This article presented a new data fusion approach for reasonably predicting dynamic serviceability reliability of the long-span bridge girder.Firstly,multivariate Bayesian dynamic linear model(MBDLM)considering dynami...This article presented a new data fusion approach for reasonably predicting dynamic serviceability reliability of the long-span bridge girder.Firstly,multivariate Bayesian dynamic linear model(MBDLM)considering dynamic correlation among the multiple variables is provided to predict dynamic extreme deflections;secondly,with the proposed MBDLM,the dynamic correlation coefficients between any two performance functions can be predicted;finally,based on MBDLM and Gaussian copula technique,a new data fusion method is given to predict the serviceability reliability of the long-span bridge girder,and the monitoring extreme deflection data from an actual bridge is provided to illustrated the feasibility and application of the proposed method.展开更多
Determining the joint probability distribution of correlated non-normal geotechnical parameters based on incomplete statistical data is a challenging problem.This paper proposes a Gaussian copula-based method for mode...Determining the joint probability distribution of correlated non-normal geotechnical parameters based on incomplete statistical data is a challenging problem.This paper proposes a Gaussian copula-based method for modelling the joint probability distribution of bivariate uncertain data.First,the concepts of Pearson and Kendall correlation coefficients are presented,and the copula theory is briefly introduced.Thereafter,a Pearson method and a Kendall method are developed to determine the copula parameter underlying Gaussian copula.Second,these two methods are compared in computational efficiency,applicability,and capability of fitting data.Finally,four load-test datasets of load-displacement curves of piles are used to illustrate the proposed method.The results indicate that the proposed Gaussian copula-based method can not only characterize the correlation between geotechnical parameters,but also construct the joint probability distribution function of correlated non-normal geotechnical parameters in a more general way.It can serve as a general tool to construct the joint probability distribution of correlated geotechnical parameters based on incomplete data.The Gaussian copula using the Kendall method is superior to that using the Pearson method,which should be recommended for modelling and simulating the joint probability distribution of correlated geotechnical parameters.There exists a strong negative correlation between the two parameters underlying load-displacement curves.Neglecting such correlation will not capture the scatter in the measured load-displacement curves.These results substantially extend the application of the copula theory to multivariate simulation in geotechnical engineering.展开更多
The Gaussian Copula Probability Density Function （PDF） plays an important role in the fields of finance, hydrological modeling, biomedical study, and texture retrieval. However, the existing schemes for evaluating t...The Gaussian Copula Probability Density Function （PDF） plays an important role in the fields of finance, hydrological modeling, biomedical study, and texture retrieval. However, the existing schemes for evaluating the Gaussian Copula PDF are all computationally-demanding and generally the most time-consuming part in the corresponding applications. In this paper, we propose an FPGA-based design to accelerate the computation of the Gaussian Copula PDF. Specifically, the evaluation of the Gaussian Copula PDF is mapped into a fully-pipelined FPGA dataflow engine by using three optimization steps： transforming the calculation pattern, eliminating constant computations from hardware logic, and extending calculations to multiple pipelines. In the experiments on 10 typical large-scale data sets, our FPGA-based solution shows a maximum of 1870 times speedup over a well-tuned single- core CPU-based solution, and 610 times speedup over a well-optimized parallel quad-core CPU-based solution when processing two-dimensional data.展开更多
本文研究了干旱发生的联合概率、条件概率和重现期等干旱特征。以陕西省西安站月降水为例,应用Meta-Gaussian Copula和Student t Copula构造了干旱历时、干旱烈度和烈度峰值的联合概率分布,并进行了多变量分布拟合优质评价及拟合检验,...本文研究了干旱发生的联合概率、条件概率和重现期等干旱特征。以陕西省西安站月降水为例,应用Meta-Gaussian Copula和Student t Copula构造了干旱历时、干旱烈度和烈度峰值的联合概率分布,并进行了多变量分布拟合优质评价及拟合检验,在此基础上计算了联合分布的重现期以及2变量和3变量情形下的条件概率与条件重现期。研究表明,Meta-Gaussian Copula可以描述干旱历时、干旱烈度和烈度峰值三者的联合分布。由于多元联合分布可以考虑到多个变量之间的不同组合,能够求得不同干旱历时、干旱烈度或烈度峰值下的条件概率和条件重现期,因而能够更加全面客观地反映干旱的特征。展开更多
This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using the copula, and the application of copula functions in VaR valuation. After the introduction of th...This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using the copula, and the application of copula functions in VaR valuation. After the introduction of the pure copula method and the maximum and minimum mixture copula method, authors present a new algorithm based on the more generalized mixture copula functions and the dependence measure, and apply the method to the portfolio of Shanghai stock composite index and Shenzhen stock component index. Comparing with the results from various methods, one can find that the mixture copula method is better than the pure Gaussian copula method and the maximum and minimum mixture copula method on different VaR level.展开更多
基金This work was supported by Natural Science Foundation of Gansu Province of China(20JR10RA625,20JR10RA623)National Key Research and Development Project of China(Project No.2019YFC1511005)+1 种基金Fundamental Research Funds for the Central Universities(Grant No.lzujbky-2020-55)National Natural Science Foundation of China(Grant No.51608243).
