The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of co...The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of convergence,and the asymptotic normality of the kernel-type estimator are discussed.Besides,we prove that the rate of convergence of the kernel-type estimator depends on the smoothness of the trend of the nonperturbed system.展开更多
Dispersion and attenuation analysis can be used to determine formation anisotropy induced by fractures,or stresses.In this paper,we propose a nonparametric spectrum estimation method to get phase dispersion characteri...Dispersion and attenuation analysis can be used to determine formation anisotropy induced by fractures,or stresses.In this paper,we propose a nonparametric spectrum estimation method to get phase dispersion characteristics and attenuation coefficient.By designing an appropriate vector filter,phase velocity,attenuation coefficient and amplitude can be inverted from the waveform recorded by the receiver array.Performance analysis of this algorithm is compared with Extended Prony Method(EPM)and Forward and Backward Matrix Pencil(FBMP)method.Based on the analysis results,the proposed method is capable of achieving high resolution and precision as the parametric spectrum estimation methods.At the meantime,it also keeps high stability as the other nonparametric spectrum estimation methods.At last,applications to synthetic waveforms modeled using finite difference method and real data show its efficiency.The real data processing results show that the P-wave attenuation log is more sensitive to oil formation compared to S-wave;and the S-wave attenuation log is more sensitive to shale formation compared to P-wave.展开更多
基金Supported by the National Natural Science Foundation of China(12101004)the Natural Science Research Project of Anhui Educational Committee(2023AH030021)the Research Startup Foundation for Introducing Talent of Anhui Polytechnic University(2020YQQ064)。
文摘The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of convergence,and the asymptotic normality of the kernel-type estimator are discussed.Besides,we prove that the rate of convergence of the kernel-type estimator depends on the smoothness of the trend of the nonperturbed system.
基金This research was supported by the National Natural Science Foundation of China(No.42274141)Science Foundation of China University of Petroleum,Beijing(No.2462020YXZZ007).
文摘Dispersion and attenuation analysis can be used to determine formation anisotropy induced by fractures,or stresses.In this paper,we propose a nonparametric spectrum estimation method to get phase dispersion characteristics and attenuation coefficient.By designing an appropriate vector filter,phase velocity,attenuation coefficient and amplitude can be inverted from the waveform recorded by the receiver array.Performance analysis of this algorithm is compared with Extended Prony Method(EPM)and Forward and Backward Matrix Pencil(FBMP)method.Based on the analysis results,the proposed method is capable of achieving high resolution and precision as the parametric spectrum estimation methods.At the meantime,it also keeps high stability as the other nonparametric spectrum estimation methods.At last,applications to synthetic waveforms modeled using finite difference method and real data show its efficiency.The real data processing results show that the P-wave attenuation log is more sensitive to oil formation compared to S-wave;and the S-wave attenuation log is more sensitive to shale formation compared to P-wave.
