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Maashele Kholofelo Metwane and Daniel Maposa
Financial market data are abundant with outliers, and the search for an appropriate extreme value theory (EVT) approach to apply is an endless debate in the statistics of extremes research. This paper uses EVT methods to model the five-year daily all-sha...
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Yunchuan Liu, Amir Ghasemkhani and Lei Yang
This paper investigates the short-term wind farm generation forecast. It is observed from the real wind farm generation measurements that wind farm generation exhibits distinct features, such as the non-stationarity and the heterogeneous dynamics of ramp...
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Jayanga T. Samarasinghe, Randika K. Makumbura, Charuni Wickramarachchi, Jeewanthi Sirisena, Miyuru B. Gunathilake, Nitin Muttil, Fang Yenn Teo and Upaka Rathnayake
Understanding the changes in climate and land use/land cover (LULC) over time is important for developing policies for minimizing the socio-economic impacts of riverine floods. The present study evaluates the influence of hydro-climatic factors and anthr...
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Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
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Linus Wrang, Eirini Katsidoniotaki, Erik Nilsson, Anna Rutgersson, Jesper Rydén and Malin Göteman
At the stage of design load analysis for offshore installations such as wave energy systems, a critical step is the determination of environmental cases to be evaluated for the definition of the characteristic design load. A commonly used methodology for...
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Yonggang Ma, Yue Huang and Tie Liu
Due to an absence of an essential daily data set, changing characteristics, and cause of flow extremes in the Tianshan Mountains are rarely explored in depth. In this study, daily based long-term meteorological and hydrological observation data were coll...
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Francisco Javier Acero, Sylvie Parey, José Agustín García and Didier Dacunha-Castelle
Different ways to estimate future return levels (RLs) for extreme rainfall, based on extreme value theory (EVT), are described and applied to the Iberian Peninsula (IP). The study was done for an ensemble of high quality rainfall time series observed in ...
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Fengsong Pei, Changjiang Wu, Aixue Qu, Yan Xia, Kun Wang and Yi Zhou
Monitoring extreme climate events is of great importance, mainly due to increasingly severe impacts of extreme climate on nature and humanity. However, the characteristics of extreme climate events, especially extreme precipitation, frequently show compl...
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Zhanling Li, Yuehua Wang, Wei Zhao, Zongxue Xu and Zhanjie Li
Statistical modeling of hydrological extremes is significant to the construction of hydraulic engineering. This paper, taking the Yingluoxia watershed as the study area, compares the annual maximum (AM) series and the peaks over a threshold (POT) series ...
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B. BARJA,J. C. ANTUÑA
Studies on cirrus clouds, their occurrence frequency and the physical characteristics are an actual research topic for the scientific community. Cirrus clouds influence on the radiation budget of the surface-atmosphere system and thus the climate. Moreov...
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