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   

The circumstellar shells of carbon miras     

Martin Groenewegen 《Astrophysics and Space Science》1995,224(1-2):321-324

The relation between mass loss rate and pulsation period in carbon Miras is discussed. The dust mass loss rate is very low (about 2 × 10^–10 M/yr) up to aboutP = 380 days, where there is a sudden increase. ForP > 400 days there is a linear relation between logM andP. The change in the mass loss rate near 380 days may be related to radiation pressure on dust becoming effective in driving the outflow.  相似文献   

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   

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   

湿地功能快速评价中的若干理论问题   总被引：9，自引：5，他引：9  

殷书柏  吕宪国 《湿地科学》2006,4(1):1-6

针对目前湿地功能快速评价中存在的不足之处,分析了产生这些不足的原因及湿地功能快速评价过程中存在的一些基本理论问题。分析表明:湿地功能快速评价方法是为了达到“湿地功能无净损失”目的,是在需要评价的湿地如此之多而从事湿地功能评价的专业人员又极其缺乏的情况下发展起来的。它对于湿地恢复与重建以及湿地受人类活动干扰程度的评价是非常有效的;在湿地功能快速评价过程中,把相对未受人类干扰的参照湿地的功能指数规定为1,这就使得快速评价方法不能对参照湿地的功能进行评价,而目前最需要评价其功能的湿地往往就是这些相对未受人类活动干扰的湿地;在相同水文地貌的湿地类型内评价湿地功能之间的差异,这使得快速评价方法不能评价湿地的水文地貌功能;由于快速评价的结果都是相对的功能指数,并不能说明湿地所提供的功能量是否满足人们的需求,因而在决策中不能单独使用;快速评价都是“一次调查就获得结果”,同时由于快速评价过程中指标选择的主观性、指标赋值的主观性、采样点空间设置的主观性以及采样时间的主观性,对于具有时空变化特征的湿地功能的评价结果的可重复性和科学性是很低的。为了使湿地功能评价的结果对管理和决策具有指导意义,基于湿地功能量计算的、定量的评价湿地功能的方法必须开发出来。针对不同的评价目的,湿地功能评价可采用双重参照标准:一是以自然为参照来评价湿地功能受人类活动影响的程度以及湿地恢复与重建成功与否;二是以人类需要为标准来评价湿地提供的功能量是否满足了我们的期望,以便采取措施改进湿地功能来满足人类的需求。  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   

韧性剪切变形对岩石地球化学行为的制约——以北阿尔金巴什考供韧性剪切带为例   总被引：6，自引：0，他引：6  

戚学祥李海兵  吴才来陈松永 《地质通报》2005,24(3):252-257

韧性剪切变形对岩石地球化学行为的制约一直是地质学家们探讨的课题。本文以构成北阿尔金红柳沟——拉配泉俯冲碰撞杂岩带与北阿尔金地块边界的巴什考供斜向逆冲型韧性剪切带为例，通过对韧性剪切带内花岗岩变形前后不同变形强度构造岩的地球化学组成进行对比，确定等比线斜率，探讨韧性变形对岩石体积和成分变异的影响。计算结果表明，在糜棱岩化过程中，糜棱岩化花岗岩体积亏损21％，花岗质糜棱岩体积亏损31％。质量平衡计算结果和等比线图表明，韧；陛剪切作用导致SiO2，流失量最大，A12O3、K2O及Ba、Rb、Sr等都有不同程度的丢失，显示出较强的活动性，MnO、P2O5、Sc位于等比线上或附近，表现出相对的稳定性。岩石中活动组分的变异是流体渗滤作用引起的，不活动组分的变异是体．积亏损造成的。  相似文献   

水气两相流系统K-S-P模型参数反演的最优估计   总被引：1，自引：0，他引：1       下载免费PDF全文

薛强  冯夏庭  梁冰  刘建军 《水科学进展》2005,16(4):488-493

应用渗流力学和参数反演辨识最优化理论,建立了水气两相流控制方程,给出了控制两相流系统K-S-P模型参数之间的本构关系,并对其中的相关参数进行数值反演辨识,得出待求参数的最优估计值。对不同质地土壤的实验测试值进行对比分析,其结果吻合较好,验证了模型的适定性和可靠性,解决了实验数据处理以及结果对初值的敏感性问题,并且该数值方法可通过多组初值参数进行数值实验,结合实验结果来满足实际工程的需求。这不仅对非饱和带内污染物传输、气藏工程试井计算、填埋气体的释放以及挥发性有机污染物的去污分析中两相流数值计算提供基础,而且对K-S-P本构关系之间参数的确定提供了可靠的理论依据。  相似文献