AR(1) time series with autoregressive gamma variance for road topography modeling
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- 作者：Pä ; r Johannessona ; Par.Johannesson@sp.se" class="auth_mail" title="E-mail the corresponding author ; Krzysztof Podgó ; rskib ; krzysztof.podgorski@stat.lu.se" class="auth_mail" title="E-mail the corresponding author ; Igor Rychlikc ; rychlik@chalmers.se" class="auth_mail" title="E-mail the corresponding author ; Nima Shariatib ; nima.shariati_fokalaei@stat.lu.se" class="auth_mail" title="E-mail the corresponding author
- 关键词：Non-Gaussian time series ; Gamma distributed variances ; Generalized Laplace distribution ; Road surface profile ; Road roughness ; Road hilliness
- 刊名：Probabilistic Engineering Mechanics
- 出版年：2016
- 出版时间：January 2016
- 年：2016
- 卷：43
- 期：Complete
- 页码：106-116
- 全文大小：1867 K
文摘
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A new non-Gaussian stationary model is proposed.
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It is defined as an extension of the Gaussian AR(1) model modulated by autoregressive gamma distributed variance.
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The model has a generalized Laplace marginal distribution that is used to fit heavier than Gaussian tails through the sample kurtosis.
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The two structural parameters – autocorrelation of the Gaussian component and autocorrelation of the gamma variance – are fitted using sample correlation of the records and of the squared records as well as the intensity of the zero-level crossings.
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The model has proved to be adequate for modeling of the road topographical data.