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Multivariate non-Gaussian process simulation based on HPM-JTM hybrid model
Abstract:For the simulation of wind field or wind load, the Gaussian assumption is not applicable in some situations. Hence the simulation of non-Gaussian process becomes significant. In order to avoid the iteration and maintain a wide application range, a HPM-JTM hybrid model is proposed based on translation process. During the simulation, the correlation function of the related Gaussian process can be solved by analytical or numerical expression. Through a numerical example, the application of the model is presented. Results show that the model provides a reasonable estimation for the target case, which can be regarded as an appropriate candidate for the simulation of multivariate non-Gaussian process.
Keywords:non-Gaussian process  Simulation  Translation process  Hermite polynomial model  Johnson transformation model  Hybrid model
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