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On robustness of large quantile estimates to largest elements of the observation series 总被引：1，自引：0，他引：1
The robustness of large quantile estimates of largest elements in a small sample by the methods of moments (MOM), L‐moments (LMM) and maximum likelihood (MLM) was evaluated and compared. Bias (B) and mean square error (MSE) were used to measure the estimation methods performance. Quantiles were estimated by eight two‐parameter probability distributions with the variation coefficient being the shape parameter. The effect of dropping largest elements of the series on large quantile values was assessed for various variation coefficient (CV)/sample size (n) ‘combinations’ with n = 30 as the basic value. To that end, both the Monte Carlo sampling experiments and an asymptotic approach consisting in distribution truncation were applied. In general, both sampling and asymptotic approaches point to MLM as the most robust method of the three considered, with respect to bias of large quantiles. Comparing the performance of two other methods, the MOM estimates were found to be more robust for small and moderate hydrological samples drawn from distributions with zero lower‐bound than were the LMM estimates. Extending the evaluation to outliers, it was shown that all the above findings remain valid. However, using the MSE variation as a measure of performance, the LMM was found to be the best for most distribution/variation coefficient combinations, whereas MOM was found to be the worst. Moreover, removal of the largest sample element need not result in a loss of estimation efficiency. The gain in accuracy is observed for the heavy‐tailed and log‐normal distributions, being particularly distinctive for LMM. In practice, while dealing with a single sample deprived of its largest element, one should choose the estimation method giving the lowest MSE of large quantiles. For n = 30 and several distribution/variation coefficient combinations, the MLM outperformed the two other methods in this respect and its supremacy grew with sample size, while MOM was usually the worst. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
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The compression of seismic signals which have propagated through a dispersive medium can be achieved by a frequency-domain transformation. This transformation is formally related to the dispersion characteristic of the medium and is independent of phase and group velocities. By defining a suitable cost-function to measure the degree of dispersion of a time- signal, an iterative technique can be employed to find that transformation which gives minimum dispersion. In this paper, we assume that the inverse of the dispersion characteristic can be adequately approximated by a finite polynomial in the region of maximum signal energy density. The coefficients of this polynomial are the parameters of dispersion of the medium. These parameters can be estimated both in the presence of noise and in the case of signals made up of multiple arrivals. The techniques developed in this paper are applied to seismic signals which have been recorded underground by a set of geophones designed to detect and map discontinuities in coal-seams. Results of dispersion estimation and signal compression are discussed for data collected in the Blackshale seam, Pye Hill Colliery, near Derby, in the United Kingdom. 相似文献
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《Journal of Atmospheric and Solar》2007,69(13):1485-1501
Statistical wind models were developed based on the existing observational wind data for near-space altitudes between 60 000 and 100 000 ft (18–30 km) above ground level (AGL) at two locations, Akon, OH, USA, and White Sands, NM, USA. These two sites are envisioned as playing a crucial role in the first flights of high-altitude airships. The analysis shown in this paper has not been previously applied to this region of the stratosphere for such an application. Standard statistics were compiled for these data such as mean, median, maximum wind speed, and standard deviation, and the data were modeled with Weibull distributions. These statistics indicated, on a yearly average, there is a lull or a “knee” in the wind between 65 000 and 72 000 ft AGL (20–22 km). From the standard statistics, trends at both locations indicated substantial seasonal variation in the mean wind speed at these heights. The yearly and monthly statistical modeling indicated that Weibull distributions were a reasonable model for the data. Forecasts and hindcasts were done by using a Weibull model based on 2004 data and comparing the model with the 2003 and 2005 data. The 2004 distribution was also a reasonable model for these years. Lastly, the Weibull distribution and cumulative function were used to predict the 50%, 95%, and 99% winds, which are directly related to the expected power requirements of a near-space station-keeping airship. These values indicated that using only the standard deviation of the mean may underestimate the operational conditions. 相似文献
