Estimation for partially observed Markov processes

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.     

成都城市发展对热岛强度影响的主成份回归分析

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)。     

Comparison of structural and least-squares lines for estimating geologic relations

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.     

Reservoir description using dynamic parameterisation selection with a combined stochastic and gradient search

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.     

近几十年我国极端气温变化特征分区方法探讨

采用聚类统计检验分析和旋转主分量分析相结合确定中心站的方法,利用我国多年极端气温资料,对我国最高和最低气温年际变化型态进行区划。结果表明,这两种方法结合可以互相补充,使分区结果更具客观性。中国极端高温和极端低温年际变化分别可划为12和11个不同类型的区域,分别计算了各区域第一主成分的方差贡献率以及各区域之间的两两相关系数,检验证明分区是合理的。     

Comparative Seismic Risk Studies for German Earthquake Regions on the Basis of the European Macroseismic Scale EMS-98

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.     

T -distributed Random Fields: A Parametric Model for Heavy-tailedWell-log Data1

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.     

区域大气环境质量灰关联评价方法探讨

针对区域中大气环境质量的特点，采用对数主成分分析方法获得各环境指标的权重及各监测点的横向排名，再用适宜的灰度关联方法进行了评价。整个过程在MATLAB6．5中实现，计算简便易行，与传统的综合指数法相比较，其评价结果更符合客观实际。     

方差体技术在地震勘探中的应用

三维地震数据体反映了地下一个规则网格的反射情况。当遇到地下有断层或某个局部区域地层不连续变化时，一些地震道的反射特征就会与附近地震道出现差异而导致地震首局部的不连续性。三维方差体技术就是求取三维数据体所有样点的方差值来反映这种不连续性信息。通过该技术在济宁2号井某采区的实际应用，可看出，方差体技术在三维地震信息的自动拾取以及提高地震资料解释成果精度等方面有明显优势，对断层、陷落柱有良好的自动识别能力。     

绿片岩三轴流变力学特性的研究(II):模型分析

首先,基于在岩石全自动流变伺服仪上得到的绿片岩三轴流变试验曲线,采用五元件线性粘弹性模型对表现为粘弹性流变特性的曲线进行了辨识,获得了绿片岩的粘弹性流变参数;然后,提出了一个新的非线性粘性元件,并将其与塑性体并联起来,得到一个新的非线性粘塑性体(NVPB),该体能充分反映岩石的加速流变特性:同时,将NVPB模型与五元件粘弹性模型串联起来,建立了一个新的岩石七元件非线性粘弹塑性流变模型。采用绿片岩加速流变全过程曲线,对提出的岩石七元件非线性粘弹塑性流变模型进行了辨识,得到了岩石七元件非线性粘弹塑性流变模型的材料参数。流变模型与试验结果的比较,显示了所建模型的正确性与合理性。