Added tutorial_scripts

master
per.andreas.brodtkorb 14 years ago
parent 79bdce50fd
commit 5dbc448368

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from info import __doc__ from info import __doc__
import misc import misc
import data import data
import kdetools
import objects import objects
import spectrum import spectrum
import transform import transform

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from scipy import *
from pylab import *
# pyreport -o chapter1.html chapter1.py
#! CHAPTER1 demonstrates some applications of WAFO
#!================================================
#!
#! CHAPTER1 gives an overview through examples some of the capabilities of
#! WAFO. WAFO is a toolbox of Matlab routines for statistical analysis and
#! simulation of random waves and loads.
#!
#! The commands are edited for fast computation.
#! Section 1.4 Some applications of WAFO
#!---------------------------------------
#! Section 1.4.1 Simulation from spectrum, estimation of spectrum
#!~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#! Simulation of the sea surface from spectrum
#! The following code generates 200 seconds of data sampled with 10Hz from
#! the Torsethaugen spectrum
import wafo.spectrum.models as sm
S = sm.Torsethaugen(Hm0=6, Tp=8);
S1 = S.tospecdata()
S1.plot()
show()
##
import wafo.objects as wo
xs = S1.sim(ns=2000, dt=0.1)
ts = wo.mat2timeseries(xs)
ts.plot_wave('-')
show()
#! Estimation of spectrum
#!~~~~~~~~~~~~~~~~~~~~~~~
#! A common situation is that one wants to estimate the spectrum for wave
#! measurements. The following code simulate 20 minutes signal sampled at 4Hz
#! and compare the spectral estimate with the original Torsethaugen spectum.
clf()
Fs = 4;
xs = S1.sim(ns=fix(20 * 60 * Fs), dt=1. / Fs)
ts = wo.mat2timeseries(xs)
Sest = ts.tospecdata(NFFT=400)
S1.plot()
Sest.plot('--')
axis([0, 3, 0, 5]) # This may depend on the simulation
show()
## Section 1.4.2 Probability distributions of wave characteristics.
## Probability distribution of wave trough period
# WAFO gives the possibility of computing the exact probability
# distributions for a number of characteristics given a spectral density.
# In the following example we study the trough period extracted from the
# time series and compared with the theoretical density computed with exact
# spectrum, S1, and the estimated spectrum, Sest.
clf()
import wafo.misc as wm
dtyex = S1.to_t_pdf(pdef='Tt', paramt=(0, 10, 51), nit=3)
dtyest = Sest.to_t_pdf(pdef='Tt', paramt=(0, 10, 51), nit=3)
T, index = ts.wave_periods(vh=0, pdef='d2u')
wm.histgrm(T, n=25, odd=True, scale=True)
dtyex.plot()
dtyest.plot('-.')
axis([0, 10, 0, 0.35])
show()
#! Section 1.4.3 Directional spectra
#!~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#! Here are a few lines of code, which produce directional spectra
#! with frequency independent and frequency dependent spreading.
clf()
plotflag = 1
Nt = 101; # number of angles
th0 = pi / 2; # primary direction of waves
Sp = 15; # spreading parameter
D1 = sm.Spreading(type='cos', theta0=th0, method=None) # frequency independent
D12 = sm.Spreading(type='cos', theta0=0, method='mitsuyasu') # frequency dependent
#SD1 = mkdspec(S1, D1)
#SD12 = mkdspec(S1, D12);
#plotspec(SD1, plotflag), hold on, plotspec(SD12, plotflag, '-.'); hold off
#wafostamp('', '(ER)')
#disp('Block = 5'), pause(pstate)
#! 3D Simulation of the sea surface
#!~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#! The simulations show that frequency dependent spreading leads to
#! much more irregular surface so the orientation of waves is less
#! transparent compared to the frequency independent case.
#
#! Frequency independent spreading
#plotflag = 1; iseed = 1;
#
#Nx = 2 ^ 8;Ny = Nx;Nt = 1;dx = 0.5; dy = dx; dt = 0.25; fftdim = 2;
#randn('state', iseed)
#Y1 = seasim(SD1, Nx, Ny, Nt, dx, dy, dt, fftdim, plotflag);
#wafostamp('', '(ER)')
#axis('fill')
#disp('Block = 6'), pause(pstate)
#
###
## Frequency dependent spreading
#randn('state', iseed)
#Y12 = seasim(SD12, Nx, Ny, Nt, dx, dy, dt, fftdim, plotflag);
#wafostamp('', '(ER)')
#axis('fill')
#disp('Block = 7'), pause(pstate)
#
#! Estimation of directional spectrum
#!~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#! The figure is not shown in the Tutorial
#
# Nx = 3; Ny = 2; Nt = 2 ^ 12; dx = 10; dy = 10;dt = 0.5;
# F = seasim(SD12, Nx, Ny, Nt, dx, dy, dt, 1, 0);
# Z = permute(F.Z, [3 1 2]);
# [X, Y] = meshgrid(F.x, F.y);
# N = Nx * Ny;
# types = repmat(sensortypeid('n'), N, 1);
# bfs = ones(N, 1);
# pos = [X(:), Y(:), zeros(N, 1)];
# h = inf;
# nfft = 128;
# nt = 101;
# SDe = dat2dspec([F.t Z(:, :)], [pos types, bfs], h, nfft, nt);
#plotspec(SDe), hold on
#plotspec(SD12, '--'), hold off
#disp('Block = 8'), pause(pstate)
#! Section 1.4.4 Fatigue, Load cycles and Markov models.
#! ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#! Switching Markow chain of turningpoints
#! In fatigue applications the exact sample path is not important, but
#! only the tops and bottoms of the load, called the sequence of turning
#! points (TP). From the turning points one can extract load cycles, from
#! which damage calculations and fatigue life predictions can be
#! performed.
#!
#! The matlab commands below computes the intensity of rainflowcycles for
#! the Gaussian model with spectrum S1 using the Markow approximation.
#! The rainflow cycles found in the simulated load signal are shown in the
# figure.
#clf
#paramu = [-6 6 61];
#frfc = spec2cmat(S1, [], 'rfc', [], paramu);
#pdfplot(frfc);
#hold on
#tp = dat2tp(xs);
#rfc = tp2rfc(tp);
#plot(rfc(:, 2), rfc(:, 1), '.')
#wafostamp('', '(ER)')
#hold off
#disp('Block = 9'), pause(pstate)
#! Section 1.4.5 Extreme value statistics
#!~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Plot of yura87 data
clf()
import wafo.data as wd
xn = wd.yura87()
#xn = load('yura87.dat');
subplot(211)
plot(xn[::30, 0] / 3600, xn[::30, 1], '.')
title('Water level')
ylabel('(m)')
#! Formation of 5 min maxima
yura = xn[:85500, 1]
yura = np.reshape(yura, (300, 285))
maxyura = yura.max(axis=0)
subplot(212)
plot(xn[299:85500:300, 0] / 3600, maxyura, '.')
xlabel('Time (h)')
ylabel('(m)')
title('Maximum 5 min water level')
show()
#! Estimation of GEV for yuramax
clf()
import wafo.stats as ws
phat = ws.genextreme.fit2(maxyura, method='mps')
phat.plotfitsummary()
show()
#disp('Block = 11, Last block')

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import numpy as np
from scipy import *
from pylab import *
# pyreport -o chapter1.html chapter1.py
#! CHAPTER2 Modelling random loads and stochastic waves
#!=======================================================
#!
#! Chapter2 contains the commands used in Chapter 2 of the tutorial and
#! present some tools for analysis of random functions with
#! respect to their correlation, spectral and distributional properties.
#! The presentation is divided into three examples:
#!
#! Example1 is devoted to estimation of different parameters in the model.
#! Example2 deals with spectral densities and
#! Example3 presents the use of WAFO to simulate samples of a Gaussian
#! process.
#!
#! Some of the commands are edited for fast computation.
#! Each set of commands is followed by a 'pause' command.
#!
#!
#! Tested on Matlab 5.3, 7.01
#! History
#! Revised by Georg Lindgren sept 2009 for WAFO ver 2.5 on Matlab 7.1
#! Revised pab sept2005
#! Added sections -> easier to evaluate using cellmode evaluation.
