相关论文: Inference for extreme earthquake magnitudes accoun…

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 report new tests of the critical earthquake concepts performed on rockbursts in deep South African mines. We extend the concept of an optimal time and space correlation region and test it on the eight main shocks of our catalog provided…

We investigate the effect that the choice of measurement scale has upon inference and extrapolation in extreme value analysis. Separate analyses of variables from a single process on scales which are linked by a nonlinear transformation may…

We present a new method of data clustering applied to earthquake catalogs, with the goal of reconstructing the seismically active part of fault networks. We first use an original method to separate clustered events from uncorrelated…

Self-similarity may stem from two origins: the process' increments infinite variance and/or process' memory. The $b$-value of the Gutenberg-Richter law comes from the first origin. In the frame of natural time analysis of earthquake data, a…

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether…

Models for forecasting earthquakes are currently tested prospectively in well-organized testing centers, using data collected after the models and their parameters are completely specified. The extent to which these models agree with the…

We construct a classification model that predicts if an earthquake with the magnitude above a threshold will take place at a given location in a time range 30-180 days from a given moment of time. A common approach is to use expert…

The successful prediction of earthquakes is one of the holy grails in Earth Sciences. Traditional predictions use statistical information on recurrence intervals, but those predictions are not accurate enough. In a recent paper, a machine…

We present a new technique in order to quantify the dynamics of spatially extended systems. Using a test on the existence of unstable periodic orbits, we identify intermediate spatial scales, wherein the dynamics is characterized by maximum…

The statistics of recurrence times in broad areas have been reported to obey universal scaling laws, both for single homogeneous regions (Corral, 2003) and when averaged over multiple regions (Bak et al.,2002). These unified scaling laws…

This thesis evaluates most of the extreme mixture models and methods that have appended in the literature and implements them in the context of finance and insurance. The paper also reviews and studies extreme value theory, time series,…

A novel geomechanics concept is presented for studying the behavior of geomaterials and structures by capturing the underlying dynamics as realistically as possible for earthquake excitation applied in time domain. Enormous amount of…

Motivated by the psychological literature on the "peak-end rule" for remembered experience, we perform an analysis within a random walk framework of a discrete choice model where agents' future choices depend on the peak memory of their…

Power systems with high renewable energy penetration are highly influenced by weather conditions, often facing significant challenges such as persistent power shortages and severe power fluctuations over long time scales. This paper…

For historical buildings and monuments, i.e. when considering time intervals of about a million year (we do not want to loose cultural heritage), the applicability of standard estimates of seismic hazard is really questionable. A viable…

Earthquakes can be detected by matching spatial patterns or phase properties from 1-D seismic waves. Current earthquake detection methods, such as waveform correlation and template matching, have difficulty detecting anomalous earthquakes…

The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, such as the extremal index. The estimation of the extremal…

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…