Estimating higher-order structure functions from geophysical turbulence time series: Confronting the curse of the limited sample size
Estimating higher-order structure functions from geophysical turbulence time series: Confronting the curse of the limited sample size
复制标题
从地球物理湍流时间序列估计高阶结构函数：面对有限样本量的诅咒
DOI：
10.1103/physreve.95.052114
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发表时间：
2017
影响因子：
2.4
通讯作者：
Basu, Sukanta
中科院分区：
文献类型：
--
作者：
DeMarco, Adam W.;Basu, Sukanta
利用综合产生的随机变量和实验室测量，我们记录了传统的结构函数方法在有限的样本量设置的固有局限性。我们证明了另一种方法，基于最大似然原理，可以提供几乎无偏的结构函数估计，在这种不利条件下的不确定性要小得多。即使在强相关样本的情况下，这种方法相对于传统方法的优越性也不会减弱。两种完全不同类型的概率分布，这已在湍流文献中报道，被发现是兼容的建议的方法。
Utilizing synthetically generated random variates and laboratory measurements, we document the inherent limitations of the conventional structure function approach in limited sample size settings. We demonstrate that an alternative approach, based on the principle of maximum likelihood, can provide nearly unbiased structure function estimates with far less uncertainty under such unfavorable conditions. The superiority of this approach over the conventional approach does not diminish even in the case of strongly correlated samples. Two entirely different types of probability distributions, which have been reported in the turbulence literature, are found to be compatible with the proposed approach.