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Tytuł:
On the limit distributions of kth order statistics for semi-pareto processes
Autorzy:
Chrapek, Magdalena
Dudkiewicz, Jadwiga
Dziubdziela, Wiesław
Powiązania:
https://bibliotekanauki.pl/articles/1339276.pdf
Data publikacji:
1997
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
extreme values
semi-Pareto process
autoregressive process
Opis:
Asymptotic properties of the kth largest values for semi-Pareto processes are investigated. Conditions for convergence in distribution of the kth largest values are given. The obtained limit laws are represented in terms of a compound Poisson distribution.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 2; 189-193
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sekularne i ekstremalne procesy erozji wodnej gleb na Pojezierzu Drawskim
Secular and extreme soil erosion processes in the Drawskie Lakeland
Autorzy:
Majewski, Mikołaj
Powiązania:
https://bibliotekanauki.pl/articles/295194.pdf
Data publikacji:
2020
Wydawca:
Stowarzyszenie Geomorfologów Polskich
Tematy:
gleba
erozja wodna
proces sekularny
proces ekstremalny
Pojezierze Drawskie
warunki meteorologiczne
rzeźba terenu
litologia
temperatura powietrza
opady atmosferyczne
klimat
pokrywa śnieżna
przemarznięcie gruntu
soil
water erosion
secular process
extreme process
Drawskie Lakeland
meteorological conditions
relief of the terrain
lithology
air temperature
precipitation
climate
ice sheets
Opis:
Soil erosion by water is one of the most important factors affecting contemporary landscape changes within the lowland geoecosystems in Central Europe. Soil erosion by water mainly depends on: rainfalls (especially its intensity and erosivity), length of slope and its inclination, type of cultivation and usage of land, anti-erosion treatments and susceptibility of soils to erosion. The aim of conducted research was to evaluate conditioning and magnitude of secular and extreme soil erosion processes in the Drawsko Lakeland with special considering of rainfall erosivity index (EI30). The main goal was realised through several research tasks. The first task involved examination of surface runoff and slope wash conditionings, course and quantity in the testing plot located within the Chwalimski Potok catchment. The second task was related to evaluate rainfall impact to soil erosion by water processes. It was realised by computation rainfall characteristics: intensity, kinetic energy and erosivity. In order to assess secular and extreme soil erosion impact to land relief changes, research were provided with additional details by conducting three field experiments with simulated rainfall. Stationary observation and quantitative researches of soil erosion (at testing plots) have been conducting within the Chwalimski Brook catchment for three hydrological years (2012–2014). The slope with the test area is located within the 1st order catchment being a subsystem of the Młynski Brook catchment and then followed by the upper Parsęta catchment. This area covers 4.8 hectares and is characterised by short slopes with small height variances up to 10 meters. Historically, the area was covered with agricultural crops, currently they cover about 10% of the area. The slope is covered with gleyic retisols and its average inclination is about 4 degrees with its south-east exposure. The measuring system of soil erosion covered 5 testing plots with different agricultural use (bare fallow, meadow, potatoes, spring and winter crops). Plots are 42 metres long and 4 metres width. In the bottom edge of each plot catchers with volume of 800 dm3 were installed. In this research, only data from black fallow were considered. Such tillage is recognised as a standard in soil erosion studies. Two experiments have been conducted in this testing plot. The third one has been conducted on slope located within an area of undulated morainic plateau in the Kłuda catchment. The slope is characterised by greater height variances than in Chwalimski Brook catchment. The slope, where the experiment has been conducted, is situated within local closed depression and is covered by sands underlain by boulder clay. Its average slope is about 10° with its southwest exposure. Although annual precipitation in the three-year measurement period was comparable with mean value from multi-year period (1987–2014), its intensity and erosivity were distinguishably lower. Such rainfall conditions are not favourable for extreme soil erosion by water processes, thus any relief forms from such geomorphological processes were not observed in the Drawsko Lakeland. Due to lack of that kind of forms, in 2013 and 2014, three field experiments were conducted. The main aim of experiments was to evaluate the impact of high intensity rainfall on soil surface. The first experiment consisted of 5, the second and the third of 4 rainfall simulations. The rainfall was created by using a purpose-built rain simulator, consisting of 3 and 6 sprinklers placed around the testing plot. Despite the slope inclination in the Kłuda catchment was 2.5 times steeper than Chwalimski Potok’s slope, surface runoff attained smaller volume, because of remarkably higher infiltration rate. In 2012–2014, surface runoff and soil loss has occurred 8 times each year. The maximal monthly surface runoff volume was registered in February 2012, and it equalled 10.1 dm3 m−2 and the maximal soil loss value was registered in May 2013 and equalled 3,198 kg ha−1. Annual runoff volumes were between 31.2 dm3 m−2 in 2012 and 38.8 dm3 m−2 in 2013, whereas annual soil loss values ranged from 740 kg ha−1 in 2012 to 5,700 kg ha−1 in 2013. Soil erosion values caused by simulated rainfall