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1.
As part II of a sequence of two papers, previously developed L-moments by Hosking (1990), and the LH-moments by Wang (1997) are further investigated. The LH-moments (L to L4) are used to develop the regional parameters of the generalized extreme value distribution, generalized Pareto (GPA) distribution and the generalized logistic (GLO) distributions. These respective probability distribution functions (PDFs) are evaluated in terms of their performances. Flood peaks by the corresponding PDFs are compared with those generated by Monte Carlo simulation of randomized data, considering the respective LH-moments. The influence of the LH-moments on estimated PDFs are studied by evaluating the relative bias (RBIAS) in quantile estimation due to variability of the k parameter. Karkhe watershed located in western Iran was used as a case study area. Part I of this study identified the study area as regions A and B. The minimum calculated relative root mean square error (RRMSE) and RBIAS between simulated flood peaks and flood peaks by the corresponding PDFs were used in PDF selection, considering the respective LH-moments. The boxplots of the RRMSE tests identified the L3 level of the GPA distribution as the suitable PDF for sample sizes 20 and 80; for region A. Similar results were found for the RBIAS test. As for region B, the boxplots of the RRMSE tests indicated similar results for the three PDFs. However, the boxplots of the RBIAS tests identified the L4 level of the GLO most suitable for sample sizes 20 and 80. Relative efficiencies of the LH-moments were investigated, measured as RRMSE ratios of L-moments over the respective LH-moments. For the most parts the findings of this part of the study were similar to those of part I.  相似文献   

2.
Abstract

Abstract A parameter estimation method is proposed for fitting the generalized extreme value (GEV) distribution to censored flood samples. Partial L-moments (PL-moments), which are variants of L-moments and analogous to ?partial probability weighted moments?, are defined for the analysis of such flood samples. Expressions are derived to calculate PL-moments directly from uncensored annual floods, and to fit the parameters of the GEV distribution using PL-moments. Results of Monte Carlo simulation study show that sampling properties of PL-moments, with censoring flood samples of up to 30% are similar to those of simple L-moments, and also that both PL-moment and LH-moments (higher-order L-moments) have similar sampling properties. Finally, simple L-moments, LH-moments, and PL-moments are used to fit the GEV distribution to 75 annual maximum flow series of Nepalese and Irish catchments, and it is found that, in some situations, both LH- and PL-moments can produce a better fit to the larger flow values than simple L-moments.  相似文献   

3.
Abstract

Regional frequency analysis of annual maximum flood data comprising 407 stations from 11 countries of southern Africa is presented. Forty-one homogeneous regions are identified. The L-moments of the observed data indicate that the possible underlying frequency distributions are Pearson type 3 (P3), lognormal 3-parameter (LN3), General Pareto (GPA) or General Extreme Value (GEV). Simulation experiments for the selection of the most suitable flood frequency procedure indicate that Pearson type 3/Probability Weighted Moments (P3/PWM) and log-Pearson type 3/Method of Moments (LP3/MOM) are suitable procedures for the region.  相似文献   

4.
An important problem in frequency analysis is the selection of an appropriate probability distribution for a given sample data. This selection is generally based on goodness-of-fit tests. The goodness-of-fit method is an effective means of examining how well a sample data agrees with an assumed probability distribution as its population. However, the goodness of fit test based on empirical distribution functions gives equal weight to differences between empirical and theoretical distribution functions corresponding to all observations. To overcome this drawback, the modified Anderson–Darling test was suggested by Ahmad et al. (1988b). In this study, the critical values of the modified Anderson–Darling test statistics are revised using simulation experiments with extensions of the shape parameters for the GEV and GLO distributions, and a power study is performed to test the performance of the modified Anderson–Darling test. The results of the power study show that the modified Anderson–Darling test is more powerful than traditional tests such as the χ2, Kolmogorov–Smirnov, and Cramer von Mises tests. In addition, to compare the results of these goodness-of-fit tests, the modified Anderson–Darling test is applied to the annual maximum rainfall data in Korea.  相似文献   

5.
Ad hoc techniques for estimating the quantiles of the Generalized Pareto (GP) and the Generalized Extreme Values (GEV) distributions are introduced. The estimators proposed are based on new estimators of the position and the scale parameters recently introduced in the Literature. They provide valuable estimates of the quantiles of interest both when the shape parameter is known and when it is unknown (this latter case being of great relevance in practical applications). In addition, weakly-consistent estimators are introduced, whose calculation does not require the knowledge of any parameter. The procedures are tested on simulated data, and comparisons with other techniques are shown. The research was partially supported by Contract n. ENV4-CT97-0529 within the project “FRAMEWORK” of the European Community – D.G. XII. Grants by “Progetto Giovani Ricercatori” are also acknowledged.  相似文献   

