Related papers: Extreme Value Theory and the Solar Cycle
We theoretically and numerically investigated the threshold network model with a generic weight function where there were a large number of nodes and a high threshold. Our analysis was based on extreme value theory, which gave us a…
Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…
We analyse extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one dimensional periodic potential. Based on more than 500…
We applied the method of continuous wavelet-transform to high-quality time-frequency analysis to the sets of observations of relative sunspot numbers. Wavelet analysis of these data reveals the following pattern: at the same time there are…
The appearance of dark sunspots over the solar photosphere is not considered to be symmetric between the northern and southern hemispheres. Among the different conclusions obtained by several authors, we can point out that the North-South…
In extreme value analysis, the extreme value index plays a vital role as it determines the tail heaviness of the underlying distribution and is the primary parameter required for the estimation of other extreme events. In this paper, we…
In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…
The main purpose of this study is the determination of solar minimum date of the new sunspot cycle No 24. It is provided by using of four types of mean daily data values for the period Jan 01. 2006 - Dec 31. 2009: (1) the solar radioindex…
Forecasting extreme precipitation is essential yet challenging due to its rarity and complexity. We develop a large deviation framework to estimate the return times of extreme precipitation events. We first find that the Landau…
We trace the evolution of research on extreme solar and solar-terrestrial events from the 1859 Carrington event to the rapid development of the last twenty years. Our focus is on the largest observed/inferred/theoretical cases of sunspot…
The heavy-tailed behavior of the generalized extreme-value distribution makes it a popular choice for modeling extreme events such as floods, droughts, heatwaves, wildfires, etc. However, estimating the distribution's parameters using…
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…
We study a continuous time branching process where an individual splits into two daughters with rate b and dies with rate a, starting from a single individual at t=0. We show that the model can be mapped exactly to a random walk problem…
The analysis of extremes in climate models is hindered by the lack of statistics due to the computational costs required to run simulations long enough to sample rare events. We demonstrate how rare event algorithms can improve the…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
We present a new catalogue of solar energetic particle events near the Earth, covering solar cycle 23 and the majority of solar cycle 24 (1996-2016), based on the 55-80 MeV proton intensity data gathered by the SOHO/ERNE experiment. In…
The dynamic activity of the Sun, governed by its cycle of sunspots -- strongly magnetized regions that are observed on its surface -- modulate our solar system space environment creating space weather. Severe space weather leads to…
Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…
The concept of degree of similarity ({\eta}) is proposed to quantitatively describe the similarity of a parameter (e.g. the maximum amplitude Rmax) of a solar cycle relative to a referenced one, and the prediction method of similar cycles…