Dynamic reliability prediction of vehicular suspension structure with damping random uncertainties

2018 ◽  
Vol 25 (3) ◽  
pp. 549-558
Author(s):  
Wei Wang ◽  
Yuling Song ◽  
Jun Chen ◽  
Shuaibing Shi

This research is conducted such that a two degrees of freedom nonlinear stochastic vibration model of vehicular suspension structure with random bilinear damping forces and cubic nonlinear restoring forces is established. Based on extreme value theory (EVT) and Monte Carlo integration method (MCIM), a novel method of predicting the failure probabilities of the maximum amplitude responses of suspension structure is proposed. The extreme value distribution functions of amplitude responses, which are analytical expressed by underlying amplitude distribution functions, are acquired by using EVT. In order to obtain the analytical expressions of the underlying distribution functions, histograms are used to estimate their distribution forms. Under the log-normal distribution assumption, the means and standard deviations of the underlying distributions are calculated by using MCIM, and then by setting up amplitude failure levels, the extreme distribution functions and failure probabilities of amplitude responses are obtained. The Monte Carlo simulation method-based numerical analyses give enormous supports to use of the proposed prediction means.

1975 ◽  
Vol 8 (2) ◽  
pp. 135-143
Author(s):  
Hans Bühlmann

For the 4th ASTIN colloquium in Trieste (1963) Robert E. Beard [1] had initiated the topic of extreme value theory and its application to actuarial problems. The impetus came from Gumbel's book [2], published in 1958, and the idea of applying extreme value theory ran about as follows:Problem: Given: The size of the largest claim observed = XNThe number of observed claims = N.Find: The excess of loss premium for a portfolio of independent risks identical with those under observation.The idea was to use Gnedenko's limit distribution for the wide class of distribution functions with an unlimited tail and finite moments, the “exponential type” in Gumbel's terminology, and to calculate the excess of loss premium on the basis of this limit distribution.The discussion in Trieste was very lively and culminated in Jan Jung's citation of Jan Jung [3]: “There is a natural law which states that you can never get more out of a mincing machine, than what you have put into it. That is, if the reinsurance people want actuarially sound premiums, they must get a decent information about the claim distribution”. In more mathematical language: The brilliant idea of Bobbie Beard is unfortunately leading to a non-robust procedure. A deviation in the true (but unknown) underlying distribution may lead to completely different results.In any case the mincing machine argument seemed so powerful that we have had little reconsideration of the above problem at subsequent ASTIN colloquia. It may therefore be worthwhile to have another look at the problem now, i.e. more than ten years after the Trieste colloquium.


2019 ◽  
Vol 42 (2) ◽  
pp. 143-166 ◽  
Author(s):  
Renato Santos Silva ◽  
Fernando Ferraz Nascimento

Extreme Value Theory (EVT) is an important tool to predict efficient gains and losses. Its main areas of analyses are economic and environmental. Initially, for that form of event, it was developed the use of patterns of parametric distribution such as Normal and Gamma. However, economic and environmental data presents, in most cases, a heavy-tailed distribution, in contrast to those distributions. Thus, it was faced a great difficult to frame extreme events. Furthermore, it was almost impossible to use conventional models, making predictions about non-observed events, which exceed the maximum of observations. In some situations EVT is used to analyse only the maximum of some dataset, which provide few observations, and in those cases it is more effective to use the r largest-order statistics. This paper aims to propose Bayesian estimators' for parameters of the r largest-order statistics. During the research, it was used Monte Carlo simulation to analyze the data, and it was observed some properties of those estimators, such as mean, variance, bias and Root Mean Square Error (RMSE). The estimation of the parameters provided inference for its parameters and return levels. This paper also shows a procedure to the choice of the r-optimal to the r largest-order statistics, based on the Bayesian approach applying Markov chains Monte Carlo (MCMC). Simulation results reveal that the Bayesian approach has a similar performance to the Maximum Likelihood Estimation, and the applications were developed using the Bayesian approach and showed a gain in accurary compared with otherestimators.


2021 ◽  
Author(s):  
France-Audrey Magro ◽  
Alexander Pasternack ◽  
Henning W. Rust

