng n v vi n. c. ng qu trnh lu lng, c hnh thnh t lng ma hiu qu ri l c trng khng i ca mt khu vc (ng qu trnh c gi l ng lu lng n

u trn khp lu vc trong 1 s n v thi gian, c th nhn c bng cch cng cc ng qu trnh c hnh thnh do lng ma tng n v thi gian. Phn tch 3 lun im trn thy rng chng hon ton tng ng vi nguyn l xp chng v vic tnh dng chy ti mt ct ca ra t qu trnh ma hiu qu vi iu kin n v thi gian t 0 hon ton theo biu thc:
t

Q (t ) =

t0

P ( t )q ( ) d

Trong P(t-) - ng lu lng n v ; q() - qu trnh ma hiu qu. Nh vy, thc cht ng qu trnh lu lng n v l hnh nh ca hm nh hng trong m hnh "hp en" v chng c phn bit vi cc m hnh "hp en" khc bi tnh c o ring bit trong vic xc nh hm nh hng thng qua ng lu lng n v.

52

Cch n gin nht xc nh ng lu lng n v c rt ra t chnh nh ngha ca n: Chn nhng trn l do lng ma ri u trong mt n v thi gian, ri chia tng tung cho tng lng l. 2.5.2 M hnh TANK M hnh TANK ra i nm 1956 ti trung tm quc gia phng chng l lt Nht, tc gi l M. Sugawar. T dn nay m hnh c hon thin dn v ng dng rng ri nhiu ni trn th gii.

2.5.2.1 Cu trc m hnh Tank


Lu vc c din t nh mt chui cc b cha sp xp theo 2 phng thng ng v nm ngang. Gi thit c bn ca m hnh l dng chy cng nh dng thm v cc hm s ca lng nc tr trong cc tng t. M hnh c hai dng cu trc n v kp.

1. M hnh TANK n
Dng ny khng xt s bin i ca m t theo khng gian, ph hp vi nhng lu vc nh trong vng m t quanh nm. Lu vc c din t bi bn b cha xp theo chiu thng ng. Mi b cha c mt hoc mt vi ca ra thnh bn v mt ca ra y. Lng ma ri xung mt t i vo b trn cng, Sau khi khu tr tn tht bc hi mt phn s thm xung b di theo ca ra y, mt phn cung cp cho dng chy trong sng theo cc ca ra thnh bn. Quan h gia lng dng chy qua cc ca vi lng m trong cc b l tuyn tnh: Y=(X-H); Y0=.X (2.41) (2.42)

Trong :, -h s ca ra thnh bn v y, H- cao ca ra thnh bn. Theo cu trc trn, m hnh TANK m phng cu trc m trong cc tng t ca lu vc. Lng dng chy hnh thnh t cc b th hin c tnh cc thnh phn

53

dng chy mt st mt v dng chy ngm . Dng chy hnh thnh t tt c cc b cha m t s bin dng dng chy do tc dng iu tit ca dng sng l lp nc c sn ban u trong sng.

2. H thc c bn ca m hnh a, Ma bnh qun lu vc (P) P=

i =1

Wi . x1 / Wi
i =1

(2.43)

Trong : n-s im o ma; Xi lng ma ti im th i, Wi-trng s ca im ma th i. Theo M.Sugawara Wi s c trn l mt trong bn s sau: 0,25; 0,5;0,75;1,0.

b, Bc hi lu vc (E)
0,8EVT 0,75(0,8EVT h f ) + h f E= 0,6EVT Khi XA PS E 0 Khi XA PS E < 0 va XA PS H f > 0 XA < PS

(2.44)

c, C cu truyn m b cha trn cng c chia lm hai phn:trn v di, gia chng xy ra s trao i m. Tc truyn m t di ln T1 v trn xung T2 c tnh theo cng thc:

T1 = TB0 + (1 T2 = TC0 + (1

XA ) TB PS XS )TC SS

(2.45)

(2.46)

Trong : XS,SS - lng m thc v lng m bo ho phn di b A, TBo,TB, TCo, TC-cc thng s truyn m, theo MSugawar chng nhn nhng gi tr: TB=TB0 = 3 mm/ ngy m TC = 1mm/ ngy m

54

TC0 =0,5mm/ ngy m d) Dng chy t b A. Lng nc i vo b A l ma (P). Dng chy qua cc ca bn(YA1, YA2)v ca y (YA0) c xc nh theo cc cng thc sau:

Hf XA+ P-PS YA0=HfA0 (2.48) (2.49)

(2.47)

(H f HA1 ); khi H f > HA1 YA1 = khi H f HA1 0

3.Pht trin m hnh TANK trn nn tng hc thuyt m t v hc thuyt dng chy sn dc.
Nh cc m hnh nhn thc khc, m hnh Tank cha mt lng thng s kh hu ln. Trong tc phm ca M.Sugawar nhng thng s ny cha c miu t v mt vt l. Do vy, nh K.Linsley nhn nh m hnh ch c th c thit lp cho mt lu vc sau nhiu ln th sai. iu ny i hi ngi s dng phi c kinh nghim v c mc am hiu m hnh nht nh. Phn ny gii thiu nhng hon thin m hnh v mt vt l, nhm gip ngi s dng la chn thng s c c s v d dng hn. B A m phng b mt lu vc v cc tng t trong vng thong, trong b A c t ra nhng mc m khc nhau ca lu vc (HS, HA3, HA2, HA1, PS, SS). Trong qu trnh chuyn ng trn mt lu vc hng v lng sng mt phn nc c gi li tm thi trn sn dc. Hin nhin c th gi nh rng nhng phn khc nhau trong b A m phng nhng dng tr nc khc nhau trn mt sn dc. Theo cc kt qu th nghim ca I.X. Vaxiliep v A.P. Ivanop, sau khi ti bo ho cho t, phn phi m theo chiu thng ng c dng nh sau: phn di ca tng th nhng c m kh cao, gn t m ton phn (ATP), v rng n thuc tng mao dn. Ln trn, m gim dn v cch mt thong ca nc ngm 1 khong no (cng ln khi thnh phn ht cng nng), m t mt tr s nh

55

nht v khng i m ngrung (AR). Nc cha trong tng th nhng khi m cha t n m ng rung lun trong trng thi treo v mt kh nng chy xung di. Dng nh, lng m cha trong tng th nhng bo ho n m ng rung khng c kh nng di chuyn. Nhng thc t khng nh vy. Cc kt qu nghn cu ca A.F. Bonsacop, M.M. Abramva khng nh trong qu trnh bc hi, lng m treo chuyn ng ln trn thnh dng, c ngha l c tnh lin tc. Tnh lin tc tn ti khng ch vi m ng rung m cn c th nh hn nhiu. Nhng ch n mt gii hn nht nh. M,M. Abramva gi m m lng m treo mt kh nng di chuyn ln trn di tc dng ca bc hi l m gin on mao dn hay cn gi l m cy ho (ACH). Gi nh "phn di" ca b A (hnh 4.5) m phng tng t t st mt sn dc n gii hn trn ca tng mao dn (TMD). l vng m treo. Bn cht vt l ca thng s SS - m ng rung (AR). Bn cht ca lng m XS - nc mao dn. C ch duy nht tiu hao c lng m XS l bc hi: (DACH) XS SS (DADR) (2.50)

Hiu s SS -XS xc nh lng tn tht khng hon li do t gi, v c thc hin bi qu trnh truyn m t trn xung T2. Bn cht qu trnh l giai on u ca qu trnh thm giai on thm khng n nh . Giai on ny din ra kh nhanh. Nh vy qu trnh T2 ch l qu trnh truyn m t tng trn xung tng di ca b A v kt thc khi tng di t n m ng rung sau l qu trnh thm n nh c thc hin qua cc ca y cc b. Bn cht cc lng m XB, XC, XD nc trng lc.

56

P E
A3

XA

HA3 HA2 HA

A2 A1
PS

XS A0
B1

SS

QCH

XB B0

HB C1
CH2

XC C0

HC

XCH H CH

CH1

XD

D1

Hnh 2.4 M hnh TANK n

Trc tip ngay trn b mt sn dc tn ti mt lp mng t lng m thot i do bc hi v bc hi qua l. Lp mng ny c m phng bi phn trn ca b A v c tnh ca n c nh gi bi thng s PS. Thng s PSC cn bao hm c lng nc in trng trn mt lu vc. Nu khng c lp nc in trng, gi tr ca PS ch xp x lp bc hi trong thi on tnh ton t. Bn cht qu trnh truyn m t di ln T1 l qu trnh bc thot hi nc t cc tng t khc nhau thng qua con ng mao dn. y l im tng t ca m hnh TANK vi m hnh Stanford.4, khi cho rng lng nc trong cc tng t c s trao i hai chiu. Qu trnh T1 khng xy ra khi v ch khi

57

XA PS+ E

(2.51)

c ngha l khi lng m lm bo ho phn trn b A, in trng v bc hi. Ngun m cung cp cho qu trnh T2 l XA, ngun cung cp cho qu trnh T1 ly t cc b B,C,D (XB,XC,XD).
S1 S2 S3 S4

QCH

Nh vy 5 qu trnh trao i m theo phng thng ng u c th xy ra song song, mi qu trnh u c nhng iu kin tn ti ring , quy lut din bin ring, chng b sung m cho nhau hoc tiu hao m ca nhau: . Ma . Bc hi . Thm qua cc ca y . Truyn m ln T1 . Truyn m xung T2 Trong cc dng tn tht cn cha cp n vai tr ca thm ph thc vt. Hon ton hp l c th coi rng thng s HA1 m nhn chc nng .

Hnh 2.5 M hnh TANK kp

58

Dng chy mt ch xut hin khi XA >PS + HA1 thng s HA2, HA3, xc nh c im cu to ring bit ca sn dc v khng c ngha vt l c nh , biu thc (PS+HA1-XA+SS-XS) xc nh lp tn tht ban u.Gi tr ca HA1,xp x vi lp nc ma khng gy ra l v iu ny hon ton c th xc nh c khi i chiu gia qu trnh ma v qu trnh dng chy. Cc thng s HB, HC ,HD nh gi cc tn tht ban u trn cc tng khng thm tng i. Theo s nghin cu ca gio s A. N.Bephany cng cc cng s ca ng , qu trnh thm qua tng khng thm tng i trit gim rt nhanh theo thi gian. S thm n nh t c ch sau 15 -30 pht ngay c trong trng hp cc tng t hon ton kh. Trong thc t thi on tnh ton t thng ln hn nhiu thi gian ny v iu cho php coi HB, HD l cc hng s. Gi tr ca HB, HC, HD ch vo khong vi mm. Trong m hnh, tc dng iu tit ca sn dc t ng c xt thng qua cc b cha xp theo chiu thng ng. Nhng hiu qu ca tc ng ny khng mnh v c th coi tng dng chy qua cc ca bn ca b YA2+YA1+YB2+YC1+YD1 ch l lp cp nc ti mt im. y l mt yu im ca m hnh TANK so vi cc m hnh khc nh SSARR. Bn thn tc gi M.Sugawara nhn thc r iu ny v khc phc n bng cch cho php dch chuyn nhn to nh l i 1 thi gian T. C th s dng thm mt b cha tuyn tnh XK m phng tc ng iu tit sn dc. Nh vy, tng dng chy (YA2+YA1+YB2+YC1+YD1) trc khi vo b iu tit lng sng CH phi qua b iu tit sn dc XK. C ch hot ng ca b XK nh sau : Tnh lp cp nc ti mt im ti thi im CK(I) = YA2+YA1+YB2+YC1+YD1 QCH = XK1.CK(I-1) + XK2. CK(I) +XK3.QCH (2.51) (2.52)

Trong XK1, XK2, XK3 l cc thng s v m bo iu kin XK1+ XK2+ XK3=1 Hin nhin, nu trong (10.49) choXK2=1; XK1=XK3 =0 th b XK mt tc dng v tr li nguyn bn m hnh TANK ban u

59

4. M hnh TANK dng kp


Trong cu trc kp c s bin i m ca t theo khng gian nh hnh(10.5). Lu vc c chia thnh cc vnh ai c m khc nhau . Mt vnh ai c in t bng mt m hnh TANK n. V nguyn tc s lng vnh ai c th bt k, trong thc t tnh ton thng ly 4 vnh ai mi vnh ai c 4 b , tng cng ton m hnh cha 16 b . Vi s m phng ny trn ton lu vc c nhng phn m phn kh bin i theo quy lut nht nh . Khi ma bt u, phn lu vc m t s pht trin t khu hp ven sng lan dn n nhng vng cao hn theo th t S4, S3, S2, S1(Si biu th vnh ai th i so vi ton lu vc ). Ngc li khi ma kh bt u do lng m t cung cp t dn hoc khng c, lu vc s kh n t nhng vnh ai cao nht n vnh ai thp hn theo th t S1, S2, S3, S4. Trong cu trc kp, lp nc t do trong mi b c chuyn ng theo hai hng : thng ng v nm ngang. Mi b cha nhn c nc t pha b trn cng vnh ai v t pha tri cng tng. Trong dng ny, m hnh c thm cc thng sSi(i=1,2,3,4).

5. Chin lc d tm thng s.
Trong hi ngh quc t v l v tnh ton l (15-12 thng 8 - 1976Leningrat) M. Sugawara nhn nh" Do cu trc phi tuyn vi cc b cha sp xp theo chiu thng ng, cha c phng php ton hc hu hiu no xc nh cc thng s ca m hnh TANK, cch duy nht l th sai". Quan im ny c mt s nh ng dng tn ng. Phng php th sai khng gy kh khn g ln i vi nhng ngi c kinh nghim s dng m hnh. Nhng i vi nhng ai cha quen m hnh, khi s dng cch th sai s rt lng tng v gp phi iu kh khn. Gio s L. C. Kuchmen v V.I.Koren cng by t rng m hnh TANK hin nay c coi l mt trong nhng m hnh tt nht, nhng do c qu nhiu thng s, trong c nhng thng s c phn nghn (0.001) gy phn e ngi v kh khn vi ngi s dng cha quen m hnh. Ngoi cch th sai, cn thit phi xy dng nhng thut ton khch quan d tm thng s. Nm 1979, M. Sugawara xut phng php "la chn t ng thng s m hnh". S la chn t ng c thc hin khng phi bng cc phng php ti u ho (tm kim cc tr phim hm mc tiu) m bng cch th sai, nhng c t

60

ng trn my tnh. Nm 1984 chng ti vn dng phng php ti u ho Rosenbroc kt hp L.C.Kuchmen xut. vi nguyn l"phc tp ho dn m hnh"do gio s

1.Phng php th sai.


Phng php th sai i hi ngi s dng phi nm vng tnh nng hotng ca tng thng s. Ton b cc thng s ca m hnh TANK c th chia lm 2 loi: thng s c th nguyn (HS, PS, SS, HA3, HA2, HA1, HB, HC, HD, H, TB, TB0,TC, TC0) v thng s khng th nguyn (A1, A2, A3, A0, B1, B0, C1, C0, D1, D0, XK1, XK2, XK3, CH4, CH2 ). Hin nhin l cc thng s th nguyn s thay i theo thi on tnh ton t. Bn cht ca cc thng s ny l cc thng s tn tht, khi kt hp vi cc thng s ca y s gy ln hiu qu tr trong qu trnh dng chy. Cc thng s ca bn (A1, A2, A3, B1, C1, D1) trc tip tc ng n ln nh l, trong A1, A2, A3 tc ng n cc nh l ln. Tnh nng hot ng ca cc thng s ca bn v cc thng s ca y c th c m t tng qut nh sau: a- lm thay i dng ng qu trnh, cn phi iu chnh (+). Th d, mun ng qu trnh nhn hn, phi tng (+) v ngc li. b- lm thay i tng lng dng chy trn l, cn iu chnh /(+) . Th d, mun lm tng lng dng chy m khng bin i dng qu trnh, cn phi tng v gim , gi (+) khng i v ngc li. Trong qu trnh th sai, phi lun lun theo di s cn bng nc hp l trong tng b. Lng m trong tng b (XA, XS, XB, XC, XD,XCH )lin tc bin i trong qu trnh tnh ton, sau mt chu k cc lng m ny phi t c nhng tr s hp l. Th d, chu k hot ng ca b nc ngm D l mt nm (t cui ma kit nm nay n u ma l nm sau), sau 1 nm hot ng , XD cui ma kit phi t tr s hp l ph hp vi phng trnh cn bng nc vit cho mt nm (X=Y+ Z U). Chnh lch gia XD u v cui nm phi ph hp vi U. Trong c mt chui nm hot ng XD khng c nh hn 1 gi tr tng ng vi 1 lu lng dng ngm n nh. Nu b D c xu hng tr nhiu hn tho, XD s c xu th ln dn theo thi gian, dng chy kit cc nm cng v sau cng ln v ngc

61

li. Bt k s ph v cn bng nc no trong cc b u dn n s khng n nh ca b thng s v s bt hp l trong thnh phn dng mt, dng st mt v dng ngm. Khi tin hnh th sai, cn phi nm c y cc thng tin v cc thnh phn dng chy, v cc thnh phn trong phng trnh cn bng nc tng b, ng lc cc din bin cng nguyn nhn gy ra s mt cn bng, t c sch lc hiu chnh thch hp. Cc b C,B,A s c cc chu k hot ng ngn hn. Ngay trong b A chu k hot ng ca phn trn v phn di rt khc nhau. Phn trn ca chu k tng ng vi thi gian mt trn l, phn di c chu k hot ng xp x mt nm. Nu thy XS sau khi t n trng thi bo ho SS ri khng thay i na th chng t PS chn qu ln, lng m trong phn trn lun lun bc hi.

2. La chn t ng thng s m hnh theo M. Sugawara


Ch ny ch p dng i vi cc thng s ca bn v ca y. Thot u, cc thng s ca bn v y nhn nhng gi tr sau: A1=A2=A0=0,2; B1=B0=0,05; C1=C0=0,01; D1=0,001 Quy c k hiu dng chy qua cc ca bn A2, A1, B1, C1, D1 n lt tng ng l Y1, Y2, Y3, Y4, Y5(H.10.6). Ton b qu trnh dng chy c chia lm 5 thi on 1,2,3,4,5 tng ng vi s hot ng ca 5 ca bn: A2, A1, B1, C1, D1. Quy tc chia thi on nh sau: Thi on 1: nhng ngy m dng chy qua ca A2 ng vai tr chnh s thuc thi on 1, ngha l khi t s gia Y1vi tng dng chy ln hn C ( C - mt hng s ). Y1 C( Y1 + Y2 + Y3 + Y4 + Y5) = CY Thi on 2: khi Y1 < CY v (Y1 +Y2) > CY Thi on 3: khi (Y1 +Y2)< CY v (Y1 +Y2 + Y3) > CY Thi on 4: khi (Y1 +Y2 + Y3) < CY v (Y1 +Y2 + Y3 + Y4) > CY

62

Thi on 5: phn cn li . C c th c chn trong cc gi tr sau: 0; 0,5; 0,25; 0,1; 0,05.


A2 Y1 Y2

A1

A0 B1

B
B0 C1

Y3

C
C0

Y4

D1 Y5

Hnh 2.6 Dng chy t cc b A,B,C,D

Gi tr C=0,1 t ra tt i vi cc sng ca Nht. Trong tng thi on 1,2,3,4,5 tng lng dng chy v hnh dng ng nc rt ca qu trnh thc o v tnh ton c nh gi bi cc tiu chun sau:

~ RQ( I ) = Q( N ) / Q ( N )
N N

I = 1,...,5.

RD1 = N [ log Q ( N 1) log Q ( N )]


N

[ log Q ( N 1) log Q ( N )]
~ ~
I = 1,L ,5

63

~ Q l lu lng tnh ton, I l ch s ca Trong Q l lu lng thc o ,


cc thi on, N l s ngy ca mi thi on I m c hiu s [Q(N-1) - Q(N)] dng. Nguyn l ca vic t ng iu khin thng s nh sau: a, Khi RQ(I)>1 RQ(I)<1, phi gim (tng)thng s ca bn, v tng(gim)thng s ca y. Vic ny c thc hin t ng bng cch chia thong s ca bn cho

RQ (I ) v nhn thng s ca ca y vi

RQ (I )

b, Khi RD(I)>1 RD(I)<1, phi gim (tng) c hai thng s nh nhau. Vic iu khin ny c thc hin bng cch chia c hai thng s ca bn cho RD(I). Nguyn l iu khin nu trn a n cc cng thc iu khin sau: A0=A0(( RQ(1) /RD(1) + ( RQ(2 ) /RD(2)).(1/2) AM1=A1/ ( RQ(2 ) .RD(2)). A2=(A1 + A2)/( RQ(1) .RD(1) - AM1 A1=AM1 B0=B0

RQ(3) / RD(3)

B1=B1 / RQ(3) / RD(3) C0=C0 . RQ(4 ) / RD(4) C1=C1 / RQ(4 ) / RD(4) D1= D1/RD(5) Cn kim tra lng nc c cung cp t cc b trn. NuRQ(5) >1, RQ(5) <1, phi gim (tng) cc thng s ca y ca cc b trn. S iu khin lng nc cung cp cho b D c thc hin bng iu khin C0 ca b C, sau s bin i

64

trong b C cho vic iu khin C0 gy ra s c b tr bi cc iu khin B0 v v.v.. Vi cch thc nh vy, s c cc cng thc iu khin tip sau: C0= C0/RD(5) B0=B0/

RQ(5)

4 A0=A0 RQ(5)

Trong mt s trng hp, gi tr ca RQ(I) v RD(I) c th rt khc 1. Khi xut hin nhng trng hp , chng ta gii hn RQ(I) v RD(I) trong phm vi (1/2, 2)c ngha l gi tr RQ(I) v RD(I) ln hn 2 s c ly bng 2, v nhng gi tr nh hn 1/2 s c ly bng 1/2 . Trong qu trnh iu khin cn lu h iu khin nu trn c th khng hi t. C ngha l sau mt vi ln tnh lp (thng c t hn 15 ln). Kt qu thu c kh tt, nhng sau kt qu li ti i khng phc hi li c. Mt trong nhng nguyn nhn l RD(I) chu tc ng ca nhiu yu t ngu nhin km tin cy. gim tc ng ca RD(I) c th thay RD(I) =

RD(I ) hoc

4 RD(I) = RD (I ). RD (5) l km tin cy nht, do vic iu khin thng s b D

phi rt thn trng . Rt nhiu trng hp RD(5) ph hng ton b h iu khin thng s nu trn.

3. Ti u ho thng s m hnh.
B thng s m hnh c thit lp theo phng php Rosenbroc vi hm mc tiu ca qu trnh iu khin thng s nu trn.

K=

i =10

[ Q(t ) Q(t , A)]2 dt min

n T

Trong : n -s qu trnh a vo tt u ; T -thi gian 1 qu trnh, A - vc t thng s c m s theo bng sau:

A T.S

1 A1

2 A2

3 A3

4
HA1

5
HA2

6
HA3

7 A0

8 B1

9 C1

10 D1

11 HB

12 HC

65

A T.S

13 HD

14 B0

15 C0

16 D0

17
XK1

18
XK2

19
XK3

20 H

21
CH1

22
CH1

23

24 TB

A T.S

25
TB0

26 T

27 C

28
TC0

29
PS

30
SS

31
KZ

32 XA

33 XS

34 XC

35 XD

36
XCH

Phng php ti u ho khng th thnh cng nu a tt c nhng thng vo tt u ng thi. y, tt u ho c coi l th sai t ng theo hm mc tiu K vi thut ton Rossenbroc. iu c ngha l thut ton ti u phi mm do cho php la chn c cc thng s mong mun a vo ti u, do vy cc thng s u c gn nhn nh bng trn. Qu trnh ti u thng s m hnh phi tun theo nhng nguyn tc c trnh by trn.

4. Mt s nhn xt.
M hnh TANK c nhiu c quan nghin cu ng dng. Trng i hc thu li, Vin kh tng - Thu vn, Vin thit k thu li quc gia, Cng ty kho st thit k in 1, Cc d bo thu vn v.v.. Trong qu trnh ng dng ni bt mt s vn : 1. M hnh kh th hin s "tr" ca dng chy so vi ma. Vi c imny, m hnh thch ng vi cc lu vc nh. iu ny c th khc phc c bng cch ni tip thm mt s b tuyn tnh v knh tuyn tnh biu dintc dng iu tit ca lu vc v lng sng. Hon ton c th s dng lp m hnh" hp en" nu trn trong cng vic ny. 2. Do m hnh c cu to t cc b tuyn tnh, cc thng s ca ra trong mt s trng hp t ra km nhy. Trn mt s lu vc, dng chy mt ng vai tr ng k ( l ln nhanh, rt nhanh), c s phn ho r rt trong s hnh thnh cc cp lu lng, qu trnh dng chy i nhy cm vi qu trnh ma, nn s dng b nc mt ( b A) di dng phi tuyn. Th d. ca A1 c th l bc 2, ca a2, a3, c th l s bc cao hn.

