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At least 91 records · Page 5

Generation of pseudo-random numbers

Practical methods for generating acceptable random numbers from a variety of probability distributions which are frequently encountered in engineering applications are described. The speed, accuracy, and guarantee of statistical randomness of the various methods are discussed.

Howell, L. W.↗

Comparison of transform coding methods with an optimal predictor for the data compression of digital elevation models

Statistical encoding techniques enable the reduction of the number of bits required to encode a set of symbols, and are derived from their probabilities. Huffman encoding is an example of statistical encoding that has been used for error-free data compression. The degree of compression given by Huffman encoding in this application can be improved by the use of prediction methods. These replace the set of elevations by a set of corrections that have a more advantageous probability distribution. In particular, the method of Lagrange Multipliers for minimization of the mean square error has been applied to local geometrical predictors. Using this technique, an 8-point predictor achieved about a 7 percent improvement over an existing simple triangular predictor.

Lewis, Michael↗

Applications of Principled Search Methods in Climate Influences and Mechanisms

Forest and grass fires cause economic losses in the billions of dollars in the U.S. alone. In addition, boreal forests constitute a large carbon store; it has been estimated that, were no burning to occur, an additional 7 gigatons of carbon would be sequestered in boreal soils each century. Effective wildfire suppression requires anticipation of locales and times for which wildfire is most probable, preferably with a two to four week forecast, so that limited resources can be efficiently deployed. The United States Forest Service (USFS), and other experts and agencies have developed several measures of fire risk combining physical principles and expert judgment, and have used them in automated procedures for forecasting fire risk. Forecasting accuracies for some fire risk indices in combination with climate and other variables have been estimated for specific locations, with the value of fire risk index variables assessed by their statistical significance in regressions. In other cases, the MAPSS forecasts [23, 241 for example, forecasting accuracy has been estimated only by simulated data. We describe alternative forecasting methods that predict fire probability by locale and time using statistical or machine learning procedures trained on historical data, and we give comparative assessments of their forecasting accuracy for one fire season year, April- October, 2003, for all U.S. Forest Service lands. Aside from providing an accuracy baseline for other forecasting methods, the results illustrate the interdependence between the statistical significance of prediction variables and the forecasting method used.

Glymour, Clark↗

Radar prediction of absolute rain fade distributions for earth-satellite paths and general methods for extrapolation of fade statistics to other locations

The first absolute rain fade distribution method described establishes absolute fade statistics at a given site by means of a sampled radar data base. The second method extrapolates absolute fade statistics from one location to another, given simultaneously measured fade and rain rate statistics at the former. Both methods employ similar conditional fade statistic concepts and long term rain rate distributions. Probability deviations in the 2-19% range, with an 11% average, were obtained upon comparison of measured and predicted levels at given attenuations. The extrapolation of fade distributions to other locations at 28 GHz showed very good agreement with measured data at three sites located in the continental temperate region.

Goldhirsh, J.↗

Best Merge Region Growing with Integrated Probabilistic Classification for Hyperspectral Imagery

A new method for spectral-spatial classification of hyperspectral images is proposed. The method is based on the integration of probabilistic classification within the hierarchical best merge region growing algorithm. For this purpose, preliminary probabilistic support vector machines classification is performed. Then, hierarchical step-wise optimization algorithm is applied, by iteratively merging regions with the smallest Dissimilarity Criterion (DC). The main novelty of this method consists in defining a DC between regions as a function of region statistical and geometrical features along with classification probabilities. Experimental results are presented on a 200-band AVIRIS image of the Northwestern Indiana s vegetation area and compared with those obtained by recently proposed spectral-spatial classification techniques. The proposed method improves classification accuracies when compared to other classification approaches.

Tarabalka, Yuliya↗

Statistical Evaluation and Improvement of Methods for Combining Random and Harmonic Loads

Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield/ultimate strength and high- cycle fatigue capability. This Technical Publication examines the cumulative distribution percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematica to calculate the combined value corresponding to any desired percentile is then presented along with a curve tit to this value. Another Excel macro that calculates the combination using Monte Carlo simulation is shown. Unlike the traditional techniques. these methods quantify the calculated load value with a consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Additionally, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can substantially lower the design loading without losing any of the identified structural reliability.