#! Revised pab Dec2004
#! Created by GL July 13, 2000
#! from commands used in Chapter 2
#!
pstate = 'off';
#! Section 2.1 Introduction and preliminary analysis
#!====================================================
#! Example 1: Sea data
#!----------------------
#! Observed crossings compared to the expected for Gaussian signals
import wafo
import wafo.objects as wo
xx = wafo.data.sea()
me = xx[:,1].mean()
sa = xx[:,1].std()
xx[:,1] -= me
ts = wo.mat2timeseries(xx)
tp = ts.turning_points()
cc = tp.cycle_pairs()
lc = cc.level_crossings()
lc.plot()
show()
#! Average number of upcrossings per time unit
#!----------------------------------------------
#! Next we compute the mean frequency as the average number of upcrossings
#! per time unit of the mean level (= 0); this may require interpolation in the
#! crossing intensity curve, as follows.
T = xx[:,0].max()-xx[:,0].min()
f0 = np.interp(0,lc.args,lc.data,0)/T #! zero up-crossing frequency
#! Turningpoints and irregularity factor
#!----------------------------------------
fm = len(tp.data)/(2*T) #! frequency of maxima
alfa = f0/fm #! approx Tm24/Tm02
#! Visually examine data
#!------------------------
#! We finish this section with some remarks about the quality
#! of the measured data. Especially sea surface measurements can be
#! of poor quality. We shall now check the quality of the dataset {\tt xx}.
#! It is always good practice to visually examine the data
#! before the analysis to get an impression of the quality,
#! non-linearities and narrow-bandedness of the data.
#! First we shall plot the data and zoom in on a specific region.
#! A part of sea data is visualized with the following commands
clf()
ts.plot_wave('k-',tp,'*',nfig=1, nsub=1)
axis([0, 2, -2, 2])
show()
#! Finding possible spurious points
#!------------------------------------
#! However, if the amount of data is too large for visual examinations one
#! could use the following criteria to find possible spurious points. One
#! must be careful using the criteria for extremevalue analysis, because
#! it might remove extreme waves that are OK and not spurious.
import wafo.misc as wm
dt = ts.sampling_period()
# dt = np.diff(xx[:2,0])
dcrit = 5*dt
ddcrit = 9.81/2*dt*dt
zcrit = 0
inds, indg = wm.findoutliers(xx[:,1],zcrit,dcrit,ddcrit, verbose=True)
#! Section 2.2 Frequency Modeling of Load Histories
#!----------------------------------------------------
#! Periodogram: Raw spectrum
#!
clf()
Lmax = 9500
S = ts.tospecdata(NFFT=Lmax)
S.plot()
axis([0, 5, 0, 0.7])
show()
#! Calculate moments
#!-------------------
mom, text= S.moment(nr=4)
[sa, sqrt(mom[0])]
#! Section 2.2.1 Random functions in Spectral Domain - Gaussian processes
#!--------------------------------------------------------------------------
#! Smoothing of spectral estimate
#1----------------------------------
#! By decreasing Lmax the spectrum estimate becomes smoother.
clf()
Lmax0 = 200; Lmax1 = 50
S1 = ts.tospecdata(NFFT=Lmax0)
S2 = ts.tospecdata(NFFT=Lmax1)
S1.plot('-.')
S2.plot()
show()
#! Estimated autocovariance
#!----------------------------
#! Obviously knowing the spectrum one can compute the covariance
#! function. The following matlab code will compute the covariance for the
#! unimodal spectral density S1 and compare it with estimated
#! covariance of the signal xx.
clf()
Lmax = 80
R1 = S1.tocovdata(nr=1)
Rest = ts.tocovdata(lag=Lmax)
R1.plot('.')
Rest.plot()
show()
#! We can see in Figure below that the covariance function corresponding to
#! the spectral density S2 significantly differs from the one estimated
#! directly from data.
#! It can be seen in Figure above that the covariance corresponding to S1
#! agrees much better with the estimated covariance function
clf()
R2 = S2.tocovdata(nr=1)
R2.plot('.')
Rest.plot()
show()
#! Section 2.2.2 Transformed Gaussian models
#!-------------------------------------------
#! We begin with computing skewness and kurtosis
#! for the data set xx and compare it with the second order wave approximation
#! proposed by Winterstein:
import wafo.stats as ws
rho3 = ws.skew(xx[:,1])
rho4 = ws.kurtosis(xx[:,1])
sk, ku=S1.stats_nl(moments='sk' )
#! Comparisons of 3 transformations
clf()
import wafo.transform.models as wtm
gh = wtm.TrHermite(mean=me, sigma=sa, skew=sk, kurt=ku ).trdata()
g = wtm.TrLinear(mean=me, sigma=sa ).trdata()
#! Linear transformation
glc, gemp = lc.trdata()
g.plot('r')
glc.plot('b-') #! Transf. estimated from level-crossings
gh.plot('b-.') #! Hermite Transf. estimated from moments
show()
#! Test Gaussianity of a stochastic process.
#!---------------------------------------------
#! TESTGAUSSIAN simulates e(g(u)-u) = int (g(u)-u)^2 du for Gaussian processes
#! given the spectral density, S. The result is plotted if test0 is given.
#! This is useful for testing if the process X(t) is Gaussian.
#! If 95#! of TEST1 is less than TEST0 then X(t) is not Gaussian at a 5#! level.
#!
#! As we see from the figure below: none of the simulated values of test1 is
#! above 1.00. Thus the data significantly departs from a Gaussian distribution.
clf()
test0 = glc.dist2gauss()
#! the following test takes time
N = len(xx)
test1 = S1.testgaussian(ns=N,cases=50,t0=test0)
sum(test1>test0)<5
show()
#! Normalplot of data xx
#!------------------------
#! indicates that the underlying distribution has a "heavy" upper tail and a
#! "light" lower tail.
clf()
import pylab
ws.probplot(ts.data, dist='norm', plot=pylab)
show()
#! Section 2.2.3 Spectral densities of sea data
#!-----------------------------------------------
#! Example 2: Different forms of spectra
#!
import wafo.spectrum.models as wsm
clf()
Hm0 = 7; Tp = 11;
spec = wsm.Jonswap(Hm0=Hm0, Tp=Tp).tospecdata()
spec.plot()
show()
#! Directional spectrum and Encountered directional spectrum
#! Directional spectrum
clf()
D = wsm.Spreading('cos2s')
Sd = D.tospecdata2d(S)
Sd.plot()
show()
##!Encountered directional spectrum
##!---------------------------------
#clf()
#Se = spec2spec(Sd,'encdir',0,10);
#plotspec(Se), hold on
#plotspec(Sd,1,'--'), hold off
##!wafostamp('','(ER)')
#disp('Block = 17'),pause(pstate)
#
##!#! Frequency spectra
#clf
#Sd1 =spec2spec(Sd,'freq');
#Sd2 = spec2spec(Se,'enc');
#plotspec(spec), hold on
#plotspec(Sd1,1,'.'),
#plotspec(Sd2),
##!wafostamp('','(ER)')
#hold off
#disp('Block = 18'),pause(pstate)
#
##!#! Wave number spectrum
#clf
#Sk = spec2spec(spec,'k1d')
#Skd = spec2spec(Sd,'k1d')
#plotspec(Sk), hold on
#plotspec(Skd,1,'--'), hold off
##!wafostamp('','(ER)')
#disp('Block = 19'),pause(pstate)
#
##!#! Effect of waterdepth on spectrum
#clf
#plotspec(spec,1,'--'), hold on
#S20 = spec;
#S20.S = S20.S.*phi1(S20.w,20);
#S20.h = 20;
#plotspec(S20), hold off
##!wafostamp('','(ER)')
#disp('Block = 20'),pause(pstate)
#
##!#! Section 2.3 Simulation of transformed Gaussian process
##!#! Example 3: Simulation of random sea
##! The reconstruct function replaces the spurious points of seasurface by
##! simulated data on the basis of the remaining data and a transformed Gaussian
##! process. As noted previously one must be careful using the criteria
##! for finding spurious points when reconstructing a dataset, because
##! these criteria might remove the highest and steepest waves as we can see
##! in this plot where the spurious points is indicated with a '+' sign:
##!
#clf
#[y, grec] = reconstruct(xx,inds);
#waveplot(y,'-',xx(inds,:),'+',1,1)
#axis([0 inf -inf inf])
##!wafostamp('','(ER)')
#disp('Block = 21'),pause(pstate)
#
##! Compare transformation (grec) from reconstructed (y)
##! with original (glc) from (xx)
#clf
#trplot(g), hold on
#plot(gemp(:,1),gemp(:,2))
#plot(glc(:,1),glc(:,2),'-.')
#plot(grec(:,1),grec(:,2)), hold off
#disp('Block = 22'),pause(pstate)
#
##!#!
