为获得高层建筑围护结构设计风荷载,通常需要考虑其表面风压系数的概率特征,进而进行极值估计。针对当前基于超越阈值模型的风压系数极值估计方法存在阈值选取困难,需要较大样本的不足,基于高层建筑标准模型进行风洞试验,首先研究其表...为获得高层建筑围护结构设计风荷载,通常需要考虑其表面风压系数的概率特征,进而进行极值估计。针对当前基于超越阈值模型的风压系数极值估计方法存在阈值选取困难,需要较大样本的不足,基于高层建筑标准模型进行风洞试验,首先研究其表面风压系数的概率特征,结果表明迎风区测点接近高斯分布,分离区测点风压系数母体接近Gamma分布,风压系数极小值接近GEV(general extreme value,GEV)分布;提出一种改进的POT(peak over threshold,POT)极值估计方法进行表面风压系数极值估计,进而与几种传统极值估计方法进行对比,结果表明改进POT极值估计方法可实现小样本的风压系数极值估计,其估计结果与大样本容量的标准极值偏差小于5%,且稳定性较好;最后给出了标准高层建筑模型表面极值风压系数。展开更多
Extreme events are defined as values of the event below or above a certain value called threshold. A well chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold so...Extreme events are defined as values of the event below or above a certain value called threshold. A well chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold so as to analyze and model extreme events. One of the most successful methods is the maximum product of spacing (MPS). However, there is a problem encountered while modeling data through this method in that the method breaks down when there is a tie in the exceedances. This study offers a solution to model data even if it contains ties. To do so, an optimal threshold that gives more optimal parameters for extreme events, was determined. The study achieved its main objective by deriving a method that improved MPS method for determining an optimal threshold for extreme values in a data set containing ties, estimated the Generalized Pareto Distribution (GPD) parameters for the optimal threshold derived and compared these GPD parameters with GPD parameters determined through the standard MPS model. The study improved maximum product of spacing method and used Generalized Pareto Distribution (GPD) and Peak over threshold (POT) methods as the basis of identifying extreme values. This study will help the statisticians in different sectors of our economy to model extreme events involving ties. To statisticians, the structure of the extreme levels which exist in the tails of the ordinary distributions is very important in analyzing, predicting and forecasting the likelihood of an occurrence of the extreme event.展开更多
We present a novel method to analyze extreme events of flows over manifolds called Peaks Over Manifold (POM). Here we show that under general and realistic hypotheses, the distribution of affectation measures converge...We present a novel method to analyze extreme events of flows over manifolds called Peaks Over Manifold (POM). Here we show that under general and realistic hypotheses, the distribution of affectation measures converges to a Generalized Pareto Distribution (GPD). The method is applicable to floods, ice cover extent, extreme rainfall or marine heatwaves. We present an application to a synthetic data set on tide height and to real ice cover data in Antartica.展开更多
To Statisticians, the structure of the extreme levels which exist in the tails of the ordinary distributions is very important in analyzing, predicting and forecasting the likelihood of an occurrence of extreme event....To Statisticians, the structure of the extreme levels which exist in the tails of the ordinary distributions is very important in analyzing, predicting and forecasting the likelihood of an occurrence of extreme event. Extreme events are defined as values of the event below or above a certain value called threshold. A well chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold so as to analyze and model extreme events. One of the most successful methods is the maximum product of spacing (MPS). However, there is a problem encountered while modeling data through this method in that the method breaks down when there is a tie in the exceedances. This study offers a solution to model data even when it contains ties. In the study, a method that improved MPS method for determining an optimal threshold for extreme values in a data set containing ties was derived. The Generalized Pareto Distribution (GPD) parameters for the optimal threshold were derived and compared to GPD parameters determined through the standard MPS model. The study improved the standard MPS methodology by introducing the concept of frequency and used Generalized Pareto Distribution (GPD) and Peak over threshold (POT) methods as the basis of identifying extreme values. The improved MPS models and the standard models were applied to Nairobi Securities Exchange (NSE) trading volume data to determine the GPD parameters for different sectors registered in NSE market and their performance compared. It was realized that the improved MPS model performed better than the standard models. This study will help the Statisticians in different sectors of our economy to model extreme events involving ties.展开更多