66

3. Xt iu kin ban u.Trong m hnh, tt c cc qu trnh thnh phn nh bc thot nc, tn tht trn thm thc vt tao i m gia cc vng v cc b, thm, iu trng, thm thnh dng mt, dng st mt, dng ngm, din ton l tn sn dc v trn sn dc v trong sng c lin kt vi nhau thng qua vic bin i cc m XA, XS, XB, XC, XD, XCH trong tng b. Rt quan trng vic xt cc m ny ti u thi k tnh ton. Vic xt iu kin ban u c th tin hnh theo th php sau: a) xt cc m ban u trong phn trn, phn di b A(XA0, XS0) nn chn thi im ban u tnh ton l lc t c bo ho, thiu ht m trong t coi nh bng 0 ( th d sau mt trn ma ln gy l r rt). Trong nhng trng hp ny c th coi XA0 = PS + HA1 XS0 = SS b) C c s cho rng XA, XS c quan h vi m lu vc, do vy, trc thi im tnh ton, XA0, XS0 c th c xc nh qua mi rng buc ca chng i vi m t theo gio s N.Ph. Befanhi. Jw= x1 + 0,7x2-4 + 0,5x5-9 +0,3x10-14 +0,2x15-30 + 0,1x31-60 y, x1 - lng ma 1 ngy trc thi im; x2-4 - lng ma trong2, 3, v 4 ngy trc thi im tnh ton v. v... c) nh gi m ban u trong cc b khc (XB0, XC0, XCH0 ) hon ton c th gi nh tn ti cc mi quan h bn vng gia chng vi lu lng trc l Q0. d) m XD0 ban u thit lp theo v tr s Q0 bng cch tnh ngc sau khi bit XA0, XS0, XB0, XC0, XCH0. 2.5.3 M hnh SSARR M hnh SSARR do Roc-c-ut (Rockwood) xut t nm 1956. Khi xy dng m hnh ny ngi ta quan nim rng h thng sng ngi d phc tp cng ch gm cc thnh phn c bn sau :

67

- Cc lu vc sng nh - Cc h cha t nhin v nhn to - Cc on sng Do ngi ta xy dng m hnh ton hc cho tng loi, sau cng tp hp li ta s c m hnh ton hc ca c h thng sng. Cc m hnh ton hc thnh phn u s dng hai phng trnh c bn l phng trnh lin tc v phng trnh tr lng. Phng trnh lin tc l: 1/2(I1 + I2)t - 1/2(Q1 + Q2)t = S2 - S1 (10.51)

trong I, I2 lu lng chy vo u v cui thi on tnh ton t ; Q1,Q2 - lu lng chy ra u v cui thi on t; S1,S2 l dung tch h cha u v cui thi on t. Phng trnh lng tr ca h cha l :

dQ dS = Ts dt dt
hy vit di dng sai phn : S = TsQ Thay (10.53) vo (10.51) ta c : (2.54)

(2.53)

I1 + I 2 Q + Q2 t 1 t = Ts (Q2 Q1 ) 2 2
I +I Im = 1 2 2 t v qua bin i ta c:

(2.55)

68

Q2 Ts +

t t = Q1 ( Ts ) + I m t 2 2 t t ) = Q1 ( Ts + ) Q1t + I m t 2 2

Q2 ( Ts + Q2 =

( I m Qt )t + Q1 t Ts + 2

(2.56)

Nh vy nu bit c lu lng chy vo trung bnh Im lu lng chy ra u thi khong tnh ton Q1 v thi gian tr nc ca h Ts th c th tnh c lu lng chy ra cui thi khong tnh ton Q2 theo phng trnh (2.56)

2.5.3.1. M hnh lu vc
- Lng nc n ca mt lu vc kn gm c lng ma v tuyt ri (Hnh 10.7). Mt phn ca lng nc n ny c gi li trn b mt lu vc lm m t, mt phn bay hi vo kh quyn, phn cn li s to thnh 3 kiu nh sau : - Chy trn trn mt t, - Chy ngm trong t v lp t pha trn - Chy ngm trong lp t tng sau (xem hnh 2.7) Ngi ta hnh dung mi qu trnh chy k trn nh chy qua mt chui cc h k tip nhau. Lng nc chy vo h cha u tin ca chui h cha ny chnh l lng chy vo ca h cha tip theo. Tp hp lng nc chy ra t h cha cui cng chnh l lng nc chy ra ca c lu vc. tnh c lng nc chy vo ca cc h cha u tin ta phi tnh c ton b lng nc n ca lu vc, chy st mt v dng chy ngm. sau tch ring phn tham gia dng

a, Tnh lng nc ma trung bnh trn lu vc


Ngi ta thng tnh lng ma trung bnh ngy theo cng thc :

69

1 X N = a i . xi n i =1

(2.57)

trong Xi - lng ma o c trm th i trong mt ngy; n - s trm o ma trn ton lu vc; ai - h s trung bnh tnh theo phng php hnh nhiu cnh hoc ly bng t s gia lng ma trung bnh hng nm trn phn lu vc tng ng v lng ma trung bnh hng nm ti trm o ma th i. XN: lng ma trung bnh ngy tnh ton Khi khong thi tnh ton t ngn hn mt ngy th lng ma trung bnh trong khong thi gian t l : Xt = b.XN Vi b l h s chuyn i. (2.58)

b, Tnh m ca t .
H s dng chy ph thuc ch yu vo m ca t trn lu vc. Ngi ta ch dng ch s m A biu th m ca t. A2 = A1 + (X-Y) - K1E Vi A1, A2- ch s m u v cui khong t X, Y - lng ma v lng dng chy trong thi khong t E - lng bc hi ngy, tnh trung bnh trn ton lu vc. Nu trn lu vc c n trm bc hi th : (2.59)

1 E = i Ei n i =1

(2.60)

i - h s trung bnh cn Ei lng bc hi ngy do c trm th i;

70

K1 - h s chuyn i, n thay i theo m ca t. K1 = f1(A) Trng hp thiu ti liu bc hi hng ngy th dng tr s bc hi trung bnh thng ET nhn vi h s chuyn i K2. Lc m ca t tnh theo cng thc :

t A2 = A1 + ( X Y ) K2 E T 24

(2.61)

c, Tnh lp dng chy


Lp dng chy, tng cng l Y = X Vi l h s dng chy ph thuc vo m ca t : Lp dng chy tng cng ny c phn chia thnh 3 thnh phn ng vi dng chy mt, dng chy st mt v dng chy ngm. Lp dng chy ngm trong 1 gi l :

Yng = K 3

Y t

(2.62)

K3 - l h s chy ngm, n ph thuc vo ch s thm P : K3 = f3(P) Ch s thm P tnh nh sau :

Y P2 = P1 + 24 P1 t

t t T+ 2

P1, P2 - ch s thm u v cui thi khong t T - thi gian tr nc bin i t 30 n 60 gi

71

Ma ri

Tuyt tan

Lng nc n

Ch s m A Sinh dng chy Lm m t

Ch s thm P

Chy ngm

Chy di mt

Chy trn mt

Dng chy

Hnh 2.7 S m hnh lu vc ca m hnh SSARR =f2(A)

Vic phn chia thnh dng chy mt Ym v dng chy st mt Ysm da vo cc gi thit sau : - Dng chy mt t tr s ln nht Ymmax v gi nguyn v tr s khi G ln hn 200% ca Ymmax - Dng chy mt nh nht Y mmin bng 10% ca G Vi G = Ym + YSm = Y - Yng Khi lp dng chy mt trong mt gi l :

72

Ym = f4(G) Khi Ym < Ymmax th:


G G Ym = 0,1 + 0,2. Ym max

Nu Ym Ymmax th ly Ym = Ymmax YSm = G - Ym d, Tnh lu lng chy ra ca lu vc : Sau khi thc hin phn chia lng ma hiu qu thnh 3 phn : lng nc tham gia dng chy mt, st mt v dng chy ngm, ta coi l lng nc chy vo ca 3 h cha u tin trong 3 h cha tng tng vi 3 cch to thnh dng chy. Nu bit s h cha ca tng chui n1, n2, n3v thi gian tr nc TS1, TS2, Ts3 ta c th tnh c lu lng chy ra t h cui cng bng cch s dng lin tip cng thc (10.58). Lu lng chy ra ca lu vc l tng ca cc lu lng chy ra t 3 h cha sau cng.

e, iu chnh thng s.
Cc thng s c m hnh lu vc l - Cc thng s tnh ma bnh qun trn lu vc ai, b - Cc thng s tnh bc hi K1, K2, i - Cc thng s n1,n2, n3, TS1, TS2, Ts3 v T. - Quan h gia h s dng chy v m =f2(A) - Quan h tnh lp dng chy ngm K3 = f3(P) - Quan h phn chia dng chy mt v dng chy ngm Ym = f4(G). Cc thng s v quan h k trn c la chon gi tr ti u thng qua vic tnh th dn sao cho s sai khc gia lu lng thc o v lu lng tnh ton l nh

73

nht. Cho ti nay, vic iu chnh cc thng s ca m hnh SSARR cn cha c t ng ho, v th n cn l mt cng vic rt phc tp v ph thuc nhiu vo kinh nghim ca ngi iu chnh m hnh. trn k ra nhiu thng s v quan h, nhng ch c 4 loi sau nh hng nhiu nht ti kt qu tnh ton. - Cc h s tnh ma trung bnh lu vc ai, b - H s Ts1 ca dng chy mt - Quan h h s dng chy v m =f2(A) - Quan h ca h s chy ngm vi ch s thm K3=f3(P) Ngi ta chn cc thi k c ng qu trnh bin i nhiu (ma l nm nc ln) iu chnh thng s, sau th li cho cc nm khc.

2.5.3.2. M hnh dng chy trong sng


Dng sng c coi nh bao gm mt chui h cha k tip nhau, mi h cha ng vi mt on sng di t 6 n 10 km. Thi gian tr nc Ts ca on sng tnh theo quan h.

Ts = 4 Qn
Vi K4, n l cc hng s thc nghim. Cng c th tnh Ts theo quan h Ts = f(Q) ly ra t ti liu thc o. Lu lng chy ra t on ny c dng lm lu lng chy vo on tip theo. Vic la chn cc gi tr ca K4, n v chiu di tnh ton ca cc on sng c lm theo cch th dn.

2.5.3.3. M hnh h cha


i vi h cha t nhin, lu lng chy vo h coi nh bit, nu tnh c thi gian tr nc Ts th tnh c lu lng chy ra theo phng trnh (10.58). Ts bin thin theo mc nc h : Ts = f(H). Vi mi h cha quan h Ts =f(H) c

74

xc nh sn t trc, do bit lu lng chy vo th tnh c ngay lu lng chy ra. cc h cha nhn to, ngoi ng cong Ts = f(H) cn cn phi bit thm Hmax, Hmin, ng cong H~Q khi H>Hmax v kh nng tho qua h ng vi cc cp mc nc, nu l h chy theo ch c iu tit th phi tnh n s iu tit ny. Lu lng chy ra tnh ton phi nh hn kh nng tho qua ca h v mc nc tnh ton phi ln hn Hmin.

2.5.3.4. M hnh h thng sng


H thng sng bao gm cc lu vc nh, cc h cha v cc on sng. Nhng m hnh thnh phn ny bit, khi ghp li trong m hnh h thng sng cn phi ch n nh hng ca nc vt, hoc lng nc ly ra ti rung v lng nc chy thm vo on sng do ma trn ng rung, hoc do nc sau khi ti rung xong c tho ra sng. Tt c qu trnh tnh ton c thc hin trn my tnh theo cc chng trnh mu. 2.5.4. M hnh din ton chu th nhng dng chy qua ng bng, nu khng c bao bc th lc ma l n, nc sng s dng ln v chy trn ra ng rung hai bn b, khi dng chy khng ch theo chiu dng sng m cn theo chiu vung gc vi dng sng na. m t qu trnh ny, r rng khng th dng h phng trnh Saint -Venant, v h phng trnh ny ch m t qu trnh chuyn ng khng n nh, bin i chm ca nc chy 1 chiu trong sng. Ngi ta c nh m t s chuyn i ca dng l qua vng ng bng ngp lt ging nh s truyn i ca thu triu ngoi bin v chng u truyn i theo c hai chiu vung gc vi nhau. Phng trnh biu din s truyn i ca thu triu bin c lp ra t lu vi gi thit l mt vng bin th su ca nc khng chnh lch nhau qu nhiu. vng ng bng ngp lt gi thit ny khng cn ng na, cho nn khng th c c kt qu nu nh p dng phng trnh truyn thu triu tnh truyn l qua vng ng bng. Trong cc nm 1962 - 1966, khi kho st vng ng bng h lu sng M- Cng, ngi ta nhn thy rng chiu su ca vng "ng bng b ngp hon ton" l rt khc nhau, n mc khng th coi chiu su nc mi ni l nhng i lng cng cp. Ngay c khi l ln nht, ng bng vn cn nhiu ni khng b ngp v hnh thnh nhiu

75

cha nc ranh gii gia cc ngng trn. Cn c vo thc t a hnh ngi ta chia b mt lu vc thnh nhiu , cc ny li c xp thnh cc tng lin tip nhau sao cho mt ch trao i nc vi cc khc cng tng v nhng tng trn k trc v sau n. y l mt gii php sng to cho php m t gn ng dng chy hai chiu ng bng m khi lng tnh ton li gim i rt nhiu so vi vic dng phng trnh truyn thu triu. Cch chia lu vc thnh nhiu v tnh ton trao i nc gi cc nh ni trn chnh l ni dung m hnh en-ta (delta)do Prysman (Preissman) v Cunge a ra. Sau khi chia b mt lu vc thnh nhiu , ngi ta tha nhn hai githit l : - Th tch nc trong mi l hm bc nht ca mc nc trong . - Lu lng chy gia hai l hm bc nht ca mc nc hai y cng mt thi im. Ngha l b qua lc qun tnh tc ng ti lu lng chy gia hai . Ngi ta chng minh vng ng bng, sai s do b qua lc qun tnh l rt nh. Phng trnh cn bng nc vit cho th i l:

Si

n dz = Pi + Qi , k dt k =1

(2.63)

Trong Pi l lng ma hiu qu trn mt th i, n thay i theo thi gian t; Pi=f1(t). Gi tr Pi bit c t ti liu o c ma v thm. Si - din tch mt nc th i ng vi su thay i th cng bin i theo Si = f2(zi) Qi,k l lu lng nc chy t th i vo th k, theo gi thit Qi,k l hm bc nht ca Zi v Zk.

Qi , k = f 3 (Z i , Z k )
Lng nc chy gia hai lin nhau c th tun theo cc qui lut chy loi sng v loi b trn. Khi chy loi sng, dng chy khng chy tn tht cc b v lu lng tnh theo cng thc Stric-l.

76

Qi,k =AR2/3J1/2 Vi

(2.64)

A: l din tch mt ct t gia hai tr i v th k. R: bn knh thu lc ca A v J l tc mt nc, l hng s. V A,

R,J, u l hm s ca mc nc gia hai i v k cho nn.

Qi , k = f ( Z i , k )
Vi

(2.65) y hng s 1.

Z i , k = Z i + (1 ) Z k .

Khi chy loi b trn th thng gp hn c loi chy qua p trn nh rng. Lu lng qua ngng ca trn ph thuc vo kch thc ca trn, mc nc thng lu v mc nc h lu. Cc cng thc tnh ton trnh by trong cc gio trnh thu lc. Gi s la chn mc thi gian tnh ton l t, thi im u t=n. bit iu kin u l gi tr su mc nc tt c cc , vy l bit ta tnh c

Qin , k bng cch ly tng cng lu lng chy qua cc mt xung quanh ca th
n n i. Ch s n cc k hiu Qi , k , Z i biu th cc i lng Q, Z thi im t=nt

Ly tch phn phng trnh (2.63) trong khong thi gian t ta c :

Si Z i = Pi ( ) t + t Qi , k ( )
k =1

(2.66)

Vi l thi im nm gia n.t v (n+1)t n.t < < (n+1)t Cn lu lng chy t th i sang th k l :
+ Qi , k ( ) = Qink 1 + (1 )Qink , ,

hng s t chn trong khong 0 1

77

Nu chn =0 th

Qi , k ( ) = Qink , do tt c cc s hng v phi ca ,

phng trnh(11.65) l bit, ta tnh ngay c gi tr Zi v tri, t tnh ra Zi thi im (n + 1)t theo cng thc:

Z in + 1 = Z in + Z i
V mt c cu tnh ton, chn = 0, s rt n gin. Nhng = 0 ta phi chn t nh, sao cho c th coi lu lng Qi,k khng thay i nhiu trong khong t, bo m iu kin

Qi , k ( ) = Qink ,
Thng ta phi chn t< 30 pht. Vic chn t nh, dn ti thi gian tnh trn my tnh tng ln nhiu. Ngi ta thng chn 0 c th la chn t di hn (t 6 gi n 72 gi). Khi chn 0 phng trnh (10.65) c gii theo phng php s m. Nu chn =1 ta c :
+1 Qi , k ( ) = Qink ,

(2.67)

+1 Qink -l lu lng chy t th i sang th k thi im t=(n+1)t ta cha , +1 Qink thnh mt chui cc , bit c cho nn dng php khai trin Taylo chuyn

gi tr thi im t=nt bit. Khi b qua cc v cng b bc cao,khai trin Taylo

Q ca i , k

n +1

l:

Qink Qink , , n +1 n Qi , k = Qi , k + Z i + Z k Z i Z k

(2.68)

Thay (2.67) v (2.68) vo (2.66) v sp xp li cc n s Zi , Zk ta c:

78

S Q n Q n i + i , k Z i + i , k Z k + Li t Z i K Z k K

(2.69)

phng trnh (11.68), Zi, Zk l s thay i mc nc cc th i v th k chnh l cc n s phi tm, cn li tt c cc thnh phn khc bit thi im nt. ng vi mi ta vit c mt phng trnh tuyn tnh dng (2.69). Nu lu vc gm m th ta vit mt h m phng trnh tuyn tnh bc nht vi m n s. H phng trnh ny lc no cng gii c bng cc phng php quen bit. 2.5.5 Mt s kt qu ng dng m hnh tt nh Vit Nam Nhng thnh tu c bn trong lnh vc ng dng, nghin cu m hnh ton thu vn Vit Nam c phn nh kh y trong Hi tho Quc gia v ng dng m hnh ton thu vn v thu lc trong pht trin v qun l ti nguyn nc ti H Ni nm 1988. M hnh c hon chnh v sm c ng dng ti Vit Nam l m hnh SSARR u tin lnh vc thu vn cng trnh v sau c nghin cu ng dng cho d bo l khu vc ng bng sng Cu Long c tnh n nh hng triu v cc pha l trn b. M hnh SSARR cng c ci tin v ng dng d bo l cho sng Hng - mt h thng sng phc tp ca ng bng Bc B, bc u cho nhng kt qu ng khch l. M hnh TANK c ng dng Vit Nam vo cui nhng nm 1980. M hnh tng i n gin, c ngha vt l trc quan, thch hp vi cc lu vc sng sui va v nh. Mt s m hnh truyn thng c p dng t trc nh m hnh Kalinhin - Miuliacp, phng php din ton lng gianhp khu gia c vn dng kh linh hot trong cc lnh vc tnh ton v d bo thu vn. Vic kt hp cc phng php truyn thng v cc m hnh SSARR, TANK, NAM ... ang c trin khai trong nhiu d n nghin cu ng dng.Kt qu s dng cc m hnh SSARR, TANK, NAM cho cc lu vc sng sui nh cho thy cc c trng trung bnh ca dng chy nm, dng chy ma v cc thng cng nh phn phi dng chy tnh t cc m hnh trn t yu cu v chnh xc cho giai on qui hoch.

79

Chng 3
M HNH NGU NHIN
3.1 CU TRC NGUYN TC CA M HNH NGU NHIN

3.1.1 Nguyn tc m phng 3.1.1.1. Qu trnh ngu nhin Nh phn tch trong chng 1, m hnh ngu nhin m phng qu trnh dao ng ca bn thn qu trnh thy vn m khng ch n cc nhn t u vo tc ng ca h thng. Cc qu trnh thy vn tin trin trong khng gian v thi gian theo mt cch thc m trong c mt phn mang tnh tt nh v mt phn mang tnh ngu nhin. Trong mt s trng hp tnh bin i ngu nhin ni tri hn hn tnh bin i tt nh v khi n c coi l mt qu trnh ngu nhin thun tu. Trong nhng qu trnh nh vy gi tr quan trc ca qu trnh khng c tng quan g vi cc gi tr quan trc trc , v cc c trng thng k ca tt c cc quan trc l nh nhau. Khi cc gi tr quan trc khng c tng quan vi nhau, sn phm u ra ca h thng thy vn s c x l nh mt m hnh ngu nhin khng gian c lp v thi gian c lp nh ch ra trong cy phn loi 1.4. Cch x l ny rt thch hp vi cc quan trc ca nhng s kin thy vn cc oan nh dng chy ln nht hay cc s liu trung bnh trong mt khong thi gian di ca mt s qu trnh nh lng ma trung bnh nm. Tuy nhin vi cc c trng thy vn, m r nt l cc dng chy thi on (nm, thng, tun) tnh hnh khng hon ton nh vy. Cc kt qu nghin cu cho thy rng trn hu ht cc sng ngi th gii, tn ti mi tng quan ca dng chy trung bnh cc nm k nhau vi h s tng quan vo khong 0,2- 0,3. Vi cc thi on ngn hn nh dng chy thng, dng chy tun, mi lin h ny cng r nt vi h s tng quan thc s ln, c th t n 0,8-0,9. Mi lin h tng quan ny c nh hng ti cc kt qu tnh ton thy vn, thy li m khng th b qua. Ratcovich .IA. ch ra rng khi tnh n tng quan gia cc nm k nhau (R(1)= 0,3) th dung tch h cha tnh c s tng ln 1,5 ln so vi khi coi chng l nhng i lng ngu nhin c lp. Cn khi R(1) = 0,5 th dung tch tng gp 2 ln.

80

S tn ti mi lin h tng quan ny c nhiu nguyn nhn lin quan n s chuyn i lng tr m trn lu vc. Bn cht ca n lin quan n chu k hot ng ca mt tri. Nghin cu chi tit hn trn c s s liu rng ri ca cc sng ngi trn th gii, Ratkovich cho rng nguyn nhn c bn ca mi lin h ny l dao ng bc hi trn b mt lu vc. ng cho thy h s tng quan gia cc nm k nhau R(1) c lin h r nt vi mun dng chy nm Mo v mc nh hn l h s bin i ca dng chy nm Cv. Mi lin h dng chy ca cc thi on ngn hn nh thng, tun cng r nt hn, v cng lin quan cht ch vi s thay i lng tr m trn lu vc. Trong ma kit mi lin h ny lin quan cht ch vi qu trnh rt nc lu vc, c th biu th bng phng trnh:
Qt = Qo e (t t 0 )/ k

(3.1)

Trong Q0 l lu lng ti thi im t0 v k l h s trit gim. Lng dng chy cc thng ma l c mi tng quan km cht ch hn, tuy nhin cng lin quan n s thay i lng tr m trn lu vc qua cc thi on. Nh vy c th thy rng dao ng dng chy trung bnh cc thi on khng th coi l mt qu trnh ngu nhin thun tu. V do cng khng th dng cc quy lut thng k vi hm phn b xc sut mt chiu m phng n. Khi phi dng cc m hnh khc m phng dao ng c tnh n mi quan h tng quan ny. Thng dng nht hin nay l m hnh t hi qui tuyn tnh (hay m hnh Markov). M hnh Markov c m hnh n hoc phc. M hnh Markov n ch xt mi lin h tng quan gia cc s hng k nhau, c hm phn b xc sut l hm phn b 2 chiu. Cn m hnh Marcov phc xt n mi lin h xa hn v hm phn b xc sut l hm phn b vi s chiu ln hn 2. Ni cch khc tp hp dng chy trung bnh cc thi on biu th mt qu trnh ngu nhin. m phng ton hc cc qu trnh ngu nhin ngi ta s dng cc hm phn b v cc thng s thng k. Cc phng php thng k c xy dng trn c s cc nguyn l ton hc miu t c tnh bin ng ngu nhin ca chui quan trc ca mt qu trnh. Trong cc phng php ny ngi ta tp trung ch vo bn thn cc kt qu quan trc hn l da trn cc qu trnh vt l to ra cc kt qu .

81

Cc qu trnh ngu nhin c th dng hoc khng dng, egch hoc khng egch. Qu trnh ngu nhin dng l qu trnh khng bao hm xu th v chu k, n ch dao ng xung quanh k vng. N gha l trong qu trnh ngu nhin dng cc c trng thng k nh k vng, phng sai, hm t tng quan v mt ph khng thay i khi thay i thi gian tnh ton. Qu trnh ngu nhin khng dng th ngc li, cc c trng ny u c th thay i theo thi gian. V nguyn tc qu trnh ngu nhin khng dng l tng qut v chung nht, cc qu trnh ngu nhin dng ch l mt trng hp ring. Nhiu qu trnh ngu nhin khng dng c th coi l dng trong mt khong thi gian gin on hu hn no . V d chui dng chy trung bnh thng, tun l chui khng dng, cn chui dng chy trung bnh nm c th coi l dng v khi qui lut bn trong nm b loi tr. Cc qu trnh ngu nhin khng dng c th tr thnh dng nh mt s php bin i(lc sau y: a. Php lc sai phn. - Nu chui c xu th nhng khng c chu k c th dng php bin i sai phn(bc 1 hoc bc 2) Sai phn bc 1 l chnh lch gia 2 gi tr k nhau trong chui Qt = Qt - Qt-1 Trong : Z t = Q t l gi tr sai phn bc 1 Qt ,Qt-1 l gi tr thi on trc v thi on sau . Nu sai phn bc 1vn cn th hin xu th th ly sai phn ln na, c sai phn bc 2. Sai phn bc 2 chnh l sai phn ca sai phn bc 1:
Z t = 2 (Q t ) = Q t Q t 1 = (Q t Q t 1 ) (Q t 1 Q t 2 )

(3.2)

(3.3).

Nu sai phn bc 2 cha t c tnh dng ta c th tip tc ly sai phn bc 3 hoc cao hn. Tuy nhin trong thc t ch cn ly n sai phn bc 2 l . Trong nhiu trng hp m bo tnh tuyn tnh thng dng php lc logarit trc khi ly sai phn, ngha l:

82

Z t = (ln Q t ) = ln Q t ln Q t 1

(3.3)

- Khi chui c tnh chu k (mang tnh ma) phi dng sai phn ma a chui v dng. Sai phn ma l chnh lch gi tr ca hai quan trc ca L thi khong, trong L s thi khong ma trong mt nm. Chng hn nu l s liu dng chy thng ta c L =12. Do sai phn ma bc 1 l:
Z t = Q t Q t L 2 = Q t Q t 12

(3.4)

Cng c th ly sai phn bc 2 ca sai phn ma bc 1:


Z t = (Q t Q t L ) (Q t L 1 )

(3.5)

b. Php lc loga. Dng php lc loga tuyn tnh ho quan h hi quy:


Zt = lg Q t lg Q j

(3.6)

Trong Qt l dng chy thi on


Q j l dng chy trung bnh thi khong th j.

j l khong lch qun phng thi khong th j.

c. Php lc cn thc:
Zt = Qt Qj j

(3.7)

Php lc ny thng dng cho lng ma thng. d. Cng c th dng mt s php lc dn gin hn c chui dng: - lm cho k vng bng 0, ta c:
Zt = Qt Qt

(3.8)

83

- lm cho k vng bng 1, ta c:


Zt = Qt Qy

(3.9)

3.1.1.2. Nguyn tc m phng . Chui dng chy thc o Qt c th c c trng bng cc tham s thng k 1, 2,..., m, trong phi k n cc tham s quan trng nht l k vng (tr s trung bnh), phng sai, h s bin i, h s lch, hm t tng quan v mt ph. T chui quan trc ta lun thu c cc c lng ca cc tham s i. M phng chui bng m hnh ton tc l to ra chui dng chy Z1, Z2,..., Zn sao cho m bo s tng t thng k:
Z= M(P ) Q N(D )

(3.10)

Cc ton t M(D), N(D), ph thuc vo b thng s thng k i c la chn lm tiu chun nh gi m hnh. Chui dng chy c m phng bng m hnh c di N ln, phi m bo c cc tham s thng k bng vi b tham s i c tnh t chui thc o. Nh vy cc tham s thng k c t chui quan trc ng vai tr c trng cho tng th, lm c s cho phng php m phng chng. Hin nhin l m hnh ho khng lm chnh xc thm cc thng s m ch a ra thm cc th hin ca qu trnh ngu nhin. Cc thng s thng k ny l c s xc nh cc thng s ca m hnh ton. Cc thng s thng k c xc nh t chui thc o thng c sai s do mu ngn. N c chnh xc ho nh phng php b xung s liu bng cc m hnh tt nh nu trong chng 2 hoc cc thut ton s l thng k c trnh by trong cc gio trnh thu vn khc. Tiu chun nh gi ng thi cng l la chn m hnh ty thuc vo mc ch v phng php m hnh ho. Trong cc bi ton tnh ton v d bo thy vn, b thng s thng c chn l cc c trng thng k c bn ca chui s nh k vng, phng sai, h s lch, hm t tng quan v mt ph ca ton b chui s cng nh tng thi on tnh ton. Trong cc bi ton thy li ngi ta cn quan tm

84

n t hp cc nhm nm nhiu hay t nc, thi k gin on cp nc v h s dung tch. Sau y chng ta s xem xt cc thng s thng k quan trng biu th mt chui s ngu nhin: 3.1.1.3. Cc c trng thng k ca chui thy vn. Khi phn tch cc chui ngu nhin thy vn ta cn ch n cc thng s thng k theo ton b chui v cc thng s ca cc thi on trong chui: a. Cc thng s thng k ca ton chui:

-K vng: M (Q ) =

Q n

i =1

-Phng sai(Varian): D (Q ) = 2 (Q ) =

(Q
n i =1

n
(Q ) M(Q )

-H s bin i(Change coeficient): C v (Q ) =

-H s lch: C S

(Q Q ) (Q ) =
3 (Q )

(3.11)

b. Cc thng s thng k ca cc thi on - M ( j) =


1 n Q(tj) n t =1 1 n Q tj M( j) n t =1

- Phng sai: D( j) = 2 ( j) = - H s bin i: C v ( j) =

2 ( j) M ( j)

85

- H s lch: C S ( j) = .
1 n

[Q
n t =1

tj

M ( j)

3 ( j)

(3.12)

c. Mt s c trng nh gi cht lng m hnh: - Sai s tuyt i trung bnh MAE (mean absolute error)
MAE = 1 n e i vi e i = Q i Qi n i =1 (3.13)

Trong : yi l gi tr thc, yi l gi tr theo m hnh. - Sai s tng i trung bnh MAPE (mean of the absolute percentage error):
MAPE = 1 n ei n i =1 Q i

(3.14)

- Sai s bnh phng trung bnh: MSE (mean square error)


MSE = 1 n 2 ei n i =1

(3.15)

- Sai s chun RMSE (the root mean square error- Standard error)

RMSE =

e
i =1

2 i

(3.16)

- Sai s qun phng kim tra:

Se =

e
i =1

2 i

nm

(Q

nm

(3.17)

Trong m l s bc t do ca m hnh (s cc thng s ) - H s tt nh R2:

86

R2 = 1

Q
i =1

2 i

e ( Q )
i =1 2 i

(3.18)

- H s tt nh ph hp:

2 ph

S2 = e = 2

(Q

nm
i

2 i

(3.19)

n 1

d. H s t tng quan v hm t tng quan c trng th hin mi lin h gia cc gi tr trong chui l covarian v h s tng quan gia chng. * Covarian (hip phng sai) c xc nh theo biu thc:
K = cov [Q i , Q i K ] = [(Q i M(Q ))(Q i + K M(Q ))]

(3.20)

i= 1,2,...,n

K= 1,2,...,m<n

Khi K = 0 th covarian chnh l phng sai ca chui s:


0 = [(Q i M(Q))] = 2 (Q) = D(Q)
2

* H s t tng quan v hm t tng quan l t s covarian bc K v covarian bc 0 ca chui s :


SK =
K = 0

[(Q

(Q

M(Q) )(Q i K M(Q))]


i

M (Q ) )

K (Q)

(3.21)

Trng hp chui s l ri rc v hu hn ta c covarian bc K l :


n K

CK =

(Q Q)(Q
i =1 i

iK

)
(3.22)

87

v h s t tng quan l:
r= CK C0

(3.23)

Tng hp cc gi tr ca rK lp thnh hm t tng quan, rK 0 khi K ln. V vy gi tr trung bnh ca h s t tng quan thng khng c ch m ngi ta ch quan tm n phng sai (varian) ca chng. Khi mu ln th rK c phn b chun vi trung bnh bng 0 v phng sai l:
Var(rK ) = 1 2 1 + 2 r12 + r22 + ... + rK 1 n

[ (

)]

(3.24)

lch chun ca h s t tng quan l:


SE(rK ) = var(rK )

(3.25)

kim tra mc ngha ca hm t tng quan cho mt mu c di kh ln ngi ta s dng ch tiu thng k t:
t= rK 0 var(rK )
rK 1 2 1 + 2 rK n

(3.26a)

hay

t=

(3.26b)

Nu t < t , trong t l gi tr xc nh theo bng Fisher vi mc ngha th h s t tng quan rK l khng c ngha hay ni cch khc l khng c t tng quan bc k (rK= 0). Trong kim tra thng k thng ly mc ngha = 5% = 0.05, khi c th ly t = 2 l gi tr tiu chun kim tra. Khi t < 2 c th coi l rK=0 v cn ch khi xy dng m hnh m phng. * H s t tng quan ring v hm t tng quan ring H s t tng quan ring l o mi lin h gia hai gi tr Qi v Qi-K khi hiu qu ca cc gi tr khc b loi tr hay khng i.