#clf
#L = 200;
#x = dat2gaus(y,grec);
#Sx = dat2spec(x,L);
#disp('Block = 23'),pause(pstate)
#
##!#!
#clf
#dt = spec2dt(Sx)
#Ny = fix(2*60/dt) #! = 2 minutes
#Sx.tr = grec;
#ysim = spec2sdat(Sx,Ny);
#waveplot(ysim,'-')
##!wafostamp('','(CR)')
#disp('Block = 24'),pause(pstate)
#
##!#! Estimated spectrum compared to Torsethaugen spectrum
#clf
#Tp = 1.1;
#H0 = 4*sqrt(spec2mom(S1,1))
#St = torsethaugen([0:0.01:5],[H0 2*pi/Tp]);
#plotspec(S1)
#hold on
#plotspec(St,'-.')
#axis([0 6 0 0.4])
##!wafostamp('','(ER)')
#disp('Block = 25'),pause(pstate)
#
##!#!
#clf
#Snorm = St;
#Snorm.S = Snorm.S/sa^2;
#dt = spec2dt(Snorm)
#disp('Block = 26'),pause(pstate)
#
##!#!
#clf
#[Sk Su] = spec2skew(St);
#sa = sqrt(spec2mom(St,1));
#gh = hermitetr([],[sa sk ku me]);
#Snorm.tr = gh;
#disp('Block = 27'),pause(pstate)
#
##!#! Transformed Gaussian model compared to Gaussian model
#clf
#dt = 0.5;
#ysim_t = spec2sdat(Snorm,240,dt);
#xsim_t = dat2gaus(ysim_t,Snorm.tr);
#disp('Block = 28'),pause(pstate)
#
##!#! Compare
##! In order to compare the Gaussian and non-Gaussian models we need to scale
##! \verb+xsim_t+ #!{\tt xsim$_t$}
##! to have the same first spectral moment as
##! \verb+ysim_t+, #!{\tt ysim$_t$}, Since the process xsim_t has variance one
##! which will be done by the following commands.
#clf
#xsim_t(:,2) = sa*xsim_t(:,2);
#waveplot(xsim_t,ysim_t,5,1,sa,4.5,'r.','b')
##!wafostamp('','(CR)')
#disp('Block = 29, Last block'),pause(pstate)

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%% CHAPTER3 Demonstrates distributions of wave characteristics
%
% Chapter3 contains the commands used in Chapter3 in the tutorial.
%
% Some of the commands are edited for fast computation.
% Each set of commands is followed by a 'pause' command.
%
% Tested on Matlab 5.3
% History
% Revised pab sept2005
% Added sections -> easier to evaluate using cellmode evaluation.
% Revised by pab Feb 2005
% -updated calls to kdetools+spec2XXpdf programs
% Created by GL July 12, 2000
% from commands used in Chapter 3, written by IR
%
%% Section 3.2 Estimation of wave characteristics from data
%% Example 1
pstate = 'off';
speed = 'fast'
%speed = 'slow'
xx = load('sea.dat');
xx(:,2) = detrend(xx(:,2));
rate = 8;
Tcrcr = dat2wa(xx,0,'c2c','tw',rate);
Tc = dat2wa(xx,0,'u2d','tw',rate);
disp('Block = 1'), pause(pstate)
%% Histogram of crestperiod compared to the kernel density estimate
clf
mean(Tc)
max(Tc)
t = linspace(0.01,8,200);
kopt = kdeoptset('L2',0);
tic
ftc1 = kde(Tc,kopt,t);
toc
pdfplot(ftc1), hold on
histgrm(Tc,[],[],1)
axis([0 8 0 0.5])
wafostamp([],'(ER)')
disp('Block = 2'), pause(pstate)
%%
tic
kopt.inc = 128;
ftc2 = kdebin(Tc,kopt);
toc
pdfplot(ftc2,'-.')
title('Kernel Density Estimates')
hold off
disp('Block = 3'), pause(pstate)
%% Extreme waves - model check: the highest and steepest wave
clf
method = 0;
rate = 8;
[S, H, Ac, At, Tcf, Tcb, z_ind, yn] = ...
dat2steep(xx,rate,method);
disp('Block = 4'), pause(pstate)
clf
[Smax indS]=max(S)
[Amax indA]=max(Ac)
spwaveplot(yn,[indA indS],'k.')
wafostamp([],'(ER)')
disp('Block = 5'), pause(pstate)
%% Does the highest wave contradict a transformed Gaussian model?
clf
inds1 = (5965:5974)'; % points to remove
Nsim = 10;
[y1, grec1, g2, test, tobs, mu1o, mu1oStd] = ...
reconstruct(xx,inds1,Nsim);
spwaveplot(y1,indA-10)
hold on
plot(xx(inds1,1),xx(inds1,2),'+')
lamb = 2.;
muLstd = tranproc(mu1o-lamb*mu1oStd,fliplr(grec1));
muUstd = tranproc(mu1o+lamb*mu1oStd,fliplr(grec1));
plot (y1(inds1,1), [muLstd muUstd],'b-')
axis([1482 1498 -1 3]),
wafostamp([],'(ER)')
disp('Block = 6'),
pause(pstate)
%% Expected value (solid) compared to data removed
clf
plot(xx(inds1,1),xx(inds1,2),'+'), hold on
mu = tranproc(mu1o,fliplr(grec1));
plot(y1(inds1,1), mu), hold off
disp('Block = 7'), pause(pstate)
%% Crest height PDF
% Transform data so that kde works better
clf
L2 = 0.6;
plotnorm(Ac.^L2)
%%
%
fac = kde(Ac,{'L2',L2},linspace(0.01,3,200));
pdfplot(fac)
wafostamp([],'(ER)')
simpson(fac.x{1},fac.f)
disp('Block = 8'), pause(pstate)
%% Empirical crest height CDF
clf
Fac = flipud(cumtrapz(fac.x{1},flipud(fac.f)));
Fac = [fac.x{1} 1-Fac];
Femp = plotedf(Ac,Fac);
axis([0 2 0 1])
wafostamp([],'(ER)')
disp('Block = 9'), pause(pstate)
%% Empirical crest height CDF compared to a Transformed Rayleigh approximation
facr = trraylpdf(fac.x{1},'Ac',grec1);
Facr = cumtrapz(facr.x{1},facr.f);
hold on
plot(facr.x{1},Facr,'.')
axis([1.25 2.25 0.95 1])
wafostamp([],'(ER)')
disp('Block = 10'), pause(pstate)
%% Joint pdf of crest period and crest amplitude
clf
kopt2 = kdeoptset('L2',0.5,'inc',256);
Tc = Tcf+Tcb;
fTcAc = kdebin([Tc Ac],kopt2);
fTcAc.labx={'Tc [s]' 'Ac [m]'}
pdfplot(fTcAc)
hold on
plot(Tc,Ac,'k.')
hold off
wafostamp([],'(ER)')
disp('Block = 11'), pause(pstate)
%% Example 4: Simple wave characteristics obtained from Jonswap spectrum
clf
S = jonswap([],[5 10]);
[m, mt]= spec2mom(S,4,[],0);
disp('Block = 12'), pause(pstate)
clf
spec2bw(S)
[ch Sa2] = spec2char(S,[1 3])
disp('Block = 13'), pause(pstate)
%% Section 3.3.2 Explicit form approximations of wave characteristic densities
%% Longuett-Higgins model for Tc and Ac
clf
t = linspace(0,15,100);
h = linspace(0,6,100);
flh = lh83pdf(t,h,[m(1),m(2),m(3)]);
disp('Block = 14'), pause(pstate)
%% Transformed Longuett-Higgins model for Tc and Ac
clf
[sk, ku ]=spec2skew(S);
sa = sqrt(m(1));
gh = hermitetr([],[sa sk ku 0]);
flhg = lh83pdf(t,h,[m(1),m(2),m(3)],gh);
disp('Block = 15'), pause(pstate)
%% Cavanie model for Tc and Ac
clf
t = linspace(0,10,100);
h = linspace(0,7,100);
fcav = cav76pdf(t,h,[m(1) m(2) m(3) m(5)],[]);
disp('Block = 16'), pause(pstate)
%% Example 5 Transformed Rayleigh approximation of crest- vs trough- amplitude
clf
xx = load('sea.dat');
x = xx;
x(:,2) = detrend(x(:,2));
SS = dat2spec2(x);
[sk, ku, me, si ] = spec2skew(SS);
gh = hermitetr([],[si sk ku me]);
Hs = 4*si;
r = (0:0.05:1.1*Hs)';
fac_h = trraylpdf(r,'Ac',gh);
fat_h = trraylpdf(r,'At',gh);
h = (0:0.05:1.7*Hs)';
facat_h = trraylpdf(h,'AcAt',gh);
pdfplot(fac_h)
hold on
pdfplot(fat_h,'--')
hold off
wafostamp([],'(ER)')
disp('Block = 17'), pause(pstate)
%%
clf
TC = dat2tc(xx, me);
tc = tp2mm(TC);
Ac = tc(:,2);
At = -tc(:,1);
AcAt = Ac+At;
disp('Block = 18'), pause(pstate)
%%
clf
Fac_h = [fac_h.x{1} cumtrapz(fac_h.x{1},fac_h.f)];
subplot(3,1,1)
Fac = plotedf(Ac,Fac_h);
hold on
plot(r,1-exp(-8*r.^2/Hs^2),'.')
