Results 91 to 100 of about 31,327 (245)
Journal of Time Series Analysis, EarlyView.ABSTRACT With the advent of the Internet of Things, it is increasingly common to have large networks of sensors, where each sensor may collect different types of data, has limited local computing resources and the ability to transmit data to a central cloud. Detecting events that trigger changes in sensor data properties is a key concern.
Ziyang Yang +2 more
wiley +1 more source
Systematic description of COVID-19 pandemic using exact SIR solutions and Gumbel distributions [PDF]
, 2022 J. E. Amaro
openalex +2 more sources
On the Excess Distribution of Sums of Random Variables in Bivariate EV Models
Revstat Statistical Journal, 2007 Let (U,V ) be a random vector following a bivariate extreme value distribution (EVD) with reverse exponential margins. It is known that the excess distribution Fc(t) = P(U+V >ct | U+V > c) of U+V converges to F(t)= t2 as the threshold c increases if U,V
Michael Falk
doaj +1 more source
A Conditional Tail Expectation Type Risk Measure for Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur +2 more
wiley +1 more source
Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
MathematicsExploring the realm of extreme weather events is indispensable for various engineering disciplines and plays a pivotal role in understanding climate change phenomena.
Raúl Montes-Pajuelo +3 more
doaj +1 more source
Journal of Hydrology: Regional Studies, 2016 Study region: Narew River in Northeastern Poland. Study focus: Three methods for frequency analysis of snowmelt floods were compared. Two dimensional (2D) normal distribution and copula-based 2D probability distributions were applied to statistically ...
Bogdan Ozga-Zielinski +4 more
doaj +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Subgroup Identification via Multiple Change Point Detection: Methods and Applications
WIREs Computational Statistics, Volume 18, Issue 2, June 2026.Subgroup identification methods facilitate the discovery of clinically meaningful subpopulations with differing disease progression, improving personalized risk assessment and treatment strategies. ABSTRACT Subgroup identification is a significant research area in statistics and machine learning, aiming to partition a heterogeneous population into more
Yaguang Li +3 more
wiley +1 more source