文摘This article presented a new data fusion approach for reasonably predicting dynamic serviceability reliability of the long-span bridge girder.Firstly,multivariate Bayesian dynamic linear model(MBDLM)considering dynamic correlation among the multiple variables is provided to predict dynamic extreme deflections;secondly,with the proposed MBDLM,the dynamic correlation coefficients between any two performance functions can be predicted;finally,based on MBDLM and Gaussian copula technique,a new data fusion method is given to predict the serviceability reliability of the long-span bridge girder,and the monitoring extreme deflection data from an actual bridge is provided to illustrated the feasibility and application of the proposed method.
基金supported by the National Basic Research Program of China ("973" Program) (Grant No. 2011CB013506)the National Natural Science Foundation of China (Grant Nos. 51028901 and 50839004)
文摘Determining the joint probability distribution of correlated non-normal geotechnical parameters based on incomplete statistical data is a challenging problem.This paper proposes a Gaussian copula-based method for modelling the joint probability distribution of bivariate uncertain data.First,the concepts of Pearson and Kendall correlation coefficients are presented,and the copula theory is briefly introduced.Thereafter,a Pearson method and a Kendall method are developed to determine the copula parameter underlying Gaussian copula.Second,these two methods are compared in computational efficiency,applicability,and capability of fitting data.Finally,four load-test datasets of load-displacement curves of piles are used to illustrate the proposed method.The results indicate that the proposed Gaussian copula-based method can not only characterize the correlation between geotechnical parameters,but also construct the joint probability distribution function of correlated non-normal geotechnical parameters in a more general way.It can serve as a general tool to construct the joint probability distribution of correlated geotechnical parameters based on incomplete data.The Gaussian copula using the Kendall method is superior to that using the Pearson method,which should be recommended for modelling and simulating the joint probability distribution of correlated geotechnical parameters.There exists a strong negative correlation between the two parameters underlying load-displacement curves.Neglecting such correlation will not capture the scatter in the measured load-displacement curves.These results substantially extend the application of the copula theory to multivariate simulation in geotechnical engineering.
基金supported in part by the National Natural Science Foundation of China (Nos. 61303003,41374113,and 41375102)the National High-Tech Research and Development (863) Program of China (Nos. 2011AA01A203 and 2013AA01A208)the National Key Basic Research and Development (973) Program of China (No. 2014CB347800)
文摘The Gaussian Copula Probability Density Function （PDF） plays an important role in the fields of finance, hydrological modeling, biomedical study, and texture retrieval. However, the existing schemes for evaluating the Gaussian Copula PDF are all computationally-demanding and generally the most time-consuming part in the corresponding applications. In this paper, we propose an FPGA-based design to accelerate the computation of the Gaussian Copula PDF. Specifically, the evaluation of the Gaussian Copula PDF is mapped into a fully-pipelined FPGA dataflow engine by using three optimization steps： transforming the calculation pattern, eliminating constant computations from hardware logic, and extending calculations to multiple pipelines. In the experiments on 10 typical large-scale data sets, our FPGA-based solution shows a maximum of 1870 times speedup over a well-tuned single- core CPU-based solution, and 610 times speedup over a well-optimized parallel quad-core CPU-based solution when processing two-dimensional data.
文摘本文研究了干旱发生的联合概率、条件概率和重现期等干旱特征。以陕西省西安站月降水为例,应用Meta-Gaussian Copula和Student t Copula构造了干旱历时、干旱烈度和烈度峰值的联合概率分布,并进行了多变量分布拟合优质评价及拟合检验,在此基础上计算了联合分布的重现期以及2变量和3变量情形下的条件概率与条件重现期。研究表明,Meta-Gaussian Copula可以描述干旱历时、干旱烈度和烈度峰值三者的联合分布。由于多元联合分布可以考虑到多个变量之间的不同组合,能够求得不同干旱历时、干旱烈度或烈度峰值下的条件概率和条件重现期,因而能够更加全面客观地反映干旱的特征。
基金Supported by Research Projects of Humanities and Social Sciences Foundation of Ministry of Education
文摘This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using the copula, and the application of copula functions in VaR valuation. After the introduction of the pure copula method and the maximum and minimum mixture copula method, authors present a new algorithm based on the more generalized mixture copula functions and the dependence measure, and apply the method to the portfolio of Shanghai stock composite index and Shenzhen stock component index. Comparing with the results from various methods, one can find that the mixture copula method is better than the pure Gaussian copula method and the maximum and minimum mixture copula method on different VaR level.
