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Translation method: a historical review and its application to simulation of non-Gaussian stationary processes

  • Choi, Hang (Institute of Environmental Studies, Graduate School of Frontier Sciences,The University of Tokyo) ;
  • Kanda, Jun (Institute of Environmental Studies, Graduate School of Frontier Sciences,The University of Tokyo)
  • 투고 : 2003.04.30
  • 심사 : 2003.09.03
  • 발행 : 2003.10.25

초록

A number of methods based on various ideas have been proposed for simulating the non-Gaussian stationary process. However, these methods have some limitations. This paper reviewed several simulation methods based on the translation method using logarithmic and polynomial functions, which have emerged in the history of statistics and in the field of civil engineering. The applicability of each method is discussed from the viewpoint of the reproducibility of higher order statistics of the object function in the simulated sample functions, and examined using pressure signals measured from wind tunnel experiments for various shapes of buildings. The parameter estimation methods, i.e. the method of moments and quantile plot, are also reviewed, and the useful aspects of each method are discussed. Additionally, a simple worksheet for parameter estimation is derived based on the method of moment for practical application, and the accuracy is discussed comparing with a set of previously proposed formulae.

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