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风压极值的阈值模型研究

DOI: 10.13197/j.eeev.2015.01.189.lizn.023, PP. 189-198

Keywords: 风压,广义Pareto分布,极值,POT模型

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Abstract:

基于阈值模型(POT)的广义帕累托分布(GPD)能充分利用样本中较大的观测值,在极值计算上有广泛的应用。本文讨论了广义Pareto分布以及该分布在风压极值计算中的应用。采用极大似然估计方法,对风压样本进行GPD拟合,得到具有一定保证率的风压极值。通过与峰值因子法(PFM)和经典极值方法(GEVD)计算的结果相比较,证明GPD拟合风压数据的效果较好,高保证率下的极值估计合理。对于高斯分布的风压样本,三种方法计算得到的结果比较接近;对于非高斯分布的样本,三种计算方法的结果存在较大差别,以GPD拟合的结果最优。应用GPD方法计算风压极值无需风压分布满足高斯假定,因而具有更广泛的适用性。

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