相关论文: Modeling extreme values of processes observed at i…

Two automatic threshold selection (TS) methods for Extreme Value analysis under a peaks-over-threshold (POT) approach are presented and evaluated, both built on: fitting the Generalized Pareto distribution (GPd) to excesses' samples over…

Significant wave height forecasting is a key problem in ocean data analytics. This task affects several maritime operations, such as managing the passage of vessels or estimating the energy production from waves. In this work, we focus on…

In extreme value analysis, sensitivity of inference to the definition of extreme event is a paramount issue. Under the peaks-over-threshold (POT) approach, this translates directly into the need of fitting a Generalized Pareto distribution…

One of the commonly used approaches to modeling extremes is the peaks-over-threshold (POT) method. The POT method models exceedances over a threshold that is sufficiently high or low so that the exceedance has approximately a generalized…

The Peaks Over Threshold (POT) method is the most popular statistical method for the analysis of univariate extremes. Even though there is a rich applied literature on Bayesian inference for the POT, the asymptotic theory for such proposals…

The ocean wave distribution in a specific region of space and time is described by its sea state. Knowledge about the sea states a ship encounters on a journey can be used to assess various parameters of risk and wear associated with the…

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…

Statistically simulated time series of wave parameters are required for many coastal and offshore engineering applications, often at the resolution of approximately one hour. Various studies have relied on autoregressive moving-average…

Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…

We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associated to extremal observations of such time series…

We investigate how the extreme wave statistics of a windsea is modified by a following swell, by means of laboratory experiments and simulations using a High Order Spectral Method (HOSM) of long-crested sea. The windsea spectrum is kept…

Satellite Synthetic Aperture Radar (SAR) observations can provide a global view of ocean swell fields when using a specific "wave mode" sampling. A methodology is presented to routinely derive integral properties of the longer wavelength…

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…

In this paper, we develop an efficient method to evaluate the temporal exceeding probability of ship motion (percentage of time for the ship motion to be above a given high threshold) in an irregular wave field. Our method builds on our…

In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$. We present a…

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…

Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model…

Accurate ocean surface wave knowledge is crucial for ship design. With the significant advancements of model physics and numerical resources, the recent numerical wave hindcast data has a potential to provide environmental conditions for…

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…

We propose and compare methods for the analysis of extreme events in complex systems governed by PDEs that involve random parameters, in situations where we are interested in quantifying the probability that a scalar function of the…