Related papers: Return level estimations for extreme rainfall over…
A common approach for modeling extremes, such as peak flow or high temperatures, is the three-parameter Generalized Extreme-Value distribution. This is typically fit to extreme observations, here defined as maxima over disjoint blocks. This…
In real-world Information Retrieval (IR) experiments, the Evaluation Environment (EE) is exposed to constant change. Documents are added, removed, or updated, and the information need and the search behavior of users is evolving.…
One of the goals of climate science is to characterize the statistics of extreme and potentially dangerous events in the present and future climate. Extreme events like heat waves, droughts, or floods due to persisting rains are…
We analyse extreme daily minimum temperatures in winter months over the island of Ireland from 1950-2022. We model the marginal distributions of extreme winter minima using a generalised Pareto distribution (GPD), capturing temporal and…
Being able to predict the occurrence of extreme returns is important in financial risk management. Using the distribution of recurrence intervals---the waiting time between consecutive extremes---we show that these extreme returns are…
Mixed modeling of extreme values and random effects is relatively unexplored topic. Computational difficulties in using the maximum likelihood method for mixed models and the fact that maximum likelihood method uses available data and does…
We consider the combination of value-at-risk (VaR) and expected shortfall (ES) forecasts when a large pool of candidate forecasts is available. Given the limited literature in this area, we implement a variety of new combining methods. In…
Dynamical downscaling with high-resolution regional climate models may offer the possibility of realistically reproducing precipitation and weather events in climate simulations. As resolutions fall to order kilometers, the use of explicit…
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…
Forecasting Heavy Precipitation Events (HPE) in the Mediterranean is crucial but challenging due to the complexity of the processes involved. In this context, Artificial Intelligence methods have recently proven to be competitive with…
In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we provide are obtained from concentration inequalities, and…
We investigate the response of outer radiation belt electron fluxes to different solar wind and geomagnetic indices using an interpretable machine learning method. We reconstruct the electron flux variation during 19 enhancement and 7…
In this paper we present the first results ever obtained by applying the autoregressive (AR) technique to the precipitable water vapour (PWV). The study is performed at the Very Large Telescope. The AR technique has been recently proposed…
In this paper, we propose fitting unobserved component models to represent the dynamic evolution of bivariate systems of centre and log-range temperatures obtained monthly from minimum/maximum temperatures observed at a given location. In…
The total electron content (TEC) over the Iberian Peninsula was modelled using PCA-MRM models based on decomposition of the observed TEC series using the principal component analysis (PCA) and reconstruction of the daily modes amplitudes by…
Precipitable water vapor (PWV) is an important climate parameter indicative of available moisture in the atmosphere, it is also an important greenhouse gas. Observations of precipitable water vapor in sub-Sahel West Africa are almost…
We assess evidence for changes in tail characteristics of wind, solar irradiance and temperature variables output from CMIP6 global climate models (GCMs) due to climate forcing. We estimate global and climate zone annual maximum and annual…
A nonanticipative analog method is used for the long-term forecast of air temperature extremes. The data to be used for prediction include average daily air temperature, mean visibility, mean wind speed, mean dew point, maximum and minimum…
In 5G and beyond networks, the radio communication between a User Equipment (UE) and a base station (gNodeB or gNB), also known as the air interface, is a critical component of network access and connectivity. During the connection…
Rainfall prediction helps planners anticipate potential social and economic impacts produced by too much or too little rain. This research investigates a class-based approach to rainfall prediction from 1-30 days in advance. The study made…