Related papers: A Markov-switching model for heat waves
Observational evidence in space and astrophysical plasmas with long collisional mean free path suggests that more massive charged particles may be preferentially heated. One possible mechanism for this is the turbulent cascade of energy…
Understanding extreme events and their probability is key for the study of climate change impacts, risk assessment, adaptation, and the protection of living beings. Forecasting the occurrence probability of extreme heatwaves is a primary…
Modelling dependencies between climate extremes is important for climate risk assessment, for instance when allocating emergency management funds. In statistics, multivariate extreme value theory is often used to model spatial extremes.…
A theory of temperature dynamics in many-body systems driven by time-dependent external sources is introduced. The formalism based on the combination of the perturbation theory and the fluctuational-electrodynamics approach in many-body…
As changing climates transform the landscape of wildfire management and suppression, agencies are faced with difficult resource allocation decisions. We analyze trade-offs in temporal resource allocation using a simple but robust Markov…
Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…
The nonlinear dynamics of thermal and electromagnetic perturbations in the vortex state of type II superconductors is analyzed with account of dissipation and dispersion effects. A theoretical analysis shows that nonlinear thermal and…
In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…
The availability of data on economic uncertainty sparked a lot of interest in models that can timely quantify episodes of international spillovers of uncertainty. This challenging task involves trading off estimation accuracy for more…
Classical linear regression is considered for a case when regression parameters depend on the external random environment. The last is described as a continuous time Markov chain with finite state space. Here the expected sojourn times in…
Heatwaves, prolonged periods of extreme heat, have intensified in frequency and severity due to climate change, posing substantial risks to public health, ecosystems, and infrastructure. Despite advancements in Machine Learning (ML)…
This paper proposes a stochastic approach to model temperature dynamic and study related risk measures. The dynamic of temperatures can be modelled by a mean-reverting process such as an Ornstein-Uhlenbeck one. In this study, we estimate…
Elucidating the statistical properties of extreme meteo-climatic events and capturing the physical processes responsible for their occurrence are key steps for improving our understanding of climate variability and climate change and for…
Modern-day civil, mechanical, and aeronautical structures are transitioning towards a continuous, online, and automated maintenance paradigm in order to ensure increased safety and reliability. The field of structural health monitoring…
A hidden Markov model is developed to simulate tropical cyclone intensity evolution dependent on the surrounding large-scale environment. The model considers three unobserved (hidden) discrete states of intensification and associates each…
Using the previously developed model to describe laminar/turbulent states of a viscous fluid flow, which treats the flow as a collection of coherent structures of various size (Chekmarev, Chaos, 2013, 013144), the statistical temperature of…
In a communication scheme, there exist points at the transmitter and at the receiver where the wave is reduced to a finite set of functions of time which describe amplitudes and phases. For instance, the information is summarized in…
The unusually warm sea surface temperature events known as marine heatwaves (MHWs) have a profound impact on marine ecosystems. Accurate prediction of extreme MHWs has significant scientific and financial worth. However, existing methods…
Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model…
Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…