axis([1. 2. 0.9 1])
title('Ac CDF')
Fat_h = [fat_h.x{1} cumtrapz(fat_h.x{1},fat_h.f)];
subplot(3,1,2)
Fat = plotedf(At,Fat_h);
hold on
plot(r,1-exp(-8*r.^2/Hs^2),'.')
axis([1. 2. 0.9 1])
title('At CDF')
Facat_h = [facat_h.x{1} cumtrapz(facat_h.x{1},facat_h.f)];
subplot(3,1,3)
Facat = plotedf(AcAt,Facat_h);
hold on
plot(r,1-exp(-2*r.^2/Hs^2),'.')
axis([1.5 3.5 0.9 1])
title('At+Ac CDF')
wafostamp([],'(ER)')
disp('Block = 19'), pause(pstate)
%% Section 3.4 Exact wave distributions in transformed Gaussian Sea
%% Section 3.4.1 Density of crest period, crest length or encountered crest period
clf
S1 = torsethaugen([],[6 8],1);
D1 = spreading(101,'cos',pi/2,[15],[],0);
D12 = spreading(101,'cos',0,[15],S1.w,1);
SD1 = mkdspec(S1,D1);
SD12 = mkdspec(S1,D12);
disp('Block = 20'), pause(pstate)
%% Crest period
clf
tic
f_tc = spec2tpdf(S1,[],'Tc',[0 11 56],[],4);
toc
pdfplot(f_tc)
wafostamp([],'(ER)')
simpson(f_tc.x{1},f_tc.f)
disp('Block = 21'), pause(pstate)
%% Crest length
if strncmpi(speed,'slow',1)
opt1 = rindoptset('speed',5,'method',3);
opt2 = rindoptset('speed',5,'nit',2,'method',0);
else
% fast
opt1 = rindoptset('speed',7,'method',3);
opt2 = rindoptset('speed',7,'nit',2,'method',0);
end
clf
if strncmpi(speed,'slow',1)
NITa = 5;
else
disp('NIT=5 may take time, running with NIT=3 in the following')
NITa = 3;
end
%f_Lc = spec2tpdf2(S1,[],'Lc',[0 200 81],opt1); % Faster and more accurate
f_Lc = spec2tpdf(S1,[],'Lc',[0 200 81],[],NITa);
pdfplot(f_Lc,'-.')
wafostamp([],'(ER)')
disp('Block = 22'), pause(pstate)
f_Lc_1 = spec2tpdf(S1,[],'Lc',[0 200 81],1.5,NITa);
%f_Lc_1 = spec2tpdf2(S1,[],'Lc',[0 200 81],1.5,opt1);
hold on
pdfplot(f_Lc_1)
wafostamp([],'(ER)')
disp('Block = 23'), pause(pstate)
%%
clf
simpson(f_Lc.x{1},f_Lc.f)
simpson(f_Lc_1.x{1},f_Lc_1.f)
disp('Block = 24'), pause(pstate)
%%
clf
tic
f_Lc_d1 = spec2tpdf(rotspec(SD1,pi/2),[],'Lc',[0 300 121],[],NITa);
f_Lc_d12 = spec2tpdf(SD12,[],'Lc',[0 200 81],[],NITa);
% f_Lc_d1 = spec2tpdf2(rotspec(SD1,pi/2),[],'Lc',[0 300 121],opt1);
% f_Lc_d12 = spec2tpdf2(SD12,[],'Lc',[0 200 81],opt1);
toc
pdfplot(f_Lc_d1,'-.'), hold on
pdfplot(f_Lc_d12), hold off
wafostamp([],'(ER)')
disp('Block = 25'), pause(pstate)
%%
clf
opt1 = rindoptset('speed',5,'method',3);
SD1r = rotspec(SD1,pi/2);
if strncmpi(speed,'slow',1)
f_Lc_d1_5 = spec2tpdf(SD1r,[], 'Lc',[0 300 121],[],5);
pdfplot(f_Lc_d1_5), hold on
else
% fast
disp('Run the following example only if you want a check on computing time')
disp('Edit the command file and remove %')
end
f_Lc_d1_3 = spec2tpdf(SD1r,[],'Lc',[0 300 121],[],3);
f_Lc_d1_2 = spec2tpdf(SD1r,[],'Lc',[0 300 121],[],2);
f_Lc_d1_0 = spec2tpdf(SD1r,[],'Lc',[0 300 121],[],0);
%f_Lc_d1_n4 = spec2tpdf2(SD1r,[],'Lc',[0 400 161],opt1);
pdfplot(f_Lc_d1_3), hold on
pdfplot(f_Lc_d1_2)
pdfplot(f_Lc_d1_0)
%pdfplot(f_Lc_d1_n4)
%simpson(f_Lc_d1_n4.x{1},f_Lc_d1_n4.f)
disp('Block = 26'), pause(pstate)
%% Section 3.4.2 Density of wave period, wave length or encountered wave period
%% Example 7: Crest period and high crest waves
clf
tic
xx = load('sea.dat');
x = xx;
x(:,2) = detrend(x(:,2));
SS = dat2spec(x);
si = sqrt(spec2mom(SS,1));
SS.tr = dat2tr(x);
Hs = 4*si
method = 0;
rate = 2;
[S, H, Ac, At, Tcf, Tcb, z_ind, yn] = dat2steep(x,rate,method);
Tc = Tcf+Tcb;
t = linspace(0.01,8,200);
ftc1 = kde(Tc,{'L2',0},t);
pdfplot(ftc1)
hold on
% f_t = spec2tpdf(SS,[],'Tc',[0 8 81],0,4);
f_t = spec2tpdf(SS,[],'Tc',[0 8 81],0,2);
simpson(f_t.x{1},f_t.f)
pdfplot(f_t,'-.')
hold off
wafostamp([],'(ER)')
toc
disp('Block = 27'), pause(pstate)
%%
clf
tic
if strncmpi(speed,'slow',1)
NIT = 4;
else
NIT = 2;
end
% f_t2 = spec2tpdf(SS,[],'Tc',[0 8 81],[Hs/2],4);
tic
f_t2 = spec2tpdf(SS,[],'Tc',[0 8 81],Hs/2,NIT);
toc
Pemp = sum(Ac>Hs/2)/sum(Ac>0)
simpson(f_t2.x{1},f_t2.f)
index = find(Ac>Hs/2);
ftc1 = kde(Tc(index),{'L2',0},t);
ftc1.f = Pemp*ftc1.f;
pdfplot(ftc1)
hold on
pdfplot(f_t2,'-.')
hold off
wafostamp([],'(ER)')
toc
disp('Block = 28'), pause(pstate)
%% Example 8: Wave period for high crest waves
% clf
tic
f_tcc2 = spec2tccpdf(SS,[],'t>',[0 12 61],[Hs/2],[0],-1);
toc
simpson(f_tcc2.x{1},f_tcc2.f)
f_tcc3 = spec2tccpdf(SS,[],'t>',[0 12 61],[Hs/2],[0],3,5);
% f_tcc3 = spec2tccpdf(SS,[],'t>',[0 12 61],[Hs/2],[0],1,5);
simpson(f_tcc3.x{1},f_tcc3.f)
pdfplot(f_tcc2,'-.')
hold on
pdfplot(f_tcc3)
hold off
toc
disp('Block = 29'), pause(pstate)
%%
clf
[TC tc_ind v_ind] = dat2tc(yn,[],'dw');
N = length(tc_ind);
t_ind = tc_ind(1:2:N);
c_ind = tc_ind(2:2:N);
Pemp = sum(yn(t_ind,2)<-Hs/2 & yn(c_ind,2)>Hs/2)/length(t_ind)
ind = find(yn(t_ind,2)<-Hs/2 & yn(c_ind,2)>Hs/2);
spwaveplot(yn,ind(2:4))
wafostamp([],'(ER)')
disp('Block = 30'), pause(pstate)
%%
clf
Tcc = yn(v_ind(1+2*ind),1)-yn(v_ind(1+2*(ind-1)),1);
t = linspace(0.01,14,200);
ftcc1 = kde(Tcc,{'kernel' 'epan','L2',0},t);
ftcc1.f = Pemp*ftcc1.f;
pdfplot(ftcc1,'-.')
wafostamp([],'(ER)')
disp('Block = 31'), pause(pstate)
tic
f_tcc22_1 = spec2tccpdf(SS,[],'t>',[0 12 61],[Hs/2],[Hs/2],-1);
toc
simpson(f_tcc22_1.x{1},f_tcc22_1.f)
hold on
pdfplot(f_tcc22_1)
hold off
wafostamp([],'(ER)')
disp('Block = 32'), pause(pstate)
disp('The rest of this chapter deals with joint densities.')
disp('Some calculations may take some time.')
disp('You could experiment with other NIT.')
