相关论文: Modeling extreme values of processes observed at i…
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…
The runup of initial Gaussian narrow-banded and wide-banded wave fields and its statistical characteristics are investigated using direct numerical simulations, based on the nonlinear shallow water equations. The bathymetry consists of the…
Predicting the occurrence of tail events is of great importance in financial risk management. By employing the method of peak-over-threshold (POT) to identify the financial extremes, we perform a recurrence interval analysis (RIA) on these…
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…
We address the challenge of estimating the hyperuniformity exponent $\alpha$ of a spatial point process, given only one realization of it. Assuming that the structure factor $S$ of the point process follows a vanishing power law at the…
Temperature scaling is a popular technique for tuning the sharpness of a model distribution. It is used extensively for sampling likely generations and calibrating model uncertainty, and even features as a controllable parameter to many…
In this paper, we predict severity of extreme weather events (tropical storms, hurricanes, etc.) using buoy data time series variables such as wind speed and air temperature. The prediction/forecasting method is based on various forecasting…
Understanding extreme ocean environments and their interaction with fixed and floating structures is critical for the design of offshore and coastal facilities. The joint effect of various ocean variables on extreme responses of offshore…
Satellite-based remote sensing missions have revolutionized our understanding of the Ocean state and dynamics. Among them, space-borne altimetry provides valuable Sea Surface Height (SSH) measurements, used to estimate surface geostrophic…
Conditional extreme value theory (EVT) methods promise enhanced forecasting of the extreme tail events that often dominate systemic risk. We present an improved two-tailed peaks-over-threshold (2T-POT) Hawkes model that is adapted for…
Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit…
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…
In this paper, we analyze several instrumental records of temperatures at different locations by using new techniques originally developed for the analysis of extreme values of dynamical systems. We show that they have the same recurrence…
Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…
In order to describe the extremal behaviour of some stochastic process $X$, approaches from univariate extreme value theory are typically generalized to the spatial domain. In particular, generalized peaks-over-threshold approaches allow…
When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate…
A key building block in the design of ultra-reliable communication systems is a wireless channel model that captures the statistics of rare events occurring due to significant fading. In this paper, we propose a novel methodology based on…
Acoustic propagation models are widely used in numerous oceanic and other underwater applications. Most conventional models are approximate solutions of the acoustic wave equation, and require accurate environmental knowledge to be…
The extremogram, proposed by Davis and Mikosch (2008), is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in the spatial domain when the data is observed on a lattice…
The aim of this work is the quantification and prediction of rare events characterized by extreme intensity in nonlinear waves with broad spectra. We consider a one-dimensional non- linear model with deep-water waves dispersion relation,…