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Related papers: Estimating Concurrent Climate Extremes: A Conditio…

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Most climate trend studies analyze long-term trends as a proxy for climate dynamics. However, when examining seasonal data, it is unrealistic to assume that long-term trends remain consistent across all seasons. Instead, each season likely…

Applications · Statistics 2025-12-04 Jaechoul Lee , Mintaek Lee , Thea Sukianto

Understanding the dynamics of climate extreme is important in its prediction and modeling. In this study, linear trends in percentile, threshold, absolute, and duration based temperature and precipitation extremes indicator were obtained…

Atmospheric and Oceanic Physics · Physics 2019-09-09 Ibiyinka Fuwape , Sunday Oluyamo , Babatunde Rabiu , Samuel Ogunjo

Wind energy plays an increasing role in the supply of energy world-wide. The energy output of a wind farm is highly dependent on the weather condition present at the wind farm. If the output can be predicted more accurately, energy…

Artificial Intelligence · Computer Science 2011-09-12 Katya Vladislavleva , Tobias Friedrich , Frank Neumann , Markus Wagner

Extremal dependence between international stock markets is of particular interest in today's global financial landscape. However, previous studies have shown this dependence is not necessarily stationary over time. We concern ourselves with…

Statistical Finance · Quantitative Finance 2017-09-06 Daniela Castro Camilo , Miguel de Carvalho , Jennifer Wadsworth

Let $(X,Y)$ be a bivariate random vector. The estimation of a probability of the form $P(Y\leq y \mid X >t) $ is challenging when $t$ is large, and a fruitful approach consists in studying, if it exists, the limiting conditional…

Statistics Theory · Mathematics 2012-03-01 Anne-Laure Fougères , Philippe Soulier

One of the main topics of extreme value analysis is to estimate the extreme value index, an important parameter that controls the tail behavior of the distribution. In many cases, estimating the extreme value index of the target variable…

Methodology · Statistics 2024-10-22 Takuma Yoshida , Yuta Umezu

Afforestation greatly influences several earth system processes, making it essential to understand these effects to accurately assess its potential for climate change mitigation. Although our understanding of forest-climate system…

Atmospheric and Oceanic Physics · Physics 2024-11-01 Kevin Bradley Dsouza , Enoch Ofosu , Jack Salkeld , Richard Boudreault , Juan Moreno-Cruz , Yuri Leonenko

Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…

Statistics Theory · Mathematics 2026-04-20 Axel Bücher , Erik Haufs

We consider a class of conditional forward-backward diffusion models for conditional generative modeling, that is, generating new data given a covariate (or control variable). To formally study the theoretical properties of these…

Statistics Theory · Mathematics 2024-10-01 Rong Tang , Lizhen Lin , Yun Yang

The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…

Atmospheric and Oceanic Physics · Physics 2022-09-07 Qing Yao , Jingfang Fan , Jun Meng , Valerio Lucarini , Henrik Jeldtoft Jensen , Kim Christensen , Xiaosong Chen

As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated. So, it is of great importance to be able to quantify high-impact hydrologic relationships, for example, the…

Statistics Theory · Mathematics 2012-06-07 C. Fonseca , H. Ferreira , L. Pereira A. P. , Martins

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

Applications · Statistics 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…

Methodology · Statistics 2020-07-09 Yuchen Shi , Nan Chen

There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…

In this article, we review the interdisciplinary techniques (borrowed from physics, mathematics, statistics, machine-learning, etc.) and methodological framework that we have used to understand climate systems, which serve as examples of…

Data Analysis, Statistics and Probability · Physics 2024-05-29 Alka Yadav , Sourish Das , Anirban Chakraborti

Although most models for rainfall extremes focus on point-wise values, it is aggregated precipitation over areas up to river catchment scale that is of the most interest. To capture the joint behaviour of precipitation aggregates evaluated…

Applications · Statistics 2023-01-03 Jordan Richards , Jonathan A. Tawn , Simon Brown

The risk of occurrence of atypical phenomena is a cross-cutting concern in several areas, such as engineering, climatology, finance, actuarial, among others. Extreme value theory is the natural tool to approach this theme. Many of these…

Statistics Theory · Mathematics 2020-07-09 Marta Ferreira , Ana Paula Martins , Helena Ferreira

This paper presents an initial exploration of high frequency records of extreme wind speed in two steps. The first consists in finding the suitable extreme distribution for $120$ measuring stations in Switzerland, by comparing three known…

Data Analysis, Statistics and Probability · Physics 2016-09-19 Mohamed Laib , Mikhail Kanevski

A central issue in the theory of extreme values focuses on suitable conditions such that the well-known results for the limiting distributions of the maximum of i.i.d. sequences can be applied to stationary ones. In this context, the…

Statistics Theory · Mathematics 2017-02-07 Helena Ferreira , Marta Ferreira

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan