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Coseismic deformation and fault slip distribution of the 2023 M_(W)7.8 and M_(W)7.6 earthquakes in Türkiye 被引量:1
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作者 Weikang Li Lijiang Zhao +4 位作者 Kai Tan Xiaofei Lu Caihong Zhang Chengtao Li Shuaishuai Han 《Earthquake Science》 2024年第3期263-276,共14页
On February 6,2023,a devastating earthquake with a moment magnitude of M_(W)7.8 struck the town of Pazarcik in south-central Türkiye,followed by another powerful earthquake with a moment magnitude of M_(W)7.6 tha... On February 6,2023,a devastating earthquake with a moment magnitude of M_(W)7.8 struck the town of Pazarcik in south-central Türkiye,followed by another powerful earthquake with a moment magnitude of M_(W)7.6 that struck the nearby city of Elbistan 9 h later.To study the characteristics of surface deformation caused by this event and the influence of fault rupture,this study calculated the static coseismic deformation of 56 stations and dynamic displacement waveforms of 15 stations using data from the Turkish national fixed global navigation satellite system(GNSS)network.A maximum static coseismic displacement of 0.38 m for the M_(W)7.8 Kahramanmaras earthquake was observed at station ANTE,36 km from the epicenter,and a maximum dynamic coseismic displacement of 4.4 m for the M_(W)7.6 Elbistan earthquake was observed at station EKZ1,5 km from the epicenter.The rupture-slip distributions of the two earthquakes were inverted using GNSS coseismic deformation as a constraint.The results showed that the Kahramanmaras earthquake rupture segment was distinct and exposed on the ground,resulting in significant rupture slip along the Amanos and Pazarcik fault segments of the East Anatolian Fault.The maximum slip in the Pazarcik fault segment was 10.7 m,and rupture occurred at depths of 0–15 km.In the Cardak fault region,the Elbistan earthquake caused significant ruptures at depths of 0–12 km,with the largest amount of slip reaching 11.6 m.The Coulomb stress change caused by the Kahramanmaras earthquake rupture along the Cardak fault segment was approximately 2 bars,and the area of increased Coulomb stress corresponded to the subsequent rupture region of the M_(W)7.6 earthquake.Thus,it is likely that the M_(W)7.8 earthquake triggered or promoted the M_(W)7.6 earthquake.Based on the cumulative stress impact of the M_(W)7.8 and M_(W)7.6 events,the southwestern segment of the East Anatolian Fault,specifically the Amanos fault segment,experienced a Coulomb rupture stress change exceeding 2 bars,warranting further attention to assess its future seismic hazard risk. 展开更多
关键词 2023 türkiye earthquake GNSS observation coseismic deformation field slip distribution
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Numerical simulation of rock pore-throat structure effects on NMR T_2 distribution 被引量:4
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作者 王克文 李宁 《Applied Geophysics》 SCIE CSCD 2008年第2期86-91,共6页
We built a three-dimensional irregular network model which can adequately describe reservoir rock pore-throat structures. We carried out numerical simulations to study the NMR T2 distribution of water-saturated rocks.... We built a three-dimensional irregular network model which can adequately describe reservoir rock pore-throat structures. We carried out numerical simulations to study the NMR T2 distribution of water-saturated rocks. The results indicate that there is a good correlation between T2 distribution and the pore radius frequency histogram. The total T2 distribution can be partitioned into pore body and pore throat parts. The effect of parameters including throat radius, pore-throat ratio, and coordination number of the micro- pore structure on the T2 distribution can be evaluated individually. The result indicates that: 1 ) with the increase of the pore throat radius, the T2 distribution moves toward longer relaxation times and its peak intensity increases; 2) with the increase of the pore-throat ratio, the T2 distribution moves towards longer T2 with the peak intensity increasing and the overlap between pore body T2 and pore throat T2 decreasing; 3) With the increase of connectivity, the short T2 component increases and peak signal intensity decreases slightly. 展开更多
关键词 Network model NMR t2 distribution Pore structure Microstructure modeling
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Braided river and distribution patterns of sand bodies of Jurassic Badaowan formation in Block T13 of Junggar basin 被引量:4
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作者 SUN Xiaofang JIN Zhenkui +2 位作者 WANG Zhaofeng HUANG Xiaoping GU Junfeng 《Mining Science and Technology》 EI CAS 2010年第3期446-452,共7页
