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Prediction of quantiles at extreme tails is of interest in numerous applications. Extreme value modelling provides various competing predictors for this point prediction problem. A common method of assessment of a set of competing…

Applications · Statistics 2021-06-30 Axel Gandy , Kaushik Jana , Almut E. D. Veraart

Urban flooding disrupts traffic networks, affecting the mobility and disrupting access of residents. Since flooding events are predicted to increase due to climate change, and given the criticality of traffic networks, understanding the…

Physics and Society · Physics 2022-10-04 Akhil Anil Rajput , Sanjay Nayak , Shangjia Dong , Ali Mostafavi

The ability of existing headway distributions to accurately reflect the diverse behaviors and characteristics in heterogeneous traffic (different types of vehicles) and mixed traffic (human-driven vehicles with autonomous vehicles) is…

Applications · Statistics 2025-11-06 Natchaphon Leungbootnak , Zihao Li , Zihang Wei , Dominique Lord , Yunlong Zhang

Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…

Quantum Physics · Physics 2026-04-08 Wai-Keong Mok

In this paper we consider the semi-parametric estimation of extreme quantiles of a right heavy-tail model. We propose a new Log Probability Weighted Moment estimator for extreme quantiles, which is obtained from the estimators of the shape…

Methodology · Statistics 2014-01-16 Frederico Caeiro , Dora Prata Gomes

We consider hyperbolic partial differential equations (PDEs) for a dynamic description of the traffic behavior in road networks. These equations are coupled to a Hawkes process that models traffic accidents taking into account their…

Numerical Analysis · Mathematics 2024-11-08 Simone Göttlich , Thomas Schillinger

Urban traffic systems are characterized by dynamic interactions between congestion and free-flow states, influenced by human activity and road topology. This study employs percolation theory to analyze traffic dynamics in Seoul, focusing on…

Physics and Society · Physics 2025-02-25 Yongsung Kwon , Mi Jin Lee , Seung-Woo Son

We propose here a simple black-hole analog in vehicular-traffic dynamics. The corresponding causal diagram is determined by the propagation of the tail light flashes emitted by a convoy of cars on a highway. In addition to being a new…

General Relativity and Quantum Cosmology · Physics 2025-02-28 Luanna K. de Souza , George E. A. Matsas

Improving road safety is hugely important with the number of deaths on the world's roads remaining unacceptably high; an estimated 1.35 million people die each year as a result of road traffic collisions (WHO, 2020). Current practice for…

Applications · Statistics 2023-06-12 Nicola Hewett , Lee Fawcett , Andrew Golightly , Neil Thorpe

Congestion prediction represents a major priority for traffic management centres around the world to ensure timely incident response handling. The increasing amounts of generated traffic data have been used to train machine learning…

Signal Processing · Electrical Eng. & Systems 2020-06-25 Adriana-Simona Mihaita , Haowen Li , Marian-Andrei Rizoiu

In an intelligent transportation system, the effects and relations of traffic flow at different points in a network are valuable features which can be exploited for control system design and traffic forecasting. In this paper, we define the…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Sina Molavipour , Germán Bassi , Mladen Čičić , Mikael Skoglund , Karl Henrik Johansson

There is a propensity for an extreme value analyses to be conducted as a consequence of the occurrence of a large flooding event. This timing of the analysis introduces bias and poor coverage probabilities into the associated risk…

Applications · Statistics 2021-07-02 Anna Maria Barlow , Chris Sherlock , Jonathan Tawn

Link dimensioning is used by ISPs to properly provision the capacity of their network links. Operators have to make provisions for sudden traffic bursts and network failures to assure uninterrupted operations. In practice, traffic averages…

Networking and Internet Architecture · Computer Science 2017-10-03 Mohammed Alasmar , Nickolay Zakhleniuk

When people pick routes to minimize their travel time, the total experienced delay, or social cost, may be significantly greater than if people followed routes assigned to them by a social planner. This effect is accentuated when human…

Optimization and Control · Mathematics 2019-09-27 Daniel A. Lazar , Samuel Coogan , Ramtin Pedarsani

We examine statistical pictures of violent conflicts over the last 2000 years, finding techniques for dealing with incompleteness and unreliability of historical data. We introduce a novel approach to apply extreme value theory to…

Applications · Statistics 2016-09-05 Pasquale Cirillo , Nassim Nicholas Taleb

Sub-optimal control policies in transportation systems negatively impact mobility, the environment and human health. Developing optimal transportation control systems at the appropriate scale can be difficult as cities' transportation…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Wade Genders , Saiedeh Razavi

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

We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…

Statistical Mechanics · Physics 2009-11-13 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

Applications · Statistics 2019-05-23 Jason , Wang , Pauline Burke

Air pollution by Nitrogen Oxides (NOx) is a major concern in large cities as it has severe adverse health effects. However, the statistical properties of air pollutants are not fully understood. Here, we use methods borrowed from…

Data Analysis, Statistics and Probability · Physics 2020-01-15 Griffin Williams , Benjamin Schäfer , Christian Beck