%return
%% Section 3.4.3 Joint density of crest period and crest height
%% Example 9. Some preliminary analysis of the data
clf
tic
yy = load('gfaksr89.dat');
SS = dat2spec(yy);
si = sqrt(spec2mom(SS,1));
SS.tr = dat2tr(yy);
Hs = 4*si
v = gaus2dat([0 0],SS.tr);
v = v(2)
toc
disp('Block = 33'), pause(pstate)
%%
clf
tic
[TC, tc_ind, v_ind] = dat2tc(yy,v,'dw');
N = length(tc_ind);
t_ind = tc_ind(1:2:N);
c_ind = tc_ind(2:2:N);
v_ind_d = v_ind(1:2:N+1);
v_ind_u = v_ind(2:2:N+1);
T_d = ecross(yy(:,1),yy(:,2),v_ind_d,v);
T_u = ecross(yy(:,1),yy(:,2),v_ind_u,v);
Tc = T_d(2:end)-T_u(1:end);
Tt = T_u(1:end)-T_d(1:end-1);
Tcf = yy(c_ind,1)-T_u;
Ac = yy(c_ind,2)-v;
At = v-yy(t_ind,2);
toc
disp('Block = 34'), pause(pstate)
%%
clf
tic
t = linspace(0.01,15,200);
kopt3 = kdeoptset('hs',0.25,'L2',0);
ftc1 = kde(Tc,kopt3,t);
ftt1 = kde(Tt,kopt3,t);
pdfplot(ftt1,'k')
hold on
pdfplot(ftc1,'k-.')
f_tc4 = spec2tpdf(SS,[],'Tc',[0 12 81],0,4,5);
f_tc2 = spec2tpdf(SS,[],'Tc',[0 12 81],0,2,5);
f_tc = spec2tpdf(SS,[],'Tc',[0 12 81],0,-1);
pdfplot(f_tc,'b')
hold off
legend('kde(Tt)','kde(Tc)','f_{tc}')
wafostamp([],'(ER)')
toc
disp('Block = 35'), pause(pstate)
%% Example 10: Joint characteristics of a half wave:
%% position and height of a crest for a wave with given period
clf
tic
ind = find(4.4<Tc & Tc<4.6);
f_AcTcf = kde([Tcf(ind) Ac(ind)],{'L2',[1 .5]});
pdfplot(f_AcTcf)
hold on
plot(Tcf(ind), Ac(ind),'.');
wafostamp([],'(ER)')
toc
disp('Block = 36'), pause(pstate)
%%
clf
tic
opt1 = rindoptset('speed',5,'method',3);
opt2 = rindoptset('speed',5,'nit',2,'method',0);
f_tcfac1 = spec2thpdf(SS,[],'TcfAc',[4.5 4.5 46],[0:0.25:8],opt1);
f_tcfac2 = spec2thpdf(SS,[],'TcfAc',[4.5 4.5 46],[0:0.25:8],opt2);
pdfplot(f_tcfac1,'-.')
hold on
pdfplot(f_tcfac2)
plot(Tcf(ind), Ac(ind),'.');
simpson(f_tcfac1.x{1},simpson(f_tcfac1.x{2},f_tcfac1.f,1))
simpson(f_tcfac2.x{1},simpson(f_tcfac2.x{2},f_tcfac2.f,1))
f_tcf4=spec2tpdf(SS,[],'Tc',[4.5 4.5 46],[0:0.25:8],6);
f_tcf4.f(46)
toc
wafostamp([],'(ER)')
disp('Block = 37'), pause(pstate)
%%
clf
f_tcac_s = spec2thpdf(SS,[],'TcAc',[0 12 81],[Hs/2:0.1:2*Hs],opt1);
disp('Block = 38'), pause(pstate)
clf
tic
mom = spec2mom(SS,4,[],0);
t = f_tcac_s.x{1};
h = f_tcac_s.x{2};
flh_g = lh83pdf(t',h',[mom(1),mom(2),mom(3)],SS.tr);
clf
ind=find(Ac>Hs/2);
plot(Tc(ind), Ac(ind),'.');
hold on
pdfplot(flh_g,'k-.')
pdfplot(f_tcac_s)
toc
wafostamp([],'(ER)')
disp('Block = 39'), pause(pstate)
%%
clf
% f_tcac = spec2thpdf(SS,[],'TcAc',[0 12 81],[0:0.2:8],opt1);
% pdfplot(f_tcac)
disp('Block = 40'), pause(pstate)
%% Section 3.4.4 Joint density of crest and trough height
%% Section 3.4.5 Min-to-max distributions Markov method
%% Example 11. (min-max problems with Gullfaks data)
%% Joint density of maximum and the following minimum
clf
tic
tp = dat2tp(yy);
Mm = fliplr(tp2mm(tp));
fmm = kde(Mm);
f_mM = spec2mmtpdf(SS,[],'mm',[],[-7 7 51],opt2);
pdfplot(f_mM,'-.')
hold on
pdfplot(fmm,'k-')
hold off
wafostamp([],'(ER)')
toc
disp('Block = 41'), pause(pstate)
%% The joint density of still water separated maxima and minima.
clf
tic
ind = find(Mm(:,1)>v & Mm(:,2)<v);
Mmv = abs(Mm(ind,:)-v);
fmmv = kde(Mmv);
f_vmm = spec2mmtpdf(SS,[],'vmm',[],[-7 7 51],opt2);
clf
pdfplot(fmmv,'k-')
hold on
pdfplot(f_vmm,'-.')
hold off
wafostamp([],'(ER)')
toc
disp('Block = 42'), pause(pstate)
%%
clf
tic
facat = kde([Ac At]);
f_acat = spec2mmtpdf(SS,[],'AcAt',[],[-7 7 51],opt2);
clf
pdfplot(f_acat,'-.')
hold on
pdfplot(facat,'k-')
hold off
wafostamp([],'(ER)')
toc
disp('Block = 43'), pause(pstate)

@ -0,0 +1,388 @@
%% CHAPTER4 contains the commands used in Chapter 4 of the tutorial
%
% CALL: Chapter4
%
% Some of the commands are edited for fast computation.
% Each set of commands is followed by a 'pause' command.
%
% This routine also can print the figures;
% For printing the figures on directory ../bilder/ edit the file and put
% printing=1;
% Tested on Matlab 5.3
% History
% Revised pab sept2005
% Added sections -> easier to evaluate using cellmode evaluation.
