NEHRP Clearinghouse

Title
ARMA (Autoregressive Moving Average) Monte Carlo Simulation in Probabilistic Structural Analysis.
File
PB90109893.pdf
Author(s)
Spanos, P. D.; Mignolet, M. P.
Source
National Science Foundation, Washington, DC., July 10, 1989, 22 p.
Identifying Number(s)
NCEER-89-0016
Abstract
Autoregressive moving average (ARMA) systems for synthesizing realizations of stochastic processes are discussed in context with the technique of Monte Carlo simulation. Strictly autoregressive or strictly moving average systems are considered as special cases of the ARMA systems. Their applicability in wind, ocean, and earthquake engineering is briefly reviewed.
Keywords
Earthquake engineering; Earthquake resistant structures; Loads (Forces); Monte Carlo method; Stochastic processes; Probability theory; Numerical analysis; Random input; Dynamic structural analysis