Norwegian Computing Center, Blindern, P.O. Box 114, N-0314, Oslo 3, Norway.
Environ Monit Assess. 1989 Nov;13(2-3):227-43. doi: 10.1007/BF00394231.
The upper parts of the river Gaula in Central Norway are heavily contaminated by toxic metals-particularily copper (Cu).A monitoring program for the river was established in early 1986, and the concentration of Cu, among other variables, has been measured.There is a fairly strong temporal component in the Cu measurements, which calls for some sort of time series model. The irregular pattern of the observation times, however, makes the usual models infeasible, as they assume equi-spaced observations.In the paper we present a simple DLM (Dynamic Linear Model) which gives a satisfactory description of the Cu concentration series. The model is fitted to the data using a Kalman filter technique which handles the irregularly spaced observations without problems.We have utilized the model to interpolate non-observed values, estimate the net loading and to simulate alternative patterns for the Cu series, observed values and the runoff, to obtain estimates of the extreme values and the probability that the concentration has exceeded a certain limit.
挪威中部的高勒河上游受到有毒金属（特别是铜）的严重污染。1986 年初建立了一个针对该河流的监测计划，并测量了包括铜在内的多种变量的浓度。铜测量值存在较强的时间成分，这需要某种时间序列模型。然而，观察时间的不规则模式使得通常的模型不可行，因为它们假设等间距的观察。在本文中，我们提出了一种简单的 DLM（动态线性模型），它对铜浓度序列进行了令人满意的描述。该模型使用卡尔曼滤波技术拟合数据，该技术可以处理不规则间隔的观测值，而不会出现问题。我们利用该模型来内插未观测的值、估计净负荷以及模拟铜系列的替代模式、观测值和径流量，以获得极值的估计值以及浓度超过某一限定值的概率。
