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The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analyzing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed…

Statistics Theory · Mathematics 2023-07-03 Likun Zhang , Benjamin A. Shaby

Over the past century, the Sun's activity -- which exhibits significant variations -- went through a phase known as the Modern Maximum. Notably, the strongest sunspot cycle on record during this period, and indeed since direct sunspot…

Solar and Stellar Astrophysics · Physics 2025-08-20 Shaonwita Pal , Dibyendu Nandy

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

Statistical Mechanics · Physics 2009-11-11 Jean-Francois Muzy , Emmanuel Bacry , Alexey Kozhemyak

Global return values of marine wind speed and significant wave height are estimated from very large aggregates of archived ensemble forecasts at +240-h lead time. Long lead time ensures that the forecasts represent independent draws from…

Atmospheric and Oceanic Physics · Physics 2014-07-22 Øyvind Breivik , Ole Johan Aarnes , Saleh Abdalla , Jean-Raymond Bidlot , Peter A. E. M. Janssen

Severe thunderstorms can have devastating impacts. Concurrently high values of convective available potential energy (CAPE) and storm relative helicity (SRH) are known to be conducive to severe weather, so high values of…

Applications · Statistics 2019-10-31 Erwan Koch , Jonathan Koh , Anthony C. Davison , Chiara Lepore , Michael K. Tippett

Recent advances in extreme value theory have established $\ell$-Pareto processes as the natural limits for extreme events defined in terms of exceedances of a risk functional. Here we provide methods for the practical modelling of data…

Methodology · Statistics 2015-12-21 Emeric Thibaud , Thomas Opitz

Predicting the occurrence of tail events is of great importance in financial risk management. By employing the method of peak-over-threshold (POT) to identify the financial extremes, we perform a recurrence interval analysis (RIA) on these…

Risk Management · Quantitative Finance 2020-04-09 Wei-Zhen Li , Jin-Rui Zhai , Zhi-Qiang Jiang , Gang-Jin Wang , Wei-Xing Zhou

In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…

Methodology · Statistics 2019-07-18 Maël Chiapino , Stéphan Clémençon , Vincent Feuillard , Anne Sabourin

The extreme statistics of time signals is studied when the maximum is measured from the initial value. In the case of independent, identically distributed (iid) variables, we classify the limiting distribution of the maximum according to…

Statistical Mechanics · Physics 2009-11-13 T. W. Burkhardt , G. Gyorgyi , N. R. Moloney , Z. Racz

We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that,…

Dynamical Systems · Mathematics 2011-06-14 Davide Faranda , Valerio Lucarini , Giorgio Turchetti , Sandro Vaienti

The extreme values theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependence and high values clustering. Despite technological…

Statistics Theory · Mathematics 2020-03-23 Helena Ferreira , Marta Ferreira

Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…

Methodology · Statistics 2023-03-09 Graeme Auld , Ioannis Papastathopoulos

This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of the study is to enhance the understanding of extreme…

Methodology · Statistics 2025-06-25 Samira Aka , Marie Kratz , Philippe Naveau

We present a statistical analysis of near-relativistic (NR) solar energetic electron event spectra near 1au. We use measurements of the STEREO Solar Electron and Proton Telescope (SEPT) in the energyrange of 45-425 keV and utilize the SEPT…

In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric…

Methodology · Statistics 2022-12-22 Marco Oesting , Raphaël Huser

The relative number of sunspots represents the longest evidence describing the level of solar activity. As such, its use goes beyond solar physics, e.g. towards climate research. The construction of a single representative series is a…

Solar and Stellar Astrophysics · Physics 2022-12-07 Michal Švanda , Martina Pavelková , Jiří Dvořák , Božena Solarová

Forecasting the solar cycle amplitude is important for a better understanding of the solar dynamo as well as for many space weather applications. We demonstrated a steady relationship between the maximal growth rate of sunspot activity in…

Solar and Stellar Astrophysics · Physics 2023-01-06 Tatiana Podladchikova , Shantanu Jain , Astrid M. Veronig , Olga Sutyrina , Mateja Dumbovic , Frederic Clette , Werner Poetzi

Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is critical and can affect the inferential results. Extreme…

Statistical Finance · Quantitative Finance 2019-02-26 Chiara Lattanzi , Manuele Leonelli

For extreme value estimation we propose to use a model with a Dirichlet process mixture of gamma densities in the center and generalized Pareto densities for the tails. Due to the randomness in the center and a heavy tailed density in the…

Methodology · Statistics 2013-04-01 Jairo Fuquene