6.
A new modified magnitude scale M S (20R) is elaborated. It permits us to extend the teleseismic magnitude scale M S (20) to the regional epicenter distances. The data set used in this study contains digital records at 12 seismic stations of 392 earthquakes that occured in the northwest Pacific Ocean in the period of 1993–2008. The new scale is based on amplitudes of surface waves of a narrow range of the periods (16–25 s) close to the period of 20 s, for distances of 80–3000 km. The digital Butterworth filter is used for processing. On the basis of the found regional features concerning distance dependence for seismic wave attenuation, all the stations of the region have been subdivided into two groups, namely, “continental” and “island-arc.” For each group of stations, its own calibration function is proposed. Individual station corrections are used to compensate for the local features.  相似文献   

7.
This study is an extension of the stochastic analysis of transient two-phase flow in randomly heterogeneous porous media (Chen et al. in Water Resour Res 42:W03425, 2006), by incorporating direct measurements of the random soil properties. The log-transformed intrinsic permeability, soil pore size distribution parameter, and van Genuchten fitting parameter are treated as stochastic variables that are normally distributed with a separable exponential covariance model. These three random variables conditioned on given measurements are decomposed via Karhunen–Loève decomposition. Combined with the conditional eigenvalues and eigenfunctions of random variables, we conduct a series of numerical simulations using stochastic transient water–oil flow model (Chen et al. in Water Resour Res 42:W03425, 2006) based on the KLME approach to investigate how the number and location of measurement points, different random soil properties, as well as the correlation length of the random soil properties, affect the stochastic behavior of water and oil flow in heterogeneous porous media.  相似文献   

8.
The unconditional stochastic studies on groundwater flow and solute transport in a nonstationary conductivity field show that the standard deviations of the hydraulic head and solute flux are very large in comparison with their mean values (Zhang et al. in Water Resour Res 36:2107–2120, 2000; Wu et al. in J Hydrol 275:208–228, 2003; Hu et al. in Adv Water Resour 26:513–531, 2003). In this study, we develop a numerical method of moments conditioning on measurements of hydraulic conductivity and head to reduce the variances of the head and the solute flux. A Lagrangian perturbation method is applied to develop the framework for solute transport in a nonstationary flow field. Since analytically derived moments equations are too complicated to solve analytically, a numerical finite difference method is implemented to obtain the solutions. Instead of using an unconditional conductivity field as an input to calculate groundwater velocity, we combine a geostatistical method and a method of moment for flow to conditionally simulate the distributions of head and velocity based on the measurements of hydraulic conductivity and head at some points. The developed theory is applied in several case studies to investigate the influences of the measurements of hydraulic conductivity and/or the hydraulic head on the variances of the predictive head and the solute flux in nonstationary flow fields. The study results show that the conditional calculation will significantly reduce the head variance. Since the hydraulic head measurement points are treated as the interior boundary (Dirichlet boundary) conditions, conditioning on both the hydraulic conductivity and the head measurements is much better than conditioning only on conductivity measurements for reduction of head variance. However, for solute flux, variance reduction by the conditional study is not so significant.  相似文献   

9.
10.
IntroductionIn the book Future CataS~ologr published in 1992, we proposed a viewpoiflt on using the"criterion of activity in quiescence" to predict big eathquake (MsZ7) (GUO, et al, 1992), and predicted in the book that in futore several years or in ten years a big earthquake (Ms27) will be possible to occur in the Zhongdian and nearby in Yunnan Province. In the 1994 nation-wide earthquake tendency consultation meeting we pointed out, once more, in the Zhongdian region of Yunnan Province…  相似文献   

