Related papers: Analysis of temporal properties of wind extremes
Global return value estimates of significant wave height and 10-m neutral wind speed are estimated from very large aggregations of archived ECMWF ensemble forecasts at +240-h lead time from the period 2003-2012. The upper percentiles are…
It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…
Using a method for stochastic data analysis, borrowed from statistical physics, we analyze synthetic data from a Markov chain model that reproduces measurements of wind speed and power production in a wind park in Portugal. We first show…
The solar wind speed at 1 AU shows variations in latitude and in time which reflect the evolution of the global background magnetic field during the activity cycle. It is commonly accepted that the terminal wind speed in a magnetic…
This paper develops a method to upper-bound extreme-values of time-windowed risks for stochastic processes. Examples of such risks include the maximum average or 90% quantile of the current along a transmission line in any 5-minute window.…
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$. We present a…
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
Anthropogenic influences have been linked to tropical cyclone (TC) poleward migration, TC extreme precipitation, and an increased proportion of major hurricanes [1, 2, 3, 4]. Understanding past TC trends and variability is critical for…
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…
We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…
Extreme events are unusual and rare large-amplitude fluctuations that occur can unexpectedly in nonlinear dynamical systems. Events above the extreme event threshold of the probability distribution of a nonlinear process characterize…
Many wind speed forecasting approaches have been proposed in literature. In this paper a new statistical approach for jointly predicting wind speed, wind direction and air pressure is introduced. The wind direction and the air pressure are…
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…
A statistical description of heavy particles suspended in incompressible rough self-similar flows is developed. It is shown that, differently from smooth flows, particles do not form fractal clusters. They rather distribute inhomogeneously…
We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- direct cascading or fragmentation, spatial dynamics, and external driving -- are combined in a classical age-dependent…
Wind energy resource assessment typically requires numerical models, but such models are too computationally intensive to consider multi-year timescales. Increasingly, unsupervised machine learning techniques are used to identify a small…
Extreme events such as earthquakes, floods, and power blackouts often display burst phenomena where multiple extreme events occur in quick succession or in bunches. This study examines bunching of extreme events on a complex network using a…
Extreme events arising in georeferenced processes can take various forms, such as occurring in isolated patches or stretching contiguously over large areas, and can further vary with the spatial location and the extremeness of the events.…
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…