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NASA NTRS1995

On the joint spectral density of bivariate random sequences

For univariate random sequences, the power spectral density acts like a probability density function of the frequencies present in the sequence. This dissertation extends that concept to bivariate random sequences. For this purpose, a function called the joint spectral density is defined that represents a joint probability weighing of the frequency content of pairs of random sequences. Given a pair of random sequences, the joint spectral density is not uniquely determined in the absence of any constraints. Two approaches to constraining the sequences are suggested: (1) assume the sequences are the margins of some stationary random field, (2) assume the sequences conform to a particular model that is linked to the joint spectral density. For both approaches, the properties of the resulting sequences are investigated in some detail, and simulation is used to corroborate theoretical results. It is concluded that under either of these two constraints, the joint spectral density can be computed from the non-stationary cross-correlation.

Aalfs, David D.↗

NASA NTRS1976

Determination of statistics for any rotation of axes of a bivariate normal elliptical distribution

Transformation of statistics from a dimensional set to another dimensional set involves linear functions of the original set of statistics. Similarly, linear functions will transform statistics within a dimensional set such that the new statistics are relevant to a new set of coordinate axes. A restricted case of the latter is the rotation of axes in a coordinate system involving any two correlated random variables. A special case is the transformation for horizontal wind distributions. Wind statistics are usually provided in terms of wind speed and direction (measured clockwise from north) or in east-west and north-south components. A direct application of this technique allows the determination of appropriate wind statistics parallel and normal to any preselected flight path of a space vehicle. Among the constraints for launching space vehicles are critical values selected from the distribution of the expected winds parallel to and normal to the flight path. These procedures are applied to space vehicle launches at Cape Kennedy, Florida.

Falls, L. W.↗

NASA NTRS1982

A bivariate gamma probability distribution with application to gust modeling

A five-parameter gamma distribution (BGD) having two shape parameters, two location parameters, and a correlation parameter is investigated. This general BGD is expressed as a double series and as a single series of the modified Bessel function. It reduces to the known special case for equal shape parameters. Practical functions for computer evaluations for the general BGD and for special cases are presented. Applications to wind gust modeling for the ascent flight of the space shuttle are illustrated.

Smith, O. E.↗

NASA NTRS1989

Bivariate conditional sampling of buoyancy flux during an intense cold-air outbreak

The joint frequency distribution technique was used to analyze buoyancy fluxes in the marine atmospheric boundary layer (MABL) for the cloud street regime noted during the Genesis of Atlantic Lows Experiment. It is found that for the lower half of the MABL, the buoyancy flux is mainly generated by the rising thermals and the sinking compensating ambient air, and is mainly consumed by the entrainment and detrainment of thermals, penetrative convection, and the entrainment from the MABL top. If the buoyancy flux is primarily driven by the temperature flux, these buoyancy-flux generating processes should be the same for the lower boundary layers over land and ocean. The results of the scale analysis of the buoyancy flux agree well with those obtained for mesoscale cellular convection during the Air-Mass Transformation Experiment.

Chou, Shu-Hsien↗

NASA NTRS1992

A method of smooth bivariate interpolation for data given on a generalized curvilinear grid

A method of locally bicubic interpolation is presented for data given at the nodes of a two-dimensional generalized curvilinear grid. The physical domain is transformed to a computational domain in which the grid is uniform and rectangular by a generalized curvilinear coordinate transformation. The metrics of the transformation are obtained by finite differences in the computational domain. Metric derivatives are determined by repeated application of the chain rule for partial differentiation. Given the metrics and the metric derivatives, the partial derivatives required to determine a locally bicubic interpolant can be estimated at each data point using finite differences in the computational domain. A bilinear transformation is used to analytically transform the individual quadrilateral cells in the physical domain into unit squares, thus allowing the use of simple formulas for bicubic interpolation.

Zingg, David W.↗

NASA NTRS1972

Optimum runway orientation relative to crosswinds

Specific magnitudes of crosswinds may exist that could be constraints to the success of an aircraft mission such as the landing of the proposed space shuttle. A method is required to determine the orientation or azimuth of the proposed runway which will minimize the probability of certain critical crosswinds. Two procedures for obtaining the optimum runway orientation relative to minimizing a specified crosswind speed are described and illustrated with examples. The empirical procedure requires only hand calculations on an ordinary wind rose. The theoretical method utilizes wind statistics computed after the bivariate normal elliptical distribution is applied to a data sample of component winds. This method requires only the assumption that the wind components are bivariate normally distributed. This assumption seems to be reasonable. Studies are currently in progress for testing wind components for bivariate normality for various stations. The close agreement between the theoretical and empirical results for the example chosen substantiates the bivariate normal assumption.