利用1961～2011年江淮地区5～9月无缺测的71站逐日降水资料,做基于POT（Peaks-Over-Threshold）的广义Pareto 分布（GPD）,研究江淮地区极端降水的分布特征及其变化趋势.结果表明：（1）皖赣交界处阈值最大,西北和东南部较小,且江淮大...利用1961～2011年江淮地区5～9月无缺测的71站逐日降水资料,做基于POT（Peaks-Over-Threshold）的广义Pareto 分布（GPD）,研究江淮地区极端降水的分布特征及其变化趋势.结果表明：（1）皖赣交界处阈值最大,西北和东南部较小,且江淮大部分地区阈值的线性趋势系数为正,其中湖北东部和江西北部的站点,趋势达0.8 mm （10 a）^-1以上,并通过了显著性水平0.01的MK（Mann-Kendall）检验.（2）江淮地区中东部多存在连续性极端降水,因此文中采用基于极值指数的自动分串技术获得近似独立的极值样本.（3）尺度参数大值区位于江淮南部,西北、东南以及淮河以北较小,且线性趋势系数在大部分地区均表现为正值,表明出现降水极大值的概率增加.（4）皖赣鄂交界处是极端降水发生概率大值区,而西北、东南及安徽中部地区较小,且极端降水在大部分地区有增加的趋势,特别是在大别山附近及河南东部,2年和20年重现水平的趋势分别达6 mm （10 a）^-1和20 mm （10 a）^-1以上.展开更多
文摘为获得高层建筑围护结构设计风荷载,通常需要考虑其表面风压系数的概率特征,进而进行极值估计。针对当前基于超越阈值模型的风压系数极值估计方法存在阈值选取困难,需要较大样本的不足,基于高层建筑标准模型进行风洞试验,首先研究其表面风压系数的概率特征,结果表明迎风区测点接近高斯分布,分离区测点风压系数母体接近Gamma分布,风压系数极小值接近GEV(general extreme value,GEV)分布;提出一种改进的POT(peak over threshold,POT)极值估计方法进行表面风压系数极值估计,进而与几种传统极值估计方法进行对比,结果表明改进POT极值估计方法可实现小样本的风压系数极值估计,其估计结果与大样本容量的标准极值偏差小于5%,且稳定性较好;最后给出了标准高层建筑模型表面极值风压系数。
文摘Extreme events are defined as values of the event below or above a certain value called threshold. A well chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold so as to analyze and model extreme events. One of the most successful methods is the maximum product of spacing (MPS). However, there is a problem encountered while modeling data through this method in that the method breaks down when there is a tie in the exceedances. This study offers a solution to model data even if it contains ties. To do so, an optimal threshold that gives more optimal parameters for extreme events, was determined. The study achieved its main objective by deriving a method that improved MPS method for determining an optimal threshold for extreme values in a data set containing ties, estimated the Generalized Pareto Distribution (GPD) parameters for the optimal threshold derived and compared these GPD parameters with GPD parameters determined through the standard MPS model. The study improved maximum product of spacing method and used Generalized Pareto Distribution (GPD) and Peak over threshold (POT) methods as the basis of identifying extreme values. This study will help the statisticians in different sectors of our economy to model extreme events involving ties. To statisticians, the structure of the extreme levels which exist in the tails of the ordinary distributions is very important in analyzing, predicting and forecasting the likelihood of an occurrence of the extreme event.
文摘We present a novel method to analyze extreme events of flows over manifolds called Peaks Over Manifold (POM). Here we show that under general and realistic hypotheses, the distribution of affectation measures converges to a Generalized Pareto Distribution (GPD). The method is applicable to floods, ice cover extent, extreme rainfall or marine heatwaves. We present an application to a synthetic data set on tide height and to real ice cover data in Antartica.
文摘To Statisticians, the structure of the extreme levels which exist in the tails of the ordinary distributions is very important in analyzing, predicting and forecasting the likelihood of an occurrence of extreme event. Extreme events are defined as values of the event below or above a certain value called threshold. A well chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold so as to analyze and model extreme events. One of the most successful methods is the maximum product of spacing (MPS). However, there is a problem encountered while modeling data through this method in that the method breaks down when there is a tie in the exceedances. This study offers a solution to model data even when it contains ties. In the study, a method that improved MPS method for determining an optimal threshold for extreme values in a data set containing ties was derived. The Generalized Pareto Distribution (GPD) parameters for the optimal threshold were derived and compared to GPD parameters determined through the standard MPS model. The study improved the standard MPS methodology by introducing the concept of frequency and used Generalized Pareto Distribution (GPD) and Peak over threshold (POT) methods as the basis of identifying extreme values. The improved MPS models and the standard models were applied to Nairobi Securities Exchange (NSE) trading volume data to determine the GPD parameters for different sectors registered in NSE market and their performance compared. It was realized that the improved MPS model performed better than the standard models. This study will help the Statisticians in different sectors of our economy to model extreme events involving ties.
文摘利用1961～2011年江淮地区5～9月无缺测的71站逐日降水资料,做基于POT（Peaks-Over-Threshold）的广义Pareto 分布（GPD）,研究江淮地区极端降水的分布特征及其变化趋势.结果表明：（1）皖赣交界处阈值最大,西北和东南部较小,且江淮大部分地区阈值的线性趋势系数为正,其中湖北东部和江西北部的站点,趋势达0.8 mm （10 a）^-1以上,并通过了显著性水平0.01的MK（Mann-Kendall）检验.（2）江淮地区中东部多存在连续性极端降水,因此文中采用基于极值指数的自动分串技术获得近似独立的极值样本.（3）尺度参数大值区位于江淮南部,西北、东南以及淮河以北较小,且线性趋势系数在大部分地区均表现为正值,表明出现降水极大值的概率增加.（4）皖赣鄂交界处是极端降水发生概率大值区,而西北、东南及安徽中部地区较小,且极端降水在大部分地区有增加的趋势,特别是在大别山附近及河南东部,2年和20年重现水平的趋势分别达6 mm （10 a）^-1和20 mm （10 a）^-1以上.
