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This paper investigates the use of extreme value theory for modelling the distribution of demand-net-of-wind for capacity adequacy assessment. Extreme value theory approaches are well-established and mathematically justified methods for…

Applications · Statistics 2019-07-31 Amy L Wilson , Stan Zachary

Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that many parametrizations can be explored, they assume an…

Applications · Statistics 2022-02-16 Evandro Konzen , Claudia Neves , Philip Jonathan

Particularly important to hurricane risk assessment for coastal regions is finding accurate approximations of return probabilities of maximum windspeeds. Since extremes in maximum windspeed have a direct relationship to minimums in the…

Dynamical Systems · Mathematics 2021-11-23 Meagan Carney , Holger Kantz , Matthew Nicol

The joint extremal spatial dependence of wind speed and significant wave height in the North East Atlantic is quantified using Metop satellite scatterometer and hindcast observations for the period 2007-2018, and a multivariate spatial…

Methodology · Statistics 2022-02-16 Rob Shooter , Emma Ross , Agustinus Ribal , Ian R. Young , Philip Jonathan

Wind energy production is very sensitive to instantaneous wind speed fluctuations. Thus rapid variation of wind speed due to changes in the local meteorological conditions can lead to electrical power variations of the order of the nominal…

Applications · Statistics 2008-10-27 Rudy Calif , Richard Emilion , Ted Soubdhan , Ruddy Blonbou

Extreme value theory is concerned with probabilistic and statistical questions related to very high or very low values in sequences of random variables and in stochastic processes. The subject has a rich mathematical theory and also a long…

Applications · Statistics 2014-03-31 Ali Saeb

Global return values of marine wind speed and significant wave height are estimated from very large aggregates of archived ensemble forecasts at +240-h lead time. Long lead time ensures that the forecasts represent independent draws from…

Atmospheric and Oceanic Physics · Physics 2014-07-22 Øyvind Breivik , Ole Johan Aarnes , Saleh Abdalla , Jean-Raymond Bidlot , Peter A. E. M. Janssen

Accurate estimation of the frequency and magnitude of successive extreme events in energy demand is critical for strategic resource planning. Traditional approaches based on extreme value theory (EVT) are typically limited to modelling…

Statistics Theory · Mathematics 2025-09-10 Grace Burtenshaw , Joe Lane , Meagan Carney

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

An extreme wind speed estimation method that considers wind hazard climate types is critical for design wind load calculation for building structures affected by mixed climates. However, it is very difficult to obtain wind hazard climate…

Machine Learning · Statistics 2019-08-30 Wei Cui , Teng Ma , Lin Zhao , Yaojun Ge

This paper proposes a machine learning method based on the Extra Trees (ET) algorithm for forecasting Significant Wave Heights in oceanic waters. To derive multiple features from the CDIP buoys, which make point measurements, we first…

Atmospheric and Oceanic Physics · Physics 2021-07-15 Pujan Pokhrel

The solar wind speed at Earth is one of the most important parameters regarding the effects of space weather on society. Thus far, most approaches for predicting the solar wind speed produce a single-value time series without uncertainty,…

Solar and Stellar Astrophysics · Physics 2026-03-13 Daniel E. da Silva , Yash Parlikar , Shaela I. Jones , Charles N. Arge

Extratropical cyclones are large-scale weather systems which are often the source of extreme weather events in Northern Europe, often leading to mass infrastructural damage and casualties. Such systems create a local vorticity maxima which…

Applications · Statistics 2019-05-23 Paul Sharkey , Jonathan A. Tawn , Simon J. Brown

Simultaneous concurrence of extreme values across multiple climate variables can result in large societal and environmental impacts. Therefore, there is growing interest in understanding these concurrent extremes. In many applications, not…

Applications · Statistics 2021-03-16 Whitney K. Huang , Adam H. Monahan , Francis W. Zwiers

The purpose of this paper is to illustrate new techniques for computing multiday extreme precipitation taken from recent theoretical advancements in extreme value theory in the framework of dynamical systems, using historical precipitation…

Dynamical Systems · Mathematics 2024-03-18 Ruethaichanok Kardkasem , Meagan Carney

The task of simplifying the complex spatio-temporal variables associated with climate modeling is of utmost importance and comes with significant challenges. In this research, our primary objective is to tailor clustering techniques to…

Applications · Statistics 2023-11-21 Alexis Boulin , Elena Di Bernardino , Thomas Laloë , Gwladys Toulemonde

This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail dependence by studying conditional tail expectations of…

Methodology · Statistics 2026-04-06 Matthieu Garcin , Maxime L. D. Nicolas

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

A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a trend function and for extreme value parameters are given,…

Methodology · Statistics 2017-07-17 Ana Ferreira , Petra Friederichs , Laurens de Haan , Cláudia Neves , Martin Schlather

In recent environmental studies extreme events have a great impact. The yearly and monthly maxima of environment related indices can be analysed by the tools of extreme value theory. For instance, the monthly maxima of the fire weather…

Methodology · Statistics 2020-03-20 László Németh , Zuzana Hübnerová , András Zempléni
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