Falls, L. W.↗

NASA NTRS2014

Comparison of the Variations of Sunspot Number, Number of Sunspot Groups, and Sunspot Area, 1875 -2013

Examined are the yearly variations and ratios of sunspot number, the number of sunspot groups, and the total corrected sunspot area for the interval 1875-2013. While yearly sunspot number independently correlates strongly (r = 0.98) with the yearly number of sunspot groups (y = -2 + 11.99x) and the total corrected sunspot area (y = 5 + 0.059x), the strongest correlation (Ry12 = 0.99) is the one based on the bivariate fit of sunspot number against the combined variations of the number of sunspot groups and sunspot area (y = 1 + 5.88x1 + 0.031x2, where y refers to sunspot number, x1 refers to the number of sunspot groups, and x2 refers to the sunspot area). While all cycle minima based on the bivariate fit are concurrent with the observed minimum in sunspot number, cycle maxima are sometimes found to differ. For sunspot cycles 12, 19, 20, and 23, cycle maximum is inferred to have occurred in 1884, 1958, 1970, and 2002, respectively, rather than in 1883, 1957, 1968, and 2000, based on the observed sunspot number. Also, cycle 19's maximum amplitude based on observed sunspot number seems too high in comparison to that found using the bivariate fit. During the 139-year interval 1875-2013, the difference between the observed and predicted sunspot number based on the bivariate fit is <1 standard error of estimate (se) (<6.4) for 111 years, between 1 and <2 se (6.4 to <12.8) for 28 years, and ≥2 se (≥12.8) for only 4 years, these years being 1957 (16.6), 1978 (-15.8), 1980 (23), and 1982 (-16.3). For sunspot cycle 24, the difference between observed and predicted values has been only -0.7 and 3.2 (≤0.5 se).

Wilson, Robert M.↗

NASA NTRS1976

Vector wind and vector wind shear models 0 to 27 km altitude for Cape Kennedy, Florida, and Vandenberg AFB, California

The techniques are presented to derive several statistical wind models. The techniques are from the properties of the multivariate normal probability function. Assuming that the winds can be considered as bivariate normally distributed, then (1) the wind components and conditional wind components are univariate normally distributed, (2) the wind speed is Rayleigh distributed, (3) the conditional distribution of wind speed given a wind direction is Rayleigh distributed, and (4) the frequency of wind direction can be derived. All of these distributions are derived from the 5-sample parameter of wind for the bivariate normal distribution. By further assuming that the winds at two altitudes are quadravariate normally distributed, then the vector wind shear is bivariate normally distributed and the modulus of the vector wind shear is Rayleigh distributed. The conditional probability of wind component shears given a wind component is normally distributed. Examples of these and other properties of the multivariate normal probability distribution function as applied to Cape Kennedy, Florida, and Vandenberg AFB, California, wind data samples are given. A technique to develop a synthetic vector wind profile model of interest to aerospace vehicle applications is presented.

Smith, O. E.↗

NASA NTRS1981

Vector wind profile gust model

To enable development of a vector wind gust model suitable for orbital flight test operations and trade studies, hypotheses concerning the distributions of gust component variables were verified. Methods for verification of hypotheses that observed gust variables, including gust component magnitude, gust length, u range, and L range, are gamma distributed and presented. Observed gust modulus has been drawn from a bivariate gamma distribution that can be approximated with a Weibull distribution. Zonal and meridional gust components are bivariate gamma distributed. An analytical method for testing for bivariate gamma distributed variables is presented. Two distributions for gust modulus are described and the results of extensive hypothesis testing of one of the distributions are presented. The validity of the gamma distribution for representation of gust component variables is established.

Adelfang, S. I.↗

NASA NTRS1983

Statistical modeling of space shuttle environmental data

Statistical models which use a class of bivariate gamma distribution are examined. Topics discussed include: (1) the ratio of positively correlated gamma varieties; (2) a method to determine if unequal shape parameters are necessary in bivariate gamma distribution; (3) differential equations for modal location of a family of bivariate gamma distribution; and (4) analysis of some wind gust data using the analytical results developed for modeling application.

Tubbs, J. D.↗

NASA NTRS1983

Range reference atmosphere models

A description is given of the methods used to establish the statistical parameters and models for wind and various thermodynamic quantities at an altitude of 0-70 km for nine geographical locations. It is noted that wind is modeled as a vector quantity using the bivariate normal probability function. With the five parameters of the bivariate normal distribution, the distribution for wind speed is derived as a generalized Rayleigh distribution. In addition, the frequency of wind direction is derived, and the conditional distribution of wind speed given the wind direction is derived. It is pointed out that these and other wind models are consistent with the rigorous mathematical properties of the bivariate normal probability theory. The thermodynamic quantities are consistent with the hydrostatic equation and the equation of state for the mean values. With these methods, many statistical relationships can be derived.

Smith, O. E.↗

NASA NTRS1972

The interpretation of total line intensities from optically thin gases. I, II, III.