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Abstract This article paves a way for assessing flood risk by the use of two-parameter distributions, for the intervals between threshold exceedences rather than by the traditional exponential distribution. In a case study, the apparent properties of intervals between exceedences of runoff events differ from those anticipated for exponentially distributed series. A procedure is proposed to relate two statistical parameters of the intervals to threshold discharges. It considers partial duration series (PDS) with thresholds equal to all high enough observed discharges. To avoid unnecessary assumptions on the behaviour of those parameters and effects of dependence between parameters for different PDS, a non-parametric trend-free pre-whitened scheme is applied. It leads to power-law relationships between a discharge and the mean and standard deviation of the intervals between its exceedences. Predicted mean inter-exceedence intervals, for the highest observed discharges at the stations, are closer to the observational periods than those predicted by GEV distributions fitted to AMS, and by GP distributions to fitted PDS. In the present case, the latter predictions are longer than the observational periods whereas some of the predicted mean inter-exceedences are shorter than the corresponding observational periods and some others are longer. Citation Ben-Zvi, A. & Azmon, B. (2010) Direct relationships of discharges to the mean and standard deviation of the intervals between their exceedences. Hydrol. Sci J. 55(4), 565–577. 相似文献
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The annual peak flow series of the Polish rivers are mixtures of summer and winter flows. In the Part I of a sequence of two papers, theoretical aspects of applicability of seasonal approach to flood frequency analysis (FFA) in Poland are discussed. A testing procedure is introduced for the seasonal model and the data overall fitness. Conditions for objective comparative assessment of accuracy of annual maxima (AM) and seasonal maxima (SM) approaches to FFA are formulated and finally Gumbel (EV1) distribution is chosen as seasonal distribution for detailed investigation. Sampling properties of AM quantile x(F) estimates are analysed and compared for the SM and AM models for equal seasonal variances. For this purpose, four estimation methods were used, employing both asymptotic approach and sampling experiments. Superiority of the SM over AM approach is stated evident in the upper quantile range, particularly for the case of no seasonal variation in the parameters of Gumbel distribution. In order to learn whether the standard two‐ and three‐parameter flood frequency distributions can be used to model the samples generated from the Two‐Component Extreme Value 1 (TCEV1) distribution, the shape of TCEV1 probability density function (PDF) has been tested in terms of bi‐modality. Then the use of upper quantile estimate obtained from the dominant season of extreme floods (DEFS) as AM upper quantile estimate is studied and respective systematic error is assessed. The second part of the paper deals with advantages and disadvantages of SM and AM approach when applied to real flow data of Polish rivers. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
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江苏及邻区地方性震级量规函数的研究 总被引：1，自引：1，他引：0
基于2009～2018年江苏及相邻数字地震台网记录的2602次地震事件观测资料,通过震级残差统计方法得到了72个台站的单台震级与台网平均震级的偏差、平均偏差和标准偏差,分析了震级偏差频次分布和定量统计结果,进而修正了江苏及邻区的地方性震级量规函数。实际地方性震级测定结果表明,使用校正后的量规函数比新震级国家标准(GB17740—2017)中量规函数所测定的震级的标准差更小,且单台震级残差相对更集中于0,这说明该量规函数有助于提高江苏及邻区地方性震级测定精度。 相似文献
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Non-stationary spatial covariance structure estimation in oversampled domains by cluster differences scaling with spatial constraints 总被引：2，自引：2，他引：0
J. F. Vera R. Macías J. M. Angulo 《Stochastic Environmental Research and Risk Assessment (SERRA)》2008,22(1):95-106
In the analysis of spatiotemporal processes underlying environmental studies, the estimation of the non-stationary spatial
covariance structure is a well known issue in which multidimensional scaling (MDS) provides an important methodological approach
(Sampson and Guttorp in J Am Stat Assoc 87:108–119, 1992). It is also well known that approximating dispersion by a non-metric
MDS procedure offers, in general, low precision when accurate differences in spatial dispersion are needed for interpolation
purposes, specially if a low dimensional configuration is employed besides a high number of stations in oversampled domains.
