网格上随机场的交叉图

Pub Date : 2024-01-01 DOI:10.1016/j.indag.2023.10.003
Helena Ferreira , Marta Ferreira , Luís A. Alexandre
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引用次数: 0

摘要

对空间框架中发生的风险情况进行建模,可以使用网格上的最大稳定随机场。虽然空间行为的汇总系数并不能表征随机场的有限维分布,但其优点是可以直接解释,也更容易估算。我们提出的系数为我们提供了随机场相对于实值高位的局部振荡趋势的信息。我们要评估的不是振荡的幅度,而是振荡次数的多与少,即轨迹的振荡趋势。我们可以观察到,交叉图值越高的区域,表面轨迹越平滑。它的取值范围为 [0,1],并随着随机场变量的一致性而增加。
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A crossinggram for random fields on lattices

The modeling of risk situations that occur in a space framework can be done using max-stable random fields on lattices. Although the summary coefficients for the spatial behavior do not characterize the finite-dimensional distributions of the random field, they have the advantage of being immediate to interpret and easier to estimate. The coefficients that we propose give us information about the tendency of a random field for local oscillations of its values in relation to real valued high levels. It is not the magnitude of the oscillations that is being evaluated, but rather the greater or lesser number of oscillations, that is, the tendency of the trajectories to oscillate. We can observe surface trajectories more smooth over a region according to higher crossinggram value. It takes value in [0,1] and increases with the concordance of the variables of the random field.

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