88

Gi tr h s t tng quan ring c xc nh:


rKK = rK (rK 1, j )(rK j ) 1 (rk 1, j )(r j )

(3.27)

Trong :

j =1,2,...,k-1; rK l h s t tng quan ti K bc


rKj l h s t tng quan ti K bc v trc khi hiu qu ca j

bc tip theo b loi tr.

rKj = rK 1, j (rKK )(rK 1,K j )


(3.28) Ch rng: r11 = r1 (3.29)

Cc h s t tng quan ring rKK cng lp thnh mt hm gi l hm t tng quan ring. Cng tng t nh h s t tng quan, kim tra mc ngha ca tng h s rKK ngi ta s dng ch tiu thng k:
t' = rKK 0 var(rKK )

(3.30) (3.31)

vi Var(rKK)=1/n (Quenouille, 1949) Vi mc ngha = 0,05 cng c th ly gi tr tiu chun t =2

Khi t tnh c theo (3.23) m t < t th h s t tng quan ring rKK l khng c ngha. * Hm mt ph G(f):
G(f ) =
P (f ) = 2 1 + 2 rK cos 2 f K .K 0 K =1

(3.32)

89

Trong : rK l gi tr hm t tng quan. fK l tn s ph xc nh theo cng thc:


fK = K 2 m t

(3.33)

Mt s nghin cu cho thy hm ph kinh nghim tnh ton cho cc chui c di khc nhau t thay i hn hm t tng quan, do vy ngi ta thch dng hn. Tuy nhin cn nhn mnh rng hm ph l bin i Fourie ca hm t tng quan, do nhng yu t gy mt n nh cho hm t tng quan cng nh hng n hm mt ph. e. Hm phn b xc sut: Nh nu phn trc, vi chui cc i lng ngu nhin c lp chng ta c hm phn b xc sut mt chiu, cn vi chui ngu nhin tng quan chng ta c hm phn b xc sut nhiu chiu. *Hm phn b xc sut mt chiu: Chui dng chy cc hn v hu ht chui dng chy nm c coi l cc i lng ngu nhin c lp v c m phng bng cc m hnh phn b xc sut mt chiu. Gi tr ca cc i lng ch ph thuc vo xc sut vt (tn sut) hay thi k xut hin li m khng ph thuc vo thi gian v cc gi tr xut hin trc . C rt nhiu dng hm phn b mt chiu c xut m phng phn b xc sut ca cc i lng thu vn. Bng cch th la mt phn b xc sut cho va khp vi s liu thu vn, rt nhiu thng tin thng k ca mu c th tng kt mt cch c ng trong hm s v trong cc thng s ca hm. Cc thng s thng k cho ta nhng thng tin thit yu ca mt tp s liu thu gn mt dy s thnh mt tp nh hn. Chng l cc s c trng ca tng th. l cc thng s k vng ,phng sai 2, h s bin i Cv, h s lch CS v i khi c c h s nhn Ce. La chn mt hm phn b xc sut cho ph hp vi s liu thc nghim c th tin hnh bng phng php mmen hoc phng php kh thi ln nht.

90

*Hm phn b xc sut nhiu chiu: Khi xem xt n mi lin h tng quan gia cc gi tr trong chui ta phi xem xt n hm phn b xc sut c iu kin, ngha l xc sut xut hin ca s hng sau ph thuc vo gi tr ca s hng trc. Ngha l khi phi xem xt hm phn b xc sut nhiu chiu. Hm phn b xc sut ng thi ca hai i lng ngu nhin x,y c dng sau:
F (x, y ) = P{X x , Y y} hay : F (x, y ) =
0 X Y

(3.34) (3.35)

f (x, y )dxdy
0

trong : F(x,y) l hm mt xc sut. T hm phn b ng thi (3.35) c th suy ra cc hm mt chiu v c iu kin tng ng.
F1 (x) = F(x, ) =

f (x, y)dx f (x, y)dy


(3.37a ) (3.37b)
y

(3.36a)

F2 (y) = F(y, ) =

(3.36b)

F3 (x / y) = F4 (y / x) =

F(x, y) F2 (y) F(x, y) F1 (x)

Trong khi m phng phn b xc sut cc thi on ngn trong nm cc hm phn b thng k mt chiu thng dng khng cn ph hp na. Kartvelixvenli gii thiu mt phn b c tnh mm do hn cho dng chy thng, l mt bin dng ca phn b chun:
Z (u) = ln(1 + u) + ln u + u

Trong : u l gi tr ban u .

91

,, l cc thng s. Tuy nhin coi rng tt c cc thng c cng mt phn b cng cha hp l, v bn cht hnh thnh qu trnh thy vn ca cc thng khng nh nhau. a s sng ngi c t s Cs/Cv ca cc thng dao ng trong phm vi kh rng. V vy kh c th tip nhn mt hm phn b chung vi cng t s Cs/Cv. Hm phn b P.III t ra mm do hn, nhng cng khng p ng do phn b qu rng ca dng chy cc thng. Xvanhidze (1977) d ngh s dng hm JonsonB, gii hn hai u lm hm phn b xc sut chung cho tt c cc thng m hnh ho cho dng chy thng. Hm phn b JonsonB mm do v a dng hn, ng thi c lin h bng mt quan h n gin. Tu thuc vo gii hn di v gii hn trn c th nhn c mt gi tr bt k ca t s Cs/Cv. Khi thay i gii hn ca phn b cng lm thay i c tnh i xng ca n. Phn b JonsonB chimn mt khu vc rng bao hm c phn b chun, phn b gamma v mt s phn b khc. Khi xem xt mi lin h xa hn, ta phi xem xt hm phn b xc sut ng thi nhiu chiu. Hm ny c dng:
F (x 1 , x 2 ,..., x m ) = P{X 1 x 1 , X 2 x 2 ,..., X m x m }

hay

F ( x1 , x2 ,..., xm ) =

X1 X 2

... f ( x , x ,..., x
1 2

Xm

)dx1dx2 ...dxm

(3.39)

Trong f(x1,x2,...,xm) l hm mt xc sut nhiu chiu. Hm phn b c iu kin biu th:


F1 ( x1 / x2 , x3 ,..., xm ) =
X1

f (x , x ,..., x )dx dx ...dx


1 2 m 2 3

(3.40)

Vi cc thi on nh hn mt thng ngi ta cha tin hnh kho st hm phn b xc sut ca chng v s phc tp ca chui s liu. Tuy nhin c th s dng mt s hm phn b ca dng chy thng p dng m phng. f. S phn b cc nhm nm. Trong khi m phng dao ng ca dng chy nm, mt c trng rt cn lu ,

92

c bit trong tnh ton thy li l s hnh thnh cc nhm nm nhiu, t nc. C nhiu quan im khc nhau v s hnh thnh cc nhm nm. Mt s nh nghin cu cho rng s xut hin ca cc nhm nm mang tnh chu k, tng ng vi hot ng ca vt en mt tri, mt s khc khng tha nhn. Tuy nhin s xut hin cc nhm nm l c thc, n gy nh hng khng nh n cc hot ng ca nn kinh t quc dn. Ratcovich cho rng hp l hn nn coi rng s xut hin cc nhm nm cng mang ngha xc sut tc l cng hnh thnh hm phn b vi cng cc thng s thng k ca chng. Mt s c trng quan trng ca quy lut phn b nhm nm l di nhm nm v lp li ca n. Thay cho vic phn tch nhm nm nhiu hay t nc i vi gi tr trung bnh nhiu nm, ngi ta thng hay s dng cc nhm nm i vi mt phn v xc sut (Probablity Quantile). * di trung bnh nhm nm:
m= m0 1 + 1 / np

(3.41)

* H s bin i:
Cv = 1 p 1/ n 1 + 1 / np

(3.42)

Trong : n l dung lng mu quan trc p l im phn v xc sut m0 l di trung bnh nhm nm ca cc i lng ngu nhin c lp: m 0 = . * lp li ca nhm nm c di m l:
P= 1 p

p (i ) m (i )
N

(3.43)

Trong : P l lp li, P(i) l xc sut xut hin nhm nm c di m(i)

93

N l dung lng mu. Nh vy di tc ng ca nhiu nhn t, cc qu trnh thy vn ni chung l mt qu trnh ngu nhin. Nguyn tc c bn m phng ca m hnh ngu nhinl phi m bo ng n quy lut dao ng ca cc qu trnh thy vn, m bo s ph hp ca cc c trng thng k ca c tng th ton chui, cng nh tng thi on trong . 3.1.2. Cu trc ca m hnh ngu nhin Nh trn trnh by, cc qu trnh thu vn l mt qu trnh ngu nhin. Ngoi mt s qu trnh ring bit c coi l cc i lng ngu nhin c lp, cn trong a s cc qu trnh ngu nhin, gia cc s hng ca chng c mi lin h tng quan vi nhau, c bit l gia cc s hng k nhau. Ta c th thy rng mi gi tr ti thi im t c xc nh t cc s hng ng trc n t-i (i=1,2,...p;t=1,2,...n) ngha l ta c phng trnh:
Q t = f (Q t 1 , Q t 2 ,..., Q t P )

(3.44)

Phng trnh (3.44) c th l phi tuyn. Tuy nhin trong trng hp qu trnh l dng hoc thng qua php bin i a v qu trnh dng th c th coi Qt l t hp tuyn tnh ca cc Qt-I:
Q t = a i Q t i
i =1 P

(3.45)

Trong : ai l cc h s. y chnh l mt qu trnh t hi qui cp p. Nu qu trnh (3.45) l mt qu trnh Gaux th n c th coi l mt qu trnh Markov theo ngha rng (Xvanhidze,1977). Khi coi Qt l mt t hp tuyn tnh ca cc Qt-i th gi tr xc nh theo (3.45) so vi gi tr thc o s gp mt sai s. hiu chnh sai s ny ngi ta a vo mt thnh phn ngu nhin Rt(). Thnh phn ngu nhin ny cng thay i tng ng vi Qt. Khi (3.45) c dng:

94

Q t = a i Q t i + t ()
i =1

(3.46a)

Cng c th hiu theo mt ngha khc, gi tr Qt tnh c theo (3.45) ch l gi tr trung bnh c iu kin ca Qt khi chu nh hng ca cc Qt-i. Gi tr thc ca Qt s lch khi gi tr trung bnh c iu kin ny mt lch xc sut Qt. Khi phng trnh c vit li thnh:
Q t = Q i Q t i + a 0
i =1 P

(3.46b)

vi a 0 =

D . D ii

Bn thn t() cng c th l mt t hp tuyn tnh ca cc t j ng trc


t = b j t j

(3.47)

Nh vy mt m hnh ngu nhin gm c hai thnh phn: -Thnh phn t hi quy c th coi l thnh phn tt nh, - Thnh phn ngu nhin. Sau y chng ta xem xt k hn cc thnh phn ny. 3.1.2.1. Thnh phn t hi quy. Thnh phn t hi quy c xc nh t mi lin h tuyn tnh gia gi tr Qt v cc gi tr trc . Thng th phi thng qua mt php bin i a v mt chui dng Zt. Nh vy t hp tuyn tnh by gi l gia cc i lng bin i .
Z t = a i Z t i
i =1 P

(3.48)

Cc php bin i a v chui dng c trnh by trong mc (3.1.1). Kt qu cui cng phi a tr li Qt theo php bin i ngc li.

95

Vic la chn bc hi quy p (hay s cc s hng lin h) l rt quan trng. Tiu chun chung la chn bc hi quy p l cc tiu phng sai ca gi tr tnh theo m hnh P
v khi t s P gn bng 1, ngha l tng thm mt bc hi quy th P 1
2

phng sai khng thay i (Xvanhize, 1977), hoc ti hm t tng quan c bc nhy t ngt (Box-Jenkin). Mt s m hnh khc li la chn tng phng trnh ring cho tng thi on m phng, tc l ch xt n bc hi quy p=1 (Thormat-Fiering). Gi tr tnh c ca thi on ny li c coi l gi tr thc tnh ton cho thi on tip theo. V c tip tc nh vy cho tng thi on. Khi ch xt mi lin h vi mt s hng ng trc ta c m hnh t hi quy bc 1 (AR(1)) hay l xch Markov n. Cn khi xt n mi lin h n p s hng ng trc ta c m hnh t hi quy bc p (AR(p)), hay xch Markov phc. Nh vy dng tng qut ca m hnh t hi quy bc 1 l: Zt =a1Zt-1+a2Zt-2+... +apZt-p+ t 3.1.2.2. Thnh phn ngu nhin. Thnh phn ngu nhin chnh l thnh phn sai s hay phn d gia gi tr thc v gi tr tnh c theo m hnh t hi qui. Thnh phn ny khi lm d bo l sai s , cn khi ti chui m phng n l s ngu nhin. Vic xc nh thnh phn ngu nhin t tu thuc vo v tiu chun m phng ca m hnh. V c bn theo nguyn tc m phng l m bo cho cc thng s thng k ca chui s khng i. Nh vy: t = t (3.50) (3.49)

Trong : t l s ngu nhin c phn b chun vi trung bnh bng 0 v phng sai bng 1. Trong nhiu trng hp i lng t c tng quan vi q cc gi tr t j

96

( =1,2,...,q) trc , khi ta c quan h MA(q): t= b1t -1+ b2t -2+...+ b q t q Trng hp tng qut ta c m hnh ARIMA(p,q) Zt+a1Zt-1+...+apZt-p= b1t-1+b2t-2+...+bqt-qt (3.52) (3.51)

Thc cht gi tr tnh c Q't theo quan h t hi qui ch l gi tr trung bnh c iu kin. Gi tr thc s lch khi gi tr Q't mt lch xc xut no y, tu thuc dng hm phn b xc xut. Trong trng hp thay cho thnh phn ngu nhin t l phn d ta coi t l lch xc xut. Theo Chow(1964) ta c quan h: Qt=Q't+Ktt (3.53)

Trong : Q't c xc nh t quan h t hi quy (3.52),khi ly gi tr thc Q. Kt l lch xc xut t l khong lch qun phng (phng sai) c iu kin ca i lng Qt. Hai gi tr Kt v t c xc nh tu thuc dng hm phn b c iu kin, cc c trng thng k ca n v vo dng tng quan gia cc i lng ngu nhin. Ngi ta tha nhn mt gi thit rng(Kritski-Menken,1977), trong trng hp cc i lng ngu nhin c phn b chun th tng quan gia chng l tng quan chun, cn vi cc i lng ngu nhin c phn b Gamma th tng quan gia chng l tng quan gamma. Cc tng quan ny s chi phi biu thc xc nh cc c trng thng k ca cc hm phn b c iu kin, cng tc l chi phi thnh phn ngu nhin trong m hnh. Chng ta s xem xt chi tit hn cc vn ny trong mc xc nh cc thng s m hnh. C th thy mi tng t v hnh thc gia m hnh tt nh v m hnh ngu nhin. Tht vy vi m hnh t hi qui AR(p) ta c: (B)Zt= t (3.53)

97

Trong : (B)= 1-a1B- a2B2-...-apBp Cn vi m hnh trung bnh trt MA(q) c: Zt= (B). t Trong : (B)=1-b1B-b2B2-...-bqBq

(3.54)

(3.55) (3.56)

Nh vy ta thy (B), (B) l cc hm chuyn hay hm lc. t ng vai tr ca hm vo v Zt ng vai tr l hm ra. Dy s ngu nhin t lc qua hm truyn ta c dy s Zt. V hnh thc cc m hnh ngu nhin trn khng khc g m hnh tt nh v tng ng vi m hnh h thng thy vn(1.4), nhng v hnh thc c s khc nhau rt ln. Trong m hnh tt nh, ma l hm vo, lc qua hm truyn ta c hm ra l dng chy. Cn m hnh ngu nhin hm vo l dy ngu nhin t lc qua cc hm truyn (B), (B) c hm ra Zt nhng khng th coi dy ngu nhin t gy ra dng chy Zt. V bn cht m hnh ngu nhin khng gii thch nguyn nhn v kt qu nh m hnh tt nh.
3.2. CC LOI M HNH NGU NHIN

Nh phn tch trong chng 1, theo cy phn loi (1.4) c m hnh ngu nhin tng quan v m hnh ngu nhin c lp. Theo th t ca cy phn loi ta xt tng quan khng gian trc khi xem xt tng quan thi gian. Tuy nhin trong thc t ng dng ngi ta li quan tm trc ht n cc m hnh ngu nhin c lp v tng quan theo thi gian, sau mi m rng xt n tng quan khng gian. V vy trong phn ny, phn tch tp trung vo 2 loi ny l ch yu, cn m hnh tng quan khng gian c cp n trong mt mc cn thit. Ni chung chui s liu thy vn lp thnh mt qu trnh ngu nhin c lin h tng quan. Tuy nhin mt s i lng, chng hn nh dng chy cc hn, li c th coi l dy cc i lng ngu nhin c lp. Khi m hnh m phng l cc hm phn b xc xut 1 chiu. Kt qu tnh ton ch ph thuc vo xc xut vt( hay thi k xut hin li) m khng lin quan n thi gian xut hin chng. Tuy vy cc kt qu tnh ton ny rt c gi tr trong cc bi ton thit k , qui hoch cng trnh . 3.2.1. M hnh ngu nhin c lp thi gian m phng phn b xc xut ca cc i lng ngu nhin c lp ngi ta

98

dng hm phn b 1 chiu. cc hm ny c nhc n trong nhiu ti liu, gio trnh v thy vn, y ch lit k li mt s hm ch yu, m khng nhc li ton b cc thut ton xc nh cc tham s ca n. 3.2.1.1. Hm phn b chun. Hm phn b chun c xut pht t nh l gii hn trung tm , nh l ny pht biu rng nu cc i lng ngu nhin Qi l dy c lp v phn b ng nht vi trung bnh l v phng sai l 2 th phn b ca tng cc bin ngu nhin y= Q i s tim cn v phn b chun vi trung bnh l n v phng sai l n.2 khi n
i1 n

tr thnh rt ln. iu quan trng y l nh l lun nghim ng cho d bin ngu nhin Q c hm phn b xc xut nh th no, chng hn phn b xc xut ca s trung bnh cng ca mu Q =
1 n

Q
i1

c th c xp x bng mt phn b chun c , kt lun ny khng ph thuc g vo dng hm

trung bnh l v phng sai l

2
n

phn b xc xut ca Q. Cc bin lng thu vn nh lng ma nm nu c tnh ton nh tng cc hiu ng ca nhiu bin c c lp th c xu th tun theo lut phn b chun. Tuy nhin vic s dng phn b chun m phng cc hin tng thy vn gp phi nhng hn ch. l bin ngu nhin trong phn b chun bin thin lin tc trong phm vi (-,), trong khi hu ht cc i lng thy vn l cc i lng khng m. Mt khc phn b chun l mt phn b i xng quanh gi tr trung bnh trong khi cc s liu thy vn biu hin r xu th phn b lch. Nhng bng cch bin i chun ho ta c th a cc i lng thy vn v dng phn b chun theo dng sau:

(3.57)

Hm mt phn b chun c dng sau:


1 .e F (Q ) = 2 ( Q )2 2

(3.58)

99

V hm phn b xc xut l:
1 F ( Q ) = f ( Q ) dQ = .e 2 x x ( Q )2 2

dQ

(3.59)

Trong dng chun ho chng ta c hm phn b v hm mt :


f (z ) = F (z ) = 1 2 e
2 2

1 e 2

u 2

(3.60)
du

Vi bin u l bin hnh thc. Chng ta khng c biu thc gii tch ca tch phn trn. Gi tr ca n c th tra theo bng tnh sn, hoc bng cng thc sau (Abramowitz v Stegun):
B = 1 1 + 0 . 196854 Z + 0 . 115194 Z 2

+ 0 . 000344 Z

+ 0 . 019527 Z

(3.62)

Trong Z l gi tr tuyt i ca bin chun ho Z v hm phn b chun ly gi tr: f(z) =


B vi Z < 0 1 B vi Z > 0

(3.63)

Sai s tnh Z theo cng thc ny nh hn 0.00025. Ngc li ta c th xc nh c gi tr Z khi bit tn xut (xc sut vt) P=f(z) hay bit thi k xut hin ti T ( v P = 1/T) thng qua mt bin trung gian W:
1 W = ln 2 p
1 2

v i ( 0 < p 0 .5 )

(3.64)

Z =W

0 .515517 + 0 . 802853 W + 0 .010328 W 2 1 + 1 .432788 W + 0 . 189629 W 2 + 0 . 001308 W 3

( 3.65)

Khi p > 0.5 thay p bng (1-p) trong (3.64) v gi tr Z sau khi tnh c bng cng thc (3.65) c gn du m. Sai s tnh Z theo cng thc ny nh hn 0.00045(Abra mowitz v Stegun).

100

Gi tr thc t QP ng vi tn xut p c suy t cng thc (3.57). Qp = + (3.66)

Tuy nhin c nhiu hm phn b khng th trc tip nghch chuyn t p=F(Q) sang Q, do vy Chow ngh mt cng thc chuyn i sau: Qp = (Q) + (Q) (3.67)

Trong l k vng v 2 l phng sai. Biu thc ny c th xp x bi biu thc:

S l khong lch chun mu, p l h s lch xc xut tng ng vi p. Trong trng hp phn b chun p Z. 3.2.1.2. Hm phn b log - chun. i lng ngu nhin Q c phn b log-chun nu i lng Y=logQ c phn b chun. Theo Chow phn b ny c th p dng cho cc i lng thy vn c to thnh bi tch ca nhiu i lng thy vn khc. Bi v nu Q = Q1, Q2 .... Qn th Y=lgQ= lg Q i = Y i s c phn b dn n chun khi n ln khi cc i lng
n i =1
i= 1 n

Qi l c lp v c phn b ng nht. Phn b log-chun c nhiu li th hn phn b chun v n b chn di (Q>0) v php bin i logarit c xu th lm gim nh h s lch dng, l iu thng gp trong cc chui s thy vn. Bi v khi ly logarit cc s ln b thu nh theo t l ln hn nhiu so vi cc s nh. Hm phn b c dng:
(yy) 2 f (Q ) = exp vi Q > 0 2 2 Q 2 y 1

(3.69)

Vi Y=logQ ;

101

y v y2 l trung bnh v phng sai ca i lng logarit Y=logQ. Hn ch ca phn b ny l ch n ch c 2 tham s v i hi cc gi tr logarit ca chui s phi i xng xung quanh gi tr trung bnh. i vi hm log chun vn p dng cc th tc tnh ton nh i vi phn b chun theo cc cng thc (3.64), (3.65) nhng khng phi trc tip vi cc i lng Q m i vi cc logarit ca n. Trong cc cng thc tnh ton (3.67) v (3.68) ly gi tr trung bnh v lch chun theo s liu logarit ho: 3.2.1.3. Phn b m Mt s cc s kin thy vn, chng hn qu trnh xy ra ma c th c coi l cc qu trnh Poisson, trong s kin xut hin mt cch tc thi v c lp vi nhau trong mt lp thi gian hoc dc theo tuyn. Khong thi gian gia cc s kin hay cn gi l khong thi gian n trung gian c m t bi mt phn b m vi tham s ,tham s ny c nh ngha nh l tc trung bnh ca s xut hin s kin. Ngi ta thng dng phn b m m t cc khong thi gian n trung gian ca cc t bin ngu nhin trong h thng thy vn, chng hn dng nc b nhim chy vo sng khi ma ra tri cc thnh phn gy nhim trn mt. Hm phn b c dng: f(Q) = e-Q (Q 0) (3.70)

Phn b m c u im l d dng xc nh tham s t cc s liu quan trc ( =


1 ). Phn b ny cng rt thch hp vi cc nghin cu l thuyt nh m Q

1 vi K l hng s lng tr). Nhc K im ca phn b ny l i hi cc s kin xy ra phi hon ton c lp, l mt

hnh xc xut ca b cha tuyn tnh ( =

iu kh t c i vi cc bin thy vn, v vy nhiu nh nghin cu (Kawas, Delleur ) xut mt qu trnh Poisson phc hp trong c coi l mt bin ngu nhin thay v l hng s trong qu trnh Poisson n. Gi tr Qp cng c th nghch chun trc tip t (3.70):

102

ln p Qp =

(3.71)

3.2.1.4. Phn b gamma. Phn b Gamma l phn b ca mt tng gm bin ngu nhin c lp v c phn b m ng nht. th hm phn b gamma c dng khng i xng, rt ph hp m phng cc i lng thy vn m khng cn logarit ho, chng hn m phng phn b xc xut ca su ma trong mt trn ma ro. Hm phn b c dng:
Q 1e Q ( x 0) f (Q ) = ()

(3.72)

Trong () l hm gamma () = (-1)! nu l nguyn dng. Trong trng hp chung n c xc nh bng biu thc:
( )= U 1 e u du
0

(3.73)

Hm ny c 2 thng s ( v ) nn thng c gi l phn b gamma 2 thng s hay phn b nh thc v b chn di ti gi tr 0. y l mt bt li khi p dng cho cc i lng thy vn v ni chung cc i lng ny c gii hn di ln hn 0. Gi tr Qp cng c th xc nh theo cng thc (3.69) thng qua mt bng tnh sn gn ng Qp. 3.2.1.5. Phn b Pearson loi III Phn b Pearson loi III hay cn gi l phn b Gamma 3 thng s, c xc nh bng cch a thm thng s th 3 l gii hn di ca bin ngu nhin. S dng phng php m men c th xc nh c 3 tham s ca phn b l , v . y l mt phn b rt mm do, c th mang cc hnh dng khc nhau tu theo d bin i ca , v .

103

H thng phn b Pearson gm 7 loi, tt c u l nghim ca f(Q) trong mt phng trnh vi phn c dng:
df ( Q ) f ( Q )( Q d ) = dQ C 0 +C 1Q +C 2Q

(3.74)

Trong : d l s ng ca phn b( tc l ti Q th f(Q) ly gi tr cc i) C0 ; C1 ; C2 l cc hng s cn c xc nh. Khi C2 = 0 nghim ca (3.74) l phn b Pearson loi III v hm mt c dng:

( Q ) 1 e ( Q ) f (Q )= (Q ) ( )

(3.75)

Khi C1 = C2 = 0 nghim ca (3.78) s l phn b chun. Nh vy phn b chun ch l mt trng hp ring ca phn b Pearson III. C th thit lp c mi quan h , v vi cc c trng thng k Q , v Cs. Foster(1924) l ngi u tin p dng phn b Pearson III trong thy vn khi m phng phn b xc sut ca nh l ln nht hng nm. Gi tr Qp cng c xc nh t cng thc (3.67) , trong p c tra t bng tnh sn do Foster v Rpkin thit lp ph thuc vo p v cs vi p= f(p, cs) ( gi l bng Foster-Rpkin). Khi s dng ng Pearson III cn lu iu kin ca cs nh sau:
2CV C S 2CV 1 K min

(3.76)

trong : K min =

Q min

3.2.1.6. Phn b Log-Pearson loi III i lng ngu nhin Q c Phn b log-Pearson loi III nu nh logQ tun theo phn b Pearson III. Trong trng hp c bit khi bin ngu nhin Q c phn b i xng th phn b log-Pearson loi III c a v phn b chun.

