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   

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   

圆形标志中心子像素定位方法的研究与实现   总被引：18，自引：1，他引：18  

黄桂平 《武汉大学学报(信息科学版)》2005,30(5):388-391

采用回光反射材料制作圆形回光反射标志，经摄影后得到标志的“准二值影像”；对标志的椭圆影像进行亚像素边缘提取，经最小二乘椭圆拟合后得到标志中心的子像素级位置。试验表明，可以达到0．02像素的定位精度。  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   

陕西金矿床类型及其找矿方向     

齐文  侯满堂 《陕西地质》2005,23(1):1-10

通过对陕西金矿资源的分析、总结,将陕西金矿成因类型划分为7类14亚类;与金矿有关的成矿系列划分为3个矿床成矿系列组合,7个成矿系列类型,10个成矿系列和4个亚系列;金矿床空间分布严格受隐伏基底和出露基底,隐伏岩体、重磁吻合构造,构造和成矿时代的控制;与金成矿有关的Ⅲ级成矿区(带)有4条,有关的Ⅳ级成矿区(带)有10条,有关的Ⅴ级主要金成矿区(带)有16条;提出了金矿新的找矿方向,为今后本区金矿地质找矿的新突破提供信息.  相似文献   

上京井田构造特征及其成因分析     

许福美 《中国煤田地质》2005,17(1):8-10

利用井田勘探和矿井生产的地质资料，对上京井阳的构造特征进行了总结，认为该井田以褶皱为主，尤以翻卷褶曲为特征，并且其复杂的构造格局是在经受了多次构造运动而形成的，其形成过程可概括为四个阶段：含煤盆地形成阶段；Ⅰ级褶皱和辗掩断层形成阶段；Ⅱ、Ⅲ级褶皱和一系列正断层形成阶段；构造体系的叠加、改造和定型阶段。  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