The BDS statistic and residual test     

H. S. Kim  D. S. Kang  J. H. Kim 《Stochastic Environmental Research and Risk Assessment (SERRA)》2003,17(1-2):104-115

 The conventional nonparametric tests have been widely used in many fields for the residual analysis of a fitted model on observations. Also, in recent, a new technique called the BDS (Brock–Dechert–Scheinkman) statistic has been shown that it can be used as a powerful tool for the residual analysis, especially, of a nonlinear system. The purpose of this study is to compare the powers of the nonparametric tests and BDS statistic by residual analysis of the fitted models. This study evaluates stochastic models for four monthly rainfalls in Korea through the residual analysis by using the conventional nonparametric and BDS statistics. We use SARIMA and AR Error models for fitting each rainfall and perform the residual analysis by using the test techniques. As a result, we find that the BDS statistic is more reasonable than the conventional nonparametric tests for the residual analysis and AR Error model may be more appropriate than SARIMA model for modeling of monthly rainfalls. This work was supported by grant No. R01-2001-000-00474-0 from the Basic Research Program of the Korea Science & Engineering Foundation.  相似文献   

Functional series TARMA modelling and simulation of earthquake ground motion     

G. N. Fouskitakis  S. D. Fassois 《地震工程与结构动力学》2002,31(2):399-420

The non‐stationary Functional Series time‐dependent autoregressive moving average (TARMA) modelling and simulation of earthquake ground motion is considered. Full Functional Series TARMA models, capable of modelling both resonances and antiresonances, are examined for the first time via a novel mixed parametric/non‐parametric estimation scheme, and critical comparisons with pure TAR and recursive ARMA (RARMA)‐recursive maximum likelihood (RML) adaptive filtering type modelling are made. The study is based upon two California ground motion signals: a 1979 El Centro accelerogram and a 1994 Pacoima Dam accelerogram. A systematic analysis, employing various functional subspaces and model orders, leads to two Haar function based models: a TARMA(2,4)₈ model for the El Centro case and a TARMA(6,2)₁₀ model for the Pacoima Dam case. Both models are formally validated and their simulation (synthesis) capabilities are demonstrated via Monte Carlo experiments focusing on important time domain signal characteristics. The Functional Series TAR/TARMA models are shown to achieve parsimony, as well as superior accuracy and simulation capabilities, over their RARMA counterparts. Copyright © 2001 John Wiley & Sons Ltd.  相似文献   

Excitation Sompi method and its application to an analysis of the Earth's polar motion     

Yukiko Yokoyama 《Geophysical Journal International》2002,150(2):467-482

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基于多源证据估算气候敏感度最新研究进展:IPCC AR6解读          下载免费PDF全文

赵树云  袁畅  张华  周喜讯  刘梦婷  王海波  何静怡  于晓超 《大气科学学报》2023,46(6):848-863

本文依据政府间气候变化专门委员会(IPCC)第六次评估报告(AR6)第一工作组(WGI)报告第七章的内容,详细解读了基于多源证据对气候敏感度的估算,这些证据包括:过程理解、仪器记录、古气候数据和萌现约束。得到的结论是,多源证据支持平衡态气候敏感度(ECS)的中心估计值接近3 ℃,可能区间为2.5～4.0 ℃,非常可能区间为2.0～5.0 ℃;瞬态气候响应(TCR)的最佳估值为1.8 ℃,可能区间为1.4～2.2 ℃,非常可能区间为1.2～2.4 ℃。与之前历次IPCC评估报告相比,AR6关于气候敏感度的估算最为重要的创新之处为,它没有将气候模式结果当作唯一证据,而是仅仅给出第六次国际耦合模式比较计划(CMIP6)结果并与基于多源证据的综合评估结果进行了对比。通过对比发现,CMIP6关于ECS与TCR的平均值均高于第五次国际耦合模式比较计划(CMIP5)和AR6的综合评估结果。相比CMIP6,AR6综合了多个证据线有效地缩小了ECS的不确定范围。  相似文献   

有效辐射强迫的概念及其最新估值:IPCC AR6解读          下载免费PDF全文

谢冰  张华  赵树云  于晓超  周喜讯  柳丽婷  安琪  杨冬冬  苏红娟  何静怡  李帅 《大气科学学报》2023,46(3):354-368

依据政府间气候变化专门委员会 (IPCC) 第六次评估报告 (AR6) 第一工作组 (WGI) 报告第七章的内容,详细介绍了AR6最新定义的有效辐射强迫 (ERF)及其计算方法,并给出了自工业革命以来 (1750—2019年) 各气候辐射强迫因子ERF的最佳估值。根据AR6的最新评估,工业革命以来总人为ERF的估值为2.72 (1.96～3.48) W·m^-2,相较于AR5 估计结果 (1750—2011年) 增长了0.43 W·m^-2。2011年后温室气体浓度的增加及其辐射效率的修正是造成总人为ERF增加的主要原因。自工业革命以来温室气体浓度变化造成的ERF为3.84 (3.46～4.22) W·m^-2,二氧化碳仍然是其中的最大贡献因素 (56％±16％)。而气溶胶的总ERF (气溶胶-辐射相互作用 (ERFari) 与气溶胶-云相互作用 (ERFaci) 的总和) 为-1.1(-1.7～-0.4) W·m^-2,其中ERFari贡献20％～25％,ERFaci贡献接近75％～80％。AR6中气溶胶的总ERF的估算相较于AR5在数值上有所增加,而不确定性有所减少。但由于没有考虑部分重要的调整过程,ERFaci仍然存在较大的不确定性。  相似文献   

