Extreme value theory based on the r largest annual events: a robust approach     

D. J. Dupuis 《Journal of Hydrology》1997,200(1-4):295-306

In Smith (1986, J. Hydrol. 86, 27–43), a family of statistical distributions and estimators for extreme values based on a fixed number r > = 1 of the largest annual events are presented. The method of estimation was numerical maximum likelihood. In this paper, we consider the robust estimation of parameters in such families of distributions. The estimation technique, which is based on optimal B-robust estimates, will assign weights to each observation and give estimates of the parameters based on the data which are well modeled by the distribution. Thus, observations which are not consistent with the proposed distribution can be identified and the validity of the model can be assessed. The method is illustrated on Venice sea level data.  相似文献   

Indicator Simulation Accounting for Multiple-Point Statistics   总被引：7，自引：0，他引：7  

Julián M. Ortiz  Clayton V. Deutsch 《Mathematical Geology》2004,36(5):545-565

Geostatistical simulation aims at reproducing the variability of the real underlying phenomena. When nonlinear features or large-range connectivity is present, the traditional variogram-based simulation approaches do not provide good reproduction of those features. Connectivity of high and low values is often critical for grades in a mineral deposit. Multiple-point statistics can help to characterize these features. The use of multiple-point statistics in geostatistical simulation was proposed more than 10 years ago, on the basis of the use of training images to extract the statistics. This paper proposes the use of multiple-point statistics extracted from actual data. A method is developed to simulate continuous variables. The indicator kriging probabilities used in sequential indicator simulation are modified by probabilities extracted from multiple-point configurations. The correction is done under the assumption of conditional independence. The practical implementation of the method is illustrated with data from a porphyry copper mine.  相似文献   

Transformation of Residuals to Avoid Artifacts in Geostatistical Modelling with a Trend   总被引：1，自引：0，他引：1  

Oy Leuangthong  Clayton V. Deutsch 《Mathematical Geology》2004,36(3):287-305

Trend modelling is an important part of natural resource characterization. A common approach to account for a variable with a trend is to decompose it into a relatively smoothly varying trend and a more variable residual component. Then, the residuals are stochastically modelled independent of the trend. This decomposition can result in values outside the plausible range of variability, such as grades below zero or ratios that exceed 1.0. We transform the residuals conditional to the trend component to explicitly remove these complex features prior to geostatistical modelling. Back transformation of the modelled residual values allows the complex relations to be reproduced. A petroleum-related application shows the robustness of the proposed transformation. Furthermore, a mining application shows that when this conditional transformation is applied to the original variable, instead of the residual, simulated values are assured to be nonnegative.  相似文献   

Weights of Evidence Modeling of Mineral Potential: A Case Study Using Small Number of Prospects,Abra, Philippines   总被引：9，自引：1，他引：9  

Carranza  Emmanuel John M. 《Natural Resources Research》2004,13(3):173-187

Weights of evidence (WofE) modeling usually is applied to map mineral potential in areas with large number of deposits/prospects. In this paper, WofE modeling is applied to a case study area measuring about 920 km² with 12 known porphyry copper prospects. A pixel size of 100 m × 100 m was used in the spatial data analyses to represent in a raster-based GIS lateral extents of prospects and of geological features considered as spatial evidence. Predictor maps were created based on (a) estimates of studentized values of positive spatial association between prospects and spatial evidence; (b) proportion of number of prospects in zones where spatial evidence is present; and (c) geological interpretations of positive spatial association between prospects and spatial evidence. Uncertainty because of missing geochemical evidence is shown to have an influence on tests of assumption of conditional independence (CI) among predictor maps with respect to prospects. For the final predictive model, assumption of CI is rejected based on omnibus test but is accepted based on a new omnibus test. The final predictive model, which delineates 30% of study area as zones with potential for porphyry copper, has 83% success rate and 73% prediction rate. The results demonstrate plausibility of WofE modeling of mineral potential in large areas with small number of mineral prospects.  相似文献   

Testing a statistical curve‐fitting procedure for quantifying sediment populations within multi‐modal particle‐size distributions     

John Leys  Grant McTainsh  Terry Koen  Brian Mooney  Craig Strong 《地球表面变化过程与地形》2005,30(5):579-590

This paper describes a series of tests designed to evaluate the capacity of a personal computer (PC) based statistical curve‐fitting program called MIX to quantify composite populations within multi‐modal particle‐size distributions. Three natural soil samples were analysed by a Coulter Multisizer, and their particle‐size distributions analysed using MIX software to identify the modes, standard deviations and proportions of their composite populations. The particle‐size distributions of the three natural soil samples were then numerically combined in equal proportions using a spreadsheet program to create synthetic particle‐size distributions of known populations. MIX was then tested on the synthetic particle‐size distributions to see if the modes and proportions it identified were similar to those modes and proportions known to characterize the synthetic particle‐size distributions. The main outcome is that MIX can very accurately describe the modal particle size and proportions of the major composite populations within a particle‐size distribution. However MIX has difficulty in identifying small populations (those contributing <10 per cent of a total particle‐size distribution), particularly when they are located in the central sections of particle‐size distributions, overlain by larger populations, or when positioned in the fine tails of distributions. Despite these minor shortcomings, MIX is a valuable tool for the examination and interpretation of particle‐size data. Copyright © 2005 John Wiley & Sons, Ltd.  相似文献   

