Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation

บทความในวารสาร

ผู้เขียน/บรรณาธิการ

กลุ่มสาขาการวิจัยเชิงกลยุทธ์

ไม่พบข้อมูลที่เกี่ยวข้อง

รายละเอียดสำหรับงานพิมพ์

รายชื่อผู้แต่ง: Manomaiphiboon K., Park S.-K., Russell A.G.

ผู้เผยแพร่: Springer

ปีที่เผยแพร่ (ค.ศ.): 2008

วารสาร: Stochastic Environmental Research and Risk Assessment (1436-3240)

Volume number: 22

Issue number: 2

หน้าแรก: 159

หน้าสุดท้าย: 168

จำนวนหน้า: 10

นอก: 1436-3240

eISSN: 1436-3259

URL: https://www.scopus.com/inward/record.uri?eid=2-s2.0-37449010130&doi=10.1007%2fs00477-007-0106-5&partnerID=40&md5=3ba443460c702255485831bc84af70b9

ภาษา: English-Great Britain (EN-GB)

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บทคัดย่อ

Probabilistic characterization of environmental variables or data typically involves distributional fitting. Correlations, when present in variables or data, can considerably complicate the fitting process. In this work, effects of high-order correlations on distributional fitting were examined, and how they are technically accounted for was described using two multi-dimensional formulation methods: maximum entropy (ME) and Koehler - Symanowski (KS). The ME method formulates a least-biased distribution by maximizing its entropy, and the KS method uses a formulation that conserves specified marginal distributions. Two bivariate environmental data sets, ambient particulate matter and water quality, were chosen for illustration and discussion. Three metrics (log-likelihood function, root-mean-square error, and bivariate Kolmogorov - Smirnov statistic) were used to evaluate distributional fit. Bootstrap confidence intervals were also employed to help inspect the degree of agreement between distributional and sample moments. It is shown that both methods are capable of fitting the data well and have the potential for practical use. The KS distributions were found to be of good quality, and using the maximum likelihood method for the parameter estimation of a KS distribution is computationally efficient. ฉ Springer-Verlag 2007.

คำสำคัญ

Bootstrap, Goodness of fit, High-order correlation, Probability distribution, Product moment