Orlicz risks for assessing stochastic streamflow environments: a static optimization approach
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s00477-023-02561-7 https://dlib.phenikaa-uni.edu.vn/handle/PNK/9460 |
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oai:localhost:PNK-94602023-10-04T09:19:00Z Orlicz risks for assessing stochastic streamflow environments: a static optimization approach Yoshioka, Hidekazu Tomobe, Haruka Yoshioka, Yumi Orlicz risks streamflow environments CC-BY This study applies novel risk measures, called Orlicz risks, to the risk and uncertainty evaluation of the streamflow discharge as a primary driver of hydrological and hydraulic processes of interest in civil and environmental engineering. We consider the mixed moving average process governing the discharge whose statistics are explicitly represented as some product of a time-scale characterizing the flow attenuation and a jump moment governing the size and frequency of jumps. The classical Orlicz risks are extended so that not only the upper tail risk but also the lower one of the jump size and attenuation of the discharge can be evaluated within a single mathematical framework. Further, the risk and uncertainty can be individually quantified in a tractable manner by the proposed Orlicz risks. Computing the Orlicz risks reduces to solving a pair of novel static optimization problems that are solvable semi-analytically. 2023-10-04T09:19:00Z 2023-10-04T09:19:00Z 2023 Book https://link.springer.com/article/10.1007/s00477-023-02561-7 https://dlib.phenikaa-uni.edu.vn/handle/PNK/9460 en application/pdf Springer |
| institution |
Digital Phenikaa |
| collection |
Digital Phenikaa |
| language |
English |
| topic |
Orlicz risks streamflow environments |
| spellingShingle |
Orlicz risks streamflow environments Yoshioka, Hidekazu Tomobe, Haruka Yoshioka, Yumi Orlicz risks for assessing stochastic streamflow environments: a static optimization approach |
| description |
CC-BY |
| format |
Book |
| author |
Yoshioka, Hidekazu Tomobe, Haruka Yoshioka, Yumi |
| author_facet |
Yoshioka, Hidekazu Tomobe, Haruka Yoshioka, Yumi |
| author_sort |
Yoshioka, Hidekazu |
| title |
Orlicz risks for assessing stochastic streamflow environments: a static optimization approach |
| title_short |
Orlicz risks for assessing stochastic streamflow environments: a static optimization approach |
| title_full |
Orlicz risks for assessing stochastic streamflow environments: a static optimization approach |
| title_fullStr |
Orlicz risks for assessing stochastic streamflow environments: a static optimization approach |
| title_full_unstemmed |
Orlicz risks for assessing stochastic streamflow environments: a static optimization approach |
| title_sort |
orlicz risks for assessing stochastic streamflow environments: a static optimization approach |
| publisher |
Springer |
| publishDate |
2023 |
| url |
https://link.springer.com/article/10.1007/s00477-023-02561-7 https://dlib.phenikaa-uni.edu.vn/handle/PNK/9460 |
| _version_ |
1779307183814475776 |
| score |
8.8926115 |