% revised pab Feb2004
% updated call to lc2sdat
% Created by GL July 13, 2000
% from commands used in Chapter 4
%
%% Chapter 4 Fatigue load analysis and rain-flow cycles
pstate = 'off';
printing=0;
%set(0,'DefaultAxesFontSize',15')
%% Section 4.3.1 Crossing intensity
xx_sea = load('sea.dat');
tp_sea = dat2tp(xx_sea);
lc_sea = tp2lc(tp_sea);
T_sea = xx_sea(end,1)-xx_sea(1,1);
lc_sea(:,2) = lc_sea(:,2)/T_sea;
clf
subplot(221), plot(lc_sea(:,1),lc_sea(:,2))
title('Crossing intensity, (u, \mu(u))')
subplot(222), semilogx(lc_sea(:,2),lc_sea(:,1))
title('Crossing intensity, (log \mu(u), u)')
wafostamp([],'(ER)')
disp('Block 1'), pause(pstate)
m_sea = mean(xx_sea(:,2));
f0_sea = interp1(lc_sea(:,1),lc_sea(:,2),m_sea,'linear')
extr_sea = length(tp_sea)/(2*T_sea);
alfa_sea = f0_sea/extr_sea
disp('Block 2'),pause(pstate)
%% Section 4.3.2 Extraction of rainflow cycles
%% Min-max and rainflow cycle plots
RFC_sea=tp2rfc(tp_sea);
mM_sea=tp2mm(tp_sea);
clf
subplot(122), ccplot(mM_sea);
title('min-max cycle count')
subplot(121), ccplot(RFC_sea);
title('Rainflow cycle count')
wafostamp([],'(ER)')
disp('Block 3'),pause(pstate)
%% Min-max and rainflow cycle distributions
ampmM_sea=cc2amp(mM_sea);
ampRFC_sea=cc2amp(RFC_sea);
clf
subplot(221), hist(ampmM_sea,25);
title('min-max amplitude distribution')
subplot(222), hist(ampRFC_sea,25);
title('Rainflow amplitude distribution')
wafostamp([],'(ER)')
disp('Block 4'),pause(pstate)
%% Section 4.3.3 Simulation of rainflow cycles
%% Simulation of cycles in a Markov model
n=41; param_m=[-1 1 n]; param_D=[1 n n];
u_markov=levels(param_m);
G_markov=mktestmat(param_m,[-0.2 0.2],0.15,1);
T_markov=5000;
xxD_markov=mctpsim({G_markov []},T_markov);
xx_markov=[(1:T_markov)' u_markov(xxD_markov)'];
clf
plot(xx_markov(1:50,1),xx_markov(1:50,2))
title('Markov chain of turning points')
wafostamp([],'(ER)')
disp('Block 5'),pause(pstate)
%% Rainflow cycles in a transformed Gaussian model
%% Hermite transformed wave data and rainflow filtered turning points, h = 0.2.
me = mean(xx_sea(:,2));
sa = std(xx_sea(:,2));
Hm0_sea = 4*sa;
Tp_sea = 1/max(lc_sea(:,2));
spec = jonswap([],[Hm0_sea Tp_sea]);
[sk, ku] = spec2skew(spec);
spec.tr = hermitetr([],[sa sk ku me]);
param_h = [-1.5 2 51];
spec_norm = spec;
spec_norm.S = spec_norm.S/sa^2;
xx_herm = spec2sdat(spec_norm,[2^15 1],0.1);
% ????? PJ, JR 11-Apr-2001
% NOTE, in the simulation program spec2sdat
%the spectrum must be normalized to variance 1
% ?????
h = 0.2;
[dtp,u_herm,xx_herm_1]=dat2dtp(param_h,xx_herm,h);
clf
plot(xx_herm(:,1),xx_herm(:,2),'k','LineWidth',2); hold on;
plot(xx_herm_1(:,1),xx_herm_1(:,2),'k--','Linewidth',2);
axis([0 50 -1 1]), hold off;
title('Rainflow filtered wave data')
wafostamp([],'(ER)')
disp('Block 6'),pause(pstate)
%% Rainflow cycles and rainflow filtered rainflow cycles in the transformed Gaussian process.
tp_herm=dat2tp(xx_herm);
RFC_herm=tp2rfc(tp_herm);
mM_herm=tp2mm(tp_herm);
h=0.2;
[dtp,u,tp_herm_1]=dat2dtp(param_h,xx_herm,h);
RFC_herm_1 = tp2rfc(tp_herm_1);
clf
subplot(121), ccplot(RFC_herm)
title('h=0')
subplot(122), ccplot(RFC_herm_1)
title('h=0.2')
if (printing==1), print -deps ../bilder/fatigue_8.eps
end
wafostamp([],'(ER)')
disp('Block 7'),pause(pstate)
%% Section 4.3.4 Calculating the rainflow matrix
Grfc_markov=mctp2rfm({G_markov []});
clf
subplot(121), cmatplot(u_markov,u_markov,G_markov), axis('square')
subplot(122), cmatplot(u_markov,u_markov,Grfc_markov), axis('square')
wafostamp([],'(ER)')
disp('Block 8'),pause(pstate)
%%
clf
cmatplot(u_markov,u_markov,{G_markov Grfc_markov},3)
wafostamp([],'(ER)')
disp('Block 9'),pause(pstate)
%% Min-max-matrix and theoretical rainflow matrix for test Markov sequence.
cmatplot(u_markov,u_markov,{G_markov Grfc_markov},4)
subplot(121), axis('square'), title('min2max transition matrix')
subplot(122), axis('square'), title('Rainflow matrix')
if (printing==1), print -deps ../bilder/fatigue_9.eps
end
wafostamp([],'(ER)')
disp('Block 10'),pause(pstate)
%% Observed and theoretical rainflow matrix for test Markov sequence.
n=length(u_markov);
Frfc_markov=dtp2rfm(xxD_markov,n);
clf
cmatplot(u_markov,u_markov,{Frfc_markov Grfc_markov*T_markov/2},3)
subplot(121), axis('square'), title('Observed rainflow matrix')
subplot(122), axis('square'), title('Theoretical rainflow matrix')
if (printing==1), print -deps ../bilder/fatigue_10.eps
end
wafostamp([],'(ER)')
disp('Block 11'),pause(pstate)
%% Smoothed observed and calculated rainflow matrix for test Markov sequence.
tp_markov=dat2tp(xx_markov);
RFC_markov=tp2rfc(tp_markov);
h=1;
Frfc_markov_smooth=cc2cmat(param_m,RFC_markov,[],1,h);
clf
cmatplot(u_markov,u_markov,{Frfc_markov_smooth Grfc_markov*T_markov/2},4)
subplot(121), axis('square'), title('Smoothed observed rainflow matrix')
subplot(122), axis('square'), title('Theoretical rainflow matrix')
if (printing==1), print -deps ../bilder/fatigue_11.eps
end
wafostamp([],'(ER)')
disp('Block 12'),pause(pstate)
%% Rainflow matrix from spectrum
clf
%GmM3_herm=spec2mmtpdf(spec,[],'Mm',[],[],2);
GmM3_herm=spec2cmat(spec,[],'Mm',[],param_h,2);
pdfplot(GmM3_herm)
wafostamp([],'(ER)')
disp('Block 13'),pause(pstate)
%% Min-max matrix and theoretical rainflow matrix for Hermite-transformed Gaussian waves.
Grfc_herm=mctp2rfm({GmM3_herm.f []});
u_herm=levels(param_h);
clf
cmatplot(u_herm,u_herm,{GmM3_herm.f Grfc_herm},4)
subplot(121), axis('square'), title('min-max matrix')
subplot(122), axis('square'), title('Theoretical rainflow matrix')
if (printing==1), print -deps ../bilder/fatigue_12.eps
end
wafostamp([],'(ER)')
disp('Block 14'),pause(pstate)
%%
clf
Grfc_direct_herm=spec2cmat(spec,[],'rfc',[],[],2);
subplot(121), pdfplot(GmM3_herm), axis('square'), hold on
subplot(122), pdfplot(Grfc_direct_herm), axis('square'), hold off
if (printing==1), print -deps ../bilder/fig_mmrfcjfr.eps
end
wafostamp([],'(ER)')
disp('Block 15'),pause(pstate)
%% Observed smoothed and theoretical min-max matrix,
%% (and observed smoothed and theoretical rainflow matrix for Hermite-transformed Gaussian waves).
tp_herm=dat2tp(xx_herm);
RFC_herm=tp2rfc(tp_herm);
mM_herm=tp2mm(tp_herm);
h=0.2;
FmM_herm_smooth=cc2cmat(param_h,mM_herm,[],1,h);
Frfc_herm_smooth=cc2cmat(param_h,RFC_herm,[],1,h);
T_herm=xx_herm(end,1)-xx_herm(1,1);
clf
cmatplot(u_herm,u_herm,{FmM_herm_smooth GmM3_herm.f*length(mM_herm) ; ...
