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Related papers: Self-similar continuous cascades supported by rand…

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Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

A machine-learning approach called "reservoir computing" has been used successfully for short-term prediction and attractor reconstruction of chaotic dynamical systems from time series data. We present a theoretical framework that describes…

Chaotic Dynamics · Physics 2018-08-01 Zhixin Lu , Brian R. Hunt , Edward Ott

Modeling the risk of extreme weather events in a changing climate is essential for developing effective adaptation and mitigation strategies. Although the available low-resolution climate models capture different scenarios, accurate risk…

Atmospheric and Oceanic Physics · Physics 2022-12-06 Anamitra Saha , Sai Ravela

This study proposes two straightforward yet effective approaches to reduce the required computational time of the training process for time-series modeling through a recurrent neural network (RNN) using multi-time-scale time-series data as…

Atmospheric and Oceanic Physics · Physics 2021-11-11 Kei Ishida , Masato Kiyama , Ali Ercan , Motoki Amagasaki , Tongbi Tu

Distributed models to forecast the spatial and temporal occurrence of rainfall-induced shallow landslides are based on deterministic laws. These models extend spatially the static stability models adopted in geotechnical engineering, and…

Geophysics · Physics 2014-03-17 S. Raia , M. Alvioli , M. Rossi , R. L. Baum , J. W. Godt , F. Guzzetti

Accurate stochastic simulations of hourly precipitation are needed for impact studies at local spatial scales. Statistically, hourly precipitation data represent a difficult challenge. They are non-negative, skewed, heavy tailed, contain a…

Methodology · Statistics 2015-06-22 Erwan Koch , Philippe Naveau

We consider random labelings of finite graphs conditioned on a small fixed number of peaks. We introduce a continuum framework where a combinatorial graph is associated with a metric graph and edges are identified with intervals. Next we…

Probability · Mathematics 2017-08-15 Krzysztof Burdzy , Soumik Pal

Rainfall estimation through the analysis of its impact on electromagnetic waves has sparked increasing interest in the research community. Recent studies have delved into its effects on cellular network performance, demonstrating the…

Computer Vision and Pattern Recognition · Computer Science 2024-06-10 Christian Giannetti

Numerical simulation models associated with hydraulic engineering take a wide array of data into account to produce predictions: rainfall contribution to the drainage basin (characterized by soil nature, infiltration capacity and moisture),…

Computational Engineering, Finance, and Science · Computer Science 2021-03-01 Corentin J. Lapeyre , Nicolas Cazard , Pamphile T. Roy , Sophie Ricci , Fabrice Zaoui

Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…

Statistics Theory · Mathematics 2024-09-11 Li Tuobang

Simulation of rainfall over a region for long time-sequences can be very useful for planning and policy-making, especially in India where the economy is heavily reliant on monsoon rainfall. However, such simulations should be able to…

Applications · Statistics 2017-09-04 Adway Mitra

We analyze distributions of rain-event sizes, rain-event durations, and dry-spell durations for data obtained from a network of 20 rain gauges scattered in a region of the NW Mediterranean coast. While power-law distributions model the…

Atmospheric and Oceanic Physics · Physics 2012-12-24 Anna Deluca , Alvaro Corral

This paper describes a statistical method for short-term forecasting of surface layer wind velocity amplitude relying on the notion of continuous cascades. Inspired by recent empirical findings that suggest the existence of some cascading…

Atmospheric and Oceanic Physics · Physics 2010-04-20 Rachel Baile , Jean-Francois Muzy , Philippe Poggi

Specific aspects of time series analysis are discussed. They are related to the analysis of atmospheric data that are pertinent to clouds. A brief introduction on some of the most interesting topics of current research on climate/weather…

Condensed Matter · Physics 2007-05-23 K. Ivanova , M. Ausloos , T. Ackerman , H. N. Shirer , E. E. Clothiaux

We develop a flexible spline-based Bayesian hidden Markov model stochastic weather generator to statistically model daily precipitation over time by season at individual locations. The model naturally accounts for missing data (considered…

Applications · Statistics 2022-07-19 Christopher J. Paciorek

Analytical solutions are derived for the steady-state size distributions of precipitating rain and snow particles assuming growth via collection of suspended cloud particles. Application of the Liouville equation to the transfer of…

Atmospheric and Oceanic Physics · Physics 2019-03-05 Timothy J. Garrett

This study evaluates data-driven models from a dynamical system perspective, such as unstable fixed points, periodic orbits, chaotic saddle, Lyapunov exponents, manifold structures, and statistical values. We find that these dynamical…

Dynamical Systems · Mathematics 2021-11-10 Miki U Kobayashi , Kengo Nakai , Yoshitaka Saiki , Natsuki Tsutsumi

We introduce a random dynamical system related to continued fraction expansions. It uses random combination of the Gauss map and the R\'enyi (or backwards) continued fraction map. We explore the continued fraction expansions that this…

Dynamical Systems · Mathematics 2015-07-22 Charlene Kalle , Tom Kempton , Evgeny Verbitskiy

We consider fixed-point equations for probability distributions on isometry classes of measured metric spaces. The construction is required to be recursive and tree-like, but we allow loops for the geodesics between points in the support of…

Probability · Mathematics 2022-04-25 Lucas Iziquel

We consider the problem of modeling discrete-valued vector time series data using extensions of Chow-Liu tree models to capture both dependencies across time and dependencies across variables. Conditional Chow-Liu tree models are…

Machine Learning · Computer Science 2012-07-19 Sergey Kirshner , Padhraic Smyth , Andrew Robertson