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In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…

Machine Learning · Statistics 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-27 S. Colombi , O. Davis , J. Devriendt , S. Prunet , J. Silk

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

Methodology · Statistics 2024-05-06 Reetam Majumder , Brian J. Reich , Benjamin A. Shaby

The importance of renewable power production is a set goal in terms of the energy turnaround. Developing short-term wind speed forecasting improvements might increase the profitability of wind power. This article compares two novel…

Applications · Statistics 2015-09-11 Daniel Ambach

Wind energy production is very sensitive to instantaneous wind speed fluctuations. Thus rapid variation of wind speed due to changes in the local meteorological conditions can lead to electrical power variations of the order of the nominal…

Applications · Statistics 2008-10-27 Rudy Calif , Richard Emilion , Ted Soubdhan , Ruddy Blonbou

This paper is devoted to study a new three- parameters model called the Exponential Flexible Weibull extension (EFWE) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including…

Statistics Theory · Mathematics 2016-05-27 Beih S. El-Desouky , Abdelfattah Mustafa , Shamsan AL-Garash

The task of simplifying the complex spatio-temporal variables associated with climate modeling is of utmost importance and comes with significant challenges. In this research, our primary objective is to tailor clustering techniques to…

Applications · Statistics 2023-11-21 Alexis Boulin , Elena Di Bernardino , Thomas Laloë , Gwladys Toulemonde

The heavy-tailed behavior of the generalized extreme-value distribution makes it a popular choice for modeling extreme events such as floods, droughts, heatwaves, wildfires, etc. However, estimating the distribution's parameters using…

The purpose of this paper is to illustrate new techniques for computing multiday extreme precipitation taken from recent theoretical advancements in extreme value theory in the framework of dynamical systems, using historical precipitation…

Dynamical Systems · Mathematics 2024-03-18 Ruethaichanok Kardkasem , Meagan Carney

By recognizing that the main difficulty of the modeling of daily precipitation amounts is the selection of an appropriate probability distribution, this study aims to establish a model selection framework to identify the appropriate…

Applications · Statistics 2020-09-01 Hsien-Wei Chen

Weibull distribution has received a wide range of applications in engineering and science. The utility and usefulness of an estimator is highly subject to the field of practitioner's study. In practice users looking for their desired…

Computation · Statistics 2019-02-18 Sahar Sadani , Kamel Abdollahnezhad , Mahdi Teimouri , Vahid Ranjbar

We present a framework for inference for spatial processes that have actual values imperfectly represented by data. Environmental processes represented as spatial fields, either at fixed time points, or aggregated over fixed time periods,…

Methodology · Statistics 2016-09-27 Benjamin D. Youngman , David B. Stephenson

We consider a generalised diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyse the probability distribution functions and we derive the mean squared displacement in $x$ and $y$ directions.…

Statistical Mechanics · Physics 2016-06-23 Trifce Sandev , Alexander Iomin , Holger Kantz , Ralf Metzler , Aleksei Chechkin

The main objective of this work is to study the existence of spatial patterns maximum annual rainfall (through daily observations) within the territory of Uruguay and to show the application of two new statistical tools recently proposed.…

Applications · Statistics 2021-12-13 Florencia Santiñaque , Juan Kalemkerian , Madeleine Renom

We present initial results of a study on the variability of wind speeds across Europe over the past 140 yr, making use of the recent Twentieth Century Reanalysis data set, which includes uncertainty estimates from an ensemble method of…

Atmospheric and Oceanic Physics · Physics 2013-04-04 Philip E. Bett , Hazel E. Thornton , Robin T. Clark

Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modelling of extremes is therefore essential if the spatial…

Methodology · Statistics 2012-08-28 Clément Dombry , Frédéric Éyi-Minko , Mathieu Ribatet

We consider the problem of learning a target probability distribution over a set of $N$ binary variables from the knowledge of the expectation values (with this target distribution) of $M$ observables, drawn uniformly at random. The space…

Statistical Mechanics · Physics 2015-09-02 Tomoyuki Obuchi , Simona Cocco , Rémi Monasson

We study four different approaches to model time-dependent extremal behavior: dynamics introduced by (a) a state-space model (SSM), (b) a shot-noise-type process with GPD marginals, (c) a copula-based autoregressive model with GPD…

Applications · Statistics 2016-03-01 Bernhard Spangl , Sascha Desmettre , Peter Ruckdeschel

Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distribution, only the block maxima values are used. In this work,…

Data Analysis, Statistics and Probability · Physics 2019-02-22 Rubén Gómez González , M. Isabel Parra , Francisco Javier Acero , Jacinto Martín

To improve the forecasts of weather extremes, we propose a joint spatial model for the observations and the forecasts, based on a bivariate Brown-Resnick process. As the class of stationary bivariate Brown-Resnick processes is fully…

Methodology · Statistics 2015-06-01 Marco Oesting , Martin Schlather , Petra Friederichs