Results 21 to 30 of about 1,747,393 (329)

New extreme value theory for maxima of maxima

open access: yesStatistical Theory and Related Fields, 2021
Although advanced statistical models have been proposed to fit complex data better, the advances of science and technology have generated more complex data, e.g., Big Data, in which existing probability theory and statistical models find their ...
Wenzhi Cao, Zhengjun Zhang
doaj   +1 more source

Generalized Extreme Value Distribution for Modeling Earthquake Risk in Makran Subduction Zone Using Extreme Value Theory

open access: yesIndonesian Journal of Earth Sciences, 2023
The long-term pattern of severe incidents is one of the most crucial and fascinating topics of seismic events. This work aims to analyze the maximum annual earthquake magnitude in the Makran subduction zone using extreme value theory by implementing the
Adil Rehman, Huai Zhang
doaj   +1 more source

Biases in Estimating Long‐Term Recurrence Intervals of Extreme Events Due To Regionalized Sampling

open access: yesGeophysical Research Letters, 2023
Preparing for environmental risks requires estimating the frequencies of extreme events, often from data records that are too short to confirm them directly. This requires fitting a statistical distribution to the data.
Moutassem El Rafei   +4 more
doaj   +1 more source

Extreme Value Theory and Value at Risk: Application to OPEC Market [PDF]

open access: yesPizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2019
Regarding the role of the energy market, especially oil, on the economy of countries, it is important to identify the future evolution of the market. In this respect, predicting the changeable extreme evolution of the oil price is crucial for decision ...
mahtab mehrasa, Teymour Mohamadi
doaj   +1 more source

Agglomerative Clustering with Threshold Optimization via Extreme Value Theory

open access: yesAlgorithms, 2022
Clustering is a critical part of many tasks and, in most applications, the number of clusters in the data are unknown and must be estimated. This paper presents an Extreme Value Theory-based approach to threshold selection for clustering, proving that ...
Chunchun Li   +6 more
doaj   +1 more source

Extreme Value Theory and the Solar Cycle [PDF]

open access: yes, 2007
We investigate the statistical properties of the extreme events of the solar cycle as measured by the sunspot number. The recent advances in the methodology of the theory of extreme values is applied to the maximal extremes of the time series of sunspots.
A. Asensio Ramos   +16 more
core   +1 more source

Extreme events in total ozone over Arosa – Part 1: Application of extreme value theory [PDF]

open access: yesAtmospheric Chemistry and Physics, 2010
In this study ideas from extreme value theory are for the first time applied in the field of stratospheric ozone research, because statistical analysis showed that previously used concepts assuming a Gaussian distribution (e.g. fixed deviations from mean
H. E. Rieder   +8 more
doaj   +1 more source

Bridge Damage Detection Using Complexity Pursuit and Extreme Value Theory

open access: yesBuildings, 2023
Bridge structures are susceptible to environmental and operational variations (EOVs). Improperly handling these influences may result in incorrect assessments of the bridge’s health condition.
Xun Liu, Weidong Zhuo, Jie Yang
doaj   +1 more source

Adaptive Walks and Extreme Value Theory [PDF]

open access: yesPhysical Review Letters, 2011
4 pages, 2 figures; final version, to appear in Physical Review ...
Neidhart, Johannes, Krug, Joachim
openaire   +3 more sources

Weibull-Open-World (WOW) Multi-Type Novelty Detection in CartPole3D

open access: yesAlgorithms, 2022
Algorithms for automated novelty detection and management are of growing interest but must address the inherent uncertainty from variations in non-novel environments while detecting the changes from the novelty.
Terrance E. Boult   +4 more
doaj   +1 more source

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