Geostatistical simulation of random fields with bivariate isofactorial distributions by adding mosaic models     

Xavier Emery 《Stochastic Environmental Research and Risk Assessment (SERRA)》2005,19(5):348-360

This work deals with the geostatistical simulation of a family of stationary random field models with bivariate isofactorial distributions. Such models are defined as the sum of independent random fields with mosaic-type bivariate distributions and infinitely divisible univariate distributions. For practical applications, dead leaf tessellations are used since they provide a wide range of models and allow conditioning the realizations to a set of data via an iterative procedure (simulated annealing). The model parameters can be determined by comparing the data variogram and madogram, and enable to control the spatial connectivity of the extreme values in the realizations. An illustration to a forest dataset is presented, for which a negative binomial model is used to characterize the distribution of coniferous trees over a wooded area.  相似文献   

兰州市2001年沙尘气溶胶质量浓度的特征分析   总被引：11，自引：14，他引：11  

权建农  奚晓霞  王鑫  李杰  张镭 《中国沙漠》2005,25(1):93-97

 分析了2001年沙尘暴期间兰州与靠近沙尘源区的武威的沙尘浓度和粒径分布特征,并运用对数正态分布规律拟合了沙尘粒径的分布。通过对比武威、皋兰和兰州沙尘暴期间沙尘浓度的变化以及武威与兰州的沙尘粒径分布特征,揭示了河西走廊沙漠对兰州市沙尘暴的影响。  相似文献   

Frequency analysis of nonstationary annual maximum flood series using the time‐varying two‐component mixture distributions          下载免费PDF全文

Lei Yan  Lihua Xiong  Dedi Liu  Tiesong Hu  Chong‐Yu Xu 《水文研究》2017,31(1):69-89

The most popular practice for analysing nonstationarity of flood series is to use a fixed single‐type probability distribution incorporated with the time‐varying moments. However, the type of probability distribution could be both complex because of distinct flood populations and time‐varying under changing environments. To allow the investigation of this complex nature, the time‐varying two‐component mixture distributions (TTMD) method is proposed in this study by considering the time variations of not only the moments of its component distributions but also the weighting coefficients. Having identified the existence of mixed flood populations based on circular statistics, the proposed TTMD was applied to model the annual maximum flood series of two stations in the Weihe River basin, with the model parameters calibrated by the meta‐heuristic maximum likelihood method. The performance of TTMD was evaluated by different diagnostic plots and indexes and compared with stationary single‐type distributions, stationary mixture distributions and time‐varying single‐type distributions. The results highlighted the advantages of TTMD with physically‐based covariates for both stations. Besides, the optimal TTMD models were considered to be capable of settling the issue of nonstationarity and capturing the mixed flood populations satisfactorily. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

An algebraic solution of maximum likelihood function in case of Gaussian mixture distribution     

J. L. Awange  B. Palancz  R. Lewis  T. Lovas  B. Heck  Y. Fukuda 《Australian Journal of Earth Sciences》2016,63(2):193-203

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中国东部高空颠簸时空分布特征及其与热带中东太平洋海温的关系   总被引：1，自引：0，他引：1  

阿利曼  王君  冯锦明  李秀连 《大气科学》2016,40(5):1073-1088

本文利用1979～2014年NCEP-DOE日平均再分析资料和中国区域2375份航空器空中颠簸报告资料,研究中国东部区域高空颠簸的时空分布特征及其与热带中东太平洋海温异常（简称“海温异常”;空间范围:5°S～5°N,120°～170°W）的关系以及产生这种关系的可能原因。结果表明:中国东部地区高空颠簸与东亚副热带西风急流之间存在显著时空相关关系,其原因是高空纬向风引起的垂直风切变是构成高空颠簸时空分布的主导因素。中国东部夏季高空颠簸与海温异常存在正相关关系;冬季呈现南北两个正负相关区:以30°N为界,北部区域存在显著的负相关,南部区存在显著的正相关,在30°N急流轴附近区域无显著相关关系。海温异常影响中国高空颠簸时空分布的可能原因是海温变化引起对流层高层温度出现异常,进而影响温度的经向梯度,导致东亚副热带西风急流强度和位置出现异常（夏季,急流轴南侧出现西风异常;冬季,急流轴北侧出现东风异常,南侧出现西风异常）。高空纬向风的变化导致纬向风的垂直梯度和经向梯度出现异常,最终影响高空颠簸的时空分布特征。对流层高层温度的异常变化可能是由与热带海温异常相关的平流层水汽变化所引起。  相似文献