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ARMA Monte Carlo Simulation in Probabilistic Structural Analysis

P.D.Spanos, M.P.Mignolet

NCEER-89-0016 | 7/10/1989 | 40 pages

About the Report:

TOC: The table of contents is provided.

Keywords: Stochastic Processes, Wind Engineering, Ocean Engineering, and Monte Carlo Simulation.

Abstract: Autoregressive moving average (ARMA) for synthesizing realizations of stochastic processes are discussed in context with the technique of Monte Carlo simulation. Strictly autoregressive (AR) or strictly moving average (MA) systems are considered as special cases of the ARMA systems. Their applicability in wind, ocean, and earthquake engineering is briefly reviewed.