Brown, A. M.↗

Statistical Comparison and Improvement of Methods for Combining Random and Harmonic Loads

Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield ultimate strength and high cycle fatigue capability. This paper examines the cumulative distribution function (CDF) percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematics is then used to calculate the combined value corresponding to any desired percentile along with a curve fit to this value. Another Excel macro is used to calculate the combination using a Monte Carlo simulation. Unlike the traditional techniques, these methods quantify the calculated load value with a Consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Also, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can lower the design loading substantially without losing any of the identified structural reliability.

Brown, Andrew M.↗

Interrelationships Between Receiver/Relative Operating Characteristics Display, Binomial, Logit, and Bayes' Rule Probability of Detection Methodologies

Unknown risks are introduced into failure critical systems when probability of detection (POD) capabilities are accepted without a complete understanding of the statistical method applied and the interpretation of the statistical results. The presence of this risk in the nondestructive evaluation (NDE) community is revealed in common statements about POD. These statements are often interpreted in a variety of ways and therefore, the very existence of the statements identifies the need for a more comprehensive understanding of POD methodologies. Statistical methodologies have data requirements to be met, procedures to be followed, and requirements for validation or demonstration of adequacy of the POD estimates. Risks are further enhanced due to the wide range of statistical methodologies used for determining the POD capability. Receiver/Relative Operating Characteristics (ROC) Display, simple binomial, logistic regression, and Bayes' rule POD methodologies are widely used in determining POD capability. This work focuses on Hit-Miss data to reveal the framework of the interrelationships between Receiver/Relative Operating Characteristics Display, simple binomial, logistic regression, and Bayes' Rule methodologies as they are applied to POD. Knowledge of these interrelationships leads to an intuitive and global understanding of the statistical data, procedural and validation requirements for establishing credible POD estimates.

Generazio, Edward R.↗

Bayesian Approach for Determining Microlens System Properties with High-angular resolution Follow-up Imaging

We present the details of the Bayesian analysis of the planetary microlensing event MOA-2016-BLG-227, whose excess flux is likely due to a source/lens companion or an unrelated ambient star, as well as of the assumed prior distributions. Furthermore, we apply this method to four reported planetary events, MOA-2008-BLG-310, MOA2011-BLG-293, OGLE-2012-BLG-0527, and OGLE-2012-BLG-0950, where adaptive optics observations have detected excess flux at the source star positions. For events with small angular Einstein radii, our lens mass estimates are more uncertain than those of previous analyses, which assumed that the excess was due to the lens. Our predictions for MOA-2008-BLG-310 and OGLE-2012-BLG-0950 are consistent with recent results on these events obtained via Keck and Hubble Space Telescope observations when the source star is resolvable from the lens star. For events with small angular Einstein radii, we find that it is generally difficult to conclude whether the excess flux comes from the host star. Therefore, it is necessary to identify the lens star by measuring its proper motion relative to the source star to determine whether the excess flux comes from the lens star. Even without such measurements, our method can be used to statistically test the dependence of the planet-hosting probability on the stellar mass.

Naoki Koshimoto↗

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.↗

Statistical retrieval techniques for sounding the meteorological structure of the atmosphere

Statistical retrieval methods for remote sounding are reviewed. Methods are given for constraining an essentially incomplete problem by means of the known statistical behavior of the solution. Information content of the observations and the meteorological structure are discussed. Linear versions of maximum probability and minimum variance methods are given in some detail, and extensions to the nonlinear case are described.

Rodgers, C. D.↗

Comparison of Fatigue Life Estimation Using Equivalent Linearization and Time Domain Simulation Methods

The Monte Carlo simulation method in conjunction with the finite element large deflection modal formulation are used to estimate fatigue life of aircraft panels subjected to stationary Gaussian band-limited white-noise excitations. Ten loading cases varying from 106 dB to 160 dB OASPL with bandwidth 1024 Hz are considered. For each load case, response statistics are obtained from an ensemble of 10 response time histories. The finite element nonlinear modal procedure yields time histories, probability density functions (PDF), power spectral densities and higher statistical moments of the maximum deflection and stress/strain. The method of moments of PSD with Dirlik's approach is employed to estimate the panel fatigue life.

