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Exponentiality Test Procedures for Large Samples of Rainfall Event Characteristics
Publisher: American Society of Civil Engineers
Abstract: The main purpose of this paper is to examine and recommend procedures that can be used to statistically test the exponentiality of large amounts of sample data for rainfall event volume, duration, and interevent time. Based ...
Exponentiality Test Procedures for Large Samples of Rainfall Event Characteristics
Publisher: American Society of Civil Engineers
Abstract: The main purpose of this paper is to examine and recommend procedures that can be used to statistically test the exponentiality of large amounts of sample data for rainfall event volume, duration, and interevent time. Based ...
Analytical Derivation of Urban Runoff-Volume Frequency Models
Publisher: ASCE
Abstract: The analytical probabilistic approach has been investigated and occasionally applied in urban stormwater management for more than three decades. Many expansions and improvements have been made since its first appearance. ...
Resilience Quantification of Low-Impact Development Systems Using SWMM and a Probabilistic Approach
Publisher: ASCE
Abstract: Over the last few decades, there has been an increased demand for resilient low-impact development (LID) systems for stormwater management. During extreme uncertain events, a resilient LID system is expected not only to ...
Coupled Continuous-Time Markov Chain–Bayesian Network Model for Dam Failure Risk Prediction
Publisher: ASCE
Abstract: Hydropower dams are critical infrastructure systems characterized by their complex, dynamic, and stochastic behaviors. The frequent variation in the hydrological and meteorological variables poses a higher probability of ...
Genetic Algorithm-Markovian Model for Predictive Bridge Asset Management
Publisher: ASCE
Abstract: Rapid or unexpected bridge deterioration can lead to partial collapse, which can subsequently hinder transportation activities and result in economic and human losses. Heavily adopted by the research community, Markov ...