Details
| Original language | English |
|---|---|
| Pages (from-to) | 1960-1979 |
| Number of pages | 20 |
| Journal | Soils and foundations |
| Volume | 59 |
| Issue number | 6 |
| Early online date | 1 Nov 2019 |
| Publication status | Published - Dec 2019 |
Abstract
Multivariate information of soil parameters is quite important for the design and risk assessment of geotechnical engineering problems. It is necessary to have an accurate and realistic statistical multivariate model for representing the soil properties and thus evaluating the soil conditions. Thus, advanced multivariate modeling of soil parameters could help to improve the geotechnical engineering practice. In this paper, the asymmetric copulas are introduced to model the geotechnical soil data. Compared to extensive previous research on the use of symmetric copulas on the modeling of engineering data, this study is focusing on capturing asymmetric dependencies among the natural soil parameters, which are critical for engineering design. A copula-based multivariate probabilistic model is built based on a set of collected samples from a granite residual soil from Portugal. Several asymmetric copula functions, capable of capturing nonlinear asymmetric dependence structures, are tested and analyzed. The fundamental information on tail dependencies and measures of asymmetric dependencies are also exploited. To demonstrate the advantages of asymmetric copulas, its concept is compared with the traditional copula approaches for modeling site soil data. The performance of these asymmetric copulas is discussed and compared based on data fitting and extreme value characterizations.
Keywords
- Asymmetric copula, Geotechnical analysis, Joint distribution, Multivariate analysis, Soil properties
ASJC Scopus subject areas
- Engineering(all)
- Civil and Structural Engineering
- Earth and Planetary Sciences(all)
- Geotechnical Engineering and Engineering Geology
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In: Soils and foundations, Vol. 59, No. 6, 12.2019, p. 1960-1979.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - Modeling asymmetric dependences among multivariate soil data for the geotechnical analysis
T2 - The asymmetric copula approach
AU - Zhang, Yi
AU - Gomes, António Topa
AU - Beer, Michael
AU - Neumann, Ingo
AU - Nackenhorst, Udo
AU - Kim, Chul Woo
N1 - Funding Information: This study is supported by Tsinghua University Initiative Scientific Research Program and grants from the Alexander von Humboldt Foundation . The first author, Yi Zhang, is sponsored by “Humboldt Research Fellowship for Postdoctoral Researchers” Program . Such financial aids are gratefully acknowledged. Meanwhile, The authors would like to thank the members of the TC304 Committee on Engineering Practice of Risk Assessment & Management of the International Society of Soil Mechanics and Geotechnical Engineering for developing the database 304 dB used in this study and making it available for scientific inquiry. We also wish to thank Jaksa, Stuedlein and Grashuis for contributing this database to the TC304 compendium of databases. Appendix A
PY - 2019/12
Y1 - 2019/12
N2 - Multivariate information of soil parameters is quite important for the design and risk assessment of geotechnical engineering problems. It is necessary to have an accurate and realistic statistical multivariate model for representing the soil properties and thus evaluating the soil conditions. Thus, advanced multivariate modeling of soil parameters could help to improve the geotechnical engineering practice. In this paper, the asymmetric copulas are introduced to model the geotechnical soil data. Compared to extensive previous research on the use of symmetric copulas on the modeling of engineering data, this study is focusing on capturing asymmetric dependencies among the natural soil parameters, which are critical for engineering design. A copula-based multivariate probabilistic model is built based on a set of collected samples from a granite residual soil from Portugal. Several asymmetric copula functions, capable of capturing nonlinear asymmetric dependence structures, are tested and analyzed. The fundamental information on tail dependencies and measures of asymmetric dependencies are also exploited. To demonstrate the advantages of asymmetric copulas, its concept is compared with the traditional copula approaches for modeling site soil data. The performance of these asymmetric copulas is discussed and compared based on data fitting and extreme value characterizations.
AB - Multivariate information of soil parameters is quite important for the design and risk assessment of geotechnical engineering problems. It is necessary to have an accurate and realistic statistical multivariate model for representing the soil properties and thus evaluating the soil conditions. Thus, advanced multivariate modeling of soil parameters could help to improve the geotechnical engineering practice. In this paper, the asymmetric copulas are introduced to model the geotechnical soil data. Compared to extensive previous research on the use of symmetric copulas on the modeling of engineering data, this study is focusing on capturing asymmetric dependencies among the natural soil parameters, which are critical for engineering design. A copula-based multivariate probabilistic model is built based on a set of collected samples from a granite residual soil from Portugal. Several asymmetric copula functions, capable of capturing nonlinear asymmetric dependence structures, are tested and analyzed. The fundamental information on tail dependencies and measures of asymmetric dependencies are also exploited. To demonstrate the advantages of asymmetric copulas, its concept is compared with the traditional copula approaches for modeling site soil data. The performance of these asymmetric copulas is discussed and compared based on data fitting and extreme value characterizations.
KW - Asymmetric copula
KW - Geotechnical analysis
KW - Joint distribution
KW - Multivariate analysis
KW - Soil properties
UR - http://www.scopus.com/inward/record.url?scp=85074526115&partnerID=8YFLogxK
U2 - 10.1016/j.sandf.2019.09.001
DO - 10.1016/j.sandf.2019.09.001
M3 - Article
AN - SCOPUS:85074526115
VL - 59
SP - 1960
EP - 1979
JO - Soils and foundations
JF - Soils and foundations
SN - 0038-0806
IS - 6
ER -