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Parametric study based on synthetic realizations of EARPG(1)/UPS for simulation of extreme value statistics

  • Seong, Seung H. (School of Mechanical Engineering, Pusan National University)
  • Published : 1999.06.25

Abstract

The EARPG(1)/UPS was first developed by Seong (1993) and has been tested for wind pressure time series simulations (Seong and Peterka 1993, 1997, 1998) to prove its excellent performance for generating non-Gaussian time series, in particular, with large amplitude sharp peaks. This paper presents a parametric study focused on simulation of extreme value statistics based on the synthetic realizations of the EARPG(1)/UPS. The method is shown to have a great capability to simulate a wide range of non-Gaussian statistic values and extreme value statistics with exact target sample power spectrum. The variation of skewed long tail in PDF and extreme value distribution are illustrated as function of relevant parameters.

Keywords

References

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Cited by

  1. Discussion - Parameteric study based on synthetic realizations of EARPG(1)/UPS for simulation of extreme value statistics vol.3, pp.1, 2000, https://doi.org/10.12989/was.2000.3.1.069
  2. Spectral method for non-Gaussian data generation by phase modeling: White noise phase versus structured phase vol.87, 2015, https://doi.org/10.1016/j.engstruct.2015.01.020