during field experiments were similar or significantly higher than annual values. Surface runoff was between 31.2 dm3 m−2 in the first experiment and 34.2 dm3 m−2 in the second one, whilst soil loss was between 4,632 kg ha−1 and 8,637 kg ha−1. The achieved experiment results have been compared with soil erosion rate achieved from stationary observations. The results show that runoff and soil loss considerably increase during rainfalls with high amount, intensity and erosivity. Furthermore, individual extreme erosive events may exceed annual (secular) soil erosion processes. Conducted stationary research indicates that annual soil erosion primarily depends on individual rainfall and erosive events, which considerably exceed mean values. In order to evaluate the soil susceptibility to erosion by water in the Drawsko Lakeland, high resolution potential and actual soil erosion risk maps were prepared. The qualitative assessment of soil erosion risk was based on geoinformation technologies. The model considers following conditions affecting the size of soil erosion: slope steepness and aspect, topographic factor LS (unit upslope contributing area), lithology, rainfall erosivity (Modified Fournier Index calculated from monthly and annual precipitation data) and land use and land cover from Corine Land Cover 2006. To prepare the map of potential soil erosion risk, land use from Corine Land Cover was not considered. Thematic maps have been reclassified into a 4-degree division. The results of the soil erosion risk assessment in the Drawsko Lakeland reveal the fact that a majority of its area is characterized by moderate or low erosion risk levels. Areas with high erosion risk are mostly located in the northern part of the Lakeland. The achieved results from stationary observations and field experiments may indicate that the soil loss magnitude significantly increases during rainfall with higher intensity, greater totals and accumulated in time rainfall events. This may confirm the high potential of soil erosion by water processes of above- -average magnitude and intensity in the discharge of material from agricultural used slopes.
Źródło:
Landform Analysis; 2020, 39; 1-106
1429-799X
Pojawia się w:
Landform Analysis
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the Use of the Extreme Value Distribution in Monitoring Production Processes
O wykorzystaniu rozkładu wartości ekstremalnych w monitorowaniu procesów
Autorzy:
Kończak, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/904815.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
process control
extreme value distribution
Gumbel distribution
Monte Carlo
Opis:
In many statistical applications the main point of interest is estimating some population central characteristic such as the mean or the median. The Shewhart’s control chart X is based on monitoring the average process level. However, in some areas the main interest is based on estimating the maximum or the minimum. The proposal of the monitoring processes based on the properties of the Gumbel distribution is presented in the paper. The properties of the proposed method have been analyzed in the Monte Carlo study.
Klasyczne metody pozwalające na monitorowanie poziomu przeciętnego procesów produkcyjnych odwołują się zwykle do założenia normalności rozkładu badanej zmiennej i niezależności kolejnych pomiarów. W wielu analizach statystycznych interesująca jest ocena poziomu przeciętnego badanej charakterystyki. Tak jest np. przy monitorowaniu procesów z wykorzystaniem karty kontrolnej X . Jednak w wielu zastosowaniach może być interesująca ocena wielkości maksymalnych lub minimalnych. W artykule przedstawiono propozycję wykorzystania własności rozkładu wartości ekstremalnych w monitorowaniu procesów. Rozważania teoretyczne zostały uzupełnione analizami symulacyjnymi własności proponowanej metody.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2013, 286
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modelling climate-weather change process including extreme weather hazards for critical infrastructure operating area
Autorzy:
Kołowrocki, K.
Soszyńska-Budny, J.
Powiązania:
https://bibliotekanauki.pl/articles/2068981.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
climate-weather states
climate-weather change process
modelling
extreme weather hazards
Opis:
The climate-weather change process for the critical infrastructure operating area is considered and its states are introduced. The semi-Markov process is used to construct a general probabilistic model of the climate-weather change process for the critical infrastructure operating area. To build this model the vector of probabilities of the climate-weather change process staying at the initials climate-weather states, the matrix of probabilities of the climate-weather change process transitions between the climate-weather states, the matrix of conditional distribution functions and the matrix of conditional density functions of the climate-weather change process conditional sojourn times at the climate-weather states are defined. To describe the climate-weather change process conditional sojourn times at the particular climate-weather states the uniform distribution, the triangular distribution, the double trapezium distribution, the quasi-trapezium distribution, the exponential distribution, the Weibull distribution, the chimney distribution and the Gamma distribution are suggested and introduced.
Źródło:
Journal of Polish Safety and Reliability Association; 2016, 7, 3; 149--154
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A quantitative management support model for a certain production supply system in non-extreme states
Autorzy:
Galanc, T.