104

Hm mt c dng:
f ( Q )=

( y ) 1 e ( y ) ,(lg Q ) Q ( )

(3.77)

V tr ca gii hn trong phn b ny ph thuc lch ca chui s liu. Nu phn b ca mu lch dng th logQ v s l gii hn di. Ngc li nu mu lch m logQ< v l gii hn trn. Php logarit ho lm gim nh lch ca chui s liu v c th bin i chui s liu vn lch dng thnh chui lch m. Trong trng hp , khi p dng phn b log-Pearson III cn phi t thm mt gii hn trn nhn to. Gi tr Qp c th suy t gi tr yp= logQp , trong yp c suy t cng thc (3.67) vi c tra t bng Foster-Rpkin. Cng c th thy khi Cs= 0, trng vi gi tr bin chun ho Z . Cn khi Cs 0 c th tnh bng phng trnh ca Kite (1977).
1 1 = Z + ( Z 2 1) K + ( Z 3 6 Z ) K 2 ( Z 2 1) K 3 + ZK 4 + K 5 3 3

(3.78)

3.2.1.7. Phn b Kritski-Menkel. Khi Cs<2Cv th m hnh phn b Pearson III cho gi tr m, iu ny khng ph hp vi cc hin tng thy vn. V vy Kritski v Menkel ngh bin i ng Pearson III c ng Kritski-Menkel bng cch t mt bin mi X=aQb trong Q tng ng phn b Pearson III . Hm mt c dng:
( Q ) a f ( Q )= a Q 1 e ( )
1 6

,Q 0

(3.79)

Phn b Kritski-Menkel cng c trng bng 3 thng s X, Cv v Cs, trong Cs= mCv vi m > 0. Gi tr nh nht lun lun bng 0 vi mi t s Cs/Cv.

105

Gi tr Qp cng c xc nh theo cng thc (3.67), trong Kp c tra t bng tnh sn do Kritski-Menkel thnh lp ph thuc vo p v Cv:
Qp =Kp.Q

(3.80)

3.2.1.8. Phn b gi tr cc hn. Gi tr cc hn l gi tr ln nht hay nh nht c la chn t chui s liu thc nghim, chng hn chui lu lng ln nht hng nm. Fisher v Tippett (1928) chng minh rng phn b cc gi tr cc hn c la chn t nhng tp mu ca bt k phn b xc xut no, khi s phn t la chn ln s hi t v mt trong 3 dng phn b gi tr cc hn c gi l loi I, loi II v loi III. Gumbel (1941) nghin cu su hn phn b gi tr cc hn loi I v ra phn b Gumbel. Hm mt phn b Gumbel c dng:
f (Q ) =

Qu 1 Q u exp exp ,

< Q < >0

(3.81)

u l s ng ca phn b. Gi tr Qp cng c suy ra t cng thc (3.67) vi p c xc nh t biu thc :


p = T 6 0,5772+ ln ln T 1

(3.82)
p =

1 0,5772+ln ln 1 p

3.2.2. M hnh ngu nhin tng quan Cc m hnh ngu nhin m phng chui cc a lng ngu nhin c lp a ra phn trn ch ph hp vi mt s qu trnh thy vn thc t. Ni chung cc qu trnh thy vn lp thnh mt chui i lng ngu nhin c tng quan. Mi lin

106

h tng quan ny c th l gia cc s hng trong chui, tc l tng quan theo thi gian, c th l gia cc gi tr ca cng mt thi on khc nhau nhng v tr khc nhau, tc l tng quan khng gian. Chng ta s xem xt cc chui c tng quan thi gian trc, v cc m hnh ny c quan tm nhiu v c chnh l y hn. Sau s cp n chui c tng quan khng gian. 3.2.2.1. M hnh ngu nhin tng quan thi gian. C nhiu phng php v nhiu m hnh thc hin vic m phng ton hc chui thi gian thu vn c tng quan. C th tng hp thnh cc nhm sau: 1.Nhm cc m hnh theo phng php tng hp, trong m hnh l mt mu kp, gm nhiu thnh phn tng hp thnh chng hn nh m hnh Fragment. 2.Nhm m hnh ho trc tip cc gi tr cc bin thy vn bao gm cc thnh phn chu k v xu th nh cc m hnh Markov n hoc phc. 3.M hnh cc gi tr bin i ca cc bin thy vn t mt yu cu no y, chng hn a v chui dng, chui khng c gi tr m hay chui khng c tnh xu th nh m hnh ARIMA. a. M hnh Markov. M hnh Markov thc chtl m hnh t hi qui tuyn tnh. Cng vi s ra i ca phng php Monte-Carlo m hnh Markov ngy cng c s dng rng ri m phng cc qu trnh thy vn. M hnh Markov c u th ch khng ch r rng v logic,m cc s ca n c chnh l chi tit m cn c th tng hp cho trng hp m hnh ho theo nhm, khi m hnh ho ng thi c chui thu vn trn nhiu v tr c lin h tng quan. Tuy nhin xch Markov ch l dng gn ng ban u m t chui thu vn (Ratkovich,1977), tu theo tng trng hp c th c cc bin dng khc nhau v cn c cc gi thit b xung v hm phn b ng thi v phn b c iu kin nhiu chiu. Chng hn i vi phn b chun, Kartvelixvili(1981) a ra gi thit sau (gi thit N): Nu hm phn b mt chiu ca cc i lng ngu nhin tng quan c dng

107

phn b chun v ma trn tng quan xc nh dng th phn b nhiu chiu cng l chun. Cn Kritxki-Menken(1979) a ra gi thit sau y i vi cc i lng ngu nhin c phn b gamma (gi thit G) nh sau: Phn b nhiu chiu ca s hu hn i lng ngu nhin l mt phn b Gamma nu phn b mt chiu c dng gamma v ma trn tng quan xc nh dng. M hnh Markov gm c m hnh Markov n v m hnh Markov phc . a-1. M hnh Markov n M hnh Markov n ch xt tng quan ca hai s hng k nhau i vi xch Markov n cn c hm phn b ng thi v phn b c iu kin hai chiu. M hnh Markov n c thc hin bng phng trnh t hi qui tuyn tnh ng vi cc mu tng quan khc nhau. Theo Ratcovich, c 5 bin dng sau y ca m hnh Markov n. *Trng hp1: M hnh ca dy cc i lng ngu nhin c lp. y l trng hp c bit xem xt phn trn. *Trng hp2: Tng quan chun gia cc i lng ngu nhin phn b chun. Khi hm phn b c iu kin cng l hm phn b chun . Trong m hnh ny phng sai c iu kin lin h vi phng sai khng iu kin theo biu thc:
i +1 = 1 r 2

(3.84)

Ngha l phng sai c iu kin i+1 khng ph thuc vo s hng ng trc n. *Trng hp 3: M hnh cc i lng ngu nhin c phn b Gamma nhng vi tng quan gn chun. trong trng hp ny phn b c iu kin l phn b

108

Gamma nhng phng sai c iu kin c cng quan h nh tng quan chun, ngha l cng c:
i +1 = 1 r 2

(3.85)

*Trng hp 4: M hnh cc i lng ngu nhin c phn b gamma v gia chng c tng quan gamma . Phng sai c iu kin khc vi tng quan chun lin h theo biu thc :
i +1 = (1 r 2 ) + 2 k i r(1 r )

(3.86)

Ngha l phng sai c iu kin ph thuc vo s hng ng trc Ki. *Trng hp 5: Tng quan gia tn sut ca cc s hng k nhau. Nh vy chui c to thnh l chui tn sut, sau mi chuyn sang gi tr theo phn b xc sut cho. Cu trc ca m hnh khc hn cc trng hp trc, n khng ph thuc dng v gi tr ca hm phn b xc sut. H s tng quan biu th mi lin h gia cc i lng ngu nhin phn b u. a-2. M hnh Markov phc M hnh Marov phc l chung nht m phng dao ng ca qu trnh thu vn. Trong trng hp ny ta cn c hm phn b ng thi v phn b c iu kin nhiu chiu. * Xvanhidde (1977) gii thiu mt phng php gii tch gii quyt bi ton m hnh ho, nhng n giai on cui li phi thc hin bng phng php s. * Mt m hnh do Rednhicovxki (1969) ngh m hnh ho trc tip i lng ngu nhin da vo ma trn tng quan:
Q i = Q + (Q i j Q i j )
j=1 P

i D i ,i j D + ii i j D ii D ii

(3.87)

Trong : Qi-j l gi tr ca chui thi on v pha trc. D l nh thc ca ma trn tng quan .

109

Dii, D i ,i j l nh thc con trong D tng ng vi cc phn t rij v ri ,i j Khi qu trnh l dng ta c quan h;
Q i = Q (Q i j Q )
j=1 P

D i ,i j D ii

D D ii

(3.88)

M hnh ny cng da trn tng quan chun ca cc i lng ngu nhin phn b chun . * M hnh Thormat-Fiering cng c dng tng t :
Q i +1 = Q j+1 + a 1, j (Q i Q j ) + a 2, j (Q i 1 Q j1 ) + t j j+1 1 rj2

(3.89)

trong a 1, j v a 2, j l cc h s hi qui.
Q j v Q j1 l trung bnh ca thng j v j+1.

2. M hnh theo phng php tng hp: M hnh theo dng ny thng gm 2 hay nhiu mu (thnh phn) tng hp thnh. in hnh ca loi m hnh ny l m hnh Fragment. M hnh Fragment l mt m hnh mu kp gm 2 thnh phn: -Thnh phn trung bnh nm Q (t) (mu 1). -Thnh phn Fragment l gi tr trong nm q(t) c th l thng, tun,... ngha l th hin qui lut phn b trong nm (mu2). 1. M hnh ho thnh phn trung bnh nm Q (t): Thnh phn ny c th tin hnh m hnh ho theo m hnh Markov (n hoc phc) trnh by phn trn. 2. M hnh ho thnh phn Fragment q(t): Thnh phn Fragment nhn c bng cch chia tt c tung ca thu trong nm cho gi tr trung bnh nm tng ng (ta c h s mun K). Cc Fragment c th l lin tc hay gin on, bc gin on c th l thng, tun hay nh hn. Khi chia cho mt s khng i th hnh dng ng qu trnh khng b ph

110

hoi v gi li c tt c cc mi lin h vn c ca qu trnh. Trong m hnh ny khng cn thm mt gi thit no. S Fragment c th ly chnh bng s ng qu trnh (s nm) quan trc. Tuy nhin c th phn loi Fragment theo mt tiu chun no y v a vo cc hp ng. Tiu chun phn loi c th l mc nhiu hay t nc theo gi tr tn sut. Chng hn c 3 loi hp ng tng ng vi: nm nc ln (P<0,33), nm nc trung bnh (0,3<P<0,66) v nm nc nh (P>0,66). Cng c th s dng h s iu tit hoc h s phn b khng u trong nm d phn loi.Tuy nhin quan h gia v d vi tn sut p ca nm cha tht r rng. V vy theo kinh nghim thc t s hp ng nn chn t 3 n 5. Tng thm s hp ngkhng lm tng thm chnh xc khi m hnh ho. Bng cch nhn gi tr trung bnh nm Q (t) c m hnh ho trn vi Fragment q(t) la chn ta, c chui s m hnh ho Q(t) theo cc thi on nh trc vi di tu :
Q(t ) = Q (t ).q(t )

(3.90)

Hnh (3.1) cho thy s m hnh ho theo m hnh Fragment. Nh vy mun m hnh ho theo phng php ny cn c hai dy s ngu nhin. Dy s th nht 1 m hnh ho gi tr trung bnh nm theo m hnh Markov (n hoc phc). Dy s th hai 2 la chn cc Fragment tng ng theo s rt h ho qu cu c nh s sau hon tr li. Cc dy s 1 , 2 c xc nh t dy s ngu nhin phn b u. M hnh Fragment cho php nhn c thu a dng hn mc d chng ta khng thot ly khi quy lut phn b thc t ca qu trnh thy vn trong qu kh. Xc sut lp li nguyn vn mt ng qu trnh rt nh v bng 1/n.m trong d m l s Fragment (hay s nm quan trc) v n l di chui m hnh ho. Th d chui 1000 nm c to ra t 50 Fragment c xc sut lp li mt ng qu trnh l 0,0005.

111

Qi 1

t(nm)

t(thng) 12
Q 'i = Q i q i

24

36

t(thng) 12 24 36

Hnh 3.1. S m hnh ho theo Fragment.

112

Tuy nhin khi di chui quan trc khng ln (s Fragment khng nhiu) m hnh c th lm gim chnh xc trong khu vc tn sut b v tn sut ln. Nhng do s n gin trong thut ton m hnh ho nn m hnh thng hay dc s dng. 3. M hnh t hi quy tuyn tnh. y l dng thng dng nht m phng dao ng ca cc chui thy vn. Nhng khc vi m hnh Markov, cc h s hi quy xc nh theo chun hi t, sai s cn li c a vo thnh phn ngu nhin, khng xc nh theo xc sut c iu kin. Thnh phn ngu nhin ny khi d bo chnh l sai s d bo ca thi khong trc, cn khi to chui n l chui s ngu nhin sao cho m bo c trng thng k ()khng thay i. M hnh thc hin vi chui dng, khi chui l khng dng c th dng cc php bin i a v chui dng, sau mi p dng m hnh. Khi tnh ton hoc d bo phi a tr li gi tr thc ca i lng ban u. * M hnh c dng tng qut thng gi l m hnh t hi quy-trung bnh trt ARIMA (Autoregresive integrated moving average). Zt = a1zt-1+ a2zt-2 +...+ aPzt-P+ t - b1t-1-...-bqt-q Trong a1,a2,..,aP v b1,b2,...,bq l cc h s.
t , t 1 ,..., t q l c c sai s ngu nhi n

(3.91)

Nu dng ton t dch chuyn B c th vit (3.91) dng gn hn:


( B ) Z t = ( B ) t

vi ( B ) = 1 a 1 B a 2 B 2 ... a P B P
( B ) = 1 b 1 B b 2 B 2 ... b q B q

(3.93)

Trong B l quan h BZt = Zt-1 , BnZt = Zt-n (3.94)

* Tu tng trng hp c th ta c cc m hnh gn hn. Nu ch c thnh phn t hi quy ta c m hnh t hi quy AR(p)
Z t = a 1 Z t 1 + a 2 Z t 2 + ... + a P Z t P + t

(3.95)

113

Cn khi ch c thnh phn trung bnh trt ta c m hnh trung bnh trt MA(q):
Z t = t b 1 t 1 b 2 t 2 ... b q t q

(3.96)

+ Cc h s ca m hnh c xc nh da theo nguyn tc tng bnh phng lch gia gi tr thc v gi tr tnh theo m hnh l nh nht, v chnh l tiu chun hi t. Cc h s ny tho mn h phng trnh Yule_Walker v c th xc nh trc tip theo cng thc truy hi Durbin :
rk +1 a k 1( j ) rk +1 j
j =1 k k

Q k +1 , ( k +1 ) =

ak ( j)rj

(3.96)

j =1

ak+1,j = ak,j - ak+1,k+1. ak,k+1-j

(3.97)

+ Thnh phn ngu nhin c xc nh m bo cho cc c trng thng k khng i : t = .t Trong l h s cho cc c trng thng k khng i. * Xvanhidde (1977) ngh mt m hnh khc khi xt n tnh khng dng ca chui thy vn. Chng ta s xem xt k hn phn sau(mc 3.3). Ngoi ra cn mt s m hnh khc nhng v cu trc khng c s khc bit nhiu lm so vi cc loi m hnh va trnh by trn . 3.2.2.2. M hnh ngu nhin tng quan khng - thi gian . Cc i lng thu vn ni chung c lin h vi cc i lng ti cc v tr khc. Do vy m phng mt chui thy vn c lin h tng h vi cc chui thy vn khc l bi ton c quan tm nghin cu, v thng gi l m hnh ho theo nhm. Mt s kt qu thu c nh cc nghin cu ca Anturin(1974), Grudinov(1958), Bansev (1972). Tuy nhin phng php rt phc tp v kt qu cha

114

tht m mn. Phng php n gin hn l m hnh ho thng k bng phng php Monte-Carlo. Phng php m hnh ho nhm nh th da trn mt cng c ton hc nh khi m phng chui thu vn ring bit. Trong trng hp ny cng phi a ra mt gi thit v phn b nhiu chiu, bi v s hiu thc khng xy dng n. Nhiu nghin cu c tin hnh theo hng ny (Xvanhize(1964), Reznhicovski(1969), Raticovich(1975). Kritxki-Menken(1965) a ra mt s chung m hnh ho theo nhm bao gm cc bc sau: + Xc nh cc thng s thng k ca cc chui thu vn c lin h tng quan theo cc phng php bit. + Thnh lp ma trn tng quan gia cc chui theo cc s liu quan trc. + Thnh lp v gii h phng trnhh xc nh cc h s hi qui c lin h theo nhm. + Xc nh cc thng s phn b c iu kin. Tn sut ca chui m hnh ho c xc nh theo phng php to s ngu nhin v gi tr ca chui tng ng c xc nh tu thuc dng hm phn b c iu kin tnh n cc mi lin h tng quan trong chui v trong nhm. + Chui c m hnh ho bng phng php Monte-Carlo tho mn hm phn b c iu kin v cc thng s xc nh. + Tt c cc chui m phng c chia ra thnh cc dy (mu) vi s s hng bng s nm quan trc. Theo cc dy s ny xc nh cc thng s xy dng hm phn b xc sut tho mn gi thit ban u. So snh cc gi tr nhn c theo phn b va xy dng v thc t kt lun s ph hp ca m hnh. Sau y trnh by hai phng php m hnh ho theo nhm. Tuy nhin v s phc tp ca vn nn ch a ra nhng ni dung c bn. a. M hnh ho theo phng php Monte-Carlo. Gi thit rng chui thu vn c phn b Gamma. C th xc nh gi tr ca n theo quan h:

115

Q j = Q j + j ( c sj , p j )

(3.99)

Trong j l ch s trm , j=1,m Vi j,j cho trc th Qj ph thuc vo tn sut pj. Thc t tnh ton cho thy nu Qj ca trm j v Qk ca trm k c lin h tng quan vi h s rjk th gia tn sut pj v pk cng c h s tng quan jk v c th coi rjk jk. Nh vy vic to chui m hnh cho Qj c lin h tng quan vi cc chui Qkkhc (k=1,2,..m-1) theo ma trn tng quan [rjk] c th chuyn thnh bi ton to cc chui s ngu nhin pj c phn b u trn on (0,1) v c tng quan vi nhau theo ma trn tng quan {jk=rik} v sau chuyn thnh chui Qj theo (3.99). Vic m hnh ho c tin hnh theo cc bc sau: Bc1: -Trc ht to dy s ngu nhin c phn b u trn oan (0,1) theo cc chng trnh c trn my tnh hay cc cng thc gn ng bit. Bc2: -To cc chui s ngu nhin phn b chun c lp c k vng bng 0 phng sai bng 1 theo phng php Muller[]. Bc3: -To cc chui Xj= (Q1,Q2,...,Qn) ngu nhin phn phi u c tng quan vi nhau theo ma trn tng quan rjk bng php bin i tuyn tnh. X1=a11Q1 X2=a21Q1+a22Q2 .......................... Xn=an1Q1+an2Q2+...+annQn. (3.100)

Trong cc chui Q1,Q2,...,Qn l cc chui s phn b chun dc lp c k vng bng 0 phng sai bng 1 va xc nh c theo bc 2. + Cc h s ajk c xc nh tho mn h thc sau:
a jj = r jj

a
k =1

j1

2 jk

116

a jk = r jk a jk a ik vi i > j
i =1

j 1

(3.101)

Bc 4: -To chui tn sut Pj=(p,p2,...,pn) c tng quan theo ma trn tng quan {jk} v theo cng thc hm phn b chun i vi Xj:
Pj = F (X ) =
' j

1 2

X ,j

u2 2

du

(3.102)

Trong Xj l dy xc nh c bc 3. +Gi tr ca chui m hnh ho c xc nh theo (3.99) tng ng vi chui pj va xc nh c theo bc 4. b. M hnh ho theo m hnh Thormat-Frering. V nguyn tc m hnh ho theo m hnh Thormat-Frering m rng c tnh n tng quan gia cc chui l xc nh ln lt gi tr theo tng thng c xt n tng quan gia cc chui. vic trnh by c n gin ta ch xt hai chui c tng quan. Gi s c hai chui thu vn ng b : Q1(1),Q2(1),.............QN(1) ca chui (1) Q2(2),Q2(2),.............QN(2) ca chui (2) Tin hnh m hnh ho theo cc bc sau. Bc1: Chun ho hai chui trn thnh hai chui mi.
(1)

Yij(1) =

(1) i

Q j
(1) j

S
(2)

vi Q j =
n

(1)

Q
i =1

(1) ij

n
(2) ij

Yij( 2 ) =

Q i( 2 ) Q j S (j 2 )

vi

Qj =

(2)

Q
i =1

(3.103)

(n =

N l s n m quan tr c ) 12

117

j = 1,2,...,12 i = 1,2,...,N -M hnh Thormat-Fering m rng cho thng th j l :


1 Yij(1) = a 11, j Yi(1) + a 12 , j Yi(21) + (i1) 1 Yij( 2 ) = a 21, j Yi(1) + a 22 , j Yi(21) + (i 2 )

(3.104)

hoc vit di dng ma trn: Yi = AYi-1+ i hay l :


Y i(1) a 11 (2 ) = Y i a 21
1) a 12 Y i(1 . (2 ) + a 22 Y i 1

(3.105)

(i1) (2 ) i

(3.106)

Bc 2: Xc nh cc thng s tc l cc phn t a ca ma trn A


A= (B.C ) D

(3.107)

trong :
b 11 B= b 21 b 12 b 22

(3.108)
b (jj12 ) b (jj11)

c C = 11 c 21

c12 c 22

( 22 ) b jj = ( 21) b jj

(3.109)

D l nh thc ca ma trn B j, j+1 :


) b (jj11 1 + = ( 21 ) b j , j +1 ) b (j12j + 1 , ( 22 ) b jj + 1

B j , j +1

(3.110)

118

Cc ma trn A,B,C c xc nh cho tng thng. Ch s (11),(12) di biu th th t theo thng. Cn ch s (11),(12) phi trn biu th s tng ng vi cc h s a11,a22... Bc 3: Xc nh cc phn t ngu nhin ca ma trn i:
(i 1 ) = 1
cov( Y (1) Y ( 2 ) ) + 2 var( Y ( 2 ) )

var( Y ( 1 ) )

(i 2 ) = 1

var( Y ( 2 ) ) [cov( Y1(1) Y ( 2 ) )] var( Y (1 ) )

(3.111)

Trong : 1,2 l s ngu nhin chun vi k vng bng 0 v phng sai bng n v.
var Y (1) = b (j11), j+1 a 11b (j11)1 a 12 b (j12)1 , j+ , j+ +1

22 var Y ( 2 ) = b (j+1,)j+1 a 21 b (j,21)1 a 22 b (j,22 )1 j+ j+

cov(Y (1) Y ( 2 ) ) = b (j12,)j+1 a 11 b (j,21)1 a 12 b (j,22 )1 j+ j+ +1

(3.112)

Bc 4: Lp li cc bc t (1) n (3) cho 12 thng, bt u t thng 1 (j = 1) tnh cc phn t aiJ cho tng thng. Bc 5: To chui thy vn thng: Yt = AYt-1+t. Lc u cho Y(1)1 = Y(2)1= 0. Ta c cho nm th hai : Y(1)2 = a11Y(1)1 +a12Y(2)1+(1)2 Y(2)2 = a21Y(1)1 +a22Y(2)1+(2)2 V Y(1)1= Y(2)1 = 0 nn : (3.113)

119

Y(1)2 = (1)2 Y(2)2 = (2)2 Tip tc cho s hng nm th 3: Y(1)3= a11Y(1)2 + a12Y(2)2 + (1)3 Y(2)3 = a21Y(1)2 +a22Y(2)2 +(2)3 (3.115) (3.114)

Lu rng Y2 tnh t Y1 theo (3.114) th cc h s ca ma trn A tnh theo thng 1 v thng 2. Cn (3.115) tnh Y3 theo Y2 nn ma trn A tnh theo thng 2 v thng 3. Do a11 (3.113) khc a11 (3.115). Nh vy khi s trm nhiu hn, bi ton tr nn phc tp hn nhiu.
3.3 PHNG PHP XC NH THNG S

3.3.1. Tiu chun nh gi m hnh - Tiu chun chung nh gi m hnh l s tng ng ph hp gia chui m hnh ho v chui quan trc. Yu cu trc ht l cc thng s trong m hnh c xc nh sao cho tng bnh phng sai s l nh nht , ngha l:

e
i =1

2 i

= (Q i Q i' ) 2 min
i =1

(3.116)

Trong : Qi l gi tr quan trc

Q'i l gi tr tnh theo m hnh.


Ngoi ra i vi m hnh ngu nhin cn phi m bo cc c trng thng k ca chui m hnh ho cng cc c trng thng k ca tng thi on m phng phi khng i, cng vi mt s yu cu khc. Mt m hnh tt cn m bo cc iu kin sau: - Qu trnh tnh ton phi hi t, ngha l qu trnh tnh s dng li khi khng c b gi tr no khc ca cc thng s lm cho tng bnh phng sai s nh hn na.

120

- Phn d (hay sai s d bo) phi l ngu nhin hay xp x phn b chun. kim tra s tng quan ca phn d et vi cc phn d et-1 trc ta dng ch tiu Durbin-_Watson:
Q =

(e e e
t 2 t

t 1

)2

(3.117)

Ch tiu d thng nm gia hai gi tr ln nht du= 4 v nh nht dL= 0. +Nu d<dL hoc d > (4-dL) th c tng quan, +Nu du<d<(4-du) th khng c tng quan, +Nu gia dL v du hoc gia (4-du) v (4-dL) th cha chc chn cn kho st thm. Cng c th kim tra cc h s t tng quan ca phn d. Nu khng c h s no c ngha l khng c tng quan. kim tra phn b chun ta phi xy dng hm mt phn b ca phn d et v so snh vi phn b chun. - Cc thng s phi m bo iu kin dng hay thun nghch, ngha l phi tha mn biu thc: a1+a2+...+aP < 1 b1+b2+...+bq < 1 (iu kin dng) (iu kin thun nghch) (3.118) (3.119)

iu kin ny m bo cc phng trnh c trng sau y c nghim: ZP- a1ZP-1- a2ZP-2 -...-aP = 0 Zq- b1Zq-1- b2Zq-2-...-bq = 0 (3.130) (3.131)

- Tt c cc thng s u phi c ngha thng k. Mun kim tra ta phi tnh ch s thng k ca tng thng s ta :
ta = Ga tr ca th ng s a = lch chun ca th ng s Sa

(3.122)

121

Trong :
Sa = S2 ea ( Q i )2 n
^

nm

(3.123)

2 i

S2 = ea

e 2i

(Q i Q'i )2
nm

(3.124)

Vi: n l s gi tr dng tnh ton, m l s thng s trong m hnh. Cc gi tr ny c so snh vi gi tr chun t , tra theo bng Fisher ng vi mc ngha (thng ly = 0,05) v s bc t do l n-m. ta < t th thng s b loi b v cc tnh

Nu vi thng s a no m

ton trn m hnh c xc nh li trn c s nhng thng s cn li. - M hnh phi tit kim nht, hay s thng s phi t nht. Cc thng s tha s b loi b, ngha l c th chn bc hi quy thp hn. C s xem xt d tha thng s l xt ma trn tng quan gia chng. Khi gia cc thng s c h s tng quan cao ( r > 0,8-0,9) th cc thng s tha cn loi b. Trong cc thng s c tng quan cao ta ch gi li nhng thng s m tng quan gia n vi yu t m hnh ho l ln nht. - Mt m hnh tng ng tt cn phi m bo phn nh ng quy lut dao ng ca cc qu trnh thy vn, ngha l m bo v cc c trng thng k hm phn b xc sut v.v. S phn b ca chui thu vn bao gi cng tun theo mt qui lut xc sut no y vi cc thng s tng ng ca n. Do vy chui m phng phi m bo gi tr cc thng s thng k ton chui, cng nh cc thng s thng k ca cc thi on m phng (v d theo thng). ng thi cng phi m bo tnh tng t ca hm t tng quan v mt ph. Ni chung chui m hnh tng ng v chui thc o nu bo m tiu chun tng t thng k :

122

'i i (i=1,2,3,...,n) khi n

(3.125)

trong :

i l gi tr cho ca cc thng s i l cc gi tr xc nh theo chui m hnh ho


Tu theo tng bi ton c th yu cu tng t v s thng s yu cu kim tra cng khc nhau. Hm phn b xc sut ca cc i lng thy vn thng c dng Pearson III hay Log_Pearson III, v i vi phn b dng chy thng thng c dng Jonson B. Chui m hnh ho cng phi tho mn yu cu ny. - ng thi phi so snh hm t tng quan v hm mt ph ca chui m phng thy r qui lut lin h v dao ng ca cc i lng thu vn. i vi m hnh Markov hm t tng quan thng c dng : R() = R(1) Trong : l bc trt R(1) l h s t tng quan ca hai s hng k nhau. Biu thc (3.126) c ngha l hm t tng quan gim dn khi tng s bc trt . - i vi tnh ton thu li, Ratkovich a ra mt s tiu chun khc xem xt , l s phn b nhm nm nhiu nhiu hay t nc i vi tn sut p v c trng ch yu l di trung bnh nhm nm hay di trung bnh tng i ca n ng v tn sut p:
m = m m 0

(3.126)

(3.127)

Trong m l di nhm nm tnh theo chui m hnh v chui quan tc. mo l di trung bnh ca cc i lng ngu nhin c lp theo l thuyt :

123

m0 =

1 p

(3.128)

Mt khc c th so snh cc c trng thu li gia chui quan trc v chui m hnh, l dung tch tng i v cp nc tng i :
= 0 0

(2.129)

Trong : 0 , l h s cp nc v dung tch tng i trung bnh.