In order to determine the planar and volume distribution of sand bodies of the Jurassic Badaowan formation in Block T13 of Junggar basin,we used analysis of field outcrop and 3D seismic data,which play an essential ro... In order to determine the planar and volume distribution of sand bodies of the Jurassic Badaowan formation in Block T13 of Junggar basin,we used analysis of field outcrop and 3D seismic data,which play an essential role in areas of sparse well coverage.We describe sedimentary facies characteristics,sand body planforms,width and connectivity patterns of sand bodies,and vertical associations and successions by acoustic impedance inversion technology and sedimentological theory.Results of our study show braided fluvial strata deposits in the Jurassic Badaowan formation.Each sand body is approximately lenticular in shape.The width of each sand body falls in the range 100~800 m,with most between 200 and 400 m.The sand bodies vary in thickness from 4 to 13 m,with most below 9 m.The width/thickness ratios lie in the range 20~55.The connectivity of braided fluvial channel sand bodies is controlled by changes of accommodation space.One fining-upward sedimentary cycle of base-level rise is recognized in Badaowan formation,representing an upward rise of base level.The connectivity of sand bodies was found to be greatest in the early stage of base-level rise,becoming progressively worse with increasing base-level rise. 展开更多
关键词 Block t13 Badaowan formation braided river sand body distribution patterns
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Species abundance distribution models of Toona ciliata communities in Hubei Province,China 被引量:4
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作者 Yang Wang Huoming Zhou +2 位作者 Jingyong Cai Congwen Song Linzhao Shi 《Journal of Forestry Research》 SCIE CAS CSCD 2021年第1期103-117,共15页
The study of plant species abundance distribution(SAD)in natural communities is of considerable importance to understand the processes and ecological rules of community assembly.With the distribution of tree,shrub and... The study of plant species abundance distribution(SAD)in natural communities is of considerable importance to understand the processes and ecological rules of community assembly.With the distribution of tree,shrub and herb layers of eight natural communities of Toona ciliata as research targets,three diff erent ecological niche models were used:broken stick model,overlapping niche model and niche preemption model,as well as three statistical models:log-series distribution model,log-normal distribution model and Weibull distribution model,to fi t SAD of the diff erent vegetation layers based on data collected.Goodness-of-fi t was compared with Chi square test,Kolmogorov–Smirnov(K–S)test and Akaike Information Criterion(AIC).The results show:(1)based on the criteria of the lowest AIC value,Chi square value and K–S value with no signifi cant diff erence(p>0.05)between theoretic and observed SADs.The suitability and goodness-of-fi t of the broken stick model was the best of three ecological niche models.The log-series distribution model did not accept the fi tted results of most vegetation layers and had the lowest goodness-of-fi t.The Weibull distribution model had the best goodness-of-fi t for SADs.Overall,the statistical SADs performed better than the ecological ones.(2)T.ciliata was the dominant species in all the communities;species richness and diversity of herbs were the highest of the vegetation layers,while the diversities of the tree layers were slightly higher than the shrub layers;there were fewer common species and more rare species in the eight communities.The herb layers had the highest community evenness,followed by the shrub and the tree layers.Due to the complexity and habitat diversity of the diff erent T.ciliata communities,comprehensive analyses of a variety of SADs and tests for optimal models together with management,are practical steps to enhance understanding of ecological processes and mechanisms of T.ciliata communities,to detect disturbances,and to facilitate biodiversity and species conservation. 展开更多
关键词 toona ciliata community tree-shrubherb layers Niche models Statistical models Species abundance distribution(SAD) Model fi t
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Carbon Accumulation and Distribution in Ecosystems of Taiwania flousiana Plantation and Successive Rotation Plantation of Cunninghamia lanceolata 被引量:2
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作者 Zhou Gang He Bin +3 位作者 Wei Jiaguo Liu Fansheng Mo Shaozhuang Yang Zhengwen 《Meteorological and Environmental Research》 CAS 2018年第4期11-14,18,共5页
The 23-year-old T. flousiana plantation and successive rotation plantation of C. lanceolata at Shankou Forest Farm of Nandan County, Guangxi were tested by the method of plot investigation combining with biomass m... The 23-year-old T. flousiana plantation and successive rotation plantation of C. lanceolata at Shankou Forest Farm of Nandan County, Guangxi were tested by the method of plot investigation combining with biomass measurement. Carbon storage and spatial distribution of different components in the two forests were analyzed. The results indicated that carbon content in different organs of T. flousiana ranged from 426.0 to 503.9 g/kg, and the order was bark 〉stem 〉 root 〉 branch 〉 leaf. The carbon contents in shrub, herb and litter layers were452.9 , 408.0 and 428.9 g/kg, respectively. Carbon content in the soil (0 -80 cm)was 16.59 g/kg. The carbon content in different organs of C. lanceolata ranged from 464.5 to 508.9 g/kg, and the order was bark 〉 stem 〉 branch 〉 root 〉 leaf. The carbon contents in shrub, herb and litter layers were 456.2, 416.3 and 468.1 g/kg, respectively. Carbon content in the soil (0 -80 cm)was 15.77 g/kg. Total carbon storage amounts of T. flousiana plantation and successive rotation plantation of C. lanceolata were 245.83 and 213.52 t/hm^2, respectively. The carbon storage order of different structure layers from T. flousiana plantation and successive rotation plantation of C. lanceolata was soil layer (0 -8 0 cm) 〉 vegetation layer 〉 litter layer. Annual net productivity in the arbor layers of T. flousiana plantation and successive rotation plantation of C. lanceolata plantations was 10.75 and 17.13 t/(hm^2 · a) ; annual net carbon fixation amounts were estimated as 5.05 and 3.47 t /(hm^2 · a) ; annual net absorption C02 amounts were 18.53 and 12.73 t/(hm^2 · a) respectively. 展开更多
关键词 t. flousiana C. lanceolata Successive rotation Carbon storage Carbon distribution
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Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models:a comparison based on normal and Student's t-error distribution 被引量:2
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作者 S.M.Abdullah Salina Siddiqua +1 位作者 Muhammad Shahadat Hossain Siddiquee Nazmul Hossain 《Financial Innovation》 2017年第1期238-256,共19页
Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exch... Background:Modeling exchange rate volatility has remained crucially important because of its diverse implications.This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility between the Bangladeshi taka(BDT)and the US dollar($).Methods:Using daily exchange rates for 7 years(January 1,2008,to April 30,2015),this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic(GARCH),asymmetric power ARCH(APARCH),exponential generalized autoregressive conditional heteroscedstic(EGARCH),threshold generalized autoregressive conditional heteroscedstic(TGARCH),and integrated generalized autoregressive conditional heteroscedstic(IGARCH)processes under both normal and Student’s t-distribution assumptions for errors.Results and Conclusions:It was found that,in contrast with the normal distribution,the application of Student’s t-distribution for errors helped the models satisfy the diagnostic tests and show improved forecasting accuracy.With such error distribution for out-of-sample volatility forecasting,AR(2)–GARCH(1,1)is considered the best. 展开更多
关键词 Exchange rate VOLAtILItY ARCH GARCH Student’s t Error distribution
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Global Distribution of Thermosteric Contribution to Sea Level Rising Trend 被引量:1
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作者 ZUO Juncheng DU Ling +1 位作者 ZHANG Jianli CHEN Meixiang 《Journal of Ocean University of China》 SCIE CAS 2010年第3期199-209,共11页
The sea level derived from TOPEX/Poseidon (T/P) altimetry data shows prominent long term trend and inter-annual variability. The global mean sea level rising rate during 1993-2003 was 2.9mm a^-1. The T/P sea level t... The sea level derived from TOPEX/Poseidon (T/P) altimetry data shows prominent long term trend and inter-annual variability. The global mean sea level rising rate during 1993-2003 was 2.9mm a^-1. The T/P sea level trend maps the geographical variability. In the Northern Hemisphere (15°-64°N), the sea level rise is very fast at the mid-latitude (20°-40°N) but much slower at the high-latitude, for example, only 0.5 mm a^-1 in the latitude band 40°-50°N. In the Southern Hemisphere, the sea level shows high rising rate both in mid-latitude and high-latitude areas, for example, 5.1 mm a^-1 in the band 40°- 50°S. The global thermosteric sea level (TSL) derived from Ishii temperature data was rising during 1993-2003 at a rate of 1.2 mm a^-1 and accounted for more than 40% of the global T/P sea level rise. The contributions of the TSL distribution are not spatially uniform; for instance, the percentage is 67% for the Northern Hemisphere and only 29% for the Southern Hemisphere (15°-64°S) and the maximum thermosteric contribution appears in the Pacific