ALBERT — All Library Books, journals and Electronic Records Telegrafenberg

1

Digitale Medien

Maximum product of spacings estimators for the generalized pareto and log-logistic distributions (1996)

Fitzgerald, D. L.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 1-15

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Schlagwort(e): Spacings ; quantiles ; generalized Pareto distribution ; log-logistic distribution

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Notizen: Abstract The maximum product of spacings (MPS) method is discussed from the standpoint of information theory. MPS parameter and quantile estimates for the generalized Pareto distribution and the two parameter log-logistic distribution are compared with the maximum likelihood(ML) and probability weighted moment (PWM) estimates.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581791

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

2

Digitale Medien

A diffusion approximation for a network of reservoirs with power law release rule (1996)

Glynn, J. E. ; Glynn, P. W.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 17-37

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Schlagwort(e): Diffusion ; network ; reservoir ; power law

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Notizen: Abstract A diffusion approximation for a network of continuous time reservoirs with power law release rules is examined. Under a mild assumption on the inflow processes, we show that for physically reasonable values of the power law constants, the system of processes converges to a multi-dimensional Gaussian diffusion process. We also illustrate how the limiting Gaussian process may be used to compute approximations to the original system of reservoirs. In addition, we study the quality of our approximations by comparing them to results obtained by simulations of the original watershed model. The simulations offer support for the use of the approximation developed here.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581792

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

3

Digitale Medien

Spatial and temporal analysis of groundwater recharge with application to sampling design (1996)

Jankovic, I. ; Andricevic, R.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 39-63

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Schlagwort(e): Saturated flow ; rainfall ; groundwater monitoring

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Notizen: Abstract A numerical experiment of flow in variably saturated porous media was performed in order to evaluate the spatial and temporal distribution of the groundwater recharge at the phreatic surface for a shallow aquifer as a function of the input rainfall process and soil heterogeneity. The study focused on the groundwater recharge which resulted from the percolation of the excess rainfall for a 90-days period of an actual precipitation record. Groundwater recharge was defined as the water flux across the moving phreatic surface. The observed spatial non-uniformity of the groundwater recharge was caused by soil heterogeneity and is particularly pronounced during the stage of recharge peak (substantial percolation stage). During that stage the recharge is associated with preferential flow paths defined as soil zones of locally higher hydraulic conductivity. For the periods of low percolation intensity the groundwater recharge was exhibiting more uniform spatial characteristics. The temporal distribution of the recharge was found to be a function of the frequency and intensity of the rainfall events. Application of sampling design demonstrates the joint influence of the spatial and temporal recharge variability on the cost-effective monitoring of groundwater potentiometric surfaces.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581793

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

4

Digitale Medien

Stochastic renewal model of low-flow streamflow sequences (1996)

Loaiciga, H. A. ; Leipnik, R. B.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 65-85

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Schlagwort(e): Streamflow ; drought ; tree-ring data ; renewal model ; geometric variables

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Notizen: Abstract It is shown that runs of low-flow annual streamflow in a coastal semiarid basin of Central California can be adequately modelled by renewal theory. For example, runs of below-median annual streamflows are shown to follow a geometric distribution. The elapsed time between runs of below-median streamflow are geometrically distributed also. The sum of these two independently distributed geometric time variables defines the renewal time elapsing between the initiation of a low-flow run and the next one. The probability distribution of the renewal time is then derived from first principles, ultimately leading to the distribution of the number of low-flow runs in a specified time period, the expected number of low-flow runs, the risk of drought, and other important probabilistic indicators of low-flow. The authors argue that if one identifies drought threat with the occurrence of multiyear low-flow runs, as it is done by water supply managers in the study area, then our renewal model provides a number of interesting results concerning drought threat in areas historically subject to inclement, dry, climate. A 430-year long annual streamflow time series reconstructed by tree-ring analysis serves as the basis for testing our renewal model of low-flow sequences.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581794

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

5

Digitale Medien

Regression model for generating time series of daily precipitation amounts for climate change impact studies (1996)

Buishand, T. A. ; Klein Tank, A. M. G.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 87-106

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Schlagwort(e): Climate change ; daily precipitation modelling ; generalized linear models ; iteratively reweighted least squares ; spline functions

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Notizen: Abstract The precipitation amounts on wet days at De Bilt (the Netherlands) are linked to temperature and surface air pressure through advanced regression techniques. Temperature is chosen as a covariate to use the model for generating synthetic time series of daily precipitation in a CO2 induced warmer climate. The precipitation-temperature dependence can partly be ascribed to the phenomenon that warmer air can contain more moisture. Spline functions are introduced to reproduce the non-monotonous change of the mean daily precipitation amount with temperature. Because the model is non-linear and the variance of the errors depends on the expected response, an iteratively reweighted least-squares technique is needed to estimate the regression coefficients. A representative rainfall sequence for the situation of a systematic temperature rise is obtained by multiplying the precipitation amounts in the observed record with a temperature dependent factor based on a fitted regression model. For a temperature change of 3°C (reasonable guess for a doubled CO2 climate according to the present-day general circulation models) this results in an increase in the annual average amount of 9% (20% in winter and 4% in summer). An extended model with both temperature and surface air pressure is presented which makes it possible to study the additional effects of a potential systematic change in surface air pressure on precipitation.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581761