Kołwzan, W.
Pieronek, J.
Powiązania:
https://bibliotekanauki.pl/articles/406677.pdf
Data publikacji:
2012
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
production supply system
process
non-extreme state
system of differential equations
Opis:
The paper is devoted to building a probabilistic method of analyzing the operation of a certain production supply system. The analysis is carried out for non-extreme states of the level in store, into which two separate streams of production (the product) are directed. A system of partial differential equations describing this case was derived which is satisfied by the joint density function defining the probabilities of states of the three-dimensional process characterizing the system’s functioning.
Źródło:
Operations Research and Decisions; 2012, 22, 1; 5-12
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Risk analysis method by the extreme data of dependent exogenous variables
Autorzy:
Tereshchenko, Ihor
Tereshchenko, Anton
Bilous, Nataliya
Shtangey, Svetlana
Warsza, Zygmunt L.
Powiązania:
https://bibliotekanauki.pl/articles/2141854.pdf
Data publikacji:
2021
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
exogenous variable
risk-oriented process approach
extreme value theory
tailed distribution
Opis:
Many practical tasks of data multivariate statistical analysis from the standpoint of a risk-oriented process approach (in accordance with ISO 9001: 2015, 31000: 2018) requires the definition of the risk values for the dependent exogenous variables of some processes. This paper proposes the method, which consist of original stages sequence for calculating value-at-risk (VaR) or conditional-value-at-risk (CVaR) of dependent exogenous variables, presented of the extreme data frame of critical manufacture process parameters or other parameters, for example, extreme data of environmental monitoring and etc. Risk analysis method by the extreme data of dependent exogenous variables, presented of the data matrix, uses the result of solving the formalized problem of defines the tails parameters of the joint distributions of exogenous variables as components of a bivariate random variable. It can be argued that the tails parameters of the joint distributions of dependent exogenous variables make the validated corrections of the VaR and CVaR estimates for such variables. This method expands the practical application of extreme value theory for the value at risk analysis of any dependent variables as process parameters.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2021, 15, 3; 44-53
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Identification and prediction of climate-weather change process for port oil piping transportation system operating area
Autorzy:
Torbicki, M.
Powiązania:
https://bibliotekanauki.pl/articles/2068856.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
climate-weather change process
identification
prediction
piping operating area
extreme weather hazards
Opis:
The paper is concerned with an application of the climate-weather change process for a critical infrastructure operating area model to identification and prediction of this process for the port oil piping transportation system operating area. For the considered piping operating area, there are distinguished three different climate-weather change processes and their states. Further, there are identified the unknown parameters of those processes, i.e. the probabilities of the climate-weather change processes staying at the initial climate-weather states, the probabilities of the climate-weather change transitions between the climate-weather states and the mean values of the climate-weather change processes' conditional sojourn times at particular states. Finally, there are predicted the main characteristics of the climate-weather change processes at the distinguished operating area.
Źródło:
Journal of Polish Safety and Reliability Association; 2017, 8, 2; 107--112
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
EU-CIRCLE : A pan-European framework for strengthening critical infrastructure resilience to climate change Project taxonomy and methodology – Climate-weather change terminology and methodology
Autorzy:
Blokus-Roszkowska, A.
Kołowrocki, K.
Powiązania:
https://bibliotekanauki.pl/articles/2068903.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
climate change
extreme weather event
climate-weather state
climate-weather change process
Opis:
The paper presents climate-weather change terminology, selected from the fourth chapter of the report prepared in the scope of the EU-CIRCLE project. This project titled “A pan-European framework for strengthening Critical Infrastructure resilience to climate change – EU-CIRCLE” is realized under the European Union’s Horizon 2020 research and innovation program. The improved terms and definitions coming from this chapter are presented. Moreover, methodology related to climate-weather change in the scope of project issues is introduced.
Źródło:
Journal of Polish Safety and Reliability Association; 2017, 8, 1; 217--230
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modelling climate-weather change process including extreme weather hazards for maritime ferry
Autorzy:
Jakusik, E.
Kołowrocki, K.
Kuligowska, E.
Soszyńska-Budny, J.
Torbicki, M.
Powiązania:
https://bibliotekanauki.pl/articles/2068960.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
climate-weather change process
semi-Markov model
extreme weather hazard states
maritime ferry
Opis:
The climate-weather change process for the maritime ferry operating at Port Gdynia and at Baltic Sea open waters between Gdynia bay and Karlskrona bay is considered and its states are defined. Further, the semi-Markov process is defined and used to create a general probabilistic model of the climate-weather change process for the maritime ferry operating at considered areas.
Źródło:
Journal of Polish Safety and Reliability Association; 2016, 7, 3; 41--46
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
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