Ocean, which contributes more than 60% of the global TSL. The sea level change trend in tropical ocean is mainly caused by the thermosteric effect, which is different from the case of seasonal variability in this area. The TSL variability dominates the T/P sea level rise in the North Atlantic, but it is small in other areas, and shows negative trend at the high-latitude area (40°-60°N, and 50°-60°S). The global TSL during 1945-2003 showed obvious rising trend with the rate of about 0.3 mm a-l and striking inter-annual and decadal variability with period of 20 years. In the past 60 years, the Atlantic TSL was rising continuously and remarkably, contributing 38% to the global TSL rising. The TSL in the Pacific and Indian Ocean rose with significant in- ter-annual and decadal variability. The first EOF mode of the global TSL from Ishii temperature data was the ENSO mode in which the time series of the first mode showed steady rising trend. Among the three oceans, the first mode of the Pacific TSL presented the ENSO mode; there was relatively steady rising trend in the Atlantic Ocean, and no dominant mode in the Indian Ocean. 展开更多
关键词 thermosteric effect sea level trend t/P altimeter spatial distribution
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Skew t Distribution-Based Nonlinear Filter with Asymmetric Measurement Noise Using Variational Bayesian Inference 被引量:1
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作者 Chen Xu Yawen Mao +2 位作者 Hongtian Chen Hongfeng Tao Fei Liu 《Computer Modeling in Engineering & Sciences》 SCIE EI 2022年第4期349-364,共16页
This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs ... This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs a skew t distribution to characterize the asymmetry of the measurement noise.The system states and the statistics of skew t noise distribution,including the shape matrix,the scale matrix,and the degree of freedom(DOF)are estimated jointly by employing variational Bayesian(VB)inference.The proposed method is validated in a target tracking example.Results of the simulation indicate that the proposed nonlinear filter can perform satisfactorily in the presence of unknown statistics of measurement noise and outperform than the existing state-of-the-art nonlinear filters. 展开更多
关键词 Nonlinear filter asymmetric measurement noise skew t distribution unknown noise statistics variational Bayesian inference
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An Extended Bivariate T-Distribution Type Symmetry Model for Square Contingency Tables 被引量:1
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作者 Kiyotaka Iki Masayuki Okada Sadao Tomizawa 《Open Journal of Statistics》 2018年第2期249-257,共9页
The purpose of this paper is to propose a new model of asymmetry for square contingency tables with ordered categories. The new model may be appropriate for a square contingency table if it is reasonable to assume an ... The purpose of this paper is to propose a new model of asymmetry for square contingency tables with ordered categories. The new model may be appropriate for a square contingency table if it is reasonable to assume an underlying bivariate t-distribution with different marginal variances having any degrees of freedom. As the degrees of freedom becomes larger, the proposed model approaches the extended linear diagonals-parameter symmetry model, which may be appropriate for a square table if it is reasonable to assume an underlying bivariate normal distribution. The simulation study based on bivariate t-distribution is given. An example is given. 展开更多
关键词 BIVARIAtE t-distribution SQUARE CONtINGENCY table SYMMEtRY UNDERLYING distribution
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Diameter distributions in Pinus sylvestris L.stands:evaluating modelling approaches including a machine learning technique
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作者 Şükrü Teoman Güner Maria J.Diamantopoulou Ramazan Özçelik 《Journal of Forestry Research》 SCIE CAS CSCD 2023年第6期1829-1842,共14页
The diameter distribution of trees in a stand provides the basis for determining the stand’s ecological and economic value,its structure and stability and appropriate management practices.Scots pine(Pinus sylvestris ... The diameter distribution of trees in a stand provides the basis for determining the stand’s ecological and economic value,its structure and stability and appropriate management practices.Scots pine(Pinus sylvestris L.)is one of the most common and important conifers in Turkey,so a well-planned management schedule is critical.Diameter distribution models to accurately describe the stand structure help improve management strategies,but developing reliable models requires a deep understanding of the growth,output and constraints of the forests.The most important information derived by diameter