Related papers: A regional compound Poisson process for hurricane …
Modelling wildfire events has been studied in the literature using the Poisson process, which essentially assumes the independence of wildfire events. In this paper, we use the fractional Poisson process to model the wildfire occurrences in…
The damage to residential buildings caused by hurricane-induced hazards is significant in the United States. There is a substantial body of research related to assessing physical damages to residential buildings and their direct economic…
The increasing frequency and intensity of extreme weather events is significantly affecting the power grid, causing large-scale outages and impacting power system resilience. Yet limited work has been done on systematically modeling the…
For civil structures, structural damage due to severe loading events such as earthquakes, or due to long-term environmental degradation, usually occurs in localized areas of a structure. A new sparse Bayesian probabilistic framework for…
We develop a Bayesian median autoregressive (BayesMAR) model for time series forecasting. The proposed method utilizes time-varying quantile regression at the median, favorably inheriting the robustness of median regression in contrast to…
This paper proposes Fourier-based and wavelet-based techniques for analyzing periodic financial time series. Conventional models such as the periodic autoregressive conditional heteroscedastic (PGARCH) and periodic autoregressive…
The prediction of future insurance claims based on observed risk factors, or covariates, help the actuary set insurance premiums. Typically, actuaries use parametric regression models to predict claims based on the covariate information.…
Post-earthquake hazard and impact estimation are critical for effective disaster response, yet current approaches face significant limitations. Traditional models employ fixed parameters regardless of geographical context, misrepresenting…
In this paper, we predict severity of extreme weather events (tropical storms, hurricanes, etc.) using buoy data time series variables such as wind speed and air temperature. The prediction/forecasting method is based on various forecasting…
A fundamental theoretical limitation undermines current disaster risk models: existing approaches suffer from two critical constraints. First, conventional damage prediction models remain predominantly deterministic, relying on fixed…
The appropriateness of the Poisson model is frequently challenged when examining spatial count data marked by unbalanced distributions, over-dispersion, or under-dispersion. Moreover, traditional parametric models may inadequately capture…
Hurricanes rank among the most destructive natural hazards. They are complex phenomena that can cause both direct damage along their path and indirect impacts due to heavy rainfall and strong winds, with effects varying according to…
This paper addresses the pattern of damage, and investigates its properties, of a theoretical hail storm which gathers in intensity before subsiding, and which travels linearly across the landscape at constant velocity. We start by assuming…
During hurricane seasons, emergency managers and other decision makers need accurate and `on-time' information on potential storm surge impacts. Fully dynamical computer models, such as the ADCIRC tide, storm surge, and wind-wave model take…
Tropical cyclone-induced coastal hazards can significantly damage coastal infrastructure, and these risks may intensify under future climate change. As a result, there is increasing interest in conducting comprehensive assessments of…
In this article, a failure mode dependent and thermodynamically consistent continuum damage model with polynomial-based damage hardening functions is proposed for continuum damage modeling of laminated composite panels. The damage model…
Hurricanes cause widespread destruction, resulting in diverse damage types and severities that require timely and accurate assessment for effective disaster response. While traditional single-label classification methods fall short of…
Atlantic Canada faces significant hurricane threats from damaging winds and coastal flooding that are projected to intensify under climate change. This study adopts a two-stage framework. First, the evolution of wind and coastal-flood…
Robust Bayesian models are appealing alternatives to standard models, providing protection from data that contains outliers or other departures from the model assumptions. Historically, robust models were mostly developed on a case-by-case…
The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We construct a general model for the inter-exceedance times in…