Frequency analysis based on Peaks-Over-Threshold approach for GPM IMERG precipitation product

H Aksu, SG Yaldiz, GY Taflan, MA Akgül - Theoretical and Applied …, 2023 - Springer
The accurate estimation of extreme precipitation frequency relies heavily on the quality of
precipitation data. Conventional rain gauges provide in-situ observations, but they are …

A new class of fault detection and diagnosis methods by fusion of spatially distributed and time-dependent features

Y Chen, X Zhang, D Li, J Zhou - Journal of Process Control, 2025 - Elsevier
Nonlinear, non-Gaussian, and dynamic features pose a great challenge for complex fault
detection and fault diagnosis (FDD). Focusing on fault detection, independent component …

Stagflation and inflationary regimes: Long cycles in historical perspective

M Gallegati, M Desai - Journal of Evolutionary Economics, 2024 - Springer
Stagflation periods are rare events characterized by the combination of opposite cyclical
movements: the (late) upswing phase of inflation and the downswing phase of growth …

[HTML][HTML] A Non-Stationary and Directional Probabilistic Analysis of Coastal Storms in the Greek Seas

DI Malliouri, V Moraitis, S Petrakis, D Vandarakis… - Water, 2023 - mdpi.com
The variability of coastal storms over the years and direction is considered in a unified,
innovative approach, providing crucial information for a wide variety of coastal engineering …

A New Heavy‐Tailed Lomax Model With Characterizations, Applications, Peaks Over Random Threshold Value‐at‐Risk, and the Mean‐of‐Order‐P Analysis

MI Khan, A Aljadani, MM Mansour… - Journal of …, 2024 - Wiley Online Library
In this work, a new heavy‐tailed Lomax model is proposed for the reliability and actuarial
risk analysis. Simulations are conducted to investigate how the estimators behave …

Assessment of the Relationship Between Music Students' Self‐Efficacy, Academic Performance and Their Artificial Intelligence Readiness

X Wang, P Li - European Journal of Education, 2024 - Wiley Online Library
In recent years, the intersection of self‐efficacy and technological readiness has become
increasingly relevant in educational research, particularly within specialised fields like music …

[PDF][PDF] On the Methodologies of Treshold Selection in the Context of Peaks Over Treshold Approach for Market Risk Modelling

JF Cordero-Romero, S Benito-Muela - 2023 - academia.edu
Abstract The Peaks Over Threshold (POT) model has emerged as a highly promising
approach for estimating crucial market risk metrics like Expected Shortfall and Value at Risk …

Variabilities in the estimate of 100-year return period wave height in the Indian shelf seas