Frfc_herm_smooth Grfc_herm*length(RFC_herm)},4)
subplot(221), axis('square'), title('Observed smoothed min-max matrix')
subplot(222), axis('square'), title('Theoretical min-max matrix')
subplot(223), axis('square'), title('Observed smoothed rainflow matrix')
subplot(224), axis('square'), title('Theoretical rainflow matrix')
if (printing==1), print -deps ../bilder/fatigue_13.eps
end
wafostamp([],'(ER)')
disp('Block 16'),pause(pstate)
%% Section 4.3.5 Simulation from crossings and rainflow structure
%% Crossing spectrum (smooth curve) and obtained spectrum (wiggled curve)
%% for simulated process with irregularity factor 0.25.
clf
cross_herm=dat2lc(xx_herm);
alpha1=0.25;
alpha2=0.75;
xx_herm_sim1=lc2sdat(cross_herm,500,alpha1);
cross_herm_sim1=dat2lc(xx_herm_sim1);
subplot(211)
plot(cross_herm(:,1),cross_herm(:,2)/max(cross_herm(:,2)))
hold on
stairs(cross_herm_sim1(:,1),...
cross_herm_sim1(:,2)/max(cross_herm_sim1(:,2)))
hold off
title('Crossing intensity, \alpha = 0.25')
subplot(212)
plot(xx_herm_sim1(:,1),xx_herm_sim1(:,2))
title('Simulated load, \alpha = 0.25')
if (printing==1), print -deps ../bilder/fatigue_14_25.eps
end
wafostamp([],'(ER)')
disp('Block 16'),pause(pstate)
%% Crossing spectrum (smooth curve) and obtained spectrum (wiggled curve)
%% for simulated process with irregularity factor 0.75.
xx_herm_sim2=lc2sdat(cross_herm,500,alpha2);
cross_herm_sim2=dat2lc(xx_herm_sim2);
subplot(211)
plot(cross_herm(:,1),cross_herm(:,2)/max(cross_herm(:,2)))
hold on
stairs(cross_herm_sim2(:,1),...
cross_herm_sim2(:,2)/max(cross_herm_sim2(:,2)))
hold off
title('Crossing intensity, \alpha = 0.75')
subplot(212)
plot(xx_herm_sim2(:,1),xx_herm_sim2(:,2))
title('Simulated load, \alpha = 0.75')
if (printing==1), print -deps ../bilder/fatigue_14_75.eps
end
wafostamp([],'(ER)')
disp('Block 17'),pause(pstate)
%% Section 4.4 Fatigue damage and fatigue life distribution
%% Section 4.4.1 Introduction
beta=3.2; gam=5.5E-10; T_sea=xx_sea(end,1)-xx_sea(1,1);
d_beta=cc2dam(RFC_sea,beta)/T_sea;
time_fail=1/gam/d_beta/3600 %in hours of the specific storm
disp('Block 18'),pause(pstate)
%% Section 4.4.2 Level crossings
%% Crossing intensity as calculated from the Markov matrix (solid curve) and from the observed rainflow matrix (dashed curve).
clf
mu_markov=cmat2lc(param_m,Grfc_markov);
muObs_markov=cmat2lc(param_m,Frfc_markov/(T_markov/2));
clf
plot(mu_markov(:,1),mu_markov(:,2),muObs_markov(:,1),muObs_markov(:,2),'--')
title('Theoretical and observed crossing intensity ')
if (printing==1), print -deps ../bilder/fatigue_15.eps
end
wafostamp([],'(ER)')
disp('Block 19'),pause(pstate)
%% Section 4.4.3 Damage
%% Distribution of damage from different RFC cycles, from calculated theoretical and from observed rainflow matrix.
beta = 4;
Dam_markov = cmat2dam(param_m,Grfc_markov,beta)
DamObs1_markov = cc2dam(RFC_markov,beta)/(T_markov/2)
DamObs2_markov = cmat2dam(param_m,Frfc_markov,beta)/(T_markov/2)
disp('Block 20'),pause(pstate)
Dmat_markov = cmat2dmat(param_m,Grfc_markov,beta);
DmatObs_markov = cmat2dmat(param_m,Frfc_markov,beta)/(T_markov/2);
clf
subplot(121), cmatplot(u_markov,u_markov,Dmat_markov,4)
title('Theoretical damage matrix')
subplot(122), cmatplot(u_markov,u_markov,DmatObs_markov,4)
title('Observed damage matrix')
if (printing==1), print -deps ../bilder/fatigue_16.eps
end
wafostamp([],'(ER)')
disp('Block 21'),pause(pstate)
%%
%Damplus_markov = lc2dplus(mu_markov,beta)
pause(pstate)
%% Section 4.4.4 Estimation of S-N curve
%% Load SN-data and plot in log-log scale.
SN = load('sn.dat');
s = SN(:,1);
N = SN(:,2);
clf
loglog(N,s,'o'), axis([0 14e5 10 30])
%if (printing==1), print -deps ../bilder/fatigue_?.eps end
wafostamp([],'(ER)')
disp('Block 22'),pause(pstate)
%% Check of S-N-model on normal probability paper.
normplot(reshape(log(N),8,5))
if (printing==1), print -deps ../bilder/fatigue_17.eps
end
wafostamp([],'(ER)')
disp('Block 23'),pause(pstate)
%% Estimation of S-N-model on linear scale.
clf
[e0,beta0,s20] = snplot(s,N,12);
title('S-N-data with estimated N(s)','FontSize',20)
set(gca,'FontSize',20)
if (printing==1), print -deps ../bilder/fatigue_18a.eps
end
wafostamp([],'(ER)')
disp('Block 24'),pause(pstate)
%% Estimation of S-N-model on log-log scale.
clf
[e0,beta0,s20] = snplot(s,N,14);
title('S-N-data with estimated N(s)','FontSize',20)
set(gca,'FontSize',20)
if (printing==1), print -deps ../bilder/fatigue_18b.eps
end
wafostamp([],'(ER)')
disp('Block 25'),pause(pstate)
%% Section 4.4.5 From S-N curve to fatigue life distribution
%% Damage intensity as function of $\beta$
beta = 3:0.1:8;
DRFC = cc2dam(RFC_sea,beta);
dRFC = DRFC/T_sea;
plot(beta,dRFC), axis([3 8 0 0.25])
title('Damage intensity as function of \beta')
if (printing==1), print -deps ../bilder/fatigue_19.eps
end
wafostamp([],'(ER)')
disp('Block 26'),pause(pstate)
%% Fatigue life distribution with sea load.
dam0 = cc2dam(RFC_sea,beta0)/T_sea;
[t0,F0] = ftf(e0,dam0,s20,0.5,1);
[t1,F1] = ftf(e0,dam0,s20,0,1);
[t2,F2] = ftf(e0,dam0,s20,5,1);
plot(t0,F0,t1,F1,t2,F2)
title('Fatigue life distribution function')
if (printing==1), print -deps ../bilder/fatigue_20.eps
end
wafostamp([],'(ER)')
disp('Block 27, last block')

@ -0,0 +1,195 @@
%% CHAPTER5 contains the commands used in Chapter 5 of the tutorial
%
% CALL: Chapter5
%
% Some of the commands are edited for fast computation.
% Each set of commands is followed by a 'pause' command.
%
% Tested on Matlab 5.3
% History
% Added Return values by GL August 2008
% Revised pab sept2005
% Added sections -> easier to evaluate using cellmode evaluation.
% Created by GL July 13, 2000
% from commands used in Chapter 5
%
%% Chapter 5 Extreme value analysis
%% Section 5.1 Weibull and Gumbel papers
pstate = 'off'
% Significant wave-height data on Weibull paper,
clf
Hs = load('atlantic.dat');
wei = plotweib(Hs)
wafostamp([],'(ER)')
disp('Block = 1'),pause(pstate)
%%
% Significant wave-height data on Gumbel paper,
clf
gum=plotgumb(Hs)
wafostamp([],'(ER)')
disp('Block = 2'),pause(pstate)
%%
% Significant wave-height data on Normal probability paper,
plotnorm(log(Hs),1,0);
wafostamp([],'(ER)')
disp('Block = 3'),pause(pstate)
%%
% Return values in the Gumbel distribution
clf
T=1:100000;
sT=gum(2) - gum(1)*log(-log(1-1./T));
semilogx(T,sT), hold
N=1:length(Hs); Nmax=max(N);
plot(Nmax./N,sort(Hs,'descend'),'.')
title('Return values in the Gumbel model')
xlabel('Return period')
ylabel('Return value')
wafostamp([],'(ER)')
disp('Block = 4'),pause(pstate)
%% Section 5.2 Generalized Pareto and Extreme Value distributions
%% Section 5.2.1 Generalized Extreme Value distribution
% Empirical distribution of significant wave-height with estimated
% Generalized Extreme Value distribution,
gev=fitgev(Hs,'plotflag',2)
wafostamp([],'(ER)')
disp('Block = 5a'),pause(pstate)
clf
x = linspace(0,14,200);
plotkde(Hs,[x;pdfgev(x,gev)]')
disp('Block = 5b'),pause(pstate)
% Analysis of yura87 wave data.
