Search results for "Extreme value theory"
showing 10 items of 20 documents
The 90-day oscillations of Jupiter’s Great Red Spot revisited
2000
Abstract We have analyzed a large set of ground-based CCD images covering the period from 1993 to early 1999, to address the current status and behavior of the 90-day longitudinal oscillations of the Jovian Great Red Spot (GRS). The good temporal sampling of these data have been complemented with a small set of high resolution Hubble Space Telescope images. The average zonal velocity of the GRS from 1994 to 1998 was −3.8 ms−1 with extreme values of −2.4 and −4.2 ms−1 in 1993–1994 resulting from the interactions with nearby features. Our study confirms the existence of the longitudinal oscillations with a mean period of 89.8±0.15 days and an amplitude of 1.2±0.7°. The oscillations survived t…
Inferring genetic connectivity in real populations, exemplified by coastal and oceanic atlantic cod
2018
Significance Estimates of migration are important for understanding the dynamics of natural populations. A statistic known as FST is often used to measure levels of genetic differentiation among natural populations. Equations that translate FST into estimates of migration are based on “ideal” populations, which are subject to many simplifying assumptions compared with real populations. Therefore, theoretical estimates of migration might not be realistic. We modeled populations of Atlantic cod in the North Sea and the adjacent Skagerrak region to compare how migration is related to the complexities of real populations, and how actual migration compares with predictions based on theory. Resul…
Transforming RNA-Seq Data to Improve the Performance of Prognostic Gene Signatures
2014
Gene expression measurements have successfully been used for building prognostic signatures, i.e for identifying a short list of important genes that can predict patient outcome. Mostly microarray measurements have been considered, and there is little advice available for building multivariable risk prediction models from RNA-Seq data. We specifically consider penalized regression techniques, such as the lasso and componentwise boosting, which can simultaneously consider all measurements and provide both, multivariable regression models for prediction and automated variable selection. However, they might be affected by the typical skewness, mean-variance-dependency or extreme values of RNA-…
A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by P…
2020
Abstract The probability density function (PDF) of the time-variant extreme value process for structural responses is of great importance. Poisson white noise excitation occurs widely in practical engineering problems. The extreme value distribution of the response of systems excited by Poisson white noise processes is still not yet readily available. For this purpose, in the present paper, a novel method based on the augmented Markov vector process for the PDF of the time-variant extreme value process for a Poisson white noise driven dynamical system is proposed. Specifically, the augmented Markov vector (AMV) process is constructed by combining the extreme value process and its underlying…
A composite study on the structure and formation of ozone miniholes and minihighs over central Europe
2005
[1] Two different mechanisms have been proposed to be important for the formation of extreme total ozone events in mid-latitudes, so-called miniholes: (A) far-range meridional transport of air masses from regions with different climatological ozone mixing ratios, and (B) (local) adiabatic vertical displacement of isentropes. Here, the relative importance of these two mechanisms is studied using two different ozone profile reconstruction techniques for all miniholes and minihighs (events with anomalously high ozone) during the time period 1980–1989 over Switzerland. Composites for the two types of events of their vertical potential vorticity (PV) reveal a vertical dipole structure of PV anom…
Constraining the p -Mode– g -Mode Tidal Instability with GW170817
2019
We analyze the impact of a proposed tidal instability coupling p modes and g modes within neutron stars on GW170817. This nonresonant instability transfers energy from the orbit of the binary to internal modes of the stars, accelerating the gravitational-wave driven inspiral. We model the impact of this instability on the phasing of the gravitational wave signal using three parameters per star: An overall amplitude, a saturation frequency, and a spectral index. Incorporating these additional parameters, we compute the Bayes factor (lnB!pgpg) comparing our p-g model to a standard one. We find that the observed signal is consistent with waveform models that neglect p-g effects, with lnB!pgpg=…
Optical rogue-wave-like extreme value fluctuations in fiber Raman amplifiers
2008
International audience; We report experimental observation and characterization of rogue wave-like extreme value statistics arising from pump-signal noise transfer in a fiber Raman amplifier. Specifically, by exploiting Raman amplification with an incoherent pump, the amplified signal is shown to develop a series of temporal intensity spikes whose peak power follows a power-law probability distribution. The results are interpreted using a numerical model of the Raman gain process using coupled nonlinear Schrödinger equations, and the numerical model predicts results in good agreement with experiment.
Investigating the changes in extreme rainfall series recorded in an urbanised area
2002
The aim of this study is to investigate and quantify changes in the rainfall regime of the metropolitan area of Palermo characterised by increasingly strong urbanisation. The rainfall data, considered in this study, were collected on a yearly basis from eight rain gauges within and outside the metropolitan area of Palermo, Sicily, Italy. A preliminary analysis made on the annual total rainfall depths showed a global reduction of total annual rainfall, with two different trends: more regular for the series observed in the rain gauges within the urbanised area and more variable for the series observed in the rain gauges outside the area. A further analysis has been performed using the series …
Large deviations results for subexponential tails, with applications to insurance risk
1996
AbstractConsider a random walk or Lévy process {St} and let τ(u) = inf {t⩾0 : St > u}, P(u)(·) = P(· | τ(u) < ∞). Assuming that the upwards jumps are heavy-tailed, say subexponential (e.g. Pareto, Weibull or lognormal), the asymptotic form of the P(u)-distribution of the process {St} up to time τ(u) is described as u → ∞. Essentially, the results confirm the folklore that level crossing occurs as result of one big jump. Particular sharp conclusions are obtained for downwards skip-free processes like the classical compound Poisson insurance risk process where the formulation is in terms of total variation convergence. The ideas of the proof involve excursions and path decompositions for Mark…
Recent changes in measured wind in the NE Atlantic and variability of correlation with NAO
2010
The paper deals with wind measurements, recorded since the 1950s, at twelve meteorological stations along a transect near the westernmost European border, between 64° and 44° N. Extreme wind speed tends to decrease sharply near the northern boundary (at Reykjavick), near the middle of the study area (at Shannon and Valentia) and near the southern boundary (at Brest and Cap Ferret), to increase at Thorshavn, with less significant trends at the other stations. Average wind speeds confirm the above tendencies, with an additional increasing speed at Lerwick, Kirkwall, Malin Head, Belle-Ile and Cap Ferret. To compare changes in wind activity, the data have been subdivided into three periods: unt…