Estimation for partially observed Markov processes     

M. E. Thompson  T. N. Kaseke 《Stochastic Hydrology and Hydraulics》1995,9(1):33-47

Many stochastic process models for environmental data sets assume a process of relatively simple structure which is in some sense partially observed. That is, there is an underlying process (X_n, n 0) or (X_t, t 0) for which the parameters are of interest and physically meaningful, and an observable process (Y_n, n 0) or (Y_t, t 0) which depends on the X process but not otherwise on those parameters. Examples are wide ranging: the Y process may be the X process with missing observations; the Y process may be the X process observed with a noise component; the X process might constitute a random environment for the Y process, as with hidden Markov models; the Y process might be a lower dimensional function or reduction of the X process. In principle, maximum likelihood estimation for the X process parameters can be carried out by some form of the EM algorithm applied to the Y process data. In the paper we review some current methods for exact and approximate maximum likelihood estimation. We illustrate some of the issues by considering how to estimate the parameters of a stochastic Nash cascade model for runoff. In the case of k reservoirs, the outputs of these reservoirs form a k dimensional vector Markov process, of which only the kth coordinate process is observed, usually at a discrete sample of time points.  相似文献   

Reservoir description using dynamic parameterisation selection with a combined stochastic and gradient search     

Lars Kristian Nielsen  Sam Subbey  Mike Christie  Trond Mannseth 《Computational Geosciences》2006,10(3):321-342

There is a correspondence between flow in a reservoir and large scale permeability trends. This correspondence can be derived by constraining reservoir models using observed production data. One of the challenges in deriving the permeability distribution of a field using production data involves determination of the scale of resolution of the permeability. The Adaptive Multiscale Estimation (AME) seeks to overcome the problems related to choosing the resolution of the permeability field by a dynamic parameterisation selection. The standard AME uses a gradient algorithm in solving several optimisation problems with increasing permeability resolution. This paper presents a hybrid algorithm which combines a gradient search and a stochastic algorithm to improve the robustness of the dynamic parameterisation selection. At low dimension, we use the stochastic algorithm to generate several optimised models. We use information from all these produced models to find new optimal refinements, and start out new optimisations with several unequally suggested parameterisations. At higher dimensions we change to a gradient-type optimiser, where the initial solution is chosen from the ensemble of models suggested by the stochastic algorithm. The selection is based on a predefined criterion. We demonstrate the robustness of the hybrid algorithm on sample synthetic cases, which most of them were considered insolvable using the standard AME algorithm.  相似文献   

Temporal behavior of the background seismicity rate in central Japan, 1998 to mid-2003   总被引：1，自引：0，他引：1  

Yoshiki Tsukakoshi  Kunihiko Shimazaki 《Tectonophysics》2006,417(1-2):155

We studied the temporal behavior of the background shallow seismicity rate in 700 circular areas across inland Japan. To search for and test the significance of the possible rate changes in background seismicity, we developed an efficient computational method that applies the space–time ETAS model proposed by Ogata in 1998 to the areas. Also, we conducted Monte Carlo tests using a simulated catalog to validate the model we applied. Our first finding was that the activation anomalies were found so frequently that the constant background seismicity hypothesis may not be appropriate and/or the triggered event model with constraints on the parameters may not adequately describe the observed seismicity. However, quiescence occasionally occurs merely by chance. Another outcome of our study was that we could automatically find several anomalous background seismicity rate changes associated with the occurrence of large earthquakes. Very significant seismic activation was found before the M6.1 Mt. Iwate earthquake of 1998. Also, possible seismic quiescence was found in an area 150 km southwest of the focal region of the M7.3 Western Tottori earthquake of 2000. The seismicity rate in the area recovered after the mainshock.  相似文献   