0, 0 l h s cp nc v dung tch tng i tnh vi iu kin cc i


lng ngu nhin l c lp. C th xy ra trng hp l mt s m hnh cng cho mc tng t nh nhau ca chui m hnh vi chui quan trc. Khi nn chn m hnh no cho tng bnh phng sai s l nh nht. 3.3.2. Phng php xc nh thng s m hnh Cc thng s ca m hnh phi c xc nh sao cho tho mn cc tiu chun nu trn. 3.3.2.1. Xc nh bc sai phn d v cc bc hi qui p,q: a. Xc nh bc sai phn Cc m hnh ngu nhin thng c m phng i dng cc i lng ngu nhin dng, do vy chui thc t thu vn phi thng qua cc php bin i nh trnh by trong 3.1 a v chui dng. -Trc ht tin hnh sai phn bc mt .

Q(1) =Qi-Qi-1

(3.130)

124

Nu qu trnh sai phn y vn cn th hin xu th hoc chu k (v d hnh 3.2a) th ta tip tc tin hnh sai phn bc hai:

Q(2) = Qi - Qi-1 = (Qi-Qi-1) - (Qi-1-Qi-2)

(3.131)

Nu Q(2) cng vn cn th hin xu th v chu k th ta tin hnh sai phn bc 3 v c tip tc nh th n khi no sai phn bc d, (y(d)) ch cn l nhng dao ng ngu nhin, c hm TTQ v TTQR khng tt dn th khi d c chn (hnh 3.2b). Vi bc sai phn ma Ps phng php lm cng tng ng tuy nhin bc sai phn by gi l L=12.
Z1

7 6 5 4 3 2
0

3 2 1 0
t 2 4 6 8 10

z2

-1 -2 0 2 4 6 8 10

(a): Sai phn bc 1

(b): Sai phn bc 2 Hnh 3.2: Cc dng sai phn

b. Xc nh bc hi quy Bc hi qui p,q biu hin mi lin h gia cc i lng trong chui thu vn. C nhiu quan im khc nhau khi chn bc hi qui. - Mt quan im thng ph bin nht l xem xt dng iu ca hm t tng quan (TTR) v t tng quan ring (TTQR). Kim tra ngha cc h s t tng quan theo cng thc :
t rk = rk var (r k

rk 1 n

(3.132)

125

So snh gi tr t r tnh ton vi gi tr chun t t phn b Fisher ng vi mc


k

ngha (=0,05). Nu t r

< t th h s TTQ khng c ngha. Trong mt

mc gn ng c th ly gi tr chun t=2 vi mi bc t do. - Tip theo xem xt dng iu ca hai hm ny. C my trng hp in hnh nh sau: + H s t tng quan ti tt c cc bc u bng 0 ngha l t r p t chng t
k

chui ch bao hm cc thnh phn ngu nhin. + H s TTQ cho cc bc k=1,2,3(k<5) kh ln v c ngha t r f 2 sau
k

gim nhanh, chng ta ni rng hm ny b ngt ti bc k . Trong a s cc trng hp hm TTQ v TTQR b ngt ti k =2. + Hm t tng quan v TTQR tt dn khng c nh. Bc hi qui p,q s c chn ti ni m hm TTQ v TTQR c bc nhy t ngt (hay b ngt). Khi c thnh phn ma th vic xc nh cc bc hi qui ma Ps,Qs cng tng t nh vy. Tuy nhin cng c quan im khc la chn bc hi qui p. Theo
(p) Xvanhidze(1977), tiu chun la chn l lm cc tiu phng sai d bo m . p
p (m +1) c chn khi m tng thm mt bc trt (tc l p+1) th t s ( p ) dn n 1. m

[ ]

p (m +1) c phn b Fisher vi (n-p-1) bc t do. Gi tr ca Chng ta tha nhn t s p (m )


p phng sai (m ) gim i khi tng s bc p. Tuy nhin s gim ny khng nh nhau

theo cc thi on (thng trong nm). V vy trong m hnh s la chn p khi m sau bc phng sai ngu nhin khng gim thc s. Kt qu ch ra rng khi tng p th s trng nhau ca hm TTq tnh theo chui m phng v chui thc o cng tng ln v khi p=11 th s tng ng hon ton tho mn. Mt s nghin cu cho rng khi p>3 th khng lm tt hn m thm ch cn lm gim i s trg nhau gia cc thng

126

s ca chui quan trc v chui m hnh ho. Tuy nhin cc nghin cu khc cng cho thy khi p=3 th s trng hp ch tng ng vi 3 bc u tin, cn cc bc sau n nh hng thc s n hm TTq ca trung bnh thngv c bit quan trng l trung bnh nm. V i vi chui dng chy a n s gim nh dung tch h cha. V vy theo Xvanhidze nn ly p=11 cho mi chui dng chy. Ring vi dng chy nm, nhiu kt qa nghin cu(Ratkovich, Xvanhidze, Kritski_Menken) cho thy ch nn chn bc hi qui l 1, v khi y ta c m hnh l Markov n. Tuy nhin cng c kin (Drujnhin,1968) cho rng hm TTQ c ngha cc bc xa hn, ph thuc vo chu k ca dng chy nm v m hnh m phng l xch Markov phc. 3.3.2.2. Xc nh cc thng s t hi qui ai v trung bnh trt bj. C m hnh ch c dng t hi qui AR(p) hay ch c dng trung bnh trt cng c m hnh dng hn hp . Tuy v nguyn tc vic xc nh chng khng thc s khc nhau, nhng v chi tit cng nhiu cch s l ring. Do vy y s trnh cho tng dng ring bit. a.- Xc nh cc thng s ai: Cc thng s ai tho mn h phng trnh Yule_Walker: CK = a1Ck-1 + a2Ck-2 + ... + aPCk-P k = 1,2,...,p ng vi cc gi tr k ta c h p phng trnh. y l h phng trnh tuyn tnh h s hng s, gii ra c nghim l cc h s ai. C th trc tip tnh cc ai theo cng thc truy hi Durbin, suy ra t h (3.133): (3.133)

a k +1,( k +1) =

rk +1 rkj rk j +1 1 a kj rj
j=1 j=1 k 1

k 1

(3 .134 )

a k +1,( j) = a kj a k +1,( k +1) a k ,( k j +1) vi a 1,(1) = r1

(3 .135 )

127

Trong ch s trc, khng c du ngoc ch bc hi quy ca m hnh, cn ch s sau c du ngoc n ch th t cc h s ai chng hn a2,(1) l h s th nht a1 ca m hnh t hi quy bc 2, cn a2,(2) l h s th hai a2 ca m hnh ny. Cho k thay i th 1 n p, tnh ln lt t a2,(1) n h s khc ak,(k) V d vi AR(2) ta c p = 2 Khi k = 0 th a1,(1) = r1 Khi k = 1 thay vo (3.134) c:
a 2 ,( 2 ) = r2 a 1,(1) r1 1 a 1,(1) r1 = r2 r1 r1 r2 r12 = 1 r1 r1 1 r 2 1 (3 .136 )

a2,(2) chnh l h s a2 ca m hnh AR(2) Cho j = 1, thay vo (3.135) c :


a 2 ,(1) = a 1,(1) a 2 ,( 2 ) a 1,(1) r2 r12 1 r2 = r1 r1 = r1 2 1 r1 1 r12 (3.137)

v a2,(1) chnh l h s a1 ca m hnh AR(2). Vi cc ai khc ca m hnh AR(p) cng gii quyt tng t. b. Xc nh cc thng s bi ca MA(q) Cc thng s bi tho mn mt h phng trnh tng t nh h Yule_Walker, c suy ra t quan h:
rk = k b k + b 1 b k 1 + ... + b q b k q = 2 0 1 b 1 + b 2 ... + b 2 2 q (3.138 )

Cho k = 1,2,...,q ta c mt h phng trnh phi tuyn, vic gii gp nhiu kh khn khi q > 2. V d i vi MA(2) ta c q = 2 Khi k = 1, thay vo (3.138) c:

128

r1 =

b1 + b1 b 2 2 1 + b1 + b 2 2

(3.139)

Khi k = 2, thay vo (3.138) c :


r2 = b2 2 1 + b1 + b 2 2

(3.140)

Gii kt hp (3.139) v (3.140) ta c cc h s b1,b2. Khi bc q > 2 th h phng trnh tr nn phc tp hn nhiu. c.-Xc nh cc thng s aI , bi ca ARMA(p,q) Vic xc nh ng thi cc h s ai v bi trong m hnh ARIMA hay ARMA c mt s bc khc so vi trng hp n l AR(p) hay MA(q) * gii quyt c lp cc gi tr ai theo cng thc truy hi Durbin hay h phng trnh Yule_Walker th h thc (3.133) c vit bt u t k > q tc l khi y cc bi = 0. Do ta c h :
C q +1 = a 1 C q + a 2 C q 2 + ... + a p C q +1 p C q + 2 = a 1 C q +1 + a 2 C q + ... + a p C p + 2 p .......... .......... ..... = a 1 C q + p 1 + ... + a p C q

(3.141)

C q+p

H phng trnh (3.141) cng l h tuyn tnh bc nht, h s hng s v c th gii ra tm cc nghim a1 , a2 , ap. * tm cc h s bi ta cng xut pht t quan h (3.138), nhng khc vi m hnh MA(q), y k v 0 (hay Ck v C0) khng phi l ca Zt m l ca thnh phn ngu nhin t . Ngha l k=k, Ck=Ck. Quan h gia k v kz hay Ck v Ckz c dng :
C k =

a
i =0

2 i

C kz + a h a i d k
i =1 h = 0

p i

(3.142) (1.143)

vi dk = Ck + i + Ck -i

129

Ckz c th xc nh theo cc cng thc phn u chng. chnh l covarian bc k ca z. Sau khi c Ckz tnh c Ck theo (3.142) v t thay vo (3.138) c mt h phng trnh, gii h ny ta c cc h s bi. Sau y a ra mt v d minh ho cho mt chui dng chy c cc c trng sau khi chun ho l :
Z = 0,0001 ;
2 = 0,9804

*Tnh cc gi tr Ckzrkz v 2 . Sau khi phn tch hm TTQ v TTQR , chn cc Z bc hi qui l p=1 v q=1, ngha l ta c m hnh ARMA(1,1). * tm ai thay vo h (3.141) ta c : C2 = a1. C1 + 0, do a 1 = * tm b1 thay k ln lt vo (3.142)
2 2 +Vik=0 c: C 0 = C 0 Z + a1 C 0Z 2a1C1Z = C 0 Z (1 + a1 ) 2a1C1Z

C2 = 0,8656 C1

(3.145) (3.146)

2 2 +Vi k = 1 c: C 1 = a 0 C 1Z + a 1 C 1Z + a 0 a 1 [C (1+1) Z + C (11) Z ]

2 V a0 = -1 nn C 1 = C 1 Z + a 1 C 1 Z a 1 ( C 2 Z + C 0 Z )

(3.147)

+Vi q=1, thay vo(3.138) c:


2 2 1 = C 1 = ( b 1 + 0) hay =

C 1 b1 C 0 2 1 + b1

(3.148)

2 0 = C 0 = (1 + b 1 ) 2

hay 2 =

(3.149)

Cn bng (3.148) v (3.149) ta c :


C 0 C1 = 2 b1 1 + b1

(3.150)

130

Ta tnh c C0 = 0,8074 v C1 = 0,3244, do thay vo (3.150) c phng trnh :


2 0,8074b1 - 0,3244(1+ b1 ) = 0.

Gii phng trnh bc hai ny c hai nghim. b11=0,5037 v b12=1,985. Do iu kin hi t nn phi c b1 < 1 , do loi b gi tr b12. Cui cng ta c cc h s a1=0,8656 v b1=0,5037 v m hnh c dng : Zt = 0,8656Zt-1 + t - 0,5037t-1 (3.151)

Lu rng cc h s ai,bi phi tho mn iu kin hi t v thun nghch, ngha l c:

a i < 1 v
i =1

b
i =1

< 1.

d. Xc nh cc thng s ai , bi bng ti u ho. V nguyn tc ta c th xc nh c cc h s ai, bi theo cc bc trnh by trn. Nhng khi bc p,q>2 th bi ton tr nn phc tp. Do vy trong thc t hin nay khi tnh trn my tnh ngi ta thng dng thut ton ti u ging nh m hnh tt nh. Cc phng php ti u ho oc trnh by trong chng 2(mc sau: - Phng php n hnh. - Phng php Hooke Jeever. - Phng php Quasi-Newton. - Phng php Rosenbrock. Mi phng php c mt u im ring khi gii quyt bi ton. Trong mt s chng trnh mu hin nay (v d Statistica) ngi ta s dng phng php QuasiNewton. Phng php ny xt n c o hm bc 1 v bc 2, ngha l xt n c tc 2.3). Hin nay trong vic tm cc thng s ca m hnh ngu nhin thng dng cc thut ton

131

bin thin theo hng d tm mc tiu. V vy phng php ny mang li kt qu tt hnv cho tc hi t nhanh hn so vi cc phng php hin c. s dng cc thut ton ti u ho phi cho gi tr ban u a (i0 ) , b (i0 ) , sau thng qua ti u ho tm b thng s ti u. Tuy nhin cc bc tnh gim bt v cng m bo iu kin n nh, thng chn gi tr ban u cho cc h s ai, bi l 0,1 ngha l c ai=0,1 v bi=0,1. Gi tr ban u cho cc hng s trong m hnh (nu c) l v c cho bi quan h:
( 0 ) = Z v ( 0 ) = ( 0 ) 1 a i( 0 )

i =1

(3.152)

Gi tr ban u c a vo chng trnh. Mt qu trnh tnh lp c thc hin t c hm mc tiu. Mun vic tnh ton c kt thc cn phi a ra tiu chun hi t. Tiu chun hi t cho bit chnh xc ca thng s tng ng vi tng bnh phng sai s. Php lp d tm thng s ti u s dng li khi m s bin i ca cc thng s c lng qua hai bc lp lin tip nh hn gi tr ny. Thng th tiu chun ny c ngm nh trong cc phn mm ng dng (v d, vi Statistica n l 0,0001). Tuy nhin cng c th c n nh bi ngi s dng bng cch a vo t bn phm. C th xy ra trng hp qu trnh c lng khng hi t (penanty). C mt s nguyn nhn, trong c mt nguyn nhn chnh l cc thng s ban u ca m hnh c sai s ln v c tng quan ln. thng l m hnh cha chun. Khi cn xem xt li hm TTQ v TTQR tm ra mt m hnh n gin hn vi cc thng s nh hn. Hoc nn nh li gi tr ban u. Cc thnh phn ma c s l ng thi v cc thng s sai phn ma cng c xc nh ng thi trong qu trnh ti u ho. Hin nay mt phn mm thng k kh thng dng ca hng Microsoft l Statistica, trong c phn mm ARIMA. S dng phn mm ta c th xc nh ng thi cc thng s ai, bi ca thnh phn ma v thnh phn khng ma, cc kt qu kim tra nh gi sai s v s ph hp ca m hnh cng nh kt qu d bo oc a ra ngay di dng bng v th. Trong Statistica cng c phn mm c lng

132

phi tuyn (nonlinear estimasion) cho ta mt lot cc phng php c lng thng s ca mt m hnh bt k, bao gm c phng php n hnh, Hooke Jeever, Quasi Newton, Rosenbrock .v.v.). Theo phn mm ny ta cng c th nhanh chng thay i v la chn cc bc hi qui, sai phn p,d,q v Ps,Ds,Qs. 3.3.2.3. Xc nh hnh phn ngu nhin t. Thnh phn ngu nhin t thc cht l phn d hay sai s tnh ton :
t = Qt Qt

(3.153)

Tuy nhin m hnh m phng ng qui lut dao ng ca cc qu trnh thu vn, v nguyn tc, thnh phn ngu nhin c xc nh sao cho cc c trng thng k ca chui thu vn khng thay i. Trong cc bi ton d bo v t cha bit nn trong m hnh coi t=0. Cn trong cc bi ton tnh ton v to chui m hnh ho ,thnh phn t c xc nh tu theo m hnh v phng php x l. -Trong m hnh t hi qui AR(p) ta c quan h :
2 = 2 (1 a 1 r1 a 2 r2 ... a p rp ) z

(3.154)

i = i vi = tho mn (3.155), ta c:
= = z

1 a 1 r1 a 2 r2 ... a p r p

(3.155)

Trong i l dy s ngu nhin phn b chun c =0 v D =1. - Trong m hnh MA(q) thnh phn ngu nhin cng c xc nh theo quan h

i=i

vi = =

z
2 1 + b 1 + b 2 + ... + b 2 2 q

(3.156)

i cng l dy s ngu nhin nh trn.


*Trong m hnh ARIMA(p,q) cng c quan h tng t:

133

i=i vi =.
Tuy nhin y xc nh phc tp hn. Ta c :

2 0 = C 0 = 1 + b1 + b 2 + ... + b 2 2 2 q

(3.157) (3.158)

Do :

2 =

C 0 1 + b + b 2 + ... + b 2 2 q
2 1

2 Theo (3.148) th C0 = C0z + a 1 C0z .

*Cng c th xc nh theo cng thc truy hi Durbin c phng sai d :


2 2 2 t = k = k 1 1 (a k )

(3.159)

Trong : 2 , 2 l phng sai c tnh khi ly bc hi qui l k-1 v k


k 1 k

(k=1,2,3,...,p). ak l h s th k ca m hnh hi qui bc k. Nh vy c th thy rng thnh phn ngu nhin t lun lun gn vi dy s ngu nhin t c phn b chun vi =0 v =1. Dy s ngu nhin t ny li c suy ra t dy ngu nhin c phn b u t trn on [0,1]. 3.3.3. Phng php to chui m hnh ho Mt vn quan trong ca m hnh ho ngu nhin l to ra mt chui s c di p ng yu cu tnh ton phc v, nhng vn bo m cc thng s thng k v hm phn b xc sut khng i. Phng php to chui thng dng nht hin nay l phng php Monte-Carlo. 3.3.3.1. Phng php Monte-Carlo. a. Khi nim phng php Monter- Carlo Phng php Monte-Carlo hay gi l phng php php th thng k, l phng php m hnh ho cc i lng ngu nhin tun theo mt qui lut xc sut

134

vi cc thng s thng k nh trc. Phng php Monte-Carlo ra i t bi bo The Monte-Carlo method ca Metropolis N. v Ulam S.(1949). Ngi to ra phng php ny chnh l cc nh ton hc M Phon Niman v Ulam S. C s ca phng php c t lu trong l thuyt xc sut, tuy nhin n ch pht trn rng ri khi xut hin my tnh in t (Computer). Tn gi Monte-Carlo xut pht t thnh ph Mote-Carlo l ni c cc con quay, mt dng c nhn c s ngu nhin. S chung ca phng php Mote-Carlo nh sau: Cho rng chng ta cn xc nh mt s cha bit no y m. Ta hy ly mt i lng ngu nhin sao cho M=m, v gi thit rng D=b2. Xem xt N i lng ngu nhin 1,2,...N c phn b trng vi phn b ca . Nu N ln th theo nh l gii hn trung tm phn b ca tng :

N = 1+2+...+N s c phn b gn chun vi k vng a=N.m v phng sai 2=N.b2. T nguyn tc 3 xigma ta c :
P Nm 3b N < N < Nm + 3b N

} = 0,997

(3.160)

Theo bt ng thc trong du {} cho N, nhnh c bt ng thc tng ng v c cng xc sut :


3b 3b N < <m+ P m 0,997 N N N

(3.161)

Hoc vit gn li:


1 N 3b P m p 0,977 j N j=1 N

(3.162)

y l mt quan h c bit quan trng ca phng php Monte-Carlo. N cho php tnh m v nh gi sai s. Qu vy, chng ta tm N gi tr ca i lng ngu nhin (hay tm N i lng cng vy v chng c cng phn b xc sut nn trng

135

nhau). T (3.162) thy rng gi tr trung bnh s hc gn bng m. Vi mt xc sut ln, sai s khng vt qu gi tr
3b N

. D nhin sai s s dn n 0 khi tng N.

Phng php Monte-Carlo t ra n gin v c tnh tng qut. Nhc im chnh ca n l s hi t chm chp v s hi t ca n l s hi t theo xc sut. Tuy nhin y cha hn l nhc im v trong thc t nhiu khi phng php xc sut li t ra hp l. Phng php Monte-Carlo c a vo ng dng trong thu vn t nhng nm 1960. Bng cch to ra mt dy cc s hng c phn b cho, cng vi xch Markov, phng php ny cho php m phng dao ng ca cc qu trnh thu vn, to nn nhiu th hin m chui dng chy t nhin khng c c, ng thi vn gi nguyn cc c trng thng k c bn ca chui dng chy thc. Nh vy phng php Monte-Carlo khng lm tng chnh xc cc thng s ban u m ch cung cp cho ta nhng phin bn mi s dng cho cc bi ton tnh ton thu vn v thu li khc. Chui m hnh ho theo phng php ny cng khng phi l cc gi tr d bo. b. M hnh ho theo phng php Monter-Carlo Mun m hnh ho theo Monte-Carlo cng phi xut pht t dy s ngu nhin c phn b u , sau mi chuyn thnh dy c phn b bt k. 3.3.3.2. Phng php to chui c phn b u i lng ngu nhin c phn b u trn on [a,b] l i lng ngu nhin c mt phn b nh sau:
1 P( ) = b a 0 khi a< <b

khi > b v < a

(3.163)

to ra chui s phn b u, v vi cc bi ton thu vn thng ly trn on (0,1), thng c 3 phng php sau: a. Bng s ngu nhin.

136

Bng s ngu nhin c t trc khi phng php Monte=Carlo ra i. Tippet(1954) l ngi u tin lp ra bng s ny. Kendan v Babinton-Smith to ra mt con quay nh s c c dy s ngu nhin v lp thnh bng. Hin nay c bng s ngu nhin vi 1000000 ch s(Hng REND,1955). Bng s ngu nhin c th np trc tip vo my tnh. Trong khi tnh ton ta s ly cc s ny ln lt theo mt nguyn tc no y , chng hn ly theo hng ngang, hoc hng dc, ly t di ln hoc ly t trn xung, ly cch 2 hay 3 ch s. V d ly hai ch s u l 86 v coi n l tn sut 1=p1=0,86. Hai ch s sau s l 51 v 2 = p2 = 0,51. Tng t c

3=0,59 , 4=0,07 ... Tuy nhin bng s ngu nhin chim mt phn khng nh ca b
nh my tnh, v vy n t c dng. b. Phng php truyn s ngu nhin. S ngu nhin c to ra nh mt thit b c bit, ging nh bnh xe in, hot ng theo nguyn tc vt l, mi thi im ca my tnh, thit b truyn mt s ngu nhin vo mt trong b nh camy. Tuy nhin thit b khng c kh nng lp li cc php tnh t u, do khng th kim tra li v iu quan trng hn l kh nng trc trc ca thit b gy ra s sai lch khng kim tra c. V vy phng php ny cng t dng. c. Phng php to s gi ngu nhin. l phng php thng dng nht hin nay. Bng mt thut ton no to ra c dy cc gi tr c phn b u , cc s ny c gi l s gi ngu nhin. Thut ton to s gi ngu nhin do FonNeiman sut. Sau mt lot cc phng php khc ra i. i a s cc phng php u xut pht t h thc hi qui, chng hn nh h thc: Xi+1=(a Xi-c) (mod P) (3.164)

0a<P vi P l s nguyn dng; a,c l cc s cho trc, v Xit1 l s d ca php chia (aXi+c)/m. Nh vy u th ca s gi ngu nhin l hon ton r rng. Trc ht l nh thut ton n gin, do vy tc to s ngu nhin c cng tc ca my tnh. Chng trnh ch chim mt b nh rt nh. Cc s ngu nhin c th ti to li bt k

137

khi no. V cui cng dy s ch cn mt ln kim tra l c th s dng cho nhiu ln. Nhc im c bn ca phng php ny l s gii hn tr lng s gi ngu nhin. Tuy nhin c nhiu phng php cho php nhn c s ln cc dy s nh th, chng hn thay i s ht ging ban u o. Trong cc my tnh hin nay bt k ngn ng no cng c th gi chng trnh thu c dy s ngu nhin c phn b u. 3.3.3.3. To chui s c phn b bt k. T chui s ngu nhin c phn b u c th xc nh c dy s c phn b bt k. Thut ton tm mt s ngu nhin c phn b f(x) t s ngu nhin c phn b u l gii phng trnh:
F (x ) =

f ( x ) dx

(3.165) (3.166)

hay

= F1 (x)

V nguyn tc phng trnh (3.165) c th gii c nu f(x) l hm lin tc v c dng gii tch tng minh. Tuy nhin vic tm nguyn hm ca tch phn (3.165) khng phi lc no cng lm c, ngay c i vi phn b chun. Nu hm F(x) l trn th c th gii phng trnh (3.165) vi mt tp hp no ca . Lp bng gi tr hm ngc F1 (x) tc l dy s ri rc ca . Sau dng php ni suy tnh ra cc gi tr tng ng vi cc gi tr . Ni ring vi trng hp phn b chun ta phi gii phng trnh:
1 2

x2 2

dx =

(3.167)

Tch phn (3.167) khng c nguyn hm trong dng hin, do phi gii gn ng bng phng php s. Chng hn Muller ra phng php sau:

138

i = 2 log 1 cos 2 2 i +1 = 2 log 1 sin 2 2

(3.168 ) (3.169 )

Dy s i , i+1 s c phn b chun vi M = 0 v D = 1 Hoc c th dng cng thc gn ng (3.65) ca AbranoWits v Stegun (1975) xc nh F(x) theo tp hp cc gi tr (bng hm phn b chun). Sau dng php tra ngc tm khi bit F(x) = , ta s c chui phn b chun cn tm. D nhin s ngu nhin s c M =a v D =2 Vi cc phn b khc ta cng xut pht t dy s phn b u v gii(3.165) c dy s mi c phn b cho. Sau khi c dy s vi phn b cho (ni ring l phn b chun) a vo thnh phn ngu nhin trong cc m hnh ni trn. Vi mt tp hp tu ca dy s nhu nhin ta c th to ra mt chui dng chy c di tu v m bo c trng thng k khng thay i nh cc m hnh ni trn.
3.4. MT S M HNH NGU NHIN THNG DNG HIN NAY.

= a +

(3.170)

Hin nay c nhiu m hnh ngu nhin ang c p dng trn th gii, trong s c mt m hnh ang c p dng c kt qu ti Vit Nam. 3.4.1. M hnh t hi quy trung bnh trt ARIMA (AUTOREGRESIVE INTERGRATED MOVING AVERAGE MODEL) M hnh ARIMA hay cn gi l m hnh Box_Jenkin do Box v Jenkin xut nm 1970. M hnh p dng cho chui dng, c dng tng qut:
Z t = + a 1 Z t 1 + a 2 Z t 2 + ... + a p Z t p + t b 1 t 1 b 2 t 2 ... b q Z t q (3 .171 )

Trong Zt , Zt-1 ,..., l cc gi tr ca chui dng

t , t-1 ,..., l cc sai s , a1 , a2 ,..., b1 , b2 ,... l cc thng s ca m hnh.

