AR(1) time series with autoregressive gamma variance for road topography modeling
Artikel i vetenskaplig tidskrift, 2016

A non-Gaussian time series with a generalized Laplace marginal distribution is used to model road topography. The model encompasses variability exhibited by a Gaussian AR(1) process with randomly varying variance that follows a particular autoregressive model that features the gamma distribution as its marginal. A simple estimation method to fit the correlation coefficient of each of two autoregressive components is proposed. The one for the Gaussian AR(1) component is obtained by fitting the frequency of zero crossing, while the autocorrelation coefficient for the gamma autoregressive process is fitted from the autocorrelation of the squared values of the model. The shape parameter of the gamma distribution is fitted using the explicitly given moments of a generalized Laplace distribution. Another general method of model fitting based on the correlation function of the signal is also presented and compared with the zero-crossing method. It is demonstrated that the model has the ability to accurately represent hilliness features of road topography providing a significant improvement over a purely Gaussian model.

Road surface profile

Gamma distributed variances

Road hilliness

Road roughness

Non-Gaussian time series

Generalized Laplace distribution

Författare

Pär Johannesson

SP Sveriges Tekniska Forskningsinstitut AB

Podgorski Krzysztof

Lunds universitet

Igor Rychlik

Chalmers, Matematiska vetenskaper, matematisk statistik

Göteborgs universitet

Nima Shariati

Lunds universitet

Probabilistic Engineering Mechanics

0266-8920 (ISSN)

Vol. 43 106-116

Drivkrafter

Hållbar utveckling

Styrkeområden

Transport

Fundament

Grundläggande vetenskaper

Ämneskategorier

Sannolikhetsteori och statistik

DOI

10.1016/j.probengmech.2015.12.006

Mer information

Senast uppdaterat

2018-09-06