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   

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   

Semi-analytical solutions of a contaminant transport equation with nonlinear sorption in 1D     

Peter Frolkovič  Jozef Kačur 《Computational Geosciences》2006,10(3):279-290

A new method to determine semi-analytical solutions of one-dimensional contaminant transport problem with nonlinear sorption is described. This method is based on operator splitting approach where the convective transport is solved exactly and the diffusive transport by finite volume method. The exact solutions for all sorption isotherms of Freundlich and Langmuir type are presented for the case of piecewise constant initial profile and zero diffusion. Very precise numerical results for transport with small diffusion can be obtained even for larger time steps (e.g., when the Courant-Friedrichs-Lewy (CFL) condition failed).  相似文献   

Analysis on the sources of mercury in soils in the Chengdu Basin, China     

Limin REN Bing QIN Wenchun TANG Zhendong MA Yikeng HU 《中国地球化学学报》2006,25(B08):10-10

Mercury is a pollutant of concern due to its toxic and bioaccumulative properties. Studies on the distribution and hazard of mercury in the environment are mainly focused on its forms, toxicity and the environment standard, and progresses and results have been achieved. But these studies in the past were concentrated on the scales of laboratory or smaller districts merely, such as a small unit of mineral area, vegetable base, paddy field, lake, etc. Multi-target regional geochemical survey carried out by China Geological Survey from the 1990s to now is a fundamental and commonweal geological survey, large-scale and systematical inquisition and research were conducted in 19 provinces （or municipalities directly under the Central Government） in the eastern overlay region of China, and the purpose is to provide the basic geochemical data for national economic construction, adjustment of industrial and agricultural structures and sustainable social development. Geochemical studies aim at investigating soils in these regions and 52 elements have been tested, producing a great amount of data at the same time. Methods： based on the data from 3061 samples of surface soil and 832 samples of deep soil from the project of multi-purpose geochemical survey in the Chengdu Basin, Sichuan, China, this paper describes the correlation relationship between Hg and other 48 elements and their spatial distribution in surface and deep soils of these areas by applying the method of linear regression and factor analysis.  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   

Water temperature behaviour in the River Loire since 1976 and 1881     

Florentina Moatar  Joël Gailhard 《Comptes Rendus Geoscience》2006,338(5):319-328

Analysis of monthly mean river temperatures, recorded on an hourly basis in the middle reaches of the Loire since 1976, allows reconstruction by multiple linear regression of the annual, spring and summer water temperatures from equivalent information on air temperatures and river discharge. Since 1881, the average annual and summer temperatures of the Loire have risen by approximately 0.8?°C, this increase accelerating since the late 1980s due to the rise in air temperature and also to lower discharge rates. In addition, the thermal regime in the Orleans to Blois reach is considerably affected by the inflow of groundwater from the Calcaires de Beauce aquifer, as shown by the summer energy balance. To cite this article: F. Moatar, J. Gailhard, C. R. Geoscience 338 (2006).  相似文献   

高光谱遥感影像波段选择算法评价方法研究   总被引：2，自引：2，他引：2  

李行  毛定山  张连蓬 《地理与地理信息科学》2006,22(6):34-37

波段选择在高光谱影像数据降维处理中尤为重要，其算法较多，但针对波段选择算法评价方法的研究却很少。该文提出一种波段选择算法的评价方法。引入信息量、类别可分性和相关性3个指标，对所选波段子集进行度量，通过比较不同波段选择算法所选波段子集的度量结果，实现对波段选择算法的评价。在试验中，将该评价方法应用于4种常用的波段选择算法，分析了评价结果并验证了该评价方法的可行性。  相似文献   

平面点集凸壳的一种快速算法   总被引：6，自引：1，他引：6  

樊广佺  马丽平  杨炳儒 《地理与地理信息科学》2006,22(6):38-41

提出一种计算平面点集凸壳的快速算法———八方向极值快速凸壳算法。该算法首先对平面点集进行一次扫描,从而快速查找到东、南、西、北、东南、西南、东北、西北8个方向上的极值点,构造出一个更接近凸壳的初始凸壳,从而在后续的点集扫描中可以排除更多的内点,使该算法计算效率更高。该算法的空间复杂度为O(N);其时间复杂度虽然无法突破最坏情况下O(NlogN)的理论下限,但其期望时间复杂度已达到线性水平,并且可以容易地扩展到三维和高维空间。  相似文献