000013707 001__ 13707
000013707 005__ 20161114170252.0
000013707 04107 $$aeng
000013707 046__ $$k2011-05-25
000013707 100__ $$aKrenk, S.
000013707 24500 $$aExplicit Calibration and Simulation of Stochastic Fields by Low-Order Arma Processes

000013707 24630 $$n3.$$pComputational Methods in Structural Dynamics and Earhquake Engineering
000013707 260__ $$bNational Technical University of Athens, 2011
000013707 506__ $$arestricted
000013707 520__ $$2eng$$aA simple framework for autoregressive simulation of stochastic fields is presented. The autoregressive format leads to a simple exponential correlation structure in the time-dimension. In the case of scalar processes a more detailed correlation structure can be obtained by adding memory to the process via an extension to autoregressive moving average (ARMA) processes. The ARMA format incorporates a more detailed correlation structure by including previous values of the simulated process. Alternatively, a more detailed correlation structure can be obtained by including additional ‘state-space’ variables in the simulation. For a scalar process this would imply an increase of the dimension of the process to be simulated. In the case of a stochastic field the correlation in the time-dimension is represented, although indirectly, in the simultaneous spatial correlation. The model with the shortest memory – the single-step autoregressive model – is analyzed in detail, and an efficient multi-step calibration procedure is developed. The calibration makes direct use of conditional correlations and means, expressed explicitly in terms of the zero and 
000013707 540__ $$aText je chráněný podle autorského zákona č. 121/2000 Sb.
000013707 653__ $$aARMA simulation, Stochastic fields, Wind field simulation.

000013707 7112_ $$aCOMPDYN 2011 - 3rd International Thematic Conference$$cIsland of Corfu (GR)$$d2011-05-25 / 2011-05-28$$gCOMPDYN2011
000013707 720__ $$aKrenk, S.
000013707 8560_ $$ffischerc@itam.cas.cz
000013707 8564_ $$s147733$$uhttp://invenio.itam.cas.cz/record/13707/files/550.pdf$$yOriginal version of the author's contribution as presented on CD, section: RS 19 Solution Algorithms and Reduced Order Methods.
000013707 962__ $$r13401
000013707 980__ $$aPAPER