5 resultados para Log-normal distribution
em Digital Commons - Michigan Tech
Resumo:
A free-space optical (FSO) laser communication system with perfect fast-tracking experiences random power fading due to atmospheric turbulence. For a FSO communication system without fast-tracking or with imperfect fast-tracking, the fading probability density function (pdf) is also affected by the pointing error. In this thesis, the overall fading pdfs of FSO communication system with pointing errors are calculated using an analytical method based on the fast-tracked on-axis and off-axis fading pdfs and the fast-tracked beam profile of a turbulence channel. The overall fading pdf is firstly studied for the FSO communication system with collimated laser beam. Large-scale numerical wave-optics simulations are performed to verify the analytically calculated fading pdf with collimated beam under various turbulence channels and pointing errors. The calculated overall fading pdfs are almost identical to the directly simulated fading pdfs. The calculated overall fading pdfs are also compared with the gamma-gamma (GG) and the log-normal (LN) fading pdf models. They fit better than both the GG and LN fading pdf models under different receiver aperture sizes in all the studied cases. Further, the analytical method is expanded to the FSO communication system with beam diverging angle case. It is shown that the gamma pdf model is still valid for the fast-tracked on-axis and off-axis fading pdfs with point-like receiver aperture when the laser beam is propagated with beam diverging angle. Large-scale numerical wave-optics simulations prove that the analytically calculated fading pdfs perfectly fit the overall fading pdfs for both focused and diverged beam cases. The influence of the fast-tracked on-axis and off-axis fading pdfs, the fast-tracked beam profile, and the pointing error on the overall fading pdf is also discussed. At last, the analytical method is compared with the previous heuristic fading pdf models proposed since 1970s. Although some of previously proposed fading pdf models provide close fit to the experiment and simulation data, these close fits only exist under particular conditions. Only analytical method shows accurate fit to the directly simulated fading pdfs under different turbulence strength, propagation distances, receiver aperture sizes and pointing errors.
Resumo:
In distribution system operations, dispatchers at control center closely monitor system operating limits to ensure system reliability and adequacy. This reliability is partly due to the provision of remote controllable tie and sectionalizing switches. While the stochastic nature of wind generation can impact the level of wind energy penetration in the network, an estimate of the output from wind on hourly basis can be extremely useful. Under any operating conditions, the switching actions require human intervention and can be an extremely stressful task. Currently, handling a set of switching combinations with the uncertainty of distributed wind generation as part of the decision variables has been nonexistent. This thesis proposes a three-fold online management framework: (1) prediction of wind speed, (2) estimation of wind generation capacity, and (3) enumeration of feasible switching combinations. The proposed methodology is evaluated on 29-node test system with 8 remote controllable switches and two wind farms of 18MW and 9MW nameplate capacities respectively for generating the sequence of system reconfiguration states during normal and emergency conditions.
Resumo:
The Michigan Basin is located in the upper Midwest region of the United States and is centered geographically over the Lower Peninsula of Michigan. It is filled primarily with Paleozoic carbonates and clastics, overlying Precambrian basement rocks and covered by Pleistocene glacial drift. In Michigan, more than 46,000 wells have been drilled in the basin, many producing significant quantities of oil and gas since the 1920s in addition to providing a wealth of data for subsurface visualization. Well log tomography, formerly log-curve amplitude slicing, is a visualization method recently developed at Michigan Technological University to correlate subsurface data by utilizing the high vertical resolution of well log curves. The well log tomography method was first successfully applied to the Middle Devonian Traverse Group within the Michigan Basin using gamma ray log curves. The purpose of this study is to prepare a digital data set for the Middle Devonian Dundee and Rogers City Limestones, apply the well log tomography method to this data and from this application, interpret paleogeographic trends in the natural radioactivity. Both the Dundee and Rogers City intervals directly underlie the Traverse Group and combined are the most prolific reservoir within the Michigan Basin. Differences between this study and the Traverse Group include increased well control and “slicing” of a more uniform lithology. Gamma ray log curves for the Dundee and Rogers City Limestones were obtained from 295 vertical wells distributed over the Lower Peninsula of Michigan, converted to Log ASCII Standard files, and input into the well log tomography program. The “slicing” contour results indicate that during the formation of the Dundee and Rogers City intervals, carbonates and evaporites with low natural radioactive signatures on gamma ray logs were deposited. This contrasts the higher gamma ray amplitudes from siliciclastic deltas that cyclically entered the basin during Traverse Group deposition. Additionally, a subtle north-south, low natural radioactive trend in the center of the basin may correlate with previously published Dundee facies tracts. Prominent trends associated with the distribution of limestone and dolomite are not observed because the regional range of gamma ray values for both carbonates are equivalent in the Michigan Basin and additional log curves are needed to separate these lithologies.
Resumo:
In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.
Resumo:
This report discusses the calculation of analytic second-order bias techniques for the maximum likelihood estimates (for short, MLEs) of the unknown parameters of the distribution in quality and reliability analysis. It is well-known that the MLEs are widely used to estimate the unknown parameters of the probability distributions due to their various desirable properties; for example, the MLEs are asymptotically unbiased, consistent, and asymptotically normal. However, many of these properties depend on an extremely large sample sizes. Those properties, such as unbiasedness, may not be valid for small or even moderate sample sizes, which are more practical in real data applications. Therefore, some bias-corrected techniques for the MLEs are desired in practice, especially when the sample size is small. Two commonly used popular techniques to reduce the bias of the MLEs, are ‘preventive’ and ‘corrective’ approaches. They both can reduce the bias of the MLEs to order O(n−2), whereas the ‘preventive’ approach does not have an explicit closed form expression. Consequently, we mainly focus on the ‘corrective’ approach in this report. To illustrate the importance of the bias-correction in practice, we apply the bias-corrected method to two popular lifetime distributions: the inverse Lindley distribution and the weighted Lindley distribution. Numerical studies based on the two distributions show that the considered bias-corrected technique is highly recommended over other commonly used estimators without bias-correction. Therefore, special attention should be paid when we estimate the unknown parameters of the probability distributions under the scenario in which the sample size is small or moderate.