This paper presents a modification, consisting of including geographical spatial constraints, of Heiser and Groenen’s (Psychometrika
62:63–83, 1997) cluster differences scaling algorithm by which not the original stations but the cluster centres can be represented,
while the stations and clusters retain their spatial relationships. A decomposition of the sum of squared dissimilarities
into contributions from several sources of variation can be employed for an exploratory diagnosis of the model. Real data
are analyzed and differences between several cluster-MDS strategies are discussed. 相似文献
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The objective of this study was to investigate the effects of near-fault ground motions on substandard bridge columns and piers. To accomplish these goals, several large scale reinforced concrete models were constructed and tested on a shake table using near- and far-field ground motion records. Because the input earthquakes for the test models had different characteristics, three different measures were used to evaluate the effect of the input earthquake. These measures are peak shake table acceleration, spectral acceleration at the fundamental period of the test specimens, and the specimen drift ratios. For each measure, force-displacement relationships, strains, curvatures, drift ratios, and visual damage were evaluated. Results showed that regardless of the measure of input or response, the near-fault record generally led to larger strains, curvatures, and drift ratios. Furthermore, residual displacements were small compared to those for columns meeting current seismic code requirements. 相似文献
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选取2009年1月至2016年5月内蒙古中西部及邻区55次M ≥ 3.0地震,通过调整台站空隙角、近台距离、远台距离、定位台站数,改变并对比定位子台网布局对地震定位精度的影响,进而研究定位子台网的选取规则。分区域探讨2种台站分布模式下地震的定位偏差、水平误差、拟合残差随空隙角、近台距离、远台距离、台站分布均匀度的变化及水平误差和定位偏差与拟合残差的关系。分析发现,地震速报选取9-12个台站,且台站分布相对合理的定位子台网参与定位,结果较好,使用水平误差评估定位效果更准确。 相似文献
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Spherical harmonic coefficients (SHCs) for the daily magnetic variation fields (solar and lunar) and the main field of the earth are usually estimated by the method of least squares applied to a truncated spherical harmonic series. In this paper, an integral method for computing the SHCs for the solar quiet daily magnetic variation fieldSq is described and applied toSq data for May and June 1965. TheSq SHCs thus derived are then compared with the results obtained using both unweighted and weighted versions of the least squares method. The weighting used tends to orthogonalize the least squares terms. The integral and weighted least squares results agree closely for terms up to order 4 and degree 30, but both disagree considerably for the higher degree terms with the results of the unweighted least squares. Errors introduced by the numerical integration can be shown to be small, hence the disagreement between integral and unweighted least squares coefficient sets arises from improper weighting. Also, it is concluded that discrepancies between the geomagnetic northward and eastward component-derived coefficient sets arise from either time-dependent external sources that produce non-local-time, based fields or nonpotential sources and not from truncation of the spherical harmonic series as has previously been suggested.Deceased. 相似文献
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根据含多畴磁铁矿岩石的热剩磁(TRM)及其磁化率各向异性(AMS)张量间的特征值的比值关系,推导出一种因AMS 而引起的TRM 方向偏离外磁场方向的具体校正公式,并将其成功地应用到中国月山闪长岩体及法国Flamanville 花岗岩体的古地磁研究中. 相似文献
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山东数字地震台网定位子台网 选取对定位结果的影响 总被引：2，自引：1，他引：1
选取山东及邻区4个不同区域的地震,分析“定位子台网”分布对地震定位精度的影响,研究“定位子台网”的选取规则.探讨两种台站分布情况下定位偏差、水平误差、拟合残差随空隙角、近台距离、远台距离的变化;定位偏差及水平误差与拟合残差的关系.结果显示,速报时选择4-9个分布相对合理的“定位子台网”参加定位,结果较好,使用水平误差估... 相似文献
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场地基本周期是表征场地动力特性最基本的指标,也是评价场地条件的重要依据。本文介绍了计算场地基本周期的四种方法——子层周期求和法（规范法）、子层周期贡献系数法、简化Rayleigh法以及逐层单自由度法。收集并筛选了国内605组钻孔深度达到工程基岩的剪切波速剖面资料,其中:Ⅰ类场地10个;Ⅱ类场地300个;Ⅲ类场地249个;Ⅳ类场地46个。以传递函数法结果为标准,对上述四种方法的计算结果进行对比检验,就不同方法的偏差进行了深入分析,给出了其统计结果,并剖析了各方法应用于实际工程场地的适宜性。主要结论:（1）我国规范所采用的子层周期求和法虽然在工程中方便使用,但计算结果普遍存在显著偏差,其偏差的平均值大于20%,最大偏差甚至接近50%。（2）简化Rayleigh法和逐层单自由度法相较于规范法计算精度均有大幅提高,二者偏差在5%以内的工况数占比分别达到80%和70%以上。（3）子层周期贡献系数法采用了加权累加的计算方式,继承了规范法便于操作的优点,并且计算精度为本文所选四种方法中最高,其最大偏差不超过10%,偏差在5%以内的工况数占比达到85%,建议在实际工程中推广应用。 相似文献
