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Related papers: Spatial Patterns of Wind Speed Distributions in Sw…

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Modeling the joint distribution of extreme weather events in multiple locations is a challenging task with important applications. In this study, we use max-stable models to study extreme daily precipitation events in Switzerland. The…

Methodology · Statistics 2018-11-29 Clément Chevalier , David Ginsbourger , Olivia Martius

A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

The coarse spatial resolution of gridded climate models, such as general circulation models, limits their direct use in projecting socially relevant variables like extreme precipitation. Most downscaling methods estimate the conditional…

Atmospheric and Oceanic Physics · Physics 2026-01-06 Louise Largeau , Tom Beucler , David Leutwyler , Gregoire Mariethoz , Valerie Chavez-Demoulin , Erwan Koch

When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

Applications · Statistics 2025-05-29 Jonathan Koh , Daniel Steinfeld , Olivia Martius

Issuing timely severe weather warnings helps mitigate potentially disastrous consequences. Recent advancements in Neural Weather Models (NWMs) offer a computationally inexpensive and fast approach for forecasting atmospheric environments on…

Atmospheric and Oceanic Physics · Physics 2025-08-22 Antoine Leclerc , Erwan Koch , Monika Feldmann , Daniele Nerini , Tom Beucler

Accurate wind speed and direction forecasting is paramount across many sectors, spanning agriculture, renewable energy generation, and bushfire management. However, conventional forecasting models encounter significant challenges in…

Machine Learning · Computer Science 2024-07-31 Fuling Chen , Kevin Vinsen , Arthur Filoche

A new probabilistic post-processing method for wind vectors is presented in a distributional regression framework employing the bivariate Gaussian distribution. In contrast to previous studies all parameters of the distribution are…

Applications · Statistics 2019-07-26 Moritz N. Lang , Georg J. Mayr , Reto Stauffer , Achim Zeileis

Motivated by the Extreme Value Analysis 2021 (EVA 2021) data challenge we propose a method based on statistics and machine learning for the spatial prediction of extreme wildfire frequencies and sizes. This method is tailored to handle…

Methodology · Statistics 2023-04-04 Daniela Cisneros , Yan Gong , Rishikesh Yadav , Arnab Hazra , Raphael Huser

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…

Methodology · Statistics 2026-02-20 Lydia Kakampakou , Jennifer L. Wadsworth

We present evidence that the best model for empirical volume-price distributions is not always the same and it strongly depends in (i) the region of the volume-price spectrum that one wants to model and (ii) the period in time that is being…

Statistical Finance · Quantitative Finance 2015-06-22 Paulo Rocha , Frank Raischel , João Pedro Boto , Pedro G. Lind

Probabilistic forecasts of wind speed are important for a wide range of applications, ranging from operational decision making in connection with wind power generation to storm warnings, ship routing and aviation. We present a statistical…

Applications · Statistics 2016-08-06 Michael Scheuerer , David Möller

We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible,…

Statistical Mechanics · Physics 2015-06-22 Pau Rabassa , Christian Beck

The share of wind power in fuel mixes worldwide has increased considerably. The main ingredient when deriving wind power predictions are wind speed data; the closer to the wind farms, the better they forecast the power supply. The current…

Applications · Statistics 2021-05-17 Mihaela Puica , Fred Espen Benth

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

Methodology · Statistics 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…

Dynamical Systems · Mathematics 2023-11-07 Meagan Carney , Mark Holland , Matthew Nicol , Phuong Tran

Weibull distribution is widely used in modelling health data. However, its lack of sufficient tail flexibility often results in poor fit in extreme events. We proposed another three-parameter extension of the Weibull distribution with…

Methodology · Statistics 2026-04-07 Isqeel Ogunsola , Nurudeen Ajadi , Gboyega Adepoju

Wind speed distribution has many applications, such as the assessment of wind energy and building design. Applying an appropriate statistical distribution to fit the wind speed data, especially on its heavy right tail, is of great interest.…

Applications · Statistics 2026-02-17 Tiantian Yang , Dongwei Chen

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Max-stable processes are the natural analogues of the generalized extreme-value distribution for the modelling of extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of…

Methodology · Statistics 2013-09-27 Raphaël Huser , A. C. Davison