distribution models is primary data on horizontal stand structure for each diameter class of trees:basal area and volume per unit area.These predictions are required to estimate the range of products and predicted volume and yield from a forest stand.Here,to construct an accurate,reliable diameter distribution model for natural Scots pine stands in the Türkmen Mountain region,we used Johnson’s SBdistribution to represent the empirical diameter distributions of the stands using ground-based measurements from 55 sample plots that included1219 trees in natural distribution zones of the forests.As an alternative,nonparametric approach,which does not require any predefined function,an artificial intelligence model was constructed based on support vector machine methodology.An error index was calculated to evaluate the results.Overall,both Johnson’s SB probability density function with a three-parameter recovery approach and the support vector regression methodology provided reliable estimates of the diameter distribution of these stands. 展开更多
关键词 Diameter distribution Johnson’s S_(B) Support vector regression Scots pine türkmen mountains
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Gaussian-Student's t mixture distribution PHD robust filtering algorithm based on variational Bayesian inference
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作者 HU Zhentao YANG Linlin +1 位作者 HU Yumei YANG Shibo 《High Technology Letters》 EI CAS 2022年第2期181-189,共9页
Aiming at the problem of filtering precision degradation caused by the random outliers of process noise and measurement noise in multi-target tracking(MTT) system,a new Gaussian-Student’s t mixture distribution proba... Aiming at the problem of filtering precision degradation caused by the random outliers of process noise and measurement noise in multi-target tracking(MTT) system,a new Gaussian-Student’s t mixture distribution probability hypothesis density(PHD) robust filtering algorithm based on variational Bayesian inference(GST-vbPHD) is proposed.Firstly,since it can accurately describe the heavy-tailed characteristics of noise with outliers,Gaussian-Student’s t mixture distribution is employed to model process noise and measurement noise respectively.Then Bernoulli random variable is introduced to correct the likelihood distribution of the mixture probability,leading hierarchical Gaussian distribution constructed by the Gaussian-Student’s t mixture distribution suitable to model non-stationary noise.Finally,the approximate solutions including target weights,measurement noise covariance and state estimation error covariance are obtained according to variational Bayesian inference approach.The simulation results show that,in the heavy-tailed noise environment,the proposed algorithm leads to strong improvements over the traditional PHD filter and the Student’s t distribution PHD filter. 展开更多
关键词 multi-target tracking(Mtt) variational Bayesian inference Gaussian-Student’s t mixture distribution heavy-tailed noise
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BODY SURFACE EXPOSURE DISTRIBUTION OF EXAMINEES RECEIVED UPPER G.I.T.X-RAY EXAMINATION
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作者 冯定华 程祺钧 《Nuclear Science and Techniques》 SCIE CAS CSCD 1995年第1期51-53,共3页
A special cloth for keeping LiF(Mg,Cu,P)TL dosimetry elements is worn by examinees. The exposures of 128 examinees .received upper G.I.T (gastro-intestinal tram) X-ray examination are measured. The reference point of ... A special cloth for keeping LiF(Mg,Cu,P)TL dosimetry elements is worn by examinees. The exposures of 128 examinees .received upper G.I.T (gastro-intestinal tram) X-ray examination are measured. The reference point of the maximum body surface exposure given is at the middle of stomach. The average of this point is (4.97±1.94) × 10-4C.kg-1 person-1 examination-1 and (1.33±0.28)×10-4C.kg-1.min-1. 展开更多
关键词 Upper G.I.t. X-ray examination Body surface exposure Radiation dose distribution Reference point of maximum surface exposure
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Classification, Gender and Age Differences, and Seasonal Changes in Relation to Patterns of Distribution Curves for Physique and Motor Performance in Preschool-Aged Japanese Children
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作者 Takahiro Ikeda Osamu Aoyagi 《Journal of Sports Science》 2017年第1期45-57,共13页
