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Extreme Values from a Nonstationary Stochastic Process: An Application to Air Quality Analysis

 

作者: Joel Horowitz,  

 

期刊: Technometrics  (Taylor Available online 1980)
卷期: Volume 22, issue 4  

页码: 469-478

 

ISSN:0040-1706

 

年代: 1980

 

DOI:10.1080/00401706.1980.10486195

 

出版商: Taylor & Francis Group

 

关键词: Air pollution;Air quality;Pollutant concentrations;Extreme values;Stochastic process

 

数据来源: Taylor

 

摘要:

A procedure for using air quality data to estimate the mean value of the maximum concentration in a year-long sequence of lognormally distributed air pollutant concentrations has been described by Larsen. This procedure and analogous procedures for non-lognormal concentrations implicitly assume that sequences of pollutant concentrations are stationary. However, air pollutant concentrations often vary systematically in response to seasonal and other factors and, therefore, are nonstationary. In this paper it is shown that application of procedures, such as Larsen's, that assume stationarity to a nonstationary sequence of concentrations can produce seriously erroneous results. Two methods for using air quality data to estimate the distributional properties of maxima of nonstationary sequences of concentrations are illustrated. One method involves identifying a nonstationary stochastic process that explains the data and computing the probability distributions of maxima of sequences generated by this stochastic process. The other involves applying the Larsen procedure to a suitably selected subsequence of the data.

 

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