A regional Bayesian POT model for flood frequency analysis

Flood frequency analysis is usually based on the fitting of an extreme value distribution to the local streamflow series. However, when the local data series is short, frequency analysis results become unreliable. Regional frequency analysis is a convenient way to reduce the estimation uncertainty. In this work, we propose a regional Bayesian model for short record length sites. This model is less restrictive than the index flood model while preserving the formalism of "homogeneous regions". The performance of the proposed model is assessed on a set of gauging stations in France. The accuracy of quantile estimates as a function of the degree of homogeneity of the pooling group is also analysed. The results indicate that the regional Bayesian model outperforms the index flood model and local estimators. Furthermore, it seems that working with relatively large and homogeneous regions may lead to more accurate results than working with smaller and highly homogeneous regions

DPRESS: Localizing estimates of predictive uncertainty

<p>Abstract</p> <p>Background</p> <p>The need to have a quantitative estimate of the uncertainty of prediction for QSAR models is steadily increasing, in part because such predictions are being widely distributed as tabulated values disconnected from the models used to generate them. Classical statistical theory assumes that the error in the population being modeled is independent and identically distributed (IID), but this is often not actually the case. Such inhomogeneous error (heteroskedasticity) can be addressed by providing an individualized estimate of predictive uncertainty for each particular new object <it>u</it>: the standard error of prediction <it>s</it>_ucan be estimated as the non-cross-validated error <it>s</it>_t*for the closest object <it>t</it>* in the training set adjusted for its separation <it>d </it>from <it>u </it>in the descriptor space relative to the size of the training set.</p> <p><display-formula><graphic file="1758-2946-1-11-i1.gif"/></display-formula></p> <p>The predictive uncertainty factor <it>γ</it>_t*is obtained by distributing the internal predictive error sum of squares across objects in the training set based on the distances between them, hence the acronym: <it>D</it>istributed <it>PR</it>edictive <it>E</it>rror <it>S</it>um of <it>S</it>quares (DPRESS). Note that <it>s</it>_t*and <it>γ</it>_t*are characteristic of each training set compound contributing to the model of interest.</p> <p>Results</p> <p>The method was applied to partial least-squares models built using 2D (molecular hologram) or 3D (molecular field) descriptors applied to mid-sized training sets (<it>N </it>= 75) drawn from a large (<it>N </it>= 304), well-characterized pool of cyclooxygenase inhibitors. The observed variation in predictive error for the external 229 compound test sets was compared with the uncertainty estimates from DPRESS. Good qualitative and quantitative agreement was seen between the distributions of predictive error observed and those predicted using DPRESS. Inclusion of the distance-dependent term was essential to getting good agreement between the estimated uncertainties and the observed distributions of predictive error. The uncertainty estimates derived by DPRESS were conservative even when the training set was biased, but not excessively so.</p> <p>Conclusion</p> <p>DPRESS is a straightforward and powerful way to reliably estimate individual predictive uncertainties for compounds outside the training set based on their distance to the training set and the internal predictive uncertainty associated with its nearest neighbor in that set. It represents a sample-based, <it>a posteriori </it>approach to defining applicability domains in terms of localized uncertainty.</p

The distortion principle for insurance pricing: properties, identification and robustness

Distortion (Denneberg in ASTIN Bull 20(2):181–190, 1990) is a well known premium calculation principle for insurance contracts. In this paper, we study sensitivity properties of distortion functionals w.r.t. the assumptions for risk aversion as well as robustness w.r.t. ambiguity of the loss distribution. Ambiguity is measured by the Wasserstein distance. We study variances of distances for probability models and identify some worst case distributions. In addition to the direct problem we also investigate the inverse problem, that is how to identify the distortion density on the basis of observations of insurance premia