时间序列分析方法的应用研究     

张居仁  王瑞 《煤田地质与勘探》1992,20(4):49-51

针对水文地质计算中存在的问题,依据渭北煤田韩城矿区马沟渠煤矿地下水位长期观测数据,采用时间序列分析方法的随机模型,从应用角度出发,作了该矿区地下水动态的预报评价。   相似文献   

Long-range forecasting of suspended sediment     

A. O. Pektas 《水文科学杂志》2017,62(14):2415-2425

This study examines the employment of two methods, multiple linear regression (MLR) and an artificial neural network (ANN), for multistep ahead forecasting of suspended sediment. The autoregressive integrated moving average (ARIMA) model is considered for one-step ahead forecasting of sediment series in order to provide a comparison with the MLR and ANN methods. For one- and two-step ahead forecasting, the ANN model performance is superior to that of the MLR model. For longer ranges, MLR models provide better accuracy, but there is an important assumption violation. The Durbin-Watson statistics of the MLR models show a noticeable decrease from 1.3 to 0.5, indicating that the residuals are not dependent over time. The scatterplots of the three methods (MLR, ARIMA and ANN) for one-step ahead forecasting for the validation period illustrate close fits with the regression line, with the ANN configuration having a slightly higher R² value.  相似文献   

AR模型中AO类异常值探测及其在GPS卫星钟差预报中的应用     

韩松辉  张国超  张宁  朱建青 《测绘学报》2019,48(10):1225-1235

基于EM算法,提出一种AR模型中AO类异常值(additive outlier)探测的算法。该算法可同时进行AR模型拟合与AO类异常值探测,并可有效地解决成片AO类异常值探测时所产生的掩盖和淹没问题。最后,将本文算法应用于GPS卫星钟差预报之中。本文算法可以准确探测出钟差历史观测序列中的AO类异常值,并可对卫星钟差进行精确预报。  相似文献   

Noise reduction of acoustic Doppler velocimeter data based on Kalman filtering and autoregressive moving average models     

Chuanjiang Huang  Fangli Qiao  Hongyu Ma 《海洋学报(英文版)》2020,39(12):106-113

Oceanic turbulence measurements made by an acoustic Doppler velocimeter (ADV) suffer from noise that potentially affects the estimates of turbulence statistics. This study examines the abilities of Kalman filtering and autoregressive moving average models to eliminate noise in ADV velocity datasets of laboratory experiments and offshore observations. Results show that the two methods have similar performance in ADV de-noising, and both effectively reduce noise in ADV velocities, even in cases of high noise. They eliminate the noise floor at high frequencies of the velocity spectra, leading to a longer range that effectively fits the Kolmogorov ?5/3 slope at mid-range frequencies. After de-noising adopting the two methods, the values of the mean velocity are almost unchanged, while the root-mean-square horizontal velocities and thus turbulent kinetic energy decrease appreciably in these experiments. The Reynolds stress is also affected by high noise levels, and de-noising thus reduces uncertainties in estimating the Reynolds stress.  相似文献   

Camera localization for augmented reality and indoor positioning: a vision-based 3D feature database approach     

Jing Li  Xuejie Kang  Qiang Zhao 《International Journal of Digital Earth》2020,13(6):727-741

ABSTRACT

The recent fast development in computer vision and mobile sensor technology such as mobile LiDAR and RGB-D cameras is pushing the boundary of the technology to suit the need of real-life applications in the fields of Augmented Reality (AR), robotics, indoor GIS and self-driving. Camera localization is often a key and enabling technology among these applications. In this paper, we developed a novel camera localization workflow based on a highly accurate 3D prior map optimized by our RGB-D SLAM method in conjunction with a deep learning routine trained using consecutive video frames labeled with high precision camera pose. Furthermore, an AR registration method tightly coupled with a game engine is proposed, which incorporates the proposed localization algorithm and aligns the real Kinetic camera with a virtual camera of the game engine to facilitate AR application development in an integrated manner. The experimental results show that the localization accuracy can achieve an average error of 35?cm based on a fine-tuned prior 3D feature database at 3?cm accuracy compared against the ground-truth 3D LiDAR map. The influence of the localization accuracy on the visual effect of AR overlay is also demonstrated and the alignment of the real and virtual camera streamlines the implementation of AR fire emergency response demo in a Virtual Geographic Environment.  相似文献