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   

用气象站地温资料计算多年平均土壤热流的初步结果   总被引：11，自引：3，他引：8  

董文杰  汤懋苍 《高原气象》1992,11(2):115-125

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成都城市发展对热岛强度影响的主成份回归分析     

石凤云  唐佑民 《成都信息工程学院学报》1991,(Z1)

本文对成都市总人口、建成区面积等11个因子、作了主成份回归L-S估计和M-估计,讨论了成都城市发展对“热岛”强度的主要影响因子。结果表明,城区房屋建筑面积及总人口数是影响城市气候(气温)的主要因子,其次为城市人口总户数、建成面积等。 文中,对回归方程进行了拟合计算,回归效果比较满意(尤其是稳健回归)。  相似文献   

Comparison of structural and least-squares lines for estimating geologic relations   总被引：1，自引：0，他引：1  

Garnett P. Williams  Brent M. Troutman 《Mathematical Geology》1990,22(8):1027-1049

Two different goals in fitting straight lines to data are to estimate a true linear relation (physical law) and to predict values of the dependent variable with the smallest possible error. Regarding the first goal, a Monte Carlo study indicated that the structural-analysis (SA) method of fitting straight lines to data is superior to the ordinary least-squares (OLS) method for estimating true straight-line relations. Number of data points, slope and intercept of the true relation, and variances of the errors associated with the independent (X) and dependent (Y) variables influence the degree of agreement. For example, differences between the two line-fitting methods decrease as error in X becomes small relative to error in Y. Regarding the second goal—predicting the dependent variable—OLS is better than SA. Again, the difference diminishes as X takes on less error relative to Y. With respect to estimation of slope and intercept and prediction of Y, agreement between Monte Carlo results and large-sample theory was very good for sample sizes of 100, and fair to good for sample sizes of 20. The procedures and error measures are illustrated with two geologic examples.  相似文献   

Seasonal variation of atmospheric dimethylsulfide at Amsterdam Island in the southern Indian Ocean     

B. C. Nguyen  N. Mihalopoulos  S. Belviso 《Journal of Atmospheric Chemistry》1990,11(1-2):123-141

Daily measurements of atmospheric concentrations of dimethylsulfide (DMS) were carried out for two years in a marine site at remote area: the Amsterdam Island (37°50S–77°31E) located in the southern Indian Ocean. DMS concentrations were also measured in seawater. A seasonal variation is observed for both DMS in the atmosphere and in the sea-surface. The monthly averages of DMS concentrations in the surface coastal seawater and in the atmosphere ranged, respectively, from 0.3 to 2.0 nmol l^-1 and from 1.4 to 11.3 nmol m^-3 (34 to 274 pptv), with the highest values in summer. The monthly variation of sea-to-air flux of DMS from the southern Indian Ocean ranges from 0.7 to 4.4 mol m^-2 d^-1. A factor of 2.3 is observed between summer and winter with mean DMS fluxes of 3.0 and 1.3 mol m^-2 d^-1, respectively.  相似文献   

The ＂CO2-rich gas vents＂ of Mt. Amiata volcano （Tuscany, Central Italy）： Geochemistry,genetic mechanism and hazard evaluation     

Franco Tassi Orlando Vaselli Elena Lognoli Fabrizio Cuccoli Barbara Nisi Elena Ramaldi Sandro Moretti Luca Lombardi Bruno Capaccioni 《中国地球化学学报》2006,25(B08):70-71

Mt. Amiata （Southern Tuscany, Central Italy） is an extinct Quaternary volcano located in an area still marked by high heat-flow that is caused by deep seated （6-10 km） hot masses related to Pliocene magmatic activity. The anomalous geothermal gradient gives rise, within the Mesozoic limestone formation （Tuscan series）, to geothermal systems that fed the Ca-SO4 thermal springs characterizing this area. Besides of thermal fluids, several cold, dry CO2-rich gas emissions seep out on the NE flank of the volcano. These gas vents mostly consist of large sub-circular craters at variable depth and diameter （5-15 m and 10-50 m, respectively）, and represent a serious hazard for the local population, as testified by the several asphyxia casualties that have been repeatedly occurred within these morphological depressions. In this work, the chemical and isotopic compositions of the Mt. Amiata ＂CO2-rich gas vents＂ and the estimation of both the CO2 flux from the soil and the CO2 distribution in air of their surroundings, has been carried out in order to： （1） assess the origin of gases, （2） recognize the mechanism of formation for these gas emissions and their relationship with local tectonics, and （3） to evaluate the CO2 hazard in the high flux emanations. The chemical composition of the gases is largely dominated by CO2 （up to 98 % by vol） and shows relatively high concentrations of N2, CH4 and H2S （up to 1.1%, 0.9% and 3.9 % by vol, respectively）. These features, coupled with the carbon and nitrogen isotopic signatures, suggest that the origin of the main gas compounds may be related to the contribution of deep （i.e., thermometamorphic processes on carbonate formations for CO2） and shallow （i.e. thermal decomposition of organic material for CH4, N2 and H2S） sources.  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   