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

6

Digitale Medien

A spectral approach to estimation and smoothing of continuous spatial processes (1996)

Yucel, Z. T. ; Shumway, R. H.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 107-126

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Schlagwort(e): Gaussian process ; spatial correlation ; anisotropy ; Fourier transform ; Gauss-Newton ; ECM ; measurement error ; signal extraction ; irregular data

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Notizen: Abstract This paper is concerned with developing computational methods and approximations for maximum likelihood estimation and minimum mean square error smoothing of irregularly observed two-dimensional stationary spatial processes. The approximations are based on various Fourier expansions of the covariance function of the spatial process, expressed in terms of the inverse discrete Fourier transform of the spectral density function of the underlying spatial process. We assume that the underlying spatial process is governed by elliptic stochastic partial differential equations (SPDE's) driven by a Gaussian white noise process. SPDE's have often been used to model the underlying physical phenomenon and the elliptic SPDE's are generally associated with steady-state problems. A central problem in estimation of underlying model parameters is to identify the covariance function of the process. The cumbersome exact analytical calculation of the covariance function by inverting the spectral density function of the process, has commonly been used in the literature. The present work develops various Fourier approximations for the covariance function of the underlying process which are in easily computable form and allow easy application of Newton-type algorithms for maximum likelihood estimation of the model parameters. This work also develops an iterative search algorithm which combines the Gauss-Newton algorithm and a type of generalized expectation-maximization (EM) algorithm, namely expectation-conditional maximization (ECM) algorithm, for maximum likelihood estimation of the parameters. We analyze the accuracy of the covariance function approximations for the spatial autoregressive-moving average (ARMA) models analyzed in Vecchia (1988) and illustrate the performance of our iterative search algorithm in obtaining the maximum likelihood estimation of the model parameters on simulated and actual data.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581762

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

7

Digitale Medien

Nonlinear estimation of spatial distribution of rainfall — An indicator cokriging approach (1996)

Seo, D-J

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 127-150

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Schlagwort(e): Rainfall estimation ; indicator cokriging ; rain gage measurements

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Notizen: Abstract Indicator cokriging (Journel 1983) is examined as a tool for real-time estimation of rainfall from rain gage measurements. The approach proposed in this work obviates real-time estimation of real-time statistics of rainfall by using ensemble or climatological statistics exclusively, and reduces computational requirements attendant to indicator cokriging by employing only a few auxiliary cutoffs in estimation of conditional probabilities. Due to unavailability of suitable rain gage measurements, hourly radar rain fall data were used for both indicator covariance estimation and a comparative evaluation. Preliminary results suggest that the indicator cokriging approach is clearly superior to its ordinary kriging counterpart, whereas the indicator kriging approach is not. The improvement is most significant in estimation of light rainfall, but drops off significantly for heavy rainfall. The lack of predictability in spatial estimation of heavy rainfall is borne out in the integral scale of indicator correlation: peaking to its maximum for cutoffs near the median, indicator correlation scale becomes increasingly smaller for larger cutoffs of rainfall depth. A derived-distribution analysis, based on the assumption that radar rainfall is a linear sum of ground-truth and a random error, suggests that, at low cutoffs, indicator correlation scale of ground-truth can significantly differ from that of radar rainfall, and points toward inclusion of rainfall intermittency, for example, within the framework proposed in this work.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581763

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

8

Digitale Medien

Comment on “Operator and integro-differential representations of conditional and unconditional stochastic subsurface flow” (1996)

Serrano, S. E.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 151-161

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581764

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

9

Digitale Medien

Reply to comments by S.E. Serrano on “Operator and integro-differential representations of conditional and unconditional stochastic subsurface flow” (1996)

Orr, S. ; Neuman, S. P.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 163-166

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581765

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

10

Digitale Medien

Estimation of quantiles and confidence intervals for the log-Gumbel distribution (1996)

Heo, J. -H. ; Salas, J. D.

Springer

Stochastic environmental research and risk assessment 10 (1996), S. 187-207

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1436-3259

Schlagwort(e): log-Gumbel distribution ; flood frequency analysis ; quantile estimation ; confidence intervals

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie

Notizen: Abstract The log-Gumbel distribution is one of the extreme value distributions which has been widely used in flood frequency analysis. This distribution has been examined in this paper regarding quantile estimation and confidence intervals of quantiles. Specific estimation algorithms based on the methods of moments (MOM), probability weighted moments (PWM) and maximum likelihood (ML) are presented. The applicability of the estimation procedures and comparison among the methods have been illustrated based on an application example considering the flood data of the St. Mary's River.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01581463

Permalink

	Standort	Signatur	Erwartet	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext