Related papers: Exceedance Probability Forecasting via Regression …
In a sequential regression setting, a decision-maker may be primarily concerned with whether the future observation will increase or decrease compared to the current one, rather than the actual value of the future observation. In this…
Modelling of precipitation and its extremes is important for urban and agriculture planning purposes. We present a method for producing spatial predictions and measures of uncertainty for spatio-temporal data that is heavy-tailed and…
We calculate the rate of ocean waves energy dissipation due to whitecapping by numerical simulation of deterministic phase resolving model for dynamics of ocean surface. Two independent numerical experiments are performed. First, we solve…
This paper provides some foundations for valid forecasting of rare and extreme heat waves through a better understanding of the similarities and differences between several consecutive hot days under normal circumstances and rare, extreme…
In the era of the next-generation gravitational-wave detectors, signal overlaps will become prevalent due to high detection rate and long signal duration, posing significant challenges to data analysis. While effective algorithms are being…
A simple way of obtaining robust estimates of the "center" (or the "location") and of the "scatter" of a dataset is to use the maximum likelihood estimate with a class of heavy-tailed distributions, regardless of the "true" distribution…
Missing data occur in a variety of applications of extreme value analysis. In the block maxima approach to an extreme value analysis, missingness is often handled by either ignoring missing observations or dropping a block of observations…
Accurate marine wind forecasts are essential for safe navigation, ship routing, and energy operations, yet they remain challenging because observations over the ocean are sparse, heterogeneous, and temporally variable. We reformulate wind…
The accurate prediction of oceanographic variables is crucial for understanding climate change, managing marine resources, and optimizing maritime activities. Traditional ocean forecasting relies on numerical models; however, these…
Sailboat path-planning is a natural hybrid control problem (due to continuous steering and occasional "tack-switching" maneuvers), with the actual path-to-target greatly affected by stochastically evolving wind conditions. Previous studies…
Accurate forecasts of extreme wind speeds are of high importance for many applications. Such forecasts are usually generated by ensembles of numerical weather prediction (NWP) models, which however can be biased and have errors in…
Prediction is a central goal and a yet-unresolved challenge in the investigation of oceanic rogue waves. Here we define a horizon of predictability for oceanic rogue waves and derive, via extensive computational experiments, the first…
Some applications of deep learning require not only to provide accurate results but also to quantify the amount of confidence in their prediction. The management of an electric power grid is one of these cases: to avoid risky scenarios,…
Extreme events are the major weather-related hazard for humanity. It is then of crucial importance to have a good understanding of their statistics and to be able to forecast them. However, lack of sufficient data makes their study…
The economic success of offshore wind energy projects relies on accurate projections of the construction, and operations and maintenance (O&M) costs. These projections must consider the logistical complexities introduced by adverse…
New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…
Electricity networks are vulnerable to weather damage, with severe events often leading to faults and power outages. Timely forecasts of fault occurrences, ranging from nowcasts to several days ahead, can enhance preparedness, support…
In this paper, we study the problem of forecasting the next year's number of Atlantic hurricanes, which is relevant in many fields of applications such as land-use planning, hazard mitigation, reinsurance and long-term weather derivative…
Exceedance refers to instances where a dynamic process surpasses given thresholds, e.g., the occurrence of a heat wave. We propose a novel exceedance framework for functional data, where each observed random trajectory is transformed into…
As an example for complex systems with extreme events we investigate ocean wave states exhibiting rogue waves. We present a statistical method of data analysis based on multi-point statistics which for the first time allows grasping extreme…