<p>Decadal predictions have become essential for near-term decision making and adaptation strategies. In parallel, interest in weather and climate extremes has increased strongly in the past. Thus, a combination of decadal predictions and extreme value theory is reasonable and necessary. Since decadal predictions suffer from typical discrepancies, such as start- and lead-year dependent conditional and unconditional biases, many ways for their recalibration have been proposed (Eade et al., 2014; Fučkar et al.,2014; Fyfe et al., 2011; Kharin et al., 2012; Kruschke et al., 2016; Raftery et al., 2005; Sansom et al., 2016; Sloughter et al., 2007). However, in previous studies, extremes have not been considered. Therefore, the aim of this study is to investigate how extremes from decadal predictions can be adequately recalibrated and how this affects forecasting skill. Pasternack et al. (2018) introduced a parametric Decadal Climate Forecast Recalibration Strategy (DeFoReSt 1.0), based on estimating polynomial adjustment terms (Gangstø et al., 2013). DeFoReSt assumes normality for the probability distribution (PDF) to be recalibrated and optimizes the cross-validated continuous ranked probability score (CRPS) with this assumption build in Gneiting et al. (2005). For a proof of concept, Pasternack et al. (2018) introduced a toy model for generating pseudo decadal forecast-observation pairs. For toy model data and surface temperatures from MiKlip hindcasts, improvement of forecast quality over a simple calibration from Kruschke et al. (2016) has been found. We extend these methods to extreme values with two modifications: (1) Follow DeFoReSt, but assume general extreme value (GEV) distributed forecasts. Again the CRPS is optimized but with the GEV build into the score (Friederichs and Thorarinsdottir, 2012). Both DeFoReSt strategies (DeFoReSt-normaland DeFoReSt-GEV) and the calibration from Kruschke et al. (2016) are compared to a forecast based on climatology. (2) The toy model is modified to generate pseudo decadal forecast-observation pairs with GEV distributed observations. For validation, a bootstrapping scheme is applied to temperature maxima hindcasts from MiKlip verified with HadEX2 observations. After recalibration, both DeFoReSt strategies perform similar for the toy model and MiKlip hindcasts, none significantly outperforms the other. However, they consistently show considerable improvements over the climatological forecast for the lower and upper quartiles in the toy model data. For the recalibrated MiKlip hindcasts, the findings are in accordance, but not as considerable, presumably due to their very small ensemble size (Sienz et al., 2016). This suggests that extremes may be directly recalibrated with the assumption of a Normal distribution, as long as this represents the characteristics of the decadal forecast ensemble. Thus, the forecasting skill of recalibrations appears to be unaffected by the underlying distribution of the observations.</p>


2021 ◽  
pp. 0309524X2110639
Author(s):  
Zuhair Bahraoui

The change of the wind speed is strictly related to several natural factors such as local topographical and the ground cover variations, then any adjustment has to take into account the statistical variation for each specific region under study. Unlike the Weibull distribution, which is most used in wind speed modeling, we investigate two alternative distribution functions for wind speed by using the extreme value theory. The generalized Champernowne distribution function and the mixture Log-normal-Pareto distribution function are considered. We demonstrate that the proper generalized extreme value distribution gives a good fit for wind speed in the North Moroccan. In order to validate the models, a comparison of the produced aggregate wind energy in the aeolian wind turbine was being established. The empirical study shows that the generalized extreme value distribution reflects better the intensity of the wind power energy.


Author(s):  
Cla´udia Neves ◽  
Manuel G. Scotto ◽  
C. Guedes Soares

It has been recognized the potential of Extreme Value Theory in estimating and assessing statistical models for tail-related wave height measurements. Focusing solely on the tail of the underlying distribution through the consideration of both extreme and intermediate order statistics, three testing procedures are applied so as to determine the choice of the extreme model which more adequately describes the largest significant wave heights that occurred at Figueira da Foz, Portugal, from 1958 up to 2001. On the basis of the results yielded by these alternative tests of hypothesis, inferences are established about the tail behavior of the underlying distribution, namely about whether it decays exponentially fast and if it has finite endpoint or not. The statistical choice of extreme domains proved to be a fundamental step preceding the estimation of extreme characteristics since it provided, for instance, a way of distinguishing upon several estimation methods the most adequate to adopt within the present setting. The fact that the extreme value index γ of any distribution with at most moderately heavy tails (with γ ≤ 0) remains the same under integer-power transformations plays a prominent role in the analysis of the data.


2014 ◽  
Vol 11 (6) ◽  
pp. 2733-2753 ◽  
Author(s):  
L. Yao ◽  
W. Dongxiao ◽  
Z. Zhenwei ◽  
H. Weihong ◽  
S. Hui

Abstract. This paper presents a multivariate general Pareto distribution (MGPD) method and builds a method for solving MGPD through the use of a Monte Carlo simulation for marine environmental extreme-value parameters. The simulation method has proven to be feasible in the analysis of the joint probability of wave height and its concomitant wind from a hydrological station in the South China Sea (SCS). The MGPD is the natural distribution of the multivariate peaks-over-threshold (MPOT) sampling method, and is based on the extreme-value theory. The existing dependence functions can be used in the MGPD, so it may describe more variables which have different dependence relationships. The MGPD method improves the efficiency of the extremes in raw data. For the wave and the concomitant wind from a period of 23 years (1960–1982), the number of the wave and wind selected is averaged to 19 per year. For the joint conditional probability of the MGPD, the relative error is rather small in the Monte Carlo simulation method.


2016 ◽  
Vol 6 (1) ◽  
pp. 71
Author(s):  
Kane Ladji ◽  
Diawara Daouda ◽  
Diallo Moumouni

Consider the sample X1, X2, ..., XN of N independent and identically distributed (iid) random variables with common cumulative distribution function (cdf)F, and let Fu be their conditional excess distribution function F. We define the ordered sample by . Pickands (1975), Balkema and de Haan (1974) posed that for a large class of underlying distribution functions F , and large u ,Fu is well approximated by the Generalized Pareto Distribution.The mixed method is a method for determining thresholds. This method consists in minimizing the variance of a convex combination of other thresholds.The objective of the mixed method is to determine by which probability distribution one can approach this conditional distribution. In this article, we propose a theorem which specifies the conditional distribution of excesses when the deterministic threshold tends to the end point.


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