相关论文: Outliers, Extreme Events and Multiscaling

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

We propose that catastrophic events are "outliers" with statistically different properties than the rest of the population and result from mechanisms involving amplifying critical cascades. Applications and the potential for prediction are…

The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…

Extreme events are unusual and rare large-amplitude fluctuations that occur can unexpectedly in nonlinear dynamical systems. Events above the extreme event threshold of the probability distribution of a nonlinear process characterize…

Extreme events, such as rogue waves, earthquakes and stock market crashes, occur spontaneously in many dynamical systems. Because of their usually adverse consequences, quantification, prediction and mitigation of extreme events are highly…

The task of estimation of the tails of probability distributions having small samples seems to be still opened and almost unsolvable. The paper tries to make a step in filling this gap. In 2017 Jordanova et al. introduce six new…

Different questions related with analysis of extreme values and outliers arise frequently in practice. To exclude extremal observations and outliers is not a good decision because they contain important information about the observed…

Assessing and managing risks in a changing climate requires projections that account for decision-relevant uncertainties. These deep uncertainties are often approximated by ensembles of Earth-system model runs that sample only a subset of…

In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…

We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order…

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time…

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…

There are a number of mathematical formalisms of the term "outlier" in statistics, though there is no consensus on what the right notion ought to be. Accordingly, we try to give a consistent and robust definition for a specific type of…

Outlier detection algorithms typically assign an outlier score to each observation in a dataset, indicating the degree to which an observation is an outlier. However, these scores are often not comparable across algorithms and can be…

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

The aim of the paper is to show that the presence of one possible type of outliers is not connected to that of heavy tails of the distribution. In contrary, typical situation for outliers appearance is the case of compact supported…

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…

Whether an extreme observation is an outlier or not, depends strongly on the corresponding tail behaviour of the underlying distribution. We develop an automatic, data-driven method to identify extreme tail behaviour that deviates from the…