Stochastic model construction of observed random phenomena

A method for constructing probabilistic models of non-stationary time dependent natural hazards is proposed. It is based on the use of Karhunen–Loève expansion and of a kernel estimator for the distribution of the multivariate random variables appearing in the expansion. The terms of the expansion a...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Probabilistic engineering mechanics 2014-04, Vol.36, p.63-71
Hauptverfasser:	Poirion, Fabrice, Zentner, Irmela
Format:	Artikel
Sprache:	eng
Schlagworte:	Construction Estimators Ground motion Identification Kernel estimator Kernels Non-Gaussian process Non-stationary process Principal component analysis Probabilistic methods Probability theory Random variables Simulation
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!