Prospects of the aqueous self-cooled blanket concept for NET

A low-technology Aqueous Self-Cooled Blanket (ASCB) concept has been proposed for the Next European Torus (NET). This concept relies on structural material and cooling water, with small amounts of lithium compounds for tritium production. Following preliminary investigations, LiOH, LiNO3, LiNO2, and Li2SO4, are currently under consideration as tritium breeding materials in solution. The concept may benefit from the proven technologies from the PWRs and from the CANDU tritium extraction systems. It combines good shielding and breeding capabilities. It would serve as a reliable environment for experimenting with several DEMOnstration reactor-relevant blanket modules in NET. Since net tritium breeding is not a design requirement for NET, sufficient tritium breeding can be obtained without the application of external neutron multipliers if enrichment in 6Li is utilized. For a DEMOnstration reactor ASCB-based blanket, neutron multipliers have to be incorporated and temperature and pressure have to be increased. Radiolysis and corrosion aspects are of particular concern and need further investigation.status: publishe

Radiolysis and corrosion aspects of the aqueous self-cooled blanket concept

Corrosion and radiolysis aspects of the Aqueous Self-Cooled Blanket concept, proposed as a potential shielding breeding blanket for near term fusion devices and fusion reactors, have been investigated. On the basis of preliminary results for selected aqueous solutions of lithium compounds, no particular corrosion problems have been revealed for the low-temperature concept envisaged for NET and radiolysis effects might be controlled by appropriate countermeasures. For the reactor-relevant high-temperature concept particular attention has to be paid to intergranular stress-corrosion and to the synergistic radiolysis-corrosion effects. Further information is needed from tests performed in relevant operational conditions. © 1989 Elsevier Science Pubishers B.V.status: publishe

Initial corrosion evaluation of molybdenum based alloys for the NET divertor design

Molybdenum based alloys, such as TZM, Z6 and Mo-41Re, have been considered as possible divertor cooling-channel materials for NET. Preliminary corrosion investigation of these alloys and pure molybdenum in water with variable pH values from 2.9 to 11.1 has been carried out at 95 °C. In this paper we present first results obtained from anodic potentiodynamic polarization measurements of molybdenum and its alloys, and from bimetallic corrosion experiments in which molybdenum base materials TZM and Z6 have been coupled with 316L stainless steel. The results indicate that the electrochemical corrosion potential of the molybdenum based alloys increases with decreasing pH value, and the coupling of type 316L stainless steel to the molybdenum alloys leads, depending upon the pH value, either to cathodic protection or to accelerated corrosion of the molybdenum alloys.status: publishe

Corrosion studies on type AISI 316L stainless steel and other materials in lithium-salt solutions

A possible concept for the blanket for next generation fusion devices is the lithium salt blanket, where lithium salt is dissolved in an aqueous coolant in order to provide for tritium. Type AISI 316L stainless steel has been considered as a structural material for such a blanket for NET (Next European Torus), and a systematic study of the corrosion behaviour of 316L stainless steel has been carried out in a number of lithium salt solutions. The experiments include cyclic potentiodynamic polarization measurement, crevice corrosion, corrosion fatigue and stress corrosion cracking (SCC) tests. This paper presents a part of novel corrosion results concerning the compatibility of 316L steel and a series of other materials relevant to a fusion blanket environment. No major uniform corrosion problem has been observed, but localized corrosion, particularly corrosion fatigue and SCC, of 316L stainless steel have been fund so far in a lithium hydroxide solution under some specific potential conditions. The critical electrochemical potential zones for SCC have been identified in the present study.status: publishe

Design and operation of NEXTEL-1: an experimental loop for continuous corrosion monitoring of structural materials for NET

A versatile test loop has been constructed in our laboratories which allows corrosion tests in aqueous environments that simulate conditions relevant for potential NET (Next European Torus) or ITER (International Thermonuclear Experimental Reactor) systems like, for example, the aqueous lithium salt blanket. This loop, called NEXTEL-1 (NET Environmental Exposure Test Loop), is a flow loop in which various corrosion factors can be simulated and potential corrosion problems can be evaluated and monitored over a considerable period of time. Up to date AISI 316L stainless steel has been investigated in an aqueous LiOH solution (10 g LiOH/100 cc H₂O) at 95 °C. In this paper the technical aspects of the loop design and operation are presented.status: publishe