% Wave data interpolated (spline) and organized in 5-minute intervals
% Normalized to mean 0 and std = 1 to get stationary conditions.
% maximum level over each 5-minute interval analysed by GEV
xn = load('yura87.dat');
XI = 0:0.25:length(xn);
N = length(XI); N = N-mod(N,4*60*5);
YI = interp1(xn(:,1),xn(:,2),XI(1:N),'spline');
YI = reshape(YI,4*60*5,N/(4*60*5)); % Each column holds 5 minutes of
% interpolated data.
Y5 = (YI-ones(1200,1)*mean(YI))./(ones(1200,1)*std(YI));
Y5M = max(Y5);
Y5gev = fitgev(Y5M,'method','mps','plotflag',2)
wafostamp([],'(ER)')
disp('Block = 6'),pause(pstate)
%% Section 5.2.2 Generalized Pareto distribution
% Exceedances of significant wave-height data over level 3,
gpd3 = fitgenpar(Hs(Hs>3)-3,'plotflag',1);
wafostamp([],'(ER)')
%%
figure
% Exceedances of significant wave-height data over level 7,
gpd7 = fitgenpar(Hs(Hs>7),'fixpar',[nan,nan,7],'plotflag',1);
wafostamp([],'(ER)')
disp('Block = 6'),pause(pstate)
%%
%Simulates 100 values from the GEV distribution with parameters (0.3, 1, 2), then estimates the
%parameters using two different methods and plots the estimated distribution functions together
%with the empirical distribution.
Rgev = rndgev(0.3,1,2,1,100);
gp = fitgev(Rgev,'method','pwm');
gm = fitgev(Rgev,'method','ml','start',gp.params,'plotflag',0);
x=sort(Rgev);
plotedf(Rgev,gp,{'-','r-'});
hold on
plot(x,cdfgev(x,gm),'--')
hold off
wafostamp([],'(ER)')
disp('Block =7'),pause(pstate)
%%
% Similarly for the GPD distribution;
Rgpd = rndgenpar(0.4,1,0,1,100);
plotedf(Rgpd);
hold on
gp = fitgenpar(Rgpd,'method','pkd','plotflag',0);
x=sort(Rgpd);
plot(x,cdfgenpar(x,gp))
% gm = fitgenpar(Rgpd,'method','mom','plotflag',0);
% plot(x,cdfgenpar(x,gm),'g--')
gw = fitgenpar(Rgpd,'method','pwm','plotflag',0);
plot(x,cdfgenpar(x,gw),'g:')
gml = fitgenpar(Rgpd,'method','ml','plotflag',0);
plot(x,cdfgenpar(x,gml),'--')
gmps = fitgenpar(Rgpd,'method','mps','plotflag',0);
plot(x,cdfgenpar(x,gmps),'r-.')
hold off
wafostamp([],'(ER)')
disp('Block = 8'),pause(pstate)
%%
% Return values for the GEV distribution
T = logspace(1,5,10);
[sT, sTlo, sTup] = invgev(1./T,Y5gev,'lowertail',false,'proflog',true);
%T = 2:100000;
%k=Y5gev.params(1); mu=Y5gev.params(3); sigma=Y5gev.params(2);
%sT1 = invgev(1./T,Y5gev,'lowertail',false);
%sT=mu + sigma/k*(1-(-log(1-1./T)).^k);
clf
semilogx(T,sT,T,sTlo,'r',T,sTup,'r'), hold
N=1:length(Y5M); Nmax=max(N);
plot(Nmax./N,sort(Y5M,'descend'),'.')
title('Return values in the GEV model')
xlabel('Return priod')
ylabel('Return value')
grid on
disp('Block = 9'),pause(pstate)
%% Section 5.3 POT-analysis
% Estimated expected exceedance over level u as function of u.
clf
plotreslife(Hs,'umin',2,'umax',10,'Nu',200);
wafostamp([],'(ER)')
disp('Block = 10'),pause(pstate)
%%
% Estimated distribution functions of monthly maxima
%with the POT method (solid),
% fitting a GEV (dashed) and the empirical distribution.
% POT- method
gpd7 = fitgenpar(Hs(Hs>7)-7,'method','pwm','plotflag',0);
khat = gpd7.params(1);
sigmahat = gpd7.params(2);
muhat = length(Hs(Hs>7))/(7*3*2);
bhat = sigmahat/muhat^khat;
ahat = 7-(bhat-sigmahat)/khat;
x = linspace(5,15,200);
plot(x,cdfgev(x,khat,bhat,ahat))
disp('Block = 11'),pause(pstate)
%%
% Since we have data to compute the monthly maxima mm over
%42 months we can also try to fit a
% GEV distribution directly:
mm = zeros(1,41);
for i=1:41
mm(i)=max(Hs(((i-1)*14+1):i*14));
end
gev=fitgev(mm);
hold on
plotedf(mm)
plot(x,cdfgev(x,gev),'--')
hold off
wafostamp([],'(ER)')
disp('Block = 12, Last block'),pause(pstate)

@ -22,7 +22,7 @@ from numpy import (sqrt, atleast_1d, abs, imag, sign, where, cos, arccos, ceil,
expm1, log1p, pi) #@UnresolvedImport expm1, log1p, pi) #@UnresolvedImport
import numpy as np import numpy as np
import warnings import warnings
from core import TrCommon from core import TrCommon, TrData
__all__ = ['TrHermite', 'TrLinear', 'TrOchi'] __all__ = ['TrHermite', 'TrLinear', 'TrOchi']
_example = ''' _example = '''
@ -41,10 +41,40 @@ _example = '''
>>> g2 = <generic>(mean=me, var=va, skew=sk, kurt=ku, ysigma=std) >>> g2 = <generic>(mean=me, var=va, skew=sk, kurt=ku, ysigma=std)
>>> xs = g2.gauss2dat(ys[:,1:]) # Transformed to the real world >>> xs = g2.gauss2dat(ys[:,1:]) # Transformed to the real world
''' '''
class TrCommon2(TrCommon):
__doc__ = TrCommon.__doc__
def trdata(self,x=None, xnmin=-5, xnmax=5, n=513):
"""
Return a discretized transformation model.
Parameters
----------
x : vector (default sigma*linspace(xnmin,xnmax,n)+mean)
xnmin : real, scalar
minimum on normalized scale
xnmax : real, scalar
maximum on normalized scale
n : integer, scalar
number of evaluation points
Returns
-------
t0 : real, scalar
a measure of departure from the Gaussian model calculated as
trapz(xn,(xn-g(x))**2.) where int. limits is given by X.
"""
if x is None:
xn = np.linspace(xnmin, xnmax, n)
x = self.sigma*xn+self.mean
else:
xn = (x-self.mean)/self.sigma
yn = (self._dat2gauss(x)-self.ymean)/self.ysigma
return TrData(yn, x, mean=self.mean, sigma=self.sigma)
class TrHermite(TrCommon): class TrHermite(TrCommon2):
__doc__ = TrCommon.__doc__.replace('<generic>', 'Hermite') + """ __doc__ = TrCommon2.__doc__.replace('<generic>', 'Hermite') + """
pardef : scalar, integer pardef : scalar, integer
1 Winterstein et. al. (1994) parametrization [1]_ (default) 1 Winterstein et. al. (1994) parametrization [1]_ (default)
2 Winterstein (1988) parametrization [2]_ 2 Winterstein (1988) parametrization [2]_
@ -294,8 +324,8 @@ class TrHermite(TrCommon):
class TrLinear(TrCommon): class TrLinear(TrCommon2):
__doc__ = TrCommon.__doc__.replace('<generic>', 'Linear') + """ __doc__ = TrCommon2.__doc__.replace('<generic>', 'Linear') + """
Description Description
----------- -----------
The linear transformation model is monotonic linear polynomial, calibrated The linear transformation model is monotonic linear polynomial, calibrated
@ -333,8 +363,8 @@ class TrLinear(TrCommon):
return x return x
class TrOchi(TrCommon): class TrOchi(TrCommon2):
__doc__ = TrCommon.__doc__.replace('<generic>', 'Ochi') + """ __doc__ = TrCommon2.__doc__.replace('<generic>', 'Ochi') + """
Description Description
----------- -----------

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