139

xy dng m hnh ARIMA cn cn thc hin cc bc sau:

Nhn dng: Trong bc ny chui c bin i thnh chui dng. Trn c


s phn tch hm t tng quan (TTQ) v t tng quan ring (TTQR) a ra mt m hnh th nghim ban u.

c lng thng s: Trong bc ny tnh ton cc gi tr ban u ca cc


thng s. Sau bng chng trnh ti u ho xc nh c ng thi cc thng s t hi qui v trung bnh trt ca thnh phn ma v khng ma.

Kim nh m hnh: Sau khi c m hnh, cn kim tra s ph hp ca m


hnh vi s liu thc o. Vic kim tra c tin hnh bng cch phn tch sai s (phn d), ngha cc thng s m hnh. Nu mt kt qu no khng chp nhn c th m hnh phi c sa cha v lp li cc bc tnh ton trc y.

D bo v to chui: Sau khi m hnh c kim nh c th tin hnh d


bo v to chui. Cc gi tr d bo phi c km theo vi gii hn tin cy. Sau y chng ta s xem xt chi tit cc bc trn. Trong qu trnh gii quyt phi tch ra thnh phn c tnh ma v thnh phn khng mang tnh ma. 3.4.1.1.Nhn dng. Phn tch hm TTQ v hm TTQR. Trc khi nh dng m hnh phi a chui v dng chui dng. Vic bin i c th thc hin thng qua lgarit ho, sai phn bc 1, bc 2,... nh trnh by trong 3.2. Ch khi no qu trnh chui bin i dao ng xung quanh gi tr trung bnh, c dng hnh rng ca th khi y mi coi l ng. Cng c th thng qua hm TTQ v TTQR. Chui l dng khi hm TTQ v TTQR tt c cc bc bng 0 hoc ch khc khng mt vi bc. Cn cc bc ma (L, 2L, 3L) chng b ngt hoc tt dn. Thc hin vi chui dng chy trm Kontum sng Sesan, chui ch dng sau bc logarit ho v sai phn bc 1. Sau khi c chui dng ta tnh li hm TTQ v TTQR ca chui dng ny theo cc cng thc (3.22), (3.23) v (3.27),(3.28). ng thi dng ch tiu thng k t (3.30)

140

kim tra. Nh trnh by trn, ta ly t=2,0 lm gi tr tiu chun so snh. Nu


t < t th h s TTQ v TTQR khng c ngha.

Vi thnh phn ma, gi tr tiu chun t=1,25. Khi no cc bc ma L, 2L, 3L,... c t < t =1,25 th cng coi l khng c ngha. Hm TTQ v TTQR c mt s dng in hnh nh phn tch trong mc Lu rng dng iu ca thnh phn ma b che lp bi thnh phn khng ma. 3.2.

Hnh 3.3: Chui dng chy trm Kontum sau khi bin i(chp lvsv). b. Cc dng m hnh .

Tng ng vi dng iu hm TTQ v TTQR ca cc thnh phn ma v khng ma ta c th c cc dng sau:

Khi hm TTQ tt dn, cn hm TTQR b ngt, c nh bc k=1 v khng


c tng quan bc khc th ch c mt thng s t hi qui (p=1), tc l c m hnh AR(1).

Khi hm TTQ tt dn, cn hm TTQR c nh bc 2 v khng c tng


quan cc bc khc th c hai thng s t hi qui (p=2), tc l c m hnh AR(2).

141

Khi hm TTQ c nh bc 1, khng c tng quan cc bc khc, cn


hm TTQR tt dn th c 1 thng s trung bnh trt (q=1), tc l c m hnh MA(1).

Khi hm TTQ c nh bc 2, khng c tng quan cc bc khc, cn


hm TTQR c dng tt dn th c hai thng s trung bnh trt (q=2), tc l c m hnh MA(2).

Khi hm TTQ tt dn t bc 1, v hm TTQR cng tt dn t bc 1 th c


mt thng s t hi qui (p=1) v mt thng s trung bnh trt (q=1), tc l c m hnh ARMA(1,1). Nu php bin i a v chui dng l sai phn bc 1 (d=1) ta c m hnh ARIMA(1,1,1). Khi php bin i l sai phn bc 2(d=2) ta c m hnh ARIMA(1,2,1). Cc trng hp khc t xy ra. Tuy nhin cng c khi c hai hm TTQ v TTQR u b ngt nh phn tch 3.2. Khi y phi chn dng hm no b ngt t ngt hn th coi l b ngt, cn hm kia l tt dn, t c cc m hnh tng ng. Khi phn tch hm TTQ v TTQR phi xem xt c cc bc ma. C th tnh v v ring cc hm ny hoc cng c th phn tch chung trn mt hm TTQ, nhng lu ring ti cc bc ma 1L, 2L, 3L,...Khi xt thnh phn ma ta c m hnh dng ARIMA(p,d,q,PS,DS,QS) trong PS,DS,QS tng ng vi thnh phn ma. C th a ra bng tng kt sau y v cc trng hp m hnh (bng 3.1). C th thy dng iu ca hm TTQ v TTQR nh dn ra trong hnh 3.4. Vic xc nh ng n s bc hi quy p,q l kh khn. Mc d hu ht cc m hnh hn hp c p = 1 v q= 1, nhng cng c khi m hnh bc cao hn (ngha l p= 2-3 hoc q= 2-3) thch hp hn. Khi cn thng qua bc kim nh m hnh chn bc p,q tt nht. 3.4.1.2. c lng thng s m hnh. Trong bc ny ta xc nh ng thi cc thng s m hnh thnh phn khng ma ai , bi v thnh phn ma ai2 , bi2. Ta c th s dng h phng trnh Yule_Walker v cng thc Durbin tm cc h s ny. Tuy nhin vic xc nh ng thi chng chim nhiu thi gian.

142

Nguyn tc xc nh thng s vn l bnh phng ti thiu, tc l m bo cho tng bnh phng sai s(hm mc tiu) l nh nht. Khi y cc thng s xc nh c theo h phng trnh Yule_Walker cng ch l thng s th ban u, cn thng qua phng php ti u ho c b thng s tt nht. Bng 3.1: Cc c trng v dng c bn ca m hnh ARIMA (p,d,q, PS,DS,QS ) Hm TTQ Hm TTQR M hnh Trung bnh trt khng

B ct bc 1 hoc Tt dn 2,khng c nh ma c ngha B ct sau bc ma Tt dn L,khng c nh bc khng ma Tt dn B ct sau bc 1 hoc 2 khng c nh mc ma Tt dn

ma(q=1 hoc 2)
Z t = 1 t 1 + t

Trung bnh trt ma(QS=1)


Z t = 1L t L + t

T hi quy khng ma(p=1)


Z t = + 1 Z t 1 + t

B ct sau bc ma T hi quy ma(PS=1) L,khng c nh mc khng ma


Z t = + 1L Z t L + t

Tt dn

Tt dn

Hn hp(ARIMA) +Khng ma:


Z t = + 1 Z t 1 + 1 t 1 + t

+ Ma:
Z t = + 1L Z t L 1 L t L + t

143

Hnh 3.4a :Dng iu hm t tng quan trm Kontum s. Se san

Hnh 3.4b :Dng iu hm t tng quan ring trm Kontum s. Se san Cc thng s ca thnh phn ma cng nh khng ma phi m bo iu kin kh nghch v dng, ngha l phi tho mn cc quan h (3.118) v (3.119)

144

a1 + a2 +...+ aP < 1 v b1 + b2 +...+ bq < 1

Gi tr hng s cho thnh phn m hnh AR(p) c th chn m = Z , tc l gi tr trng bnh ca chui dng. Cn hng s cho m hnh hn hp ARMA(p,q) c th l

= 2(d- a1- a2- ap). Cc hng s cho thnh phn ma cng tng t .
gii quyt nhanh chng bi ton thng dng phng php ti u ho. Phng php ny cho php xc nh ng thi cc thng s thnh phn ma, thnh phn khng ma v m bo cc tiu hm mc tiu. Trong phn mm ARIMA ca Statistica thng dng phng php Quasi Newtn. Chng trnh t ng gii quyt cc bc tnh lp cho kt qu cui cng. Nh vy cc gi tr ban u khng nht thit phi tnh ton nh trn m ch cn m bo yu cu kh nghch v dng. Do c th ly ngay gi tr ban u l a1= a2=...= ap= 0,1 v b1= b2=...= bq= 0,1. Sau mt s bc php lp s hi t v chng trnh dng li thng bo kt qu gi tr cc thng s ti u cng gi tr hm mc tiu (tng bnh phng sai s) tng ng. Tiu chun hi t thng c ngm nh (trong Statistica ly bng 0,0001). Cng c th n nh bng bn phm do ngun s dng yu cu. Trng hp Penanty, tc l trng hp cc gi tr ban u khng a n hi t th c th s dng cc cng thc sau c lng gi tr ban u. V d i vi m hnh AR(2):
0 a1 =

r1 (1 r2 ) 1 r12

(3.171) (3.173 ) (3.174 )

r2 r12 a = 1 r12
0 2

v r1 =

b1 2 1 + b1

V d bng phn mm ARIMA trong Statistica xc nh c b thng s i vi dng chy thng ca trm. Trung ngha sng Sesan nh sau:

145

a1 =p(1)=0 a2 = pS(1)=0

; ;

b1 =q(1)=0,61236 b2 = qS(1)=0,76417

Tng ng vi n l m hnh: Zt = t - 0,61236 - 0,76147t-L 3.4.1.3. Kim nh m hnh. y l giai on nh gi cht lng m hnh, nh gi s ph hp ca m hnh vi chui thy vn thc t. Vic kim nh c th thng qua cc c trng sau: a. Phn tch sai s Phn tch sai s l bc quan trng khi nh gi s tng ng ca m hnh Box _Jenkin vi ti liu thc. Sai s tnh ton trong m hnh ARIMA phi c phn b chun v c lp i vi nhau (ngu nhin). - kim tra tnh c lp ca sai s ta xem xt hm TTQ ca sai s. Nu sai s c lp th gia chng khng c tng quan, hay ni cch khc cc h s tng quan gia chng xp x bng khng, nm trong phm vi nh hn sai s tnh cc h s tng quan. Nu khng t tiu chun ny th gia cc sai s c mi lin h, chng t m hnh khng tng ng vi chui s liu. Khi hm TTQ v TTQR ca sai s cho ta nh hng iu chnh m hnh. V d t s phn tch hm TTQ v TTQR ta c m hnh trung bnh trt ca mt chui s liu trm C l : (3.175)

Z t = + t 1 t 1 . Nhng khi phn tch cc hm TTQ v TTQR ca sai s


cho thy khng phi tt c chng u bng khng, ngha l sai s khng phi ngu nhin. Nh vy m hnh chn l khng thc s ph hp (bng 3.2). Phn tch chi tit hn cho thy hm TTQ v TTQR ca chui s u tt dn, do chn m hnh hn hp cho kt qu tt hn.

146

Bng 3,2, Hm TTQ v TTQR ca sai s trm C Bc tr rk 1 2 3 4 5 6 7 8 9 10 11 12 -0,246 -0,134 0,015 -0,293 -0,073 0,259 -0,142 0,178 0,111 -0,225 0,104 -0,043 Hm TTQ tk -2,255 -1,160 0,128 -2,496 -0,580 2,051 -1,072 1,326 0,810 -1,629 0,730 -0,300 Hm TTQR rkk -0,246 -0,207 -0,084 -0,381 -0,380 -0,077 -0,320 -0,144 -0,066 -0,211 -0,035 -0,087 tkk -2,255 -1,897 -0,769 -3,492 -3,483 -0,706 -2,932 -1,320 -0,650 -1,934 -0,321 -0,797

- Cng c th kim tra ngha theo nhm cc gi tr ring bit ca hm t tng quan theo ch tiu Box_Pierce, hay cn gi l ch tiu Lijung_Box:
Q
*

= n (n + 2 )

K=1

r k2 n K

(3.176)

Trong : rk l h s TTQ ca sai s ti cc bc k (k = 1,2,...,k), n l s gi tr ca chui dng tnh ton hay s s hng ca chui gc. k l s gi tr TTQ trong tng.

147

Phn b ca ch tiu Lijung_Box c dng xp x phn b 2 vi s bc t do kp- q cho thnh phn khng ma v k- p- q- PS- QS cho thnh phn ma. Nu gi tr Q* tnh c nh hn gi tr tra trong bng th c th coi cc gi tr TTQ ca nhm bng 0 v sai s l ngu nhin. Trong hu ht cc chng trnh u tnh Q* cho cc bc L=12,24,36 v 48. Gi tr nh nht ca k c chn ln cho p-q c mt hiu qu ng k trong bc t do. Thng k=12 hoc 24 c coi l tho mn. V d: Trong m hnh trm C k trn, ch tiu Box-Pierce tnh c l 35,86. Vi s bc t do l m=11 v mc ngha =0,04 tra bng 2 c gi tr tiu chun Q=19,6751. Nh vy Q*>Q , chng t sai s l khng ngu nhin v m hnh khng tng ng vi ti liu thc o, cn phi hiu chnh li. - kim tra tnh chun ca phn b sai s ta phi xy dng hm phn b ca sai s v so snh vi phn b chun l thuyt (hnh 3.6).

Hnh 3.6: So snh phn b ca sai s v phn b chun l thuyt trm Kontum s. S san Cng c th kim tra bng so snh lch xc sut. th lch xc sut c xy dng nh sau: + Cc gi tr ca sai s c xp xp theo th t.

148

+ Tnh gi tr lch chun ca phn b chun. + V quan h gia v sai s . Nu sai s c phn b chun th cc im tp trung quanh mt ng thng ng. b. Kim nh cc thng s. Khng phi mi thng s u c ngha thng k. Khi ta phi tin hnh kim nh ngha thng k ca cc thng s va c lng. Ch tiu thng k c dng (3.122).
t ai = ai S ai

Trong m hnh ta ch gi li nhng thng s c ngha thng k, ngha l cc thng s m gi tr tuyt i ca n nh hn gi tr tiu chun tra trong bng Fisher
t < t (=0,05). C th chn t=2 cho mi bc t do. Cc s hng khng c ngha

thng k s b loi tr v cc bc tnh ton c tnh li theo s cc s hng c gi li. Bng (3.3) cho thy cc kt qu tnh ton xc nh cc thng s ca trm Kontum sng Senan(Thc hin bng phn mm ARIMA ca Statistica). Cc thng s c lng u c ngha thng k c. Xc nh thng s tha. M hnh ARIMA oc chn l m hnh c s thng s t nht. Trong qu trnh phn tch loi i nhiu trng hp. Tuy vy vn c th c 2,3 m hnh cng ph hp vi s liu thc t . Nhng ta ch la chn m hnh vi cc thng s t hn. xem xt kh nng c thng s tha hay khng ta xc nh ma trn tng quan ca cc thng s. Ma trn tng quan gia cc thng s c xc nh t ma trn Hessian. Trong phn mm Statistica cho ngay kt qu thc hin tnh ma trn ny. Nu gia cc thng s c tng quan cao (r>0,8-0,9) th c kh nng d tha thng s. Khi y mt m hnh bc thp hn (tc l c s thng s t hn) cho kh nng ph hp tt vi s liu thc.

149

Bng 3.3: Kt qu tnh ton thng s ca trm Kontum sng Senan. M hnh ARIMA(0,1,1)(0,1,1) Trm Kontum Sng S san Cc bc bin i: Ln(x),D(1),D(12)

S quan trc

Tng bnh phng sai s ban u

Tng bnh phng sai s cui cng 20,527 Q(1) 0,75977 0,04077

Sai s qun phng

179

48,309 q(1)

0,11663

Gi tri thng s Sai s

0,62558 0,07346

d. La chn m hnh tt nht. M hnh tt nht l m hnh c s thng s t nht v cho lch qun phng kim tra nh nht. lch qun phng c xc nh theo cng thc (3.16). So snh cc m hnh sau y cho trm Kontum ta thy : + M hnh ARIMA(1,1,1)(1,1,1) cho S1=0,16539 + M hnh ARIMA(0,1,1)(0,1,1) cho S2=0,11663 Nh vy m hnh ARIMA (0,1,1)(0,1,1) c s thng s t v lch qun phng kim tra l nh nht. V vy m hnh ny c chn d bo. 3.4.1.4. D bo a. D bo. M hnh sau khi la chn xong s c dng d bo. Khi vit m hnh d bo phi a v dng chui gc. V d vi m hnh t hi qui bc 2 ca sai phn bc 1 ta c:

150

Z t = a 0 + a 1 Z t 1 + a 2 Z t 2

(3.177) ; Zt-2=Qt-2-Qt-3

y:

Z t = Q t Q t 1 ; Zt-1=Qt-1-Qt-2

Thay cc biu thc ny vo (3.177) c: Qt-Qt-1=a0+a1(Qt-1-Qt-2)+a2(Qt-2-Qt-3). Sau khi bin i ta c biu thc cui cng d bo: Qt=a0+(1+a1)Qt-1+(a2-a1)Qt-2-a2Qt-3 (3.178)

Bt u t mt thi im no , tin hnh d bo cho thi k sau (cc thng sau chng hn). Theo s liu quan trc ta c cc gi tr Qt-1,Qt-2,Qt-3. Thay cc gi tr ny vo (3.178) ta xc nh c Qt cn d bo. Tip tc coi gi tr Qt va tnh c l Qt-1 v coi Qt-1 l Qt-2 .v.v.. Thay vo (3.178) xc nh c Qt mi, v tip tc nh vycho n ht cc thi khong cn d bo. D nhin cc gi tr d bo cho cc thi on sau xa hn s gp sai s nhiu hn, v n da vo cc d bo trc . Sai s chung gp phi l: Vic d bo cho cc thi k xa hn (t+L) c th tin hnh nhng phi m bo rng cc thng s ca chui khng thay i theo thi gian v cc thng s khng cn tnh li. Nu khi d bo thy sai nhiu th phi thit lp mt m hnh mi. b. Xc nh khong tin cy. Khong tin cy c xc nh vi bin 95%(tc l tng ng vi mc ngha

=0,05).
Qt t .
2

S n

< Qt < Q + t .
2

S n

(3.179)

Trong : t/2 l gi tr h s tin cy xc nh c tng ng vi . Thng chn t/2=1,96 (khi bit phng sai ) hoc t/2=2,365 (khi cha bit ), n l dung lng mu d bo.

151

Lu rng lch qun phng d bo kim tra cng nh th phm vi khong tin cy cng nh v trong hu ht cc trng hp khong tin cy nh cho ta mt m hnh chnh xc hn. C th v ng thi gi tr d bo, gi tr thc v sai s d bo ln cng mt th phn tch so snh dao ng ca chng, nu c ch no khng tng ng th ta cn tm nguyn nhn hiu chnh hoc nh li m hnh. 3.4.1.6. To chui dng chy. Vic to chui m hnh ho c thc hin theo dng m hnh la chn trn. Tuy nhin thnh phn ngu nhin t c xc nh t i lng ngu nhin t c phn b chun vi trung bnh M= 0 v phng sai D=1 sao cho cc c trng thng k ca chui s m hnh ho khng i. t c th xc nh theo cng thc(3.165). a thnh phn t xc nh c vo m hnh chn s tnh c Zt. Tip tc nh vy s to nn c chui Zt vi di tu . T chui Zt ta chuyn ngc li c cc i lng gc. V d vi chui dng chy trm Trung ngha ta c m hnh : Zt= t - 0,61236t-1 - 0,76417t-L-1 ; vi L=12 (3.175)

Zt-1 bit, t v t-1 l thnh phn ngu nhin tnh c t s ngu nhin . Thay vo (3.180) tnh c Zt. Tip tc nh vy c chui c di tu (thng ly 1000 s hng). Chui ny s cho cc c trng thng k khng thay i. 3.4.1.7. M hnh ARIMA tch bi. C th phi hp tt c cc thnh phn ma v khng ma vo mt dng chung gi l m hnh ARIMA tch bi (multiplicative). Cng s dng ton t dch chuyn vit c dng chung ca m hnh l:
P (B )(B L )Z t = + q (B ) Q (B L ) t

(3.182)

Trong :

152

(B) = 1 1B 2 B 2 ... P B P l thng s t hi quy khng ma


PS (B 2 ) = 1 1L B 1L 2 L B 2 L ... PL B PL l th ng s t hi qui ma q (B) = 1 1 B 2 B 2 ... q B q l th ng s trung bnh tr t khng ma QS (B) = 1 1L B 1L 2 L B 1L ... QL B QL l th ng s trung bnh tr t ma

l hng s.
V d vi m hnh trung bnh trt khng ma bc 2 (q= 2) v ma bc 1 (QS=1) c th vit nh sau:
P (B) P (B 2 )Z t = + q (B)Q (B1L ) t (3.182)

Trong :

P (B) = (1 0) khng c t hi qui khng ma.

P (B 1L ) = (1 0) khng c t hi qui ma. 2 (B) = 1 1B 2 B 2 cho q = 2 . 2 (B 1L ) = 1 1L (B 1L ) cho Q = 1, L = 12 (th ng).

Thay th vo (3.182) ta c: (1- 0)(1- 0)Zt = + (1- 1B - 2B2)(1- 1LB1L)t. S dng ton t dch chuyn bin i ta c dng cui cng: Zt = + t - 1t-1 - 2t-2 - 1Lt-4 + 11Lt-5 + 21Lt-6 3.4.2. M hnh MARKOV (MARKOV MODEL) M hnh Markov (trong trng hp bin ri rc gi l xch Markov) m phng cc qu trnh thu vn l trng hp ring ca qu trnh Markov. Xch Markov gm c n v phc. 3.4.2.1 Xch Markov n. (Simple Markov chain). Xch Markov n l xch c bc chuyn bng 1 tc l ch xt mi tng quan (3.183)

153

ca cc s hng k nhau. Hai dy s hng k nhau lp thnh hai chui i lng X v Y. Khi hm phn b ng thi ca chng c dng (3.34 v (3.35) Trong dng cc i lng ngu nhin ri rc ta c:
P (x, y ) = P ( X < x, Y < y )
i x j y

(3.184)trong

tng c ly cho tt c cc gi tr ca cc i lng ngu nhin i<x v j<y. - Cc c trng ca h thng 2 i lng ngu nhin nh sau: +K vng ton hc ca i lng x.
x = M ( x) = xf ( x, y)dxdy

(3.185)

y = M ( y) =

( x, y)dxdy

+ Phng sai:

D(x ) = 2 = x D( y) = =
2 y

(x x ) (y y )

f (x, y)dxdy

(3.186)
2

f (x, y)dxdy

+ H s tng quan gia hai i lng:


rxy = r = M[(x x )(y y )] xy

(3.187)

T hm phn b ng thi (3.34) c th xc nh c hm phn b xc sut mt chiu (3.36):


F1 ( x) = F ( x, ) = F2 ( y) = F ( y, ) =

f ( x, y)dxdy
Y

(3.36)

f ( x, y)dxdy

154

v hm mt tng ng :
f1 (x) = f (x, y)dy

(3.188)

f2 (y) = f (x, y)dx

Ch rng v 2 i lng x v y l ph thuc nn: F(x,y) F1(x).F2(y) f(x,y) f1(x).f2(y). (3.189)

Cng t hm phn b ng thi (3.34) c th xc nh c cc hm phn b c iu kin(hm chuyn) nh sau:


F3 ( x ) y = F (x, y ) F2 ( y ) v v F4 (y ) x = F (x, y ) F1 ( x )

f (x, y ) f3 (x ) y = f2 (y)

f (x, y ) f4 (y) x = f1 ( x )

(3.190)

Trong thc t thu vn khng ti liu xy dng cc hm mt 2 chiu. V vy ngi ta thng a ra nhng gi thit v chng. Hm ny phi n gin d dng xc nh xc sut c iu kin, ng thi phi m bo s ph hp vi hm phn phi mt chiu ngha l:

F ( x, y) =

f ( x, y)dxdy = 1
vi f ( x, y) 0

(3.191)

Thng trong m hnh ho ngi ta tha nhn rng, vi cc i lng ngu nhin chun ho hoc gn chun th hm phn b xc sut ng thi 2 chiu v phn b c iu kin cng l phn b chun. Cn i vi cc i lng ngu nhin phn b gamma th chng l phn b gamma. - m hnh ho ta phi xc nh gi tr ca s hng sau Qi+1(tng ng vi i lng ngu nhin y). Khi bit s hng trc Qi(tng ng vi i lng ngu

155

nhin x). Nh vy ta phi xc nh cc c trng ca hm phn b c iu kin y(x). + K vng ton hc (trung bnh) c iu kin y x c xc nh t quan h hi qui ca hai i lng y v x.
y x = f (x )

(3.192)

Quan h (3.192) khng nht thit l tuyn tnh, tuy nhin dng tuyn tnh l n gin nht v cho hm mt f(x,y) hp l nht. Do vy y x c xc nh theo h thc:

yx = y + r

y x

(x x)

(3.193)

trong : y,x l phng sai khng iu kin.


x , y l k vng khng iu kin.

