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IT Design for Resiliency Using Extreme Value Analysis
2021Safety-critical systems are designed to operate millions of hours without losing or harming life. Millions of hours enable events with small occurrence probability to materialise. Owing to this, rare events have to be factored when designing for millions of safe operating hours.
Szilárd Bozóki, András Pataricza
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Extreme-value Analysis Of Oscillations.
1957PhD ; Mechanics ; University of Michigan, Horace H. Rackham School of Graduate Studies ; http://deepblue.lib.umich.edu/bitstream/2027.42/181936/2/5801380 ...
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Application of extreme value analysis to Weibull data
Quarterly Journal of the Royal Meteorological Society, 1983AbstractIn the application of extreme value analysis it is usually assumed that the size of the samples from which the extreme values are obtained is sufficiently large for the asymptotic extreme value distribution to be used. The necessary sample size depends upon the population distribution and this is generally not known; but assuming a Weibull ...
DJT CARTER, PG CHALLENOR
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Univariate Extreme Value Analysis
2016Abstract This chapter reviews the basics of univariate extreme value analysis. The generalized extreme value (GEV) distribution is introduced as the limit distribution of sample maxima with appropriate standardization. The domains of attraction are reviewed and illustrated numerically with simulation for distributions that have different tail behaviors.
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Bayesian analysis of the extreme value of a time history
Reliability Engineering & System Safety, 1988Abstract This paper addresses the problem of estimating the peak factor of a stationary Gaussian process from the analysis of a single sample record of short duration. Successive extrema of the sample are ordered by decreasing magnitude and used to update the distribution of the maximum likelihood of the peak factor.
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Extreme value analysis for capacity design
International Journal of Cloud Computing, 2018Szilárd Bozóki, András Pataricza
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Application of extreme value theory to the analysis of a network simulation
ACM SIGSIM Simulation Digest, 1990In this paper we present an application of the extreme value theory to the results of a GPSS simulation of a network of queues which is not suitable to be modeled by a product form and, so, to be treated by operational analysis. The objective of this work is to estimate the finite buffer size of the queues such that packets (elements ...
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Extreme Weather and Climate Change: Population Health and Health System Implications
Annual Review of Public Health, 2021Katie Hayes +2 more
exaly