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Related papers: Extreme Value Theory and the Solar Cycle

200 papers

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

Statistical Finance · Quantitative Finance 2015-05-28 Mauro Politi , Nicolas Millot , Anirban Chakraborti

We show that the probability of appearance of synchronisation in chaotic coupled map lattices is related to the distribution of the maximum of a certain observable evaluated along almost all orbit. We show that such distribution belongs to…

Dynamical Systems · Mathematics 2018-04-10 D. Faranda , H. Ghoudi , P. Guiraud , S. Vaienti

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

Statistical Mechanics · Physics 2015-05-13 N. R. Moloney , J. Davidsen

A Bayesian method for forecasting solar cycles is presented. The approach combines a Fokker--Planck description of short--timescale (daily) fluctuations in sunspot number (\citeauthor{NobleEtAl2011}, 2011, \apj{} \textbf{732}, 5) with…

Solar and Stellar Astrophysics · Physics 2015-06-03 Patrick L. Noble , Michael S. Wheatland

The sunspot activity is the end result of the cyclic destruction and regeneration of magnetic fields by the dynamo action. We propose a new method to analyze the daily sunspot areas data recorded since 1874. By computing the power spectral…

Solar and Stellar Astrophysics · Physics 2015-05-20 Ilidio Lopes , Hugo G. Silva

In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, in climate sciences, low precipitation events may lead to…

Computing the return times of extreme events and assessing the impact of climate change on such return times is fundamental to extreme event attribution studies. However, the rarity of such events in the observational record makes this task…

Atmospheric and Oceanic Physics · Physics 2024-12-03 Clément Le Priol , Joy M. Monteiro , Freddy Bouchet

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

Dynamical Systems · Mathematics 2010-06-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

The extension of the sunspot number series backward in time is of considerable interest for dynamo theory, solar, stellar, and climate research. We have used records of the Be-10 concentration in polar ice to reconstruct the average sunspot…

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

Methodology · Statistics 2020-03-12 Enkelejd Hashorva , Simone A. Padoan , Stefano Rizzelli

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Applications · Statistics 2012-10-26 Petra Friederichs , Thordis L. Thorarinsdottir

L-shape probability distributions are extremely non-Gaussian distributions that have been surprisingly successful in describing the frequency of occurrence of extreme events, ranging from stock market crashes and natural disasters, the…

Optics · Physics 2008-09-16 David Borlaug , Sasan Fathpour , Bahram Jalali

With recent advances in the field of machine learning, the use of deep neural networks for time series forecasting has become more prevalent. The quasi-periodic nature of the solar cycle makes it a good candidate for applying time series…

Solar and Stellar Astrophysics · Physics 2020-05-27 B. Benson , W. D. Pan , A. Prasad , G. A. Gary , Q. Hu

Here we study the prediction of even and odd numbered sunspot cycles separately, thereby taking into account the Hale cyclicity of solar magnetism. We first show that the temporal evolution and shape of all sunspot cycles are extremely well…

Solar and Stellar Astrophysics · Physics 2023-09-11 Timo Asikainen , Jani Mantere

When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

Applications · Statistics 2025-05-29 Jonathan Koh , Daniel Steinfeld , Olivia Martius

The last decade has seen numerous record-shattering heatwaves in all corners of the globe. In the aftermath of these devastating events, there is interest in identifying worst-case thresholds or upper bounds that quantify just how hot…

Data Analysis, Statistics and Probability · Physics 2025-01-24 Mark D. Risser , Likun Zhang , Michael F. Wehner

It has recently been discovered that the time phases (time-varying delays) of the irregular periodicities observed in the Sunspot series, consisting of the approximate 27-day latitude-averaged plasma rotation and approximate 11-yr magnetic…

Solar and Stellar Astrophysics · Physics 2026-02-24 William A. Gardner , Antonio Napolitano

Modeling univariate block maxima by the generalized extreme value distribution constitutes one of the most widely applied approaches in extreme value statistics. It has recently been found that, for an underlying stationary time series,…

Statistics Theory · Mathematics 2021-11-01 Axel Bücher , Leandra Zanger

Duration of the extended solar cycles is taken into the consideration. The beginning of cycles is counted from the moment of polarity reversal of large-scale magnetic field in high latitudes, occurring in the sunspot cycle n till the…

Astrophysics · Physics 2009-11-13 A. G. Tlatov

It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…

Statistical Mechanics · Physics 2009-11-13 Cecilia Pennetta