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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…
We study the seismicity (global seismic activity) that occurred in Greece between 1976 and 2009 based on the dataset reported in Makropoulos et al., 2012, using concepts of Non-extensive Statistical Physics. By considering the entire and…
Earthquakes are a major threat to nations worldwide. Earthquake detection is an important scientific challenge, not only for its social impacts, but also since it reflects the actual degree of understanding of the physical processes…
We study the occurrence of events, subject to threshold, in a representative SOC sandpile model and in high-resolution rainfall data. The predictability in both systems is analyzed by means of a decision variable sensitive to event…
In recent years there has been a substantial increase in the availability of datasets which contain information about the location and timing of an event or group of events and the application of methods to analyse spatio-temporal datasets…
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…
We propose a new version of the ETAS model, which we also analyze theoretically. As for the standard ETAS model, we assume the Gutenberg-Richter law as a probability density function for background events' magnitude. Instead, the magnitude…
Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…
The concept of proper time, which is different from universal time, has been introduced into the physics of earthquakes. The global activity of strong earthquakes was chosen as the object of study. We consider the sequence of earthquakes as…
We study simultaneous price drops of real stocks and show that for high drop thresholds they follow a power-law distribution. To reproduce these collective downturns, we propose a minimal self-organized model of cascade spreading based on a…
Coulomb-stress theory has been used for years in seismology to understand how earthquakes trigger each other. Whenever an earthquake occurs, the stress field changes, and places with positive increases are brought closer to failure.…
We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional…
Developing statistical models for seismic noise is an exercise of high value in seismic data analysis since these models play a critical role in detecting the onset of seismic events. A majority of these models are usually built on certain…
Although our existing one-dimensional (1D) model provides a successful quantitative description of rupture events, a 1D description is somewhat limited. We therefore derive a two-dimensional (2D) model which allows us to investigate…
Natural disasters may have considerable impact on society as well as on (re)insurance industry. Max-stable processes are ideally suited for the modeling of the spatial extent of such extreme events, but it is often assumed that there is no…
Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
Fluid injections can induce aseismic slip, resulting in stress changes that may propagate faster than pore pressure diffusion, potentially triggering seismicity at significant distances from injection wells. Constraining the maximum extent…
The safety and resilience of civil infrastructure systems are increasingly threatened by compounded risks from various hazard events and structural deterioration due to environmental stressors. This study presents a comprehensive…
Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…