Related papers: Modeling extreme values of processes observed at i…
A statistical framework is presented for the study of the orthogonally polarized modes of radio pulsar emission via the covariances between the Stokes parameters. To accommodate the typically heavy-tailed distributions of single-pulse radio…
The block maxima approach, which consists of dividing a series of observations into equal sized blocks to extract the block maxima, is commonly used for identifying and modelling extreme events using the generalized extreme value (GEV)…
Ocean wave climate has a significant impact on near-shore and off-shore human activities, and its characterisation can help in the design of ocean structures such as wave energy converters and sea dikes. Therefore, engineers need long time…
In computing ship motion statistics (e.g., exceeding probability) in an irregular wave field, it is a common practice to represent the irregular waves by a large number of wave groups and compute the motion statistics from the distribution…
The control and risk assessment in complex information systems require to take into account extremes arising from nodes with large node degrees. Various sampling techniques like a Page Rank random walk, a Metropolis-Hastings Markov chain…
Since its publication in 1949, Langbein's formula has been applied ubiquitously in both research documents and national guidelines concerning frequency analyses (FAs) of hydrologic extremes. Given a time series of independent…
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 counting experiments, one can set an upper limit on the rate of a Poisson process based on a count of the number of events observed due to the process. In some experiments, one makes several counts of the number of events, using…
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…
An experimental model of transmission of ocean waves by an ice floe is presented. Thin plastic plates with different material properties and thicknesses are used to model the floe. Regular incident waves with different periods and…
The identification of peaks or maxima in probability densities, by mode testing or bump hunting, has become an important problem in applied fields. This task has been approached in the statistical literature from different perspectives,…
Observational data from buoys are of primary importance during the development, calibration, and evaluation of ocean wave models, and these data are also used to make real-time corrections to operational models via data assimilation. By…
The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
We investigate the statistical properties of the extreme events of the solar cycle as measured by the sunspot number. The recent advances in the methodology of the theory of extreme values is applied to the maximal extremes of the time…
Abstract. Detecting anomalies in patterns of sensor data is important in many practical applications, including domestic activity monitoring for Active Assisted Living (AAL). How to represent and analyse these patterns, however, remains a…
We present the detection and characterization of fluctuations in linearly polarized emission from the atmosphere above the South Pole. These measurements make use of data from the SPT-3G receiver on the South Pole Telescope in three…
We report direct observations of surface waves from a stereo camera system along with concurrent measurements of wind speed during an expedition across the Southern Ocean in the austral winter aboard South African icebreaker…
Panel data arise in a wide range of application areas, and developing modelling methods for extreme values under such a setup is essential for reliable risk assessment and management. When choosing to model the marginal distributions of…
Bathymetric changes have been experimentally shown to affect the occurrence of rogue waves. We recently derived a non-homogeneous correction to the spectral analysis, allowing to describe the evolution of the rogue wave probability over a…