Total gaseous mercury emissions from mercury-enriched soil in Guizhou, China     

Xinbin FENG Shaofeng WANG Guangle QIU Yamin HOU Shunlin TANG 《中国地球化学学报》2006,25(B08):243-244

Guizhou is located in the Circum-Pacific Global Mercuriferous Belt, and mercury concentrations in soil in this area are enriched. In-situ total gaseous mercury （TGM） exchange fluxes between air and soil surface were intensively measured at four sampling sites in Guiyang from 21 May to 16 June, 2003, and five sites in the Lanmuchang mercury mining area in December 2002 and May 2003, respectively. The in-situ Hg flux measurement was conducted with a dynamic flux chamber （DFC） of quartz. Overall, net emissions were obtained from all sampling sites. Soil mercury concentration and solar radiation have been proved to be the two most important parameters to control mercury emissions from soil. Meanwhile, rain events can enhance mercury emission rate significantly.  相似文献   

Comparative Seismic Risk Studies for German Earthquake Regions on the Basis of the European Macroseismic Scale EMS-98     

Jochen Schwarz  Mathias Raschke  Holger Maiwald 《Natural Hazards》2006,38(1-2):259-282

Within the framework of recent research projects, basic tools for GIS-based seismic risk assessment technologies were developed and applied to the building stock and regional particularities of German earthquake regions. Two study areas are investigated, being comparable by the level of seismic hazard and the hazard-consistent scenario events (related to mean return periods of 475, 2475 and 10000 years). Significant differences exist with respect to the number of inhabitants, the grade and extent of urbanisation, the quality and quantity of building inventory: the case study of Schmölln in Eastern Thuringia seems to be representative for the majority of smaller towns in Germany, the case study of Cologne (Köln) stands for larger cities. Due to the similarities of hazard and scenario intensities, the considerable differences do not only require proper decisions concerning the appropriate methods and acceptable efforts, they enable conclusions about future research strategies and needs for disaster reduction management. Not least important, results can sharpen the focus of public interest. Seismic risk maps are prepared for different scenario intensities recognising the scatter and uncertainties of site-dependent ground motion and also of the applied vulnerability functions. The paper illustrates the impact of model assumptions and the step-wise refinements of input variables like site conditions, building stock or vulnerability functions on the distribution of expected building damage within the study areas. Furthermore, and in contrast to common research strategies, results support the conclusion that in the case of stronger earthquakes the damage will be of higher concentration within smaller cities like Schmölln due to the site-amplification potential and/or the increased vulnerability of the building stock. The extent of damage will be pronounced by the large number of masonry buildings for which lower vulnerability classes have to be assigned. Due to the effect of deep sedimentary layers and the composition of building types, the urban centre of Cologne will be less affected by an earthquake of comparable intensity.  相似文献   

T -distributed Random Fields: A Parametric Model for Heavy-tailedWell-log Data1     

Jo R?islien  Henning Omre 《Mathematical Geology》2006,38(7):821-849

Histograms of observations from spatial phenomena are often found to be more heavy-tailed than Gaussian distributions, which makes the Gaussian random field model unsuited. A T-distributed random field model with heavy-tailed marginal probability density functions is defined. The model is a generalization of the familiar Student-T distribution, and it may be given a Bayesian interpretation. The increased variability appears cross-realizations, contrary to in-realizations, since all realizations are Gaussian-like with varying variance between realizations. The T-distributed random field model is analytically tractable and the conditional model is developed, which provides algorithms for conditional simulation and prediction, so-called T-kriging. The model compares favourably with most previously defined random field models. The Gaussian random field model appears as a special, limiting case of the T-distributed random field model. The model is particularly useful whenever multiple, sparsely sampled realizations of the random field are available, and is clearly favourable to the Gaussian model in this case. The properties of the T-distributed random field model is demonstrated on well log observations from the Gullfaks field in the North Sea. The predictions correspond to traditional kriging predictions, while the associated prediction variances are more representative, as they are layer specific and include uncertainty caused by using variance estimates.  相似文献