Related papers: An extreme value method to study decadal hurricane…
Reliable assessment of tropical cyclone (TC) risk is limited by the brevity and spatial sparsity of the historical record, particularly for the rare, high-intensity landfalls that dominate insured loss. We present WHITS (Wind-focused…
This study presents an integrated methodology for fault detection in wind turbine blades using 3D-printed scaled models, finite element simulations, experimental modal analysis, and machine learning techniques. A scaled model of the NREL…
The properties of inertial and kinetic range solar wind turbulence have been investigated with the arbitrary-order Hilbert spectral analysis method, applied to high-resolution density measurements. Due to the small sample size, and to the…
We investigate the estimation of multivariate extreme models with a discrete spectral measure using spherical clustering techniques. The primary contribution involves devising a method for selecting the order, that is, the number of…
Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…
We introduce a method to estimate simultaneously the tail and the threshold parameters of an extreme value regression model. This standard model finds its use in finance to assess the effect of market variables on extreme loss distributions…
We investigate the influence of time-varying meteoceanic conditions on coastal flooding under the prism of rare events. Focusing on conditions observed over half tidal cycles, we observe that such data fall within the framework of…
The prediction of wind speed is one of the most important aspects when dealing with renewable energy. In this paper we show a new nonparametric model, based on semi-Markov chains, to predict wind speed. Particularly we use an indexed…
Precipitation extremes intensify in most regions in climate-model projections. Changes in vertical velocities contribute to the changes in intensity of precipitation extremes but remain poorly understood. Here, we find that mid-tropospheric…
We study tail risk dynamics in high-frequency financial markets and their connection with trading activity and market uncertainty. We introduce a dynamic extreme value regression model accommodating both stationary and local unit-root…
Generating accurate extremes from an observational data set is crucial when seeking to estimate risks associated with the occurrence of future extremes which could be larger than those already observed. Applications range from the…
Dual-tip phase-detection probes can be used to measure flow properties in gas-liquid flows. Traditionally, time-averaged interfacial velocities have been obtained through cross-correlation analysis of long time-series of phase fraction…
Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…
Understanding dependence structure among extreme values plays an important role in risk assessment in environmental studies. In this work we propose the $\chi$ network and the annual extremal network for exploring the extremal dependence…
Exponential decay estimates of a general linear weakly damped wave equation are studied with decay rate lying in a range. Based on the $C^0$-conforming finite element method to discretize spatial variables keeping temporal variable…
Mediterranean cyclones are extreme meteorological events of which much less is known compared to their tropical, oceanic counterparts. The raising interest in such phenomena is due to their impact on a region increasingly more affected by…
The concept of capacity value is widely used to quantify the contribution of additional generation (most notably renewables) within generation adequacy assessments. This paper surveys the existing probability theory of assessment of the…
The block maxima method is a standard approach for analyzing the extremal behavior of a potentially multivariate time series. It has recently been found that the classical approach based on disjoint block maxima may be universally improved…
We describe the implementation of a second-order accurate volume-of-fluid interface tracking algorithm in the open source finite element code ASPECT, which is designed to model convection in the Earth's mantle. This involves the solution of…
For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…