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Rainfall intensity–duration–frequency (IDF) relationships describe rainfall intensity as a function of duration and return period, and they are significant for water resources planning, as well as for the design of hydraulic constructions. In this study, the two‐parameter lognormal (LN2) and Gumbel distributions are used as parent distribution functions. Derivation of the IDF relationship by this approach is quite simple, because it only requires an appropriate function of the mean of annual maximum rainfall intensity as a function of rainfall duration. It is shown that the monotonic temporal trend in the mean rainfall intensity can successfully be described by this parametric function which comprises a combination of the parameters of the quantile function a(T) and completely the duration function b(d) of the separable IDF relationship. In the case study of Aegean Region (Turkey), the IDF relationships derived through this simple generalization procedure (SGP) may produce IDF relationships as successfully as does the well‐known robust estimation procedure (REP), which is based on minimization of the nonparametric Kruskal–Wallis test statistic with respect to the parameters θ and η of the duration function. Because the approach proposed herein is based on lower‐order sample statistics, risks and uncertainties arising from sampling errors in higher‐order sample statistics were significantly reduced. The authors recommend to establish the separable IDF relationships by the SGP for a statistically favorable two‐parameter parent distribution, because it uses the same assumptions as the REP does, it maintains the observed temporal trend in the mean additionally, it is easy to handle analytically and requires considerably less computational effort. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
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Z.AHMAD U.C.KOTHYARI K.G.RANGARAJU 《国际泥沙研究》2004,19(1):1-14
Laboratory experiments on longitudinal dispersion in clear-water and sediment-laden open channel flows are reported. Data from these experiments and those available from previous studies indicate that the suspended sediment present in the flow affects the longitudinal dispersion process. The observed velocity distributions over the depth of sediment-laden flows indicate that the velocity deviates from the mean velocity more in sediment-laden flows than in clear-water flows. The velocity distributions over the cross section and secondary flow in the channel are also expected to be altereddue to the presence of suspended sediments in the flow. For these reasons, more dispersion is found in sediment-laden flows than in corresponding clear-water flows. A predictor for the dispersion coefficient in sediment-laden flows is proposed. 相似文献
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将声波方程变换至Hamiltion体系,构造了适用于高效声波模拟的二阶显式辛Runge-Kutta-Nyström（RKN）格式,运用根数理论得到此格式的阶条件方程组. 针对两个自由度的辛条件方程组,根据三次项截断误差最小原理得到一种误差最小辛格式;通过分析声波的时间演进方程的稳定性,选择不同的辛系数使演进方程更稳定,并得到了另一种更为稳定辛格式;在频散关系分析中,选择使数值频散最小的辛系数,得到第三种最小频散辛格式. 在理论分析中,这组辛RKN格式相比常见格式在精度控制、数值频散压制以及稳定性提升等方面均具有明显优势;在数值实验中,通过具体算例验证了理论分析的正确性. 相似文献
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For seismic hazard assessment, we study the variabilities of predicted ground motion on the basis of a ??recipe for predicting strong ground motion?? and propose approximations to evaluate spatial distributions of the standard deviation for PGV, R1.0, R2.0, and R5.0 in the estimated ground motions. For strong-motion prediction, we use a finite difference method for a long period range (>1.0?s). To estimate variabilities, a Monte Carlo simulation is used and we adopt the Latin Hypercube Sampling (LHS) technique to reduce computations. In this article, we consider only aleatory variabilities in source parameters among all possible variabilities, such as those in the source parameters, the propagation characteristics and site characteristics. Model sources are assumed for dip-slip fault and strike-slip fault, and the variabilities are considered for parameters such as asperity location, rupture starting point, average asperity slip contrast, stress drop and rupture velocity. On the target site, 100 instances of PGV, R1.0, R2.0 and R5.0 data are obtained for 100 sets of parameters and an average and a standard deviation of the log normal distribution, corresponding to the variability for ground motion estimation, are statistically analyzed. For all target sites uniformly distributed in the area around the faults, the average and the standard deviation are statistically analyzed and spread to spatial maps. It is found that the spatial distributions of standard deviation values for both the dip-slip and strike-slip faults are not uniform. Approximations are attempted to develop a quantitative evaluation for spatial distributions of the standard deviation of the log normal distribution for PGV, R1.0, R2.0, and R5.0. The spatial distributions by these approximations are considered to almost reconstruct the characteristics, which are statistically analyzed by the finite difference method. 相似文献