It is predicted that the distribution on score of children's motor performance show abnormal curve, because their physical fitness shows decline and gap between good and poor. The aim of present study is to type patt... It is predicted that the distribution on score of children's motor performance show abnormal curve, because their physical fitness shows decline and gap between good and poor. The aim of present study is to type pattern of distribution curve on physique and motor performance (PMP) in preschoolers, and to investigate gender difference, and change in season and age on distribution of PMP. Seven hundred and seven preschoolers participate in measurement on 21 items of PMP. And mix-longitudinal data which made from 6 terms (2 seasons of spring and autumn for 3 years) is completed. The histograms of 10 sections are trained for each gender, term, and test item based on range of data including mean ± 3 standard deviation. By cluster analysis and multi-correspondence analysis, "physique & jumping" show closely normal curve, but "manipulation (MP)" is skewed to poor and "running & prompt (RP)" is skewed to good. By Hotelling's T2-test and Mahalanobis' Distance, gender difference is shown that boys' RP is skewed to good, and their "throwing" and "weight & flexibility (WF)" are skewed to poor. About season, WF is skewed to poor and RP is skewed to good, in spring. In annual change about pattern of distribution, skewing poor in MP and good in "running straight & prompt" are changed to normal curve with aging. 展开更多
关键词 distribution gap of motor ability Hotelling's t2-test Mahalanobis' Distance multi-correspondence analysis
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The Odd Generalized Exponential Gompertz Distribution
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作者 M. A. El-Damcese Abdelfattah Mustafa +1 位作者 B. S. El-Desouky M. E. Mustafa 《Applied Mathematics》 2015年第14期2340-2353,共14页
In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution. We obtained some of its mathematical properties. Some structural properties of the new distribution are stud... In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution. We obtained some of its mathematical properties. Some structural properties of the new distribution are studied. The method of maximum likelihood is used for estimating the model parameters and the observed Fisher’s information matrix is derived. We illustrate the usefulness of the proposed model by applications to real data. 展开更多
关键词 GOMPERtZ distribution HAZARD FUNCtION MOMENtS Maximum LIKELIHOOD Estimation Odds FUNCtION t-X Family of distributions
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Effective Truncation of a Student’s <i>t</i>-Distribution by Truncation of the Chi Distribution in a Chi-Normal Mixture
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作者 Daniel T. Cassidy 《Open Journal of Statistics》 2012年第5期519-525,共7页
A Student’s t-distribution is obtained from a weighted average over the standard deviation of a normal distribution, σ, when 1/σ is distributed as chi. Left truncation at q of the chi distribution in the mixing int... A Student’s t-distribution is obtained from a weighted average over the standard deviation of a normal distribution, σ, when 1/σ is distributed as chi. Left truncation at q of the chi distribution in the mixing integral leads to an effectively truncated Student’s t-distribution with tails that decay as exp (-q2t2). The effect of truncation of the chi distribution in a chi-normal mixture is investigated and expressions for the pdf, the variance, and the kurtosis of the t-like distribution that arises from the mixture of a left-truncated chi and a normal distribution are given for selected degrees of freedom 5. This work has value in pricing financial assets, in understanding the Student’s t--distribution, in statistical inference, and in analysis of data. 展开更多
关键词 Asset Pricing Student’s t-distribution Cauchy tRUNCAtION Moments Kurtosis
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Estimation of Distribution Algorithm with Multivariate <i>T</i>-Copulas for Multi-Objective Optimization
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作者 Ying Gao Lingxi Peng +2 位作者 Fufang Li Miao Liu Xiao Hu 《Intelligent Control and Automation》 2013年第1期63-69,共7页
Estimation of distribution algorithms are a class of evolutionary optimization algorithms based on probability distribution model. In this article, a Pareto-based multi-objective estimation of distribution algorithm w... Estimation of distribution algorithms are a class of evolutionary optimization algorithms based on probability distribution model. In this article, a Pareto-based multi-objective estimation of distribution algorithm with multivariate T-copulas is proposed. The algorithm employs Pareto-based approach and multivariate T-copulas to construct probability distribution model. To estimate joint distribution of the selected solutions, the correlation matrix of T-copula is firstly estimated by estimating Kendall’s tau and using the relationship of Kendall’s tau and correlation matrix. After the correlation matrix is estimated, the degree of freedom of T-copula is estimated by using the maximum likelihood method. Afterwards, the Monte Carte simulation is used to generate new individuals. An archive with maximum capacity is used to maintain the non-dominated solutions. The Pareto optimal solutions are selected from the archive on the basis of the diversity of the solutions, and the crowding-distance measure is used for the diversity measurement. The archive gets updated with the inclusion of the non-dominated solutions from the combined population and current archive, and the archive which exceeds the maximum capacity is cut using the diversity consideration. The proposed algorithm is applied to some well-known benchmark. The relative experimental results show that the algorithm has better performance and is effective. 展开更多
