Sökning: "extreme value theory"

Visar resultat 1 - 5 av 43 avhandlingar innehållade orden extreme value theory.

1. 1. Some Contributions to Description and Validation of the Extreme Value Distribution

   Författare :MirNabi PirouziFard; Statistiska institutionen; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; weighted least squares estimator.; probability plot; power of tests; extreme value distribution; variances and covariances; goodness-of-fit tests; order statistics; Approximations of means;

   Sammanfattning : This thesis focuses on the validation and description of the Gumbel distribution. Since this is a scale and location parameter distribution, the generalized least squares regression of the order statistics on the expected values can be used, without the necessity of iteration, to obtain the best linear unbiased estimates of the parameters. LÄS MER

3. 2. On Safety Validation of Automated Driving Systems using Extreme Value Theory

   Författare :Daniel Åsljung; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Verification; Autonomous Vehicles; Performance Evaluation; Automotive;

   Sammanfattning : Autonomous vehicles are expected to bring safer and more convenient transports in the future. When the system in the vehicle takes care of the driving, the driver is free to spend time on other things. LÄS MER

4. 3. Dynamics and Extreme Value Problems for Moored Floating Platforms

   Författare :Yungang Liu; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; quasi-static; frequency-domain; extreme value; convolution; floating platform; low-frequency; time-domain; mooring cable; wave-frequency;

   Sammanfattning : This research deals with the dynamic response analyses and extreme value problems of moored floating platforms. It can be divided into three major subjects: first, the analysis of single cables and cable induced mooring damping; second, the dynamic analysis of the moored platforms, with special emphasis on the damping mechanisms and generation of the low-frequency excitation force time series; and third, the extreme wave-frequency responses and the combination of the low-frequency and wave-frequency extreme responses. LÄS MER

5. 4. Dependence Structures in Stable Mixture Models with an Application to Extreme Precipitation

   Författare :Anna Rudvik; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; multivariate extreme value theory; mixture model; stable variable; dependence measure; mixture model;

   Sammanfattning : In this thesis we study a class of mixture models obtained by mixing extreme value distributions over a positive stable distribution. This depicts a group structure, where the stable distribution is a group specific quantity and a function of the surroundings. The stable mixture models possess a number of interesting characteristics. LÄS MER

7. 5. Fatigue Assessment and Extreme Response Prediction of Ship Structures

   Författare :Wengang Mao; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Fatigue assessment; extreme response; rainflow; narrow-band approximation; Laplace Moving Average model; transformed Gaussian; zero up-crossing response frequency; significant wave height; safety index; upcrossing spectrum; long term cumulative distribution function; ship routing.; transformed Gaussian;

   Sammanfattning : In this thesis, a simplified narrow-band approximation model is proposed to estimate fatigue damage of ship structures, and an efficient method for extreme response predictions is also developed using upcrossing spectrums of ship responses. The proposed fatigue model includes two main parameters, significant stress range hs and zero upcrossing frequency fz. LÄS MER