Description of a general method for inferring, from the line emission of an optically thin medium, the physical state of a gas along the column in a line of sight. The method is devised for applications to astronomy, especially for studies of the solar corona, the chromosphere-corona transition region, planetary nebulae, and other optically thin sources. A unique specification is found in terms of a bivariate distribution function describing the partitioning of matter in a gas over density and temperature. It is shown that, given sufficient observational data, it is in principle possible to determine both this bivariate distribution function and the chemical composition. The formulation for a situation encountered in the solar corona illustrates the application of the method.

Jefferies, J. T.↗

NASA NTRS1977

Analysis of vector wind change with respect to time for Cape Kennedy, Florida: Wind aloft profile change vs. time, phase 1

Wind vector change with respect to time at Cape Kennedy, Florida, is examined according to the theory of multivariate normality. The joint distribution of the four variables represented by the components of the wind vector at an initial time and after a specified elapsed time is hypothesized to be quadravariate normal; the fourteen statistics of this distribution, calculated from fifteen years of twice daily Rawinsonde data are presented by monthly reference periods for each month from 0 to 27 km. The hypotheses that the wind component changes with respect to time is univariate normal, the joint distribution of wind component changes is bivariate normal, and the modulus of vector wind change is Rayleigh, has been tested by comparison with observed distributions. Statistics of the conditional bivariate normal distributions of vector wind at a future time given the vector wind at an initial time are derived. Wind changes over time periods from one to five hours, calculated from Jimsphere data, are presented.

Adelfang, S. I.↗

NASA NTRS1978

Analysis of vector wind change with respect to time for Cape Kennedy, Florida

Multivariate analysis was used to determine the joint distribution of the four variables represented by the components of the wind vector at an initial time and after a specified elapsed time is hypothesized to be quadravariate normal; the fourteen statistics of this distribution, calculated from 15 years of twice-daily rawinsonde data are presented by monthly reference periods for each month from 0 to 27 km. The hypotheses that the wind component changes with respect to time is univariate normal, that the joint distribution of wind component change with respect to time is univariate normal, that the joint distribution of wind component changes is bivariate normal, and that the modulus of vector wind change is Rayleigh are tested by comparison with observed distributions. Statistics of the conditional bivariate normal distributions of vector wind at a future time given the vector wind at an initial time are derived. Wind changes over time periods from 1 to 5 hours, calculated from Jimsphere data, are presented. Extension of the theoretical prediction (based on rawinsonde data) of wind component change standard deviation to time periods of 1 to 5 hours falls (with a few exceptions) within the 95 percentile confidence band of the population estimate obtained from the Jimsphere sample data. The joint distributions of wind change components, conditional wind components, and 1 km vector wind shear change components are illustrated by probability ellipses at the 95 percentile level.

Adelfang, S. I.↗

NASA NTRS1979

Statistical analysis of multivariate atmospheric variables

Topics covered include: (1) estimation in discrete multivariate distributions; (2) a procedure to predict cloud cover frequencies in the bivariate case; (3) a program to compute conditional bivariate normal parameters; (4) the transformation of nonnormal multivariate to near-normal; (5) test of fit for the extreme value distribution based upon the generalized minimum chi-square; (6) test of fit for continuous distributions based upon the generalized minimum chi-square; (7) effect of correlated observations on confidence sets based upon chi-square statistics; and (8) generation of random variates from specified distributions.

Tubbs, J. D.↗

NASA NTRS1981

Vector wind profile gust model

The development of a vector wind gust model that is suitable for orbital flight test operations and trade studies was studied. Verification of the hypothesis that gust component variables are gamma distributed, gust modulus is approximately Weibull distributed, and zonal and meridional gust components are bivariate gamma distributed is emphasized. A method of testing for bivariate gamma distributed variables, and two distributions for gust modulus are described. The results of extensive hypothesis testing of one of the distributions are presented, and the validity of the gamma distribution for representation of gust component variables is established.

Adelfang, S. I.↗

NASA NTRS1983

A Note on the Ratio of Positively Correlated Gamma Variates

The density function and corresponding moments for the ratio of correlated gamma distributed variates were derived. A class of bivariate gamma distributions was also considered, and additional distributional results which use this class of functions were also derived. Similar results, by using a different class of bivariate gamma distributions, are presented.

Tubbs, J. D.↗

NASA NTRS1987

An algorithm for surface smoothing with rational splines

Discussed is an algorithm for smoothing surfaces with spline functions containing tension parameters. The bivariate spline functions used are tensor products of univariate rational-spline functions. A distinct tension parameter corresponds to each rectangular strip defined by a pair of consecutive spline knots along either axis. Equations are derived for writing the bivariate rational spline in terms of functions and derivatives at the knots. Estimates of these values are obtained via weighted least squares subject to continuity constraints at the knots. The algorithm is illustrated on a set of terrain elevation data.

Schiess, James R.↗