V l cng mt chui s nn ta c cc quan h sau:


y = x =
x = y = X. C th coi y = x = 1 m kh ng gi m tnh tng qu t. Khi y (3 .193 ) tr thnh : x i +1 = y x = 1 + r ( x i 1) (3 .194 ) + Phng sai c iu kin (y/x) v khong lch xc sut c iu kin (y/x) c xc

nh tu thuc vo cc dng tng quan c xem xt. - Ratkovich(1977) phn tch v tng hp thnh 5 dng khc nhau ca xch Markov n m t cc qu trnh dng chy trung bnh nm. *Dng 1: M hnh cho cc i lng ngu nhin c lp. Dng ny l n gin nht. Vi cc thng s cho Q , C v , C S v tip nhn dy s ngu nhin phn b u

trn on (0,1) l tn sut pi, theo hm phn b chn (chun, gamma) xc nh


c chui thy vn vi phn b cho.
Q i = Q + i ( i , C S )

(3.195)

156

*Dng 2: M hnh cho cc i lng ngu nhin phn b chun, gia chng c tng quan chun. Khi ta c cc c trng: + K vng c iu kin xc nh theo (3.194). + Phng sai c iu kin:
i +1 = 1 r02

(3.196)

Trong : l phng sai khng iu kin r0 l h s tng quan gia cc i lng ngu nhin phn b chun m hnh ho c th thc hin theo h thc: + Vic

Qi +1 = 1 + r0 (Q 1) + i+1C v 1 r02
Trong : Cv l h s bin i khng iu kin

(3.197)

i+1l khong lch xc sut c iu kin: i+1 = f(i)


*Dng 3: M hnh cho cc i lng ngu nhin c phn b gamma nhng c tng quan gn chun ngha l khi y phng sai c iu kin cng quan h nh tng quan chun :
i + 1 = 1 rg2

(3.198)

+ Vic m hnh ho c th thc hin theo cng thc:


Qi+1 = 1+ rg (Qi 1) + i+1Cv 1 rg2

(3.199)

Trong rg l h s tng quan ca cc i lng ngu nhin c phn b gamma. *Dng 4: M hnh cho cc i lng ngu nhin c phn b gamma v gia chng c phn b gamma. Trong trng hp ny phng sai c iu kin ph thuc vo s hng ng trc n:

157

i +1 = (1 rg2 ) + 2 Q i rg (1 rg )

(3.200)

Nh vy khc vi tng quan chun, tng quan gamma phng sai c iu kin s tng ln khi s hng ng trc tng. Tuy nhin k vng ca chng bng nhau v c gi tr:
M 2 ( y / x ) = 2 (1 r 2 )

(3.201)

Gi tr ln nht ca h s bin i c iu kin trong c hai trng hp tng quan t c khi x= 0 v bng:
Max [C v ( y / x ) ] = C v 1+ r 1 r

(3.202)

Ni cht ch hn th phn b c iu kin khng thc s l phn b gamma m ch hng n n khi r 0. Khi x 0 th cc thng s c iu kin tim cn n cc thng s phn b khng iu kin ngha l khi x nh th phn b c iu kin gn n phn b gamma. Vic m hnh ho c thc hin theo cng thc:
Q i +1 = 1 + rg (Q i 1) + i +1C v (1 rg2 ) + 2 rg Q i (1 rg )

(3.203)

*Dng 5: M hnh ho cho cc tn sut gia cc s hng tc, l m phng chui tn sut ca cc s hng m khng phi l m phng trc tip cc gi tr ca chng. Nguyn tc c bn ca vic m hnh ho ny khc hn vi cc m hnh va trnh by trn. Khi k vng ton hc c iu kin thay i ph thuc vo lch tn sut ca cc s hng so vi gi tr trung bnh. Cn tong quan l mi lin h gia cc i lng ngu nhin phn b u trn on (0,1). Cu trc m hnh khng ph thuc vo c dng phn b, c v gi tr bng s ca cc thng s. Chui ny c th coi nh mt bin dng ca tng quan gamma. Mt phn b c iu kin trong trng hp ny lun lun bng 1. Hm phn b c iu kin c cc thng s :

158

+ K vng ton hc: p i +1 =

1 1 + r0 (p i ) 2 2

(3.204)

+Phng sai :

i +1

1 r02 = 12

(3.205)

Cn hm phn b khng iu kin khi c: + K vong:


p= 1 . 2 1 12

(3.206)

+ Phng sai:

Hm phn b c iu kin c khai trin di dng mt chui, trong mc chnh xc cho php c th ly 5 s hng v c th dng n trc tip m hnh ho, xc nh cc s hng tn sut pi+1:
F = 1 pi +1 =
pi +1

f (p , p
i 0

i +1

)dpi +1 = pi +1 + 3rp pi +1 ( pi +1 1)(2 pi 1) +

5 3 pi +1 ( pi +1 1)(2 pi +1 1) 3(2 pi 1) 2 1 + 7rp pi +1 ( pi +1 1)[1 + 5 pi +1 ( pi +1 1)] 2

(2 pi 1)[10 pi ( pi 1) + 1] + 9rp4 pi +1 ( pi +1 1)(2 pi +1 1) [1 + 7 pi +1 ( pi +1 1)]{ pi ( pi 1)[7 pi ( pi 1) + 2] + 1} 10 (3.207)

Sau chuyn t tn sut pi+1 sang dy s hng Qi+1 bng cch gii phng trnh(3.165) i vi pi+1.
x i +1

f (Q
0

i +1

)dx i +1 = p i +1

trong f(Qi+1) l hm phn b xc sut la chn, c th l chun, PearsonIII, Kritxki-Menken, .v.v. S tin hnh m hnh ho theo m hnh Markov n gm cc bc sau:

159

(1). Xc nh cc c trng thng k khng iu kin x , , C v theo ti liu c. (2) To chui ngu nhin c phn b u trn on (0,1)theo cc chng trnh c trn my tnh. (3) Ly tn sut c iu kin bng chui s ngu nhin va to ra : pi=i. (4) Xc nh cc c trng thng k c iu kin: + K vng c iu kin theo cng thc (3.193) hay (3.194). + Phng sai c iu kin theo cng thc (3.196),(3.198) hay (3.200). Bng 3.4: So snh thng s thng k ca chui quan trc v m hnh ho Ch s Cv Gi tr thc ca sng VN Gi tr theo m hnh dang(1) Gi tr thc ca sng Mekong Gi tr theo m hnh dng (2) Gi tr theo m hnh dang (5) 0,175 0,173 0,125 0,120 0,122 Cc c trng thng k Cs 0,262 0,331 0 -0,119 0,047 Cv/Cs 1,5 1,9 0 -0,099 0,038 rp(1) 0 -0,005 0,40 0,35 0,38 rg(1) 0 -0,056 0,40 0,36 0,36

(5) Cho gi tr ban u x1 tu . Chng hn c th tip nhn Q1=k1=0,45. (6) Xc nh lch xc sut c iu kin i+1 t dng hm phn b thng qua bng tra hay cng thc tnh gn ng. (7) Xc nh gi tr ca chui m hnh ho Qi theo cc cng thc (3.195), (3.197), (3.199), (3.203) v (3.207). V d i vi chui dng chy nm ca sng ngi Vit Nam, c h s tng quan gia cc nm k nhau ca lu vc sng M Cng tng i ln: r1= 0,3-0,4, cn i vi cc sng khc kh nh: r2 0,0-0,15. Cc h s tng ng khc l :Cv1

160

0,175; CS1= 1,5Cv ; Cv2 = 0,125; CS2 0. Tin hnh m hnh ho theo 5 dng m hnh ca xch Markov n cho cc kt qu sau vi chui 1000 s hng : 3.4.2.2. Xch Markov phc (Complex Markov chain) Trn c s gi thit hm phn b 1 chiu ca tt c cc i lng ngu nhin l nh nhau v hm phn b c iu kin cng c dng nh hm khng iu kin, Xvanhide(1977) ngh mt phng php m hnh ho nh sau: - Gi thit hm phn b nhiu chiu c dng :
f n +1 ( Q 1 , Q 2 ,..., Q n ) = C 0 n

n +1 k =1

f1 ( Q k ) +

1 i k n + 1

n +1

C ik ( Q i Q k ) f 2 ( Q m ) ( m k )
m =1

n +1

(3.208) Trong : + Cik = r(Qi,Qk) l h s tng quan ca hai i lng Qi v Qk . + f1(Q) l hm phn b nhiu chiu cho tt c cc i lng ngu nhin. N tn ti nu Cik 0 v C0n 0. + C0n= 1- Cik - Hm phn b c iu kin c dng:
F1 ( Q n +1 ) nu Q i Q k = 0 d ch vi mt cp i , k f (Q n +1 / Q 1 , Q 2 ,..., Q n ) = C 0 n 1 ( 3 .208 ) F1 ( Q n +1 ) + C i , n +1 I ( Q n +1 Q i ) C C 0 , n +1 0 , n 1 nuQi Qo 0 vimii , k

Trong I(Q) l hm Hevisaia


0 nu Q < 0 I x (Q ) = 1 nu Q 0

(3.209)

Theo (3.208) v (3.209) c th tin hnh m hnh ha ln lt cc s hng ca chui theo s xch Markov phc.

161

- Trong thc t s dng phng php n gin hn. l m hnh do Rednhicovxki(1969) xut, xut pht t gi thit cc i lng ngu nhin c phn b chun :
Q i = Q i (Q i j Q i j )
j=1 p

i D i ( i j) D . + ii i j D ii D ii

(3.210 )

Trong : Q i j l gi tr ca chui trong j bc v pha trc (j= 1,2,...,p) p l bc hi qui


Q i j l gi tr trung bnh ca thi khong (i-j) i , i j l phng sai ca chui thi khong i v (i-j)

D l nh thc ca ma trn tng quan. Dii v D i ,( i j) l phn ph i s tng ng vi cc phn t rij v r i ,( i j) ca nh thc D ma trn tng quan.

i l lch xc sut c xc nh theo dng hm phn b khi tip


nhn dy s ngu nhin i c phn b u trn on (0,1) lm tn sut pi. Nu qu trnh l dng (i vi dng chy nm) th Q i j = Q i = Q v i j = i = , do ta c m hnh dng n gin hn:
Q i = Q + (Q i j Q)
j=1 p

D i,(i j) D ii

D D ii

(3.211)

Nh vy cc bc tin hnh m hnh ho theo m hnh Markov phc nh sau: (1) Theo chui s liu quan trc xc nh c cc c trng
Q , Q i j , i , i j .

(2) Phn tch ma trn tng quan chn s bc hi qui p. Ch chn bc hi qui ng vi cc h s tng quan c ngha thng k.

162

(3)Theo ma trn tng quan xc nh nh thc D v cc phn ph i s


D ii , D i ,( i j) .

(4) Tip nhn s ngu nhin i phn b u trn on (0,1) l gi tr tn sut pi . Theo dng hm phn b xc nh c i. (5) Theo cc cng thc (3.210) v (3.211) tnh c Qi (6) Coi Qi l Qi-1 v li tnh li theo bc(5). Ln lt nh vy ta c chui cn m phng. - Nhiu tc gi ngh s dng m hnh t hi qui tuyn tnh, dng AR(p) nhng i vi chui khng dng v thnh phn ngu nhin s l theo m hnh Markov.
Qn ,m = a m1Qn ,m 1 + a m 2 Qn ,m 2 + ... + a mp Qn ,m p + C m 0 Qn + C m1Qn 1 + ...

+ C mn Qn m + mn nm

Vi: Qn = d1Qn 1 + d 2 Qn 2 + ... + d q Qn q + n n

(3.212)

Trong Qn , Qnm l gi tr ca nm th n v ca thi on th m trong nm th n ngha l thi on th (n-1)T+m theo cch nh s thng thng. Nh vy nu l qu trnh thng th Qn,m-i s l thng th (T+m-i) ca nm th n vi T= 12.
n ,m v n l i lng ngu nhin phn b chun vi cc thng s (0,1).

a mi (1 i k ) , C ml (0 i l) l cc h s hi qui biu th mi lin h ca gi tr

thi on th m vi cc (m-k) thi on trc, vi nm hin ti v (n-l) nm trc. dk l h s hi qui biu th lin h ca nm th n vi (n- k) nm trc.
mn , n l phng sai c iu kin ca thng th m trong nm th n v ca nm

th n . Cc ch s p,l,q ch ra bc hi qui trong xch Markov phc . Khi thay i p,l,q th thay i cc h s amp, Cml v dq.

163

Trong m hnh (3.212) khng yu cu cc i lng phi c phn b chun. Khi thnh phn trung bnh nm c coi l dng v Qn,m l qu trnh c chu k v c lin h dng vi Qn (trng hp thng trong nm) th m hnh c dng n gin hn:
Q nm = a m1 Q n ,m 1 + a m 2 Q n ,m 2 + ... + a mk Q n ,m k + m nm (3.213)

Ngha l ch xt v m hnh ho cho tng nm mt . Cc h s ami c th xc nh theo cng thc truy hi Durbin. Cn phng sai c iu kin m c th xc nh nh cng thc truy hi phng sai d:

[ ] = [
(k) 2 m

( k 1 ) 2 m

] [1 a

(k) m ,k

) .a (mk+1,1

(3 .214 )

n,m l dy i lng ngu nhin c lp chun vi thng s (0,1) . nhn


c cc gi tr m hnh ca nm u tin ta a vo (3.212) v (3.213) cc gi tr ca nm u tin. n gin trong qu trnh m hnh ho Xvanhide ngh chn k= 11 khi m hnh ho theo thng, ngha l gn trong mt nm. 3.4.3. M hnh ng lc thng k Alikhin (Statistic dynamical model) M hnh ny cn c vo gi thit rng i lng thy vn trung bnh thi khong c lin h vi cc thi khong trc.
Q t = f ( Q t 1 , Q t 2 ,..., Q t p )

(3.215)

a quan h (3.215) v dng tuyn tnh ta c:


Q t = k1Q t 1 + k 2 Q t 2 + ... + k p Q t p = k()Q(t )
=1 p

(3.216)

Trong : Qt l gi tr tnh theo m hnh. Qt-1, Qt-2, ..., Qt-p l gi tr cc hi khong trc. k() l cc h s hi qui c xc nh theo nguyn tc bnh phng nh nht, lm cc tiu tng bnh phng sai s.

164

H s k() c h xc nh theo cng thc:


k() = D 0 D 00

(3.217)

Trong D00 l nh thc ca ma trn tng quan cp p.

1 r1 r2 .... rp D 00 = r1 1 r1 rp 1 rp 2 ........... rp 2 .... 1

(3.218)

D0 l nh thc con nhn c t D00 bng cch thay ct ca n bng ct s hng t do ca (3.218). Trong m hnh ny bc hi qui p c xc nh tu thuc vo h s tng quan bi l thuyt R( p) v tiu chun ngu nhin (p).
R(p) = 1 DP D P 1

(3.219)

( p ) =

2 Sp

2 p

(3.220)

Trong : Dp v Dp-1 l nh thc con bc p v (p-1) ca nh thc ma trn tng quan.


2 sp l phng sai ca chui m hnh.

2 l phng sai ca chui thc t. p


p c chn khi c R( p) ln nht v (p) nh nht.

165

nng cao thm chnh xc ca m hnh (3.216) c th s dng phng php trc giao ho cc i lng ngu nhin Qt , Qt-1 ,..., Qt-p. ng thi c th thm vo m hnh (3.216) mt thnh phn ngu nhin t sao cho cc c trng thng k khng i nh lm vi m hnh ARIMA. 3.4.4. M hnh THORMAT-FIERING. a. M hnh Thormat- Fiering bc 1 M hnh Thormat-Fiering l trng hp ring ca m hnh ARIMA vi php lc n gin:
Zt = Qt Q

-M hnh thng dng cho chui s liu thng, dng chung ca m hnh l:
Z i +1 = Z j+1 + a j ( Z i Z j ) + i j+1 (1 r j2 ) (3 .221 )

Trong : Zi , Zi+1 l gi tr thng th i v (i+1) trong chui m phng (i= 1,2,..,N).


Z j+1 , Z j l gi t trung bnh thng th j v (j+1) trong nm.

(j= 1,2,...,12)

i l s ngu nhin phn b chun c cc thng s (0,1) hoc


l lch xc sut chun ng vi s ngu nhin i
j+1 l phung sai ca thng th (j+1) rj l h s tng quan gia thng th j v thng j+1 a j l h s hi qui ca thng th j:

aj =

rj j+1 j

(3.222)

166

Nh vy mi thng c mt m hnh Thormat-Fiering. M hnh Thormat-Fiering bc 1 gn ging m hnh AR(1) v thc cht l m hnh Markov n. Nh vy 12 thng c 12 m hnh AR(1). b. M hnh Thormat- Fiering bc 2 *M hnh Thormat-Fiering bc 2 c dng gn ging AR(2) hay c dng gn ging m hnh Markov phc vi s bc hi qui l 2.
Q i +1 = Q j+1 + a 1 j (Q i Q j ) + a 2 j (Q i 1 Q j1 ) + i i 1 rj2

(3.223)

Trong : a 1 j , a 2 j l h s hi quy xt n mi lin h ca hai s hng v pha trc. Cc h s ny cng c th xc nh theo cng thc truy hi Durbin hay chng trnh ti u ho. Vic m hnh ho theo m hnh Thormat - Fiering khng khc bit g lm vi vic m phng theo ARIMA hoc m hnh Markov. Lu rng vic tnh ton thng bt u t thng u nm (thng 1). Gi tr Qi+1 tnh theo (3.222) v (3.223) c coi l Qi cho vic m hnh ho tip theo. D nhin m hnh tip theo vn c dng (3.222) v (3.223) nhng vi cc h s hi quy khc i. M hnh Thormat - Fiering cng c dng m hnh cc chui thu vn c quan h tng h nh trnh by trong m hnh khng- thi gian 3.2. Ngy nay, m hnh ngu nhin ang c ci tin. Thnh phn ngu nhin ang c xem xt trong mi lin h vi tc ng ca cc nhn t a vt l. V mt lp m hnh ngu nhin tt nh hnh thnh gp phn to nn mt kt qu m phng tt hn v d bo chnh xc hn.

167

Chng 4
NG DNG CA M HNH TON THU VN Cc m hnh ton thy vn ngy cng t ra c nhiu ng dng hiu qu trong cc lnh vc sn xut v i sng cng vi s pht trin nhanh chng ca cng ngh my tnh v phng php tnh, cc m hnh ngy cng c hon thin hn v nng cao chnh xc, gii quyt c hiu qu cc bi ton tnh ton, d bo, quy hoch v qun l ti nguyn nc c th phnlm hai lnh vc ng dng chnh. l ng dng trong d bo tnh ton thy vn v trong tnh ton thy li.
4.1. NG DNG TRONG TNH TON THU VN

Trong lnh vc ny cc m hnh tnh ton c ng dng nhiu v thc s c hiu qu. Mt s bi ton chnh nh sau: 4.1.1. S l v qun l s liu thy vn Cc m hnh tt nh xem xt n tt c cc nhn t hnh thnh dng chy v vy n pht hin c ngun gc gy ra sai s o c. T n gip cho vic phn tch nh gi cht lng s liu, nh gi tnh hp l ca mng li cc trm quan trc thy vn. Mng li cc trm kh tng thy vn c nhim v thu thp s liu, cung cp thng tin v bin i theo khng gian, thi gian ca cc nhn t a vt l, cnh quan n dng chy. V l thuyt, cng tng s trm th s thng tin thu thp c cng nhiu. Tuy nhin cng ch nn tng n mt mc no , v tng qu nhiu cng khng mang li chnh xc cao hn m chi ph cho hot ng li tn km, kh khn. Mng li trm cn phi c s lng v s phn b hp l. Bng m hnh ton c th xc nh c t l hp l ca li trm cho tng mc ch khc nhau. Chng hn li trm d bo khc vi li trm thu thp, u tra c bn, Johanxon dng m hnh Standford IV nghin cu yu cu li trm o ma M v cho thy kt qu nh bng (4,1). Nghin cu cng cho thy s trm cn thit t chnh xc nht nh l c lp i vi din tch lu vc. - M hnh ton cng gip cho vic khi phc v ko di ti liu c kt qu. M hnh tt nh thc hin vic m phng chi tit, nhn thc cc qu trnh hnh thnh dng chy v cc qu trnh thy vn khc. ng thi trong qu trnh gii quyt s dng my tnh v cc phng php tnh hin i nn chnh xc c nng cao. Do kt qu khi phc v ko di ti liu theo m hnh c th coi l ng tin cy v

168

c s dng nh u vo ca cc bi ton tnh ton thy li. M hnh ngu nhin cho php xem xt s bin i ca dng chy trong mt thi k di, cho php kim tra tnh hp l ca cc ti liu thu thp c. Trn c s m hnh ho lng ma ta cng c th b sung cho chui s liu thy vn. Bng 4.1: Sai s m phng khi dng li trm o ma khc nhau c trng S trm ma Dng chy nm Dng chy mt nh l Qmax Sai s mu 1 4% 10% 4 Nh Sai s hiu chnh thng s 1 19% 38% 40% 4 7,5% 10 Nh 2500 32-500 100-500 F lu vc

4.1.2. D bo v tnh ton thy vn Mt lnh vc ng dng c hiu qu r rt ca m hnh ton l tnh ton v d bo cc c trng thy vn theo yu cu phng chng l lt, tnh ton cc dc trng thy vn thit k cho cc cng trnh v qun l vn hnh h thng lu vc Cc m hnh ton cho php phn tch nh hng ca nhiu nhn t, din bin ca nhiu qu trnh tng h m trc y bng cc php tnh tng quan gin n, cc cng thc kinh nghim khng gii quyt c. D bo theo m hnh c th cho kt qu ca nhiu c trng trn nhiu a im cng mt lc vi cht lng c nng cao r rt, gp phn tch cc vo vic phng chng l lt trn phm vi rng. Cc m hnh tt nh nh m hnh SSARR, TANK, NAM, HEC-1 ang dn th hin u th v thay th cc phng php truyn thng trong cng tc tnh ton, d bo thy vn. Cc m hnh ngu nhin gp phn d bo hn di v hn va phc v cho cng tc vn hnh h cha. ng thi n cng gip cho vic qun l, qui hoch ngun nc trn mt lu vc t thng ngun n ca sng c thun li. Cc m hnh 1 chiu, 2 chiu, 3 chiu m t tc ng nhiu chiu a dng cc yu t thy vn, cho php gii quyt nhiu bi ton phc tp v din bin cht lng nc, mn ca vng ca sng.

169

M hnh ton cng gip cho vic xc nh cc c trng thy vn, trong c cc c trng thng k, c chnh xc hn. Cc thng s thng k xc sut xc nh trn c s ti liu quan trc thng khng m bo chnh xc cn thit. M hnh ton cho php nh gi mc tin cy ca cc thng s ny t a ra cc h s hiu chnh cho tng khu vc, lm tng chnh xc xc nh cc c trng thy vn cho thit k cng trnh. M hnh ton cho php to ra mt chui c di tu , phn nh nhiu mi lin h m trong chui s liu quan trc ngn khng th hin c. Theo chui m hnh ho c th nh gi c lch c th ca nhng gi tr, xc nh theo mu v tng th. Chui m hnh ho vi di ln c th coi l mt tng th. Chia chui ny thnh cc mu ngn hn, xc nh cc c trng thng k tng ng. So snh cc gi tr theo mu v tng th, c th a ra nhng nhn xt v kt lun v mi quan h ny. T a ra cc h s hiu chnh thch hp cho cc thng s xc nh trn c s chui quan trc ngn c gi tr chun ca tng th, Blokhinov(1976) ng dng chui m hnh ho nghin cu hiu qu ca cc phng php xc nh thng s thng k v cho rng phng php thch hp ti a cho kt qu tt nht. Gi tr trung bnh s hc l c lng vng, khng chch v c hiu qu ca k vng ton hc, ngha l X = M{x} . Kt qu m hnh ho cho thy trung bnh s hc thc t l khng lch. Tuy nhin phng sai ca trung bnh s hc xc nh theo mu tng ln khi tng h s tng quan gia cc s hng k nhau. Phn b xc sut ca gi tr trung bnh mu c dng lch dng. Kritxki v Menken a ra biu thc nh gi lch ca gi tr trung bnh s hc theo mu nh sau:
2r 1 rn n 1 n ( n 1)( n r ) 1 r 1+ 2r 1 rn n n (1 r ) 1 r

Q =

x n

( 4.1)

- Khi r nh c biu thc:


X = x n 1+ r 1 r

(4,2)

170

- Cn khi r =0 thu c:
X = x
n

(4,3)

Trong : r l h s tng quan gia cc s hng k nhau,


x l lch qun phng tnh theo mu,

X l lch qun phng ca gi tr trung bnh hiu chnh,

n l dung lng mu. T kt qu m hnh ho cho thy s khc nhau ca lch tnh theo cng thc (4.1) v theo chui m hnh ho l khng thc s ln. Tuy nhin khi tng r th s khc nhau ny tng ln, Vi r =0,7; Cv =1,0 v n= 10 th s khc nhau t ti 10-20%. Khi r khng ln (r <0,5) v n>10 th cng thc (4,1) cho kt qu tin cy, khng cn hiu chnh. lch qun phng (phng sai) v h s bin i xc nh theo mu c phn b lch m. Khi tn ti mi tng quan trong chui th lch ny tng ln. Quan h gia h s bin i xc nh theo mu Cvm v theo tng th Cv c dng:
C vm Cv 1 rn 2r 2 n = C v 1 + 3C v 1 1 r n ( n 1)( n r ) 4n

( 4 .4 )

Trn c s chui m hnh ho cng cho thy gi tr Cvm theo mu ca phn b Kritxki-Menken c lch m nh hn gi tr nhn c theo ng cong Pearson III. S khc nhau ny tng ln thc s khi dung lng mu n nh v khi h s tng quan r nh. Tng t theo chui m hnh ho cng xc nh c quan h ca h s lch Csm theo mu v Cs theo tng th nh sau:
C =

(n

+ 4 + 4C v )1 + 2 r 2 C n

sm

( 4 .5 )

Bng chui m hnh ho c th xc nh c mi tng quan gia cc c

171

trng thng k ca cc a lng thy vn. *i vi phn b Gamma c cc quan h:


R (M x , M
y

)= R

R ( x , y ) =

R xy (R xy + 2 C vx C vy

xy

(1 + 2 C )(1 + 2 C
2 vx

2 vy

) )

R (C vx , C vy ) = R 2 xy R (C sx , C sy ) = R 3 xy R (R x , R y ) = R 2 xy

(4.6)

*Cn i vi phn b chun nhn c:


R (M x , M y ) = R xy R ( x , y ) = R 2 xy R (C vx , C vy ) = R xy (R xy + 2 C vx C vy )
2 vx 2 vy

(4.7)

(1 + 2C )(1 + 2C )

Trong : R xy = R(1) l h s tng quan gia hai s hng k nhau


M x , M y , C vx , C vy , C sx , C sy l cc c trng thng k ca cc i lng thy vn x

v y. ch hai h thc ca phng sai ( x , y ) v h s bin i (C vx , C vy ) i ch cho nhau, Cn cc h thc khc l hon ton tng t. *i vi h s tng quan ta bit rng chnh xc ca n khi bc trt tng l khng cao, c sai s ln. Bng chui m hnh ho ta cng xc nh c quan h nh sau:
1+ R = Rm 0,7 + 3R m 1+ Cv n

Nh vy cc h thc lin h ca phn b gamma v phn b chun khc nhau

(4.8)

172

Trong : Rm l gi tr xc nh theo mu. Kt qu nghin cu cng cho thy bin dao ng ca R() s gim dn khi tng dung lng mu n. T nhng kt qu nghin cu theo m hnh trn ngi ta a vo h s hiu chnh cho tng c trng xc nh cho chui quan trc ngn, v a ra cc ch dn khi s dng. *Dao ng ca dng chy trong nm th hin r tnh chu k r rt, gn lin vi chu k quay ca qu t quay quanh mt tri. V tnh chu k ca dao ng nhiu nm ca dng chy th cn c nhiu kin khc nhau. Tuy nhin trong thc t vn xut hin cc nhm nm nhiu v t nc vi nhng xc sut nht nh. c im ny nh hng r rt n vic tnh ton v iu hnh h cha. Chui thy vn quan trc c di ngn khng lm sng t quy lut ny. Chui m hnh ho vi di ln c th nh gi xc sut xut hin ca nhng nhm nm vi lng nc khc nhau. Trn c s nghin cu chui m hnh ho Ratkvich . IA.(1984) cho thy vng m t xc sut xut hin mt nm t nc l 3%, 2 nm lin tc t nc ch l 0,3%. Trong khi vng kh hn cc ch s ny l 14% v 12%. C ngha l kh nng xut hin nhm nm t nc vng kh hn cao hn vng m t. Nhm nm vi di 1-2 nm c lp li ln hn nhm nm c di ln hn. sng c m un dng chy ln (>10-20 l/s km2) c nhiu kh nng xut hin nhng nhm nm nhiu nc vi di ln. cc sng c m un dng chy nh (< 1l/s km2) kh nng xut hin nhng nhm nm nhiu nc vi di 7 nm l kh nh. Vi s tng ln ca h s tng quan R(1), di nhm nm cng tng ln. i vi tn sut p 50% ta c cc quan h sau:
m = a + bR(1)

(4.9)

Trong : a, b l nhng h s. S phn b ca nhm nm nhiu nc v t nc i vi mt im phn v xc sut(quantile) l i xng gng, ngha l lp li ca nhm nm t nc i vi tn sut p cng bng lp li ca nhm nm nhiu nc i vi tn sut (1-p),

173

Tuy nhin cn phi thy rng mt m hnh d hon ho n u, d cc k thut s l c lm cho s liu ph hp tt vi ti liu quan trc, th kt qu vn cha phi l hon ton tin cy, a ngay ra s dng c. Cc kt qu phi c kim nghim, so snh vi cc phng php truyn thng, vi cc lu vc tng t. Mi m hnh c nhng gi thit ca mnh, i hi nhng iu kin ph hp vi n. Do vy khi s dng m hnh cn phi ch cc vn sau y: a.V lu vc ng dng. Lu vc ng dng vo m hnh phi p ng y ti liu u vo theo yu cu ca m hnh. M hnh c chnh l tt nhng u vo khng m bo th kt qu d nhin l khng chnh xc. i vi m hnh tt nh, u vo l s liu ca cc nhn t nh hng n c trng thu vn cn tnh ton, d bo. Cn i vi m hnh ngu nhin l cc thng s thng k v dng hm phn b xc sut. y l vn then cht, quyt nh cht lng v hiu qu m hnh. Trong qu trnh s dng m hnh cng cn phi quan tm n tnh i biu v ng b ca ti liu u vo. Dng chy ti mt ct khng ch phn nh nh hng tng hp ca cc nhn t phn b trn ton lu vc. S phn b khng gian ca cc yu t chi phi cc kt qu tnh ton. Cc im o phn b u trn lu vc s phn nh ng v y tc ng ca cc nhn t hnh thnh dng chy. Cc thng s v kt qu tnh ton theo m hnh do vy s c chnh xc cao. b.V m hnh ng dng. Mi m hnh u c nhng gi thit v phm vi, iu kin ng dng ring. Cc m hnh m phng tt cc qua stnh thy vn trn lu vc nh, nhng li khng em li kt qu khi p dng cho lu vc va v ln. M hnh phc tp, nhiu thng s phn nh c nhiu qu trnh, nhng li c th tch lu sai s, v nht l khi s liu o c khng , khng tng ng. Do vy khng phi c m hnh phc tp l cho kt qu c chnh xc cao hn. Khi ti liu khng y th m hnh n gin t thng s c khi li cho kt qu tt hn. M hnh tt nh tp trung thch hp m phng cho lu vc nh, cn m hnh vi thng s phn b li t ra c u th i vi cc lu vc va v ln. M hnh tt nh c kt qu tt vi cc bi ton c thi gian d kin ngn. Trong khi cc m hnh ngu nhin s dng d bo hn di v va li cho hiu qu cao hn. Do vy khi chn m hnh p dng cn xem xt iu kin

174

bi ton, cu trc m hnh, phm vi ng dng, ng thi phi xt n kh nng ti liu quan trc tng ng. c.V nh gi v s dng kt qu. Cc phng php ton hc hin i c th chnh l lm cho kt qu ph hp tt vi ti liu quan trc, tuy nhin cc kt qu tnh theo m hnh cha hn tin cy em vo ng dng trong thc t. Qua thc t ng dng, ti liu u vo khng phi bao gi cng tho mn y v chnh xc. N ch p ng c mt mc no no ca m hnh. Cc tiu chun nh gi m hnh cng ch phn nh mt phn chnh xc. Kt qu tnh ton c th ph hp vi nh nhng li khng ph hp vi tng lng hay thi gian xut hin. Cc phng php ti u ho v th sai c nhng u im r rt nhng cng c nhng nhc im nht nh khng d g khc phc, v cng c phn no ph thuc ch quan ngi hiu chnh thng s. Mt khc lu vc khng phi l bt bin. C rt nhiu nguyn nhn t nhin v nhn to lm thay i cnh quan lu vc. Chng hn vic ph rng, trng rng hay xy dng cc cng trnh thu li lm thay i qu trnh tp trung dng chy, thay i qu trnh tn tht, do lm thay i cc thnh phn cn bng nc. Cc iu kin lm sai lch cc kt qu tnh ton so vi thc t, i khi s sai lch ny l ng k. Do cc kt qu tnh theo m hnh cn kim tra so snh, s l hiu chnh trc khi a ra thc t. nh gi so snh kt qu c th dng cc phng php sau: +Theo phng trnh cn bng nc: So snh s liu tnh ton v thc o. + Theo s bin i khng gian: So snh vi cc lu vc ln cn hay lu vc tng t cng s dng s liu. + Theo cc ch tiu thng k: nh gi theo chui tnh ton v thc o. Cc sai lch ca kt qu tnh theo m hnh cn c l gii lm r nguyn nhn. Sau s l, hiu chnh v a ra cc ch dn cn thit khi p dng vo thc t. Nu c sai lch ng k phi xc nh li thng s trn nn ti liu mi. Nu cn thit phi thay i li cu trc, thm ch chn mt m hnh khc.

