On the application of extreme-value statistics to command oriented problems
Extreme value theory for estimating statistical parameters of spacecraft communication systems
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Extreme value theory for estimating statistical parameters of spacecraft communication systems
Statistical analysis and correlation between pore-size distribution and fracture strength distribution using the theory of extreme-value statistics is presented for a sintered silicon nitride. The pore-size distribution on a polished surface of this material was characterized, using an automatic optical image analyzer. The distribution measured on the two-dimensional plane surface was transformed to a population (volume) distribution, using the Schwartz-Saltykov diameter method. The population pore-size distribution and the distribution of the pore size at the fracture origin were correllated by extreme-value statistics. Fracture strength distribution was then predicted from the extreme-value pore-size distribution, usin a linear elastic fracture mechanics model of annular crack around pore and the fracture toughness of the ceramic. The predicted strength distribution was in good agreement with strength measurements in bending. In particular, the extreme-value statistics analysis explained the nonlinear trend in the linearized Weibull plot of measured strengths without postulating a lower-bound strength.
Low error probabilities in binary communication systems estimated by statistics of bivariate extreme-value theory
In support of a multiagency project for assessing induction hazards, we present maps of extreme-value geoelectric amplitudes over about half of the continental United States. These maps are constructed using a parameterization of induction: estimates of Earth surface impedance, obtained at discrete geographic sites from magnetotelluric survey data, are convolved with latitude-dependent statistical maps of extreme-value geomagnetic activity, obtained from decades of magnetic observatory data. Geoelectric amplitudes are estimated for geomagnetic waveforms having 240 s sinusoidal period and amplitudes over 10 min that exceed a once-per-century threshold. As a result of the combination of geographic differences in geomagnetic activity and Earth surface impedance, once-per-century geoelectric amplitudes span more than 2 orders of magnitude and are an intricate function of location. For north-south induction, once-per-century geoelectric amplitudes across large parts of the United States have a median value of 0.26 Vkm; for east-west geomagnetic variation the median value is 0.23 Vkm. At some locations,once-per-century geoelectric amplitudes exceed 3 Vkm.
In order to understand how the climate responds to variations in forcing, one necessary component is to understand the full distribution of variability of exchanges of heat and moisture between the atmosphere and ocean. Surface heat and moisture fluxes are critical to the generation and decay of many coupled air-sea phenomena. These mechanisms operate across a number of scales and contain contributions from interactions between the anomalous (i.e. non-mean), often extreme-valued, flux components. Satellite-derived estimates of the surface turbulent and radiative heat fluxes provide an opportunity to assess results from modeling systems. Evaluation of only time mean and variability statistics, however only provides limited traceability to processes controlling what are often regime-dependent errors. This work will present an approach to evaluate the representation of the turbulent fluxes at the air-sea interface in the current and evolving Goddard Earth Observing System (GEOS) model. A temperature and moisture vertical profile-based clustering technique is used to identify robust weather regimes, and subsequently intercompare the turbulent fluxes and near-surface parameters within these regimes in both satellite estimates and GEOS-driven data sets. Both model reanalysis (MERRA) and seasonal-to-interannual coupled GEOS model simulations will be evaluated. Particular emphasis is placed on understanding the distribution of the fluxes including extremes, and the representation of near-surface forcing variables directly related to their estimation. Results from these analyses will help identify the existence and source of regime-dependent biases in the GEOS model ocean surface turbulent fluxes. The use of the temperature and moisture profiles for weather-state clustering will be highlighted for its potential broad application to 3-D output typical of model simulations.
An ensemble statistical post-processor (ESP) is developed for the National Air Quality Forecast Capability (NAQFC) to address the unique challenges of forecasting surface ozone in Baltimore, MD. Air quality and meteorological data were collected from the eight monitors that constitute the Baltimore forecast region. These data were used to build the ESP using a moving-block bootstrap, regression tree models, and extreme-value theory. The ESP was evaluated using a 10-fold cross-validation to avoid evaluation with the same data used in the development process. Results indicate that the ESP is conditionally biased, likely due to slight overfitting while training the regression tree models. When viewed from the perspective of a decision-maker, the ESP provides a wealth of additional information previously not available through the NAQFC alone. The user is provided the freedom to tailor the forecast to the decision at hand by using decision-specific probability thresholds that define a forecast for an ozone exceedance. Taking advantage of the ESP, the user not only receives an increase in value over the NAQFC, but also receives value for An ensemble statistical post-processor (ESP) is developed for the National Air Quality Forecast Capability (NAQFC) to address the unique challenges of forecasting surface ozone in Baltimore, MD. Air quality and meteorological data were collected from the eight monitors that constitute the Baltimore forecast region. These data were used to build the ESP using a moving-block bootstrap, regression tree models, and extreme-value theory. The ESP was evaluated using a 10-fold cross-validation to avoid evaluation with the same data used in the development process. Results indicate that the ESP is conditionally biased, likely due to slight overfitting while training the regression tree models. When viewed from the perspective of a decision-maker, the ESP provides a wealth of additional information previously not available through the NAQFC alone. The user is provided the freedom to tailor the forecast to the decision at hand by using decision-specific probability thresholds that define a forecast for an ozone exceedance. Taking advantage of the ESP, the user not only receives an increase in value over the NAQFC, but also receives value for
Electrostatic Discharge (ESD) induced by the accumulation of charge in the space environment is known to cause spacecraft anomalies and failures. While it is critical to estimate the worst-case expected ESD, sensitive radar instruments can be impacted by high rates of occurrence of very small ESD. To estimate the correct extreme behavior, it is important to select the correct extreme value distribution for extrapolation of test results limited in time and sensitivity. Quantile-quantile (Q-Q) analysis is used to compare electron beam-induced ESD test data to several statistical distributions used in the published literature. The best-fit distribution is shown to vary from between tests on different materials; however, it is clear that power law distributions are not good approximations for low amplitude events. Q-Q analysis is a convenient graphical method for evaluating multiple theoretical extreme-value distributions simultaneously.
Nonparametric extreme value statistics for constant signal detection in additive noise
An analysis is presented which indicates that the statistical theory of extreme values is applicable to the problems of predicting the frequency of encountering the larger gust loads and gust velocities for both specific test conditions as well as commercial transport operations. The extreme-value theory provides an analytic form for the distributions of maximum values of gust load and velocity. Methods of fitting the distribution are given along with a method of estimating the reliability of the predictions. The theory of extreme values is applied to available load data from commercial transport operations. The results indicate that the estimates of the frequency of encountering the larger loads are more consistent with the data and more reliable than those obtained in previous analyses. (author)