Mei, Chuh↗

Statistical properties and correlation functions for drift waves

The dissipative one-field drift wave equation is solved using the pseudospectral method to generate steady-state fluctuations. The fluctuations are analyzed in terms of space-time correlation functions and modal probability distributions. Nearly Gaussian statistics and exponential decay of the two-time correlation functions occur in the presence of electron dissipation, while in the absence of electron dissipation long-lived vortical structures occur. Formulas from renormalized, Markovianized statistical turbulence theory are given in a local approximation to interpret the dissipative turbulence.

Horton, W.↗

An update to the Sandia method for creating Typical Meteorological Years from a limited pool of calendar years

Typical Meteorological Years (TMYs) are essential for the efficient evaluation of energy system performance. Ideally, 30 years of weather data are required to generate TMYs, but significantly fewer years are typically available due to practical limitations. To address this issue, an update to the Sandia method was developed, referred to as the Argonne method, to create TMYs from a limited number of years. Furthermore, this method enhances candidate diversity by systematically shifting original candidate months forward or backward by specific days, creating an expanded pool of candidates. The effectiveness of the Argonne method was validated through statistical testing, comparison of monthly average weather parameters, and numerical simulations. The results demonstrate a high probability of identifying at least one shifted month whose cumulative distribution functions of weather parameters closely align with long-term distributions. In 67 % of all comparisons, the monthly average weather parameters in TMYs generated using the Argonne method exhibit better agreement with long-term averages than TMY3. Moreover, in 74 % of the 318 building simulation cases, the Argonne method outperforms TMY3 in estimating long-term average building heating and cooling demands. Therefore, the Argonne method effectively diversifies the candidate pool and produces typical years that provide more accurate estimations of long-term averages compared to TMY3 when only a limited pool of calendar years (10 years or fewer) is available.

Building energy modeling↗

Application of probabilistic analysis/design methods in space programs - The approaches, the status, and the needs

The prospective improvement of probabilistic methods for space program analysis/design entails the further development of theories, codes, and tools which match specific areas of application, the drawing of lessons from previous uses of probability and statistics data bases, the enlargement of data bases (especially in the field of structural failures), and the education of engineers and managers on the advantages of these methods. An evaluation is presently made of the current limitations of probabilistic engineering methods. Recommendations are made for specific applications.

Ryan, Robert S.↗

Feature discrimination and detection probability in synthetic aperture radar imaging system

Images obtained using synthetic aperture radar (SAR) systems can only represent the intensities of resolution cells in the scene of interest probabilistically since radar receiver noise and Rayleigh scattering of the transmitted radiation are always present. Consequently, when features to be identified differ only by their contribution to the mean power of the radar return, discrimination can be treated by detection theory. In this paper, we develop a 'sufficient statistic' for discriminating between competing features and compare it with some suboptimal methods frequently used. Discrimination is measured by probability of detection error and depends on number of samples or 'looks', signal-to-noise ratio (SNR), and ratio of mean power returns from the competing features. Our results show discrimination and image quality rapidly saturate with SNR (very small improvement for SNR not less than 10 dB) but continue to improve with increasing number of looks.

Lipes, R. G.↗

A Monte Carlo study of Weibull reliability analysis for space shuttle main engine components

The incorporation of a number of additional capabilities into an existing Weibull analysis computer program and the results of Monte Carlo computer simulation study to evaluate the usefulness of the Weibull methods using samples with a very small number of failures and extensive censoring are discussed. Since the censoring mechanism inherent in the Space Shuttle Main Engine (SSME) data is hard to analyze, it was decided to use a random censoring model, generating censoring times from a uniform probability distribution. Some of the statistical techniques and computer programs that are used in the SSME Weibull analysis are described. The methods documented in were supplemented by adding computer calculations of approximate (using iteractive methods) confidence intervals for several parameters of interest. These calculations are based on a likelihood ratio statistic which is asymptotically a chisquared statistic with one degree of freedom. The assumptions built into the computer simulations are described. The simulation program and the techniques used in it are described there also. Simulation results are tabulated for various combinations of Weibull shape parameters and the numbers of failures in the samples.

Abernethy, K.↗