Non-Gaussian process generation

Version 1.2 (16,5 KB) von E. Cheynet
A non-Gaussian random process is generated from a Gaussian-distributed white noise
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Aktualisiert 28. Mär 2023

Gaussian_to_nonGaussian

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A non-Gaussian distribution is generated from a Gaussian-distributed white noise

Summary

The method used in these files is based on the Moment Based Hermite Transformation Model (MBHTM) and uses a cubic transformation to transform a Gaussian process into a non-Gaussian one. It is described in [1]. However, I mainly rely on [2] for the implementation of the code. A target skewness and a target kurtosis are used to introduce non-Gaussianity. However, the transformation only works for a limited range of skewness and kurtosis. See [2] for more details.

Content

Two files are included

  • MBHTM.m which is the main function to generare the non-Gaussian process

  • Documentation.mlx which is the example file

References

[1] Gurley, K. R., Tognarelli, M. A., & Kareem, A. (1997). Analysis and simulation tools for wind engineering. Probabilistic Engineering Mechanics, 12(1), 9-31.

[2] Denoël, V. (2005). Application des méthodes d'analyse stochastique à l’étude des effets du vent sur les structures du génie civil. Unpublished doctoral thesis, University of Liège. (in French, p. 229)

Zitieren als

E. Cheynet (2024). Non-Gaussian process generation (https://github.com/ECheynet/Gaussian_to_nonGaussian/releases/tag/v1.2), GitHub. Abgerufen .

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Erstellt mit R2022b
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Version Veröffentlicht Versionshinweise
1.2

See release notes for this release on GitHub: https://github.com/ECheynet/Gaussian_to_nonGaussian/releases/tag/v1.2

1.1

See release notes for this release on GitHub: https://github.com/ECheynet/Gaussian_to_nonGaussian/releases/tag/v1.1

1.0.0.0

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Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.
Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.