双坡面临空岩质边坡滑动破坏模式下的稳定性分析     

周应华  周德培  邵江 《山地学报》2006,24(4):446-449

多数岩质边坡稳定性分析已基本解决了常走向单坡面临空的边坡平面滑动问题。然而,在路堑边坡工程和自然边坡中有很多边坡坡面并不是平面,它包含多个坡面。多坡面边坡包含两个或多个不同走向的坡面。多坡面边坡几何特征不同于单坡面边坡,所以滑动条件也不一样。在赤平投影图上,多坡面的滑动包络线是组成边坡的每个坡面单独投影包络线的组合。为了探讨方便,只讨论了双坡面临空岩质边坡的滑动破坏模式,并将其分为双坡面临空下的平面破坏和楔形体破坏。在赤平投影图上,双坡面滑动区域定义为双坡面边坡滑动包络图中两侧坡面的真倾线之间的面积。如果有一两个节理面真倾向线落在滑动区内,滑动破坏才可能发生。  相似文献   

Determining hypocentral parameters for local earthquakes in 1-D using a genetic algorithm   总被引：1，自引：0，他引：1  

Woohan Kim  In-Kyeong Hahm  Sung Jin Ahn  Dong Hoon Lim 《Geophysical Journal International》2006,166(2):590-600

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角度格式转换过程中可靠算法研究     

陈德标  钭祖民  李平 《测绘信息与工程》2005,30(2):11-12

提出了一种可靠算法是将原始度.分秒加上一个与之同符号,且不影响计算精度的有效微小量ｅ,然后再进行格式转换,能有效减少工程返工和损失。  相似文献   

基于可分解马尔科夫网的极端椒盐噪声图像滤波   总被引：4，自引：0，他引：4  

曹建农  李德仁  关泽群 《武汉大学学报(信息科学版)》2005,30(7):583-587

提出了一种基于可分解马尔科夫网(decomposableMarkovnetworks,DMN)的极端椒盐噪声的均值滤波方法,指出其网络节点的阈值衰减特性和网络节点的连接特性具有很好的对椒盐噪声污染图像的噪声定位的作用,并提出一种在该网络控制下,只对与噪声相关的像素进行均值计算以替代噪声像素的亚均值滤波算法,实现了图像的较强自适应滤波。实验表明,本文方法具有良好的滤波性能。  相似文献   

C1相干算法及其在三维地震资料处理解释中的应用     

丛茂祥  李洪亮 《中国煤田地质》2005,17(2):49-50,70

C1相干算法是计算每道的横测线和相邻纵测线的互相关，依据相干值来判断地层和岩性的横向不均匀性。根据互相关原理，提出了相干体算法中二维和三维C1算法的内容及其具体实现。通过对实际三维地震资料的处理，结合已知地质资料，证明C1相干技术在三维地震资料的断层解释方面有着明显的效果。  相似文献   

方差体技术在地震勘探中的应用   总被引：5，自引：0，他引：5  

陈凤云 《中国煤田地质》2005,17(2):51-52

三维地震数据体反映了地下一个规则网格的反射情况。当遇到地下有断层或某个局部区域地层不连续变化时，一些地震道的反射特征就会与附近地震道出现差异而导致地震首局部的不连续性。三维方差体技术就是求取三维数据体所有样点的方差值来反映这种不连续性信息。通过该技术在济宁2号井某采区的实际应用，可看出，方差体技术在三维地震信息的自动拾取以及提高地震资料解释成果精度等方面有明显优势，对断层、陷落柱有良好的自动识别能力。  相似文献   

基于不确定性分析框架的动态环状河网水质模型——以温州市温瑞塘河为例   总被引：6，自引：1，他引：6       下载免费PDF全文

徐一剑  曾思育  张天柱 《水科学进展》2005,16(4):574-580

以温州市温瑞塘河为背景,基于不确定性分析的框架,开发了动态环状河网水质模型。用HSY(Hornberger,Spear and Young)算法作水质参数的不确定性分析,求得模型参数的空间分布,从而提高模型使用的可靠性、降低决策的风险度。模型由水量子模型及水质子模型两部分组成:水量子模型采用圣维南方程并用四级解法求解;水质子模型采用CSTR(Continuously Stirred Tank Reactor)模型的机理,并结合环状河网特征作了修正,由于只需解常微分方程,因而避免了矩阵求解,显著提高了计算效率,使得用HSY算法进行不确定性分析成为可能。模型选取温州市温瑞塘河流域的鹿城区河网进行了首次应用,用HSY算法率定水质参数并讨论了参数的不确定性。对参数率定结果进行验证,结果比较理想。最后简要讨论了参数不确定性传递。  相似文献