175

4.2. NG DNG TRONG TNH TON THU LI.

Trong lnh vc tnh ton thu li, qui hoch v qun l ti nguyn nc, m hnh ton cng c p dng rng ri, 4.2.1. nh gi cc c trng thng k Mt cng trnh thu li hot ng trong mt h thng c nhng tc ng tng h vi nhau. M hnh ton cho php nh gi nh hng ca cng trnh n cc mt khc trong h thng, ly lm c s cho vic thit k cc cng trnh mi trong cng h thng. Vi m hnh ton c th tin hnh nh gi, so snh v cc ch tiu thit k ti cc v tr khc nhau, cng nh ti mt v tr nhng vi cc phng n c qui m khc nhau tng ng vi cc iu kin nc n, yu cu nc dng v v mc bo m cp nc khc nhau. Thng qua cc kt qu m phng theo nhiu phng n khc nhau, m hnh ton cho php nh gi mc nh hng ca h thng cung cp v tiu thot nc n cc ch tiu thit k. T a ra kin ngh v vic pht trin hp l cc cng trnh trong h thng lu vc. Thng qua chui m hnh ho c th nh gi cc c trng thit k. Cc c trng thu li thng c quan tm nhiu l dung tch h cha V(hay h s dung tch

), yu cu dng nc v mc bo m cp nc P. Cc c trng ny xc nh t
chui quan trc c di gii hn thng dn n nhng kt qu sai lch. S sai lch ny c my nguyn nhn. l do cc thng s thng k a vo tnh ton cha c hiu chnh gy ra sai s h thng. cng c th do s dao ng ca cc c trng thu li cha c cp n gy nn. Thng qua chui m hnh ho ta c th hiu nhng chnh lch ny. Chui m hnh ho vi di ln cho ta nhiu t hp c kh nng m trong chui quan trc ngn khng c c. Cng chia chui m hnh ho thnh cc mu vi di khc nhau. Tnh ton cc c trng thu li v so snh n vi vi cc c trng tnh theo tng th (chui di m hnh ho). Kt qu cho thy khi khi lng php th (hay di chui m hnh) ln th gi tr cc c trng thy li thc t trng vi k vng ton hc. y k vng ton hc hay chun c hiu l gi tr trung bnh trong mt thi gian tng i da, khi m ch thu vn khng i. Theo kt qu nghin cu thy rng trong a s cc trng hp gi tr mu ca dung tch c lch dng. lch ny xc nh c theo biu thc:

176

= 5

n
2 3

(4.10)

Gi tr ca cp nc hay yu cu dng nc khng lch v c phn tn khng ln. lch ca n c xc nh theo biu thc:
= a + bp + c n 1 ,1 0 , 5 p 0 , 3 C V

(4.11)

Trong d: v l lch chun ca dung tch v kh nng cp nc , ` a, b, c l cc h s ph thuc vo s thay i ca dng chy, CV l h s bin i ca dng chy. Cc c trng thu li c th xc nh theo cc phng php trong tnh ton thu li. Chui m hnh ho cho php tn dng u th ca phng php th t thi gian khi yu cu nc dng thay i, bng cch thc hin tnh ton lin tc theo phng php iu tit ton lit trn c s mt chui m hnh di. Cn c vo chui m hnh ho Ivanov v Rednhicovxki(1969) cho rng kt qu tnh ton iu tit theo chui quan trc c lch ln. Kh nng cp nc c sai s t ti 40% so vi gi tr thc (Khi CV=1,0 R(1)=0,5 ; =2 v n=25). nhn c cc gi tr khng lch cn c cc cng thc hiu chnh chng. Cc h thc ny cng c xc nh thng qua chui m hnh ho. Chui m hnh ho cho php thc hin tnh ton thy li vi iu kin nc dng thay i cng nh tn tht thay i. Khi c s thay i ln ca bc hi th cn c chui m hnh ho ca bc hi vi h s tng quan ly bng h s tng quan gia cc s hng ca dng chy tnh ton. Chui m hnh ho cng lm sng t lp li ca cc khong thi gian gin on cp nc cng nh mc thiu nc trong nhng khong gin on ny. Trn c s chui m hnh ho, xy dng c cc ton , gip cho vic xc nh cc c trng thy li c nhanh chng v t chnh xc cao. V d cc ton Pleskov cho cc i lng c lp, cc ton ca Gugly, Xvanhide v Ratkovich cho cc i lng ngu nhin c tng quan. Bng chui m hnh ho Ratkovich cng

177

cho thy khi tnh n h s tng quan gia cc s hng, vi trng hp iu tit su, mc bo m cp nc ln th dung tch h cha cn tng cao hn. Chng hn i vi sng c M =4-10l/s km2 v R(1) =0,3 th dung tch tng ln 1,5 ln. Cn vi sng M <1l/s km2 v R(1)= 0,5 th dung tch tng ln 2 ln. 4.2.2. Quy hoch v iu hnh h thng ngun nc Trong lnh vc ny m hnh ton c ng dng gii quyt c hiu qu cc bi ton ca thc t. C my ni dung chnh nh sau: a.V quy hoch h thng ngun nc. Cc m hnh cho php m phng h thng lu vc vi cc phng n khc nhau, v t rt ra cc kt lun v s cc cng trnh cn xy dng, v tr cng trnh cng nh quy m kch thc ca n trong h thng. Hiu qu ca m hnh c cn nhc trn tc ng tng hp ca cc nhn t trn lu vc. M hnh ton cho php xt n tc ng tng hp ny, ng thi n cung cp u vo cho cc bi ton quy hoch ng tin cy. b.V iu hnh h thng. Cc cng trnh hot ng trn lu vc c lin h vi nhau, v vy iu hnh h thng ngun nc l mt bi ton tng hp phc tp. M hnh ton cho php xem xt n cc gii php c th bng cch phn tch chi tit cc kh nng nc n, yu cu nc dng, li ch kinh t x hi v kh nng m bo ca cng trnh. M hnh ton cng m bo d bo ngun nc n, mt u vo c bit quan trng c th iu chnh biu iu phi, nng cao hiu qu hot ng ca cng trnh. M hnh ton tt nh cng nh ngu nhin lm tng chnh xc cc d bo phc v vn hnh cc cng trnh thy li. Nu thc hin vic ni mng, thu thp v truy cp thng tin nhanh chng th hiu qu iu hnh h thng cng c nng cao. c.V qun l lu vc. M hnh ton cho php tnh ton cc ngun nc ca cc lu vc trong cc iu kin khai thc khc nhau, cng nh khi tc ng ca con ngi ln cc cnh quan ca lu vc. V mt ny m hnh ton c th thay th cho m hnh vt l, thay th cho cc bi dng chy thc nghim tn km, lm sng t vai tr ca cc nhn t a vt l n dng chy cng nh nh hng ca dng chy n cc c trng ca lu vc. T

178

cc iu kin khai thc lu vc, m hnh ton gip cho vic d bo tnh ton cc qu trnh xi trn lu vc, kh nng bi lp h cha. T xy dng cc phng n phng chng c hiu qu, bo v lu vc v tng tui th cng trnh. Trn c s phn tch bng m hnh ton, xut cc bin php xy dng cng trnh m bo khai thc lu vc hp l v bn vng. Mt lu vc khng ch nm trong mt nc m thng bao gm nhiu quc gia. Vic khai thc s dng ca mt nc ph thuc rt nhiu vo ch quan ca con ngi v cc hot ng ca cc quc gia trn cng lu vc. M hnh ton gip ta tm c li gii tng hp cho vic li dng ngun nc chung, cng nh nh hng ca tng hot ng ca tng quc gia n lu vc. T c mt s hp tc lin quc gia lu di, c gii php phi hp chung khai thc lu vc c li nht, khng lm nh hng ln nhau. Cc m hnh ton cn l mt cng c rt thun tin nghin cu thy vn, nht l nh gi cc nhn t nh hng n dng chy khng thua km g cc m hnh vt l. Cc li gii t m hnh c th nh hng cho nhng cng trnh nghin cu c gi tr trong thc t. M hnh ton nhn thc qu trnh hnh thnh dng chy. V vy ni dung m hnh ton c th l bi ging c tnh khoa hc, tng hp v hin i ca thy vn hc.Tu theo yu cu, mc c th a vo cc chng trnh o to, cc bi ging chuyn bc i hc v sau i hc.
4.3. BI TP NG DNG.

4.3.1. Bi tp s 1: NG DNG M HNH SSARR. 1. Cho s liu din ton bao gm: - S liu ma: Cc trm K T Plycu, Kontum v Ban m thut d bo dng chy cho khu gia t Pakse- Kratie. - S liu dng chy cc trm Pakse, Kratie , Tn Chu, Chu c din ton theo 2 nhnh sng Tin v sng Hu. - S liu mc nc ln nht ngy ti cc trm Pakse, Kratie, Tn Chu, Chu c.

179

Tt c ti liu c cho trong bng (4.3) Yu cu d bo l vng ng bng sng Cu Long ti hai trm thy vn Tn Chu v Chu c bng m hnh SSARR. Bng 4.3. S liu ma - dng chy khu vc trung, h lu sng MKng TT Pakse 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 167470 182850 210370 287450 289020 286850 294250 301690 302130 288390 277030 290320 293810 294030 300370 304760 316340 314990 Dng chy Q(m3/s) Kratie 255230 223540 260240 340060 409360 387700 378380 379130 401290 392290 377390 358210 364050 365510 373410 390290 439490 466320 T.chu 191 195 199 227 269 268 268 277 290 294 294 291 290 288 293 301 315 326 C.c 150 156 161 183 203 207 207 220 230 235 238 236 233 231 236 242 250 262 Ma khu gia X(mm) K.tum 102 20 893 221 0 120 110 1080 50 0 153 20 510 460 550 630 730 890 Pleiku 0 220 590 85 20 82 21 34 101 3 230 260 410 390 600 140 180 770 B.m.t. 130 0 50 230 20 0 100 20 180 80 3 60 10 0 420 360 230 140

180

19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34

317010 341080 378650 397810 401400 389380 374260 357450 344180 317730 284780 254430 234540 206010 202560 201360

463220 485750 518380 545920 568440 562910 549410 537020 527650 508990 460740 420530 370180 378620 330420 312300

335 343 353 366 380 397 410 418 424 427 430 429 429 429 429 429

271 278 288 297 309 327 340 353 367 377 381 384 387 390 391 390

481 190 30 70 203 230 140 120 4 0 4 10 0 0 8 680

262 390 320 176 70 662 40 700 1 3 310 930 190 0 120 70

50 100 13 630 5 20 380 206 650 310 40 180 198 20 0 0

2. Cc bc thc hin (1).Cng ngh d bo:

Chng trnh SSARR c t chc kh linh hot bao gm 4 chng trnh


chnh kim sot ton b hot ng ca cc chng trnh con, to ra mt b chng trnh thng nht t chc theo khi (hnh 4.1)

To file s liu phc v cho tnh ton d bo.


-File s liu bao gm 2 phn: Phn bng quan h tham s v phn s liu thy vn (bng 4, 3).

181

+Cc tham s c tham kho t cc lu vc tng t c b tham s s b ban u a vo tnh ton. Sau chng c iu chnh trong qu trnh chy m hnh. +S liu c a vo tip theo sau phn tham s. - File s liu c t chc di dng ba. - Cc s liu cng c th nhp trc tip vo my, nhng ch c lu gi tm thi. Chng trnh nhp s liu (Input data) Chng trnh tng hp dng chy t ma trn lu vc (Watershed Model) Chng trnh din ton on sng v h cha (River and Reservoir model) Chng trnh kt sut kt qu (Output Reports) File v th (Drawer file) Hnh 4.1 S cng ngh m hnh SSARR, File trnh t chy (Bulk file) Trao i gia ngi v my (Interractive Drive) File tnh ton (Work file)

Xy dng s hnh thi lu vc din ton:


- S hnh thi lu vc din ton gm 2 dng song song (hnh 4,2) - Theo s bn phi:
PA

670

651 650

182

+Bn phi l s dng chy thc o din ton dng sng. +Bn tri l s dng chy tng hp t ma ri din ton trn cc on sng tng ng. - Theo s bn tri: +Dng chy c tng hp t ma cho khu gia Pakse-Kratie (KG PA-KR) +Lu lng Pakse (PA) c din ton qua on sng (650) ri cng vi kt qu dng chy khu gia PA-KR, c dng chy t Kratie (KR). +Din ton t Kratie v h lu (HL), Thng qua quan h 3 bin lu lng din ton (HL1), (HL) v mc nc ti trm vo thi im d bo tnh ra mc nc Tn Chu (TC) v Chu c (CD) d bo. +Lu lng thc o Pakse (TDPA) din ton qua on sng (651) v im truyn (670). Sau ly lu lng thc o Kratie (TDKR) tr i im truyn (670)

183

c dng gia nhp thc o ca khu gia Pakse-Kratie. Kt qu c dng so snh vi kt qu KGPA-KR t ma, nhm iu chnh cc tham s cho KGPA-KR. +Din ton lu lng thc o Kratie (TDKR) v h lu (HL1), sau thng qua quan h ba lu lng din ton v mc nc ti trm vo thi im d bo suy ra mc nc Tn chu (TC1) v Chu c (CD1).

850

851

HL

HL1

TC

C1

TC1

Hnh 4.2: S hnh thi lu vc sng Mkng. Kt qu c em ra so snh vi kt qu s tnh iu chnh ton b tham s cho on sng.

Xc nh tham s:
- Cc tham s c xc nh theo phng php th sai cho tng lu vc b phn, sao cho kt qu tnh ton ph hp vi ti liu thc o nht. - Vic iu chnh cc tham s c tin hnh c lu n mc nh hng ca tng tham s n kt qu tnh ton. +Tham s trng s trm ma WI nh hng n mc ng gp ca trm th i cho lu vc.

184

+Lin h SMI-ROP: l lin h thng s quan trng nht, nh hng n lng chy tp trung v ng qu trnh tnh ton. Khi ROP tng th lu lng nh v th tch l tng ln. +Lin h RGS-RS: nh hng trc tip n nh v thi gian tp trung nc. +Ch s bc thot hi ETI: lm thay i lng dng chy nhng khng ln. +Lin h BII-BFP: lm thay i dng chy ngm, ng l xung, nhng khng nh hng n th tch. +S ln tr nc N v thi gian tr nc TS: nh hng rt ln n dng ng qu trnh tnh. Khi N v TS ca dng chy mt cng ln th ng cng lch v bn phi v nh l gim. +Thi gian tr nc ngm TSBII: lm phn dng chy ngm thay i, ch nh hng n phn rt nc. Trong cc tham s m hnh lu vc, ba thng s WI, SMI-ROP v TS l nhy cm nht. +S ln tr nc on sng N:nh hng n nh cng nh thi gian tp trung nc, N ln th nh cng gim. +H s tr nc on sng KTS cng ln th ng qu trnh cng lch v bn phi. Khi iu chnh m hnh u tin iu chnh quan h SMI-ROP, Sau iu chnh trng s WI lng l ph hp. Cui cng iu chnh N v TS c qu trnh tng ng. - Kt qu c b tham s sau: + M hnh lu vc khu gia Pakse-Kratie. + Bc thot hI EIT. + Quan h BII-BFP.

185

+ Thng s din ton dng chy:

Mt: N = 3, TS = 24h St mt: N = 3, TS = 52h Ngm: N = 2, TS = 500h


+ Thi gian tr nc ngm TSBII = 50h + H s t trng trm ma WI = 1,5 (trung bnh ca c 3 trm) + Gi tr BII ban u: 0,80 cm/ngy + Gi tr SMI ban u: 35 cm + oan sng din ton Paks- Kratie

S ln tr nc N=4 H s ng cong (TS=KTS/an ): 0,33 KTS= 600


+ on Kratie- Tn chn

N=5 n=-0,20
KTS=5

Vi thng s ny nh xut hin Chn c sm hn hay mun hn Tn Chn 2-3 ngy * Kim nh m hnh: - Kim mh trn s liu ph thuc: + Kt qu m phng dng chy cho 5 nm s liu ph thuc 1964,1973, 1984, 1986, 1991 tng i kh quan. Sai s trung bnh cp mc nc trn 3,5m ti Tn

186

Chu l 13cm, ti Chu c l 14,9cm. nh l ln nht nm ti Tn Chu sai 9,5cm, thi gian sut hin nh sai 0-2 ngy, (hnh 4.3) + Nu ly sai s cho php 15cm th kt qu m phng Tn Chu ch t 67%, Chu c t 74%. iu ny c th l do mi ch xt 3 trm ma trn thng lu sng Srepok. Kt qu theo ch tiu cht lng
S a ra trong bng 4.4

+ Bng b thng s xc nh c trn, tin hnh d bo kim tra cho cc nm 1994, 1995, 1997. + Kt qu cho thy v nh tnh cc ng qu trnh tnh v thc o c s tng ng. Song ti mt s trn l ca nm 1995 ng tnh ton thin ln, nm 1994 cc nh ca 2 ng c s lch pha. l do cha xt c lng ra nhp khu gia Kratie-Tn Chu. + V nh lng sai s trung bnh mc nc trn 3,5 m ti Tn Chu l 12,4cm, ti Chu c l 13cm. nh l ln nht ti Tn Chu sai 10cm, thi gian xut hin nh sai 0-2 ngy. Ti Chu c sai 15cm, nh sai 0-3 ngy,(Hnh 4.4). - Kim tra trn s liu c lp, +Kim tra theo ch tiu
S a ra trong bng 4.5.

- Nhn xt: Trong d bo tc nghip cn phn tch cc iu kin KTTV trn lu vc, cp nhp trng thi lu vc, tham s v sai s hiu chnh kp thi nng cao cht lng d bo.

187

Bng 4.4: Kt qu nh gi m hnh theo s liu ph thuc Nm T s S/ Trm Tn Chu 1964 1978 1984 1986 1991 0,34 0,337 0,234 0,23 0,159 0,32 0,14 0,22 0,184 Trm Chu c Tt Tt Tt Tt Tt Nhn xt

Hnh 4.3: So snh qu trnh d bo v thc t

188

Hnh 4.4: Kt qu d bo Bng 4.5: Kt qu d bo kim tra trn s liu c lp Nm T s S/ Trm Tn Chu 1994 1995 1997 0,24 0,54 0,43 Trm Chu c 0,24 0,554 0,456 Tt t Tt Nhn xt

4.3.2. Bi tp s 2: NG DNG M HNH ARIMA. 1. Cho s liu dng chy thng ca cc trm Kontum, Trung Ngha v Yaly sng S San (bng 4). Yu cu d bo dng chy thng n h cha Yaly. 2; Cc bc gii: - Ch thc hin theo ARIMA cho trm Kontum, sau bng quan h hi quy gia Kontum v Yaly s tnh c dng chy Yaly. Vi trm Trung ngha c th tin hnh tng t.

189

Bng 4.5: S liu dng chy thng cc trm Kontum, Trung ngha,Yaly Nm-thng Kontum Tr.ngha 1994-1 2 3 4 5 6 7 8 9 10 11 12 1995-1 2 3 4 5 6 61,1 45,6 37,4 40,3 48,9 59,2 161 170 345 142 89,4 72,2 53,1 46,1 35,6 30,1 31,8 36,3 48,6 37 30,2 37,7 47,1 81 348 383 602 231 127 87,9 59,9 44,2 34,4 29,8 39,7 53,8 Yaly 135 112 84,5 97,8 127 196 630 722 963 494 258 287 140 116 102 81,3 101 123 Nm-thng Kontum Tr.ngha 7 8 9 10 11 12 1996-1 2 3 4 5 6 7 8 9 10 11 12 57,0 102 124 172 227 148 64,4 52,3 37,2 40 58,9 64 101 144 290 215 414 235 104 166 208 190 202 108 58,3 44,5 36 42 60,3 75,4 195 334 432 277 416 210 Yaly 277 394 455 424 498 327 186 142 118 105 152 229 352 533 714 617 917 484

Cng ngh: gm 4 bc: * nh dng m hnh: -Trc ht nh dng m hnh cn a chui v dng dng bng cc php bin i.

190

+Logarit ho Ln(x), Sau khi logarit ha, v li ng qu trnh thy chng vn cn c tnh chu k(hnh 4.6). +Sai phn vi bc tr mt thng (D(1)) v vi bc tr 12 thng D(12). V li ng qu trnh sau cc bin i trn (hnh3.3,chng 3) thy chng c dng rng ca khng c quy lut. Chui nh vy chng t l chui dng. + Phn tch hm t tng quan (TTQ) v t tng quan ring (TTQR) ca chui bin i thy chng c dng gn tt dn. Nh vy c th chn m hnh hn hp ARIMA (p,d,q) (pS, dS, qS) m phng chui. + Phn tch hm TTQ v TTQR (hnh 3.4,chng 3) cng thy chng c bc nhy sau bc tr mt thng v 12 thng. Nh vy chng l hm ARIMA (1,1,1) (1,1,1) tc l c cc bc ca thng s nh sau: +Bc t hi quy thng: p =1 +Bc sai phn thng: d =1 +Bc trung bnh trt thng: q =1

Hnh 4.6: Qu trnh lu lng thng trm Kontum sau khi log ho +Bc t hi quy ma: pS=1 + Bc sai phn ma: dS=1

191

+ Bc trung bnh trt ma: qS=1 * Xc nh cc thng s: Bng phng php ti u ha Quasi-Newtn xc nh c cc thng s c bn cho trm Kontum nh sau(bng 4.6): Bng 4.6: Cc thng s ca m hnh ARIMA cho trm Kontum sng Se san M hnh ARIMA(1,1,1)(1,1,1) Trm Kontum Sng S san Cc bc bin i: Ln(x),D(1),D(12) S quan trc Tng bnh phng sai s ban u 407 168,05 Tng bnh phng sai s cui cng 66,487 0,16359 Sai s qun phng

Cc thng s(p,pS: T hi quy; q,qS: Trung bnh trt) Thng s Gi tr thng s Sai s p(1) 0,13416 0,08933 * Kim nh m hnh: Vic kim nh m hnh c thc hin theo cc ch tiu sau: - Phn tch sai s: +Phn tch hm TTQ v TTQR ca sai s(hnh 4.6) thy cc bc quan h u c h s TTQ v TTQR nh, nh hn lch chun ca chng, chng t chui thc s l dng. +Phn tch phn b sai s (hnh 3.6,chng 3) thy chng c dng gn chun. - Kim nh ngha cc thng s: thy rng ch tiu thng k t u ln hn nhiu t tra t bng Student vi nc ngha v s bc t do n- 4 = 403; t = 2 q(1) 0,68941 0,06819 pS(1) 0,1497 0,05823 qS(1) 0,8056 0,03329

192

tP(1)= 16,3529 tq(1)= 35,2131

; tPS(1)= 21,2547 ; tqS(1)= 32,1632

-Kim nh tng quan gia cc thng s cho thy (bng 4.7)

Hnh 4.6: Hm TTQ ca sai s trm Kontum Bng 4.7: Tng quan gia cc thng s Thng s p(1) q(1) pS(1) qS(1) p(1) 1 0,6852 0,0297 0,1394 q(1) 0,6852 1 0,0183 0,0278 pS(1) 0,0287 0,0183 1 0,6352 qS(1) 0,1394 0,0278 0,6352 1

Nh vy chng t c biu hin d tha thng s. Phn tch thm thy gi tr ca cc thng s P(1) v PS(1) c tin cy km hn q(1) v qS(1) v gi tr thng s nh hn v sai s chun ln hn. Do c th loi b hai thng s P(1) v PS(1), tc l c m hnh ARIMA (0,1,1)(0,1,1). -Phn tch tng bnh phng sai s d so snh chn li m hnh ARIMA (0,1,1)(0,1,1) v cho kt qu nh bng 4.8

193

Bng 4.8: Kt qu tnh ton thng s ca trm Kontum sng Senan. M hnh ARIMA(0,1,1)(0,1,1) Trm Kontum Sng S san Cc bc bin i: Ln(x),D(1),D(12) S quan trc 179 Gi tri thng s Sai s Tng bnh phng sai s ban u 48,309 q(1) 0,62558 0,07346 Tng bnh phng sai s cui cng 20,527 Q(1) 0,75977 0,04077 0,11663 Sai s qun phng

So snh hai m hnh ARIMA (1,1,1)(1,1,1) v ARIMA (0,1,1)(0,1,1) thy chng khng c s khc bit ln v tng bnh phng sai s. Theo nguyn tc chn m hnh s chn ARIMA (0,1,1)(0,1,1) lm m hnh d bo, tc l c m hnh Zt= 0,59526et-1+ 0,85216et-12. * D bo: d bo phi chuyn v dng nguyn thy. - Trc ht a v dng y= lnQ + Ta c: Zt = (yt- yt-1)- (yt-12-yt-12-1) Trong :
e t 1 = y t 1 y 't 1 l sai s d bo tr c1 th ng e t 12 = y t 12 y t 121 l sai s d bo tr c12 th ng

Vy c: y t = y t 1 y t 12 y t 13 0,59526 e t 1 + 0,85216 e t 12 - Chuyn v dng nguyn thy:


Q t = e yt

- Theo cc biu thc trn d bo kim tra cho cc nm ph thuc, tc l cc nm a vo xc nh thng s m hnh.

194

Bng 4.9: Kt qu d bo Q thng Yaly theo ARIMA TT Nm-thng 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 1994-1 2 3 4 5 6 7 8 9 10 11 12 1995-1 2 3 4 5 6 Qto 135 112 84,5 97,8 127 196 630 722 963 494 258 287 140 116 102 81,3 101 123 Qd bo 136,6 101,0 86,6 80,2 118,6 167,0 237,2 464,7 447,0 456,8 283,1 201,4 135,3 100,1 85,8 79,5 117,5 165,6 TT Nm-thng 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 7 8 9 10 11 12 1996-1 2 3 4 5 6 7 8 9 10 11 12 Qto 277 394 455 424 498 327 186 142 118 105 152 229 352 533 714 617 917 484 Qd bo 235,2 460,6 442,5 452,7 280,5 199,2 134,1 99,2 85,1 78,7 116,4 164,1 233,2 456,7 438,7 448,6 277,9 197,4

Kt qu a ra trong bng 4.9 * nh gi cht lng d bo: + T s


s = 0,50

+ Mc bo m: P = 83,3% + Nhn xt: Phng n thuc loi tt. * T trm Kontum c th suy ra dng chy d bo cho tuyn p Yaly theo mt phng trnh hi quy tuyn tnh: QYaly= 2,447 QKontum + 52,698 vi h s tng quan R= 0,9385.

195

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