关键词 Estimation of distribution Algorithm Pareto-Based Approach t-Copulas Multi-Objective Optimization
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Pricing European Options Based on a Logarithmic Truncated t-Distribution
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作者 Yingying Cao Xueping Liu +1 位作者 Yiqian Zhao Xuege Han 《Journal of Applied Mathematics and Physics》 2023年第5期1349-1358,共10页
The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distributi... The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distribution to price European options is that a fat tail can lead to a deviation in one integral required for option pricing. We use a distribution called logarithmic truncated t-distribution to price European options. A risk neutral valuation method was used to obtain a European option pricing model with logarithmic truncated t-distribution. 展开更多
关键词 Option Pricing Logarithmic truncated t-distribution Asset Returns Risk-Neutral Valuation Approach
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Gumbel-Exponentiated Weibull {Logistic} Lifetime Distribution and Its Applications
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作者 Kizito Ebere Anyiam Iheanyi Sidney Onyeagu 《Open Journal of Statistics》 2021年第5期817-837,共21页
A new generalized exponentiated Weibull model called Gumbel-exponentiated </span><span style="font-family:Verdana;">Weibull</span><span style="font-family:""> </span... A new generalized exponentiated Weibull model called Gumbel-exponentiated </span><span style="font-family:Verdana;">Weibull</span><span style="font-family:""> </span><span style="font-family:Verdana;">{Logistic} distribution is introduced and studied. The new distribution extends the exponentiated Weibull distribution with additional parameters and bimodal densities. Some new and earlier distributions formed the sub-models of the proposed distribution. The mathematical properties of the new distribution including expressions for the hazard function, survival function, moments, order statistics, mean deviation and absolute mean deviation from the mean, and entropy were derived. Monte Carlo simulation study was carried out to assess the finite sample behavior of the parameter estimates by maximum likelihood estimation approach. The superiority of the new generalized exponentiated Weibull distribution over some competing distributions was proved empirically using the fitted results from </span><span style="font-family:Verdana;">three</span><span style="font-family:Verdana;"> real life datasets. 展开更多
关键词 Gumbel distribution Exponentiated Weibull Logistic distribution Bimodal Densities Hazard Function Maximum Likelihood Order Statistics Quantile Function Shannon Entropy SIMULAtION t-R (Y) Family
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基于Skewed-t分布的FIGARCH模型与VaR的度量 被引量:6
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作者 黄炎龙 《应用概率统计》 CSCD 北大核心 2012年第2期189-202,共14页
金融资产收益率序列的波动具有典型的尖峰厚尾和非对称性特征,描述这种特性需以合适的概率分布函数为基础.因此,寻求更好的概率分布函数对风险度量、VaR的计算有着十分重要的意义.有鉴于此引入Skewed-t分布度量VaR,并比较分析了RiskMetr... 金融资产收益率序列的波动具有典型的尖峰厚尾和非对称性特征,描述这种特性需以合适的概率分布函数为基础.因此,寻求更好的概率分布函数对风险度量、VaR的计算有着十分重要的意义.有鉴于此引入Skewed-t分布度量VaR,并比较分析了RiskMetrics及FIGARCH类模型度量VaR值的准确程度,本文同时分析了多头头寸和空头头寸情况下的VaR.结果表明,在两种头寸情况下,Skewed-t分布在空头和多头情形对资产厚尾特性以及非对称性的拟合效果均要比正态分布好;在两种头寸中不同的置信水平下,FIAGARCH(CHUNG)模型预测的VaR值改进了使用传统模型的精确性,高估或低估风险的程度较轻. 展开更多
关键词 VAR FIGARCH模型 skewed-t分布 动态分位数测试
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含T接逆变型分布式电源配电网的自适应距离保护 被引量:2
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作者 赵建文 张鸿波 胡雨佳 《可再生能源》 CAS CSCD 北大核心 2024年第1期64-70,共7页
大量逆变型分布式电源(Inverter Interfaced Distributed Generation,IIDG)接入配电网,传统继电保护技术的可靠性无法满足。为了提高配电网供电可靠性,适应可再生能源大量渗透的新型电力系统,针对含T形接入IIDG的配电网,文章提出了一种... 大量逆变型分布式电源(Inverter Interfaced Distributed Generation,IIDG)接入配电网,传统继电保护技术的可靠性无法满足。为了提高配电网供电可靠性,适应可再生能源大量渗透的新型电力系统,针对含T形接入IIDG的配电网,文章提出了一种自适应性的距离保护方案。分析了故障发生在不同位置对保护的影响,根据IIDG在系统发生故障时的输出特性,通过BP神经网络利用保护本地电气信息计算IIDG的输出电流,实时整定动作值。该方法由于无需与远方通信,动作速度快,并且减少了通信系统的投资。最后在MATLAB中建立了含T形接入IIDG的10 kV配电网模型,并与传统距离保护进行了对比,验证了该保护方法的优越性。 展开更多
关键词 逆变型分布式电源 t 自适应保护 距离保护
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