11.
The joint probability method (JPM) to estimate the probability of extreme sea levels (Pugh and Vassie, Extreme sea-levels from tide and surge probability. Proc. 16th Coastal Engineering Conference, 1978, Hamburg, American Society of Civil Engineers, New York, pp 911–930, 1979) has been applied to the hourly records of 13 tide-gauge stations of the tidally dominated Atlantic coast of France (including Brest, since 1860) and to three stations in the southwest of the UK (including Newlyn, since 1916). The cumulative total length of the available records (more than 426 years) is variable from 1 to 130 years when individual stations are considered. It appears that heights estimated with the JPM are almost systematically greater than the extreme heights recorded. Statistical analysis shows that this could be due: (1) to surge–tide interaction (that may tend to damp surge values that occur at the time of the highest tide levels), and (2) to the fact that major surges often occur in seasonal periods that may not correspond to those of extreme astronomical tides. We have determined at each station empirical ad hoc correction coefficients that take into account the above two factors separately, or together, and estimated return periods for extreme water levels also at stations where only short records are available. For seven long records, for which estimations with other computing methods (e.g. generalized extreme value [GEV] distribution and Gumbel) can be attempted, average estimations of extreme values appear slightly overestimated in relation to the actual maximum records by the uncorrected JPM (+16.7 ± 7.2 cm), and by the Gumbel method alone (+10.3 ± 6.3 cm), but appear closer to the reality with the GEV distribution (−2.0 ± 5.3 cm) and with the best-fitting correction to the JPM (+2.9 ± 4.4 cm). Because the GEV analysis can hardly be extended to short records, it is proposed to apply at each station, especially for short records, the JPM and the site-dependent ad hoc technique of correction that is able to give the closest estimation to the maximum height actually recorded. Extreme levels with estimated return times of 10, 50 and 100 years, respectively, are finally proposed at all stations. Because astronomical tide and surges have been computed (or corrected) in relation to the yearly mean sea level, possible changes in the relative sea level of the past, or foreseeable in the future, can be considered separately and easily added to (or deduced from) the extremes obtained. Changes in climate, on the other hand, may modify surge and tide distribution and hence return times of extreme sea levels, and should be considered separately. Parts of this paper have been presented orally at the session “Geophysical extremes: scaling aspects and modern statistical approaches” of the EGU General Assembly, Vienna, 2–6 April 2006.  相似文献   

12.
Abstract

Statistical analysis of extreme events is often carried out to predict large return period events. In this paper, the use of partial L-moments (PL-moments) for estimating hydrological extremes from censored data is compared to that of simple L-moments. Expressions of parameter estimation are derived to fit the generalized logistic (GLO) distribution based on the PL-moments approach. Monte Carlo analysis is used to examine the sampling properties of PL-moments in fitting the GLO distribution to both GLO and non-GLO samples. Finally, both PL-moments and L-moments are used to fit the GLO distribution to 37 annual maximum rainfall series of raingauge station Kampung Lui (3118102) in Selangor, Malaysia, and it is found that analysis of censored rainfall samples of PL-moments would improve the estimation of large return period events.

Editor D. Koutsoyiannis; Associate editor K. Hamed

Citation Zakaria, Z.A., Shabri, A. and Ahmad, U.N., 2012. Estimation of the generalized logistic distribution of extreme events using partial L-moments. Hydrological Sciences Journal, 57 (3), 424–432.  相似文献   

13.
OnsomeproblemsofseismiccrustalphaseHuan-ChengGE(葛焕称)(SeismologicalBureauofJiangsuProvince,Nanjing210014,China)Abstract:Inthis...  相似文献   

14.
In their article, “New light on a dark subject: On the use of fluorescence data to deduce redox states of natural organic matter,” Macalady and Walton-Day (2009) subjected natural organic matter (NOM) samples to oxidation, reduction, and photochemical transformation. Fluorescence spectra were obtained on samples, which were diluted “to bring maximum uvvisible absorbance values below 1.0.” The spectra were fit to the Cory and McKnight (2005) parallel factor analysis (PARAFAC) model, and consistent variation in the redox state of quinone-like moieties was not detected. Based on these results they concluded that fitting fluorescence spectra to the Cory and McKnight (2005) PARAFAC model to obtain information about the redox state of quinone-like moieties in NOM is problematic. Recognizing that collection and correction of fluorescence spectra requires consideration of many factors, we investigated the potential for inner-filter effects to obscure the ability of fluorescence spectroscopy to quantify the redox state of quinone-like moieties. We collected fluorescence spectra on Pony Lake and Suwannee River fulvic acid standards that were diluted to cover a range of absorbance wavelengths, and fit these spectra to the Cory and McKnight (2005) PARAFAC model. Our results suggest that, in order for the commonly used inner-filter correction to effectively remove inner-filter effects, samples should be diluted such that the absorbance at 254 nm is less than 0.3 prior to the collection of fluorescence spectra. This finding indicates that inner-filter effects may have obscured changes in the redox signature of fluorescence spectra of the highly absorbing samples studied by Macalady and Walton-Day (2009).  相似文献   

15.
Summary The investigation with an electron-microscope of the scales of the fresh water fish,Leuciscus rutilus L., showed that their ventral “smooth” surface scems to be formed like a corrugated plate with a distance between the ridges of 1–2 μ. The dorsal “rough” side of the scales shows a very fine roughness. It is interrupted by pointed combs of the same structure in a regular distance of 16–27 μ. The thickness of these combs is of about 1 μ at their base, their height of about 5–10 μ. It seems probable that the surface of scales is partially covered with laminas of hyalodentine or guanine.

13. Mitteilung siehe diese Zeitschrift,13, 29–30 (1951).  相似文献   

16.
Conclusion Based on the analysis about the law of deformation rate, the concepts of the deformation rate of precursor, and its stress drop, and the stress drop of instability are discussed. According to the obtained deformationu 0 corresponding to the maximum stress, the unstable pointu 1 and the stable pointu 2 of equilibrium, the complete process of rock failure can be divided into four stages quantitatively, corresponding to “the steady stage I”, “the precursor stage II”, “the unstable stage III” and “the later stage IV” of rock failure respectively, which can be used to simulate the complete course of earthquake. This kind of similarity between the complete process of rock failure and the complete course of earthquake suggests clearly the direction to reveal the law being of universal significance for the simulation of the earthquake in the laboratory experiments. The Chinese version of this paper appeared in the Chinese edition ofActa Seismologica Sinica,13, 517–521, 1991.  相似文献   

17.
18.
Let {Y, Y i , −∞ < i < ∞} be a doubly infinite sequence of identically distributed and asymptotically linear negative quadrant dependence random variables, {a i , −∞ < i < ∞} an absolutely summable sequence of real numbers. We are inspired by Wang et al. (Econometric Theory 18:119–139, 2002) and Salvadori (Stoch Environ Res Risk Assess 17:116–140, 2003). And Salvadori (Stoch Environ Res Risk Assess 17:116–140, 2003) have obtained Linear combinations of order statistics to estimate the quantiles of generalized pareto and extreme values distributions. In this paper, we prove the complete convergence of under some suitable conditions. The results obtained improve and generalize the results of Li et al. (1992) and Zhang (1996). The results obtained extend those for negative associated sequences and ρ*-mixing sequences. CIC Number O211, AMS (2000) Subject Classification 60F15, 60G50 Research supported by National Natural Science Foundation of China  相似文献   

19.
Shear wave splitting parameters represent a useful tool to detail the stress changes occurring in volcanic environments before impending eruptions. In the present paper, we display the parameter estimates obtained through implementation of a semiautomatic algorithm applied to all useful datasets of the following Italian active volcanic areas: Mt. Vesuvius, Campi Flegrei, and Mt. Etna. Most of these datasets have been the object of several studies (Bianco et al., Annali di Geofisica, XXXXIX 2:429–443, 1996, J Volcanol Geotherm Res 82:199–218, 1998a, Geophys Res Lett 25(10):1545–1548, 1998b, Phys Chem Earth 24:977–983, 1999, J Volcanol Geotherm Res 133:229–246, 2004, Geophys J Int 167(2):959–967, 2006; Del Pezzo et al., Bull Seismol Soc Am 94(2):439–452, 2004). Applying the semiautomatic algorithm, we confirmed the results obtained in previous studies, so we do not discuss in much detail each of our findings but give a general overview of the anisotropic features of the investigated Italian volcanoes. In order to make a comparison among the different volcanic areas, we present our results in terms of the main direction of the fast polarization (φ) and percentage of shear wave anisotropy (ξ).  相似文献   

20.
Why do we need and how should we implement Bayesian kriging methods   总被引:1,自引:0,他引:1  
The spatial prediction methodology that has become known under the heading of kriging is largely based on the assumptions that the underlying random field is Gaussian and the covariance function is exactly known. In practical applications, however, these assumptions will not hold. Beyond Gaussianity of the random field, lognormal kriging, disjunctive kriging, (generalized linear) model-based kriging and trans-Gaussian kriging have been proposed in the literature. The latter approach makes use of the Box–Cox-transform of the data. Still, all the alternatives mentioned do not take into account the uncertainty with respect to the distribution (or transformation) and the estimated covariance function of the data. The Bayesian trans-Gaussian kriging methodology proposed in the present paper is in the spirit of the “Bayesian bootstrap” idea advocated by Rubin (Ann Stat 9:130–134, 1981) and avoids the unusual specification of noninformative priors often made in the literature and is entirely based on the sample distribution of the estimators of the covariance function and of the Box–Cox parameter. After some notes on Bayesian spatial prediction, noninformative priors and developing our new methodology finally we will present an example illustrating our pragmatic approach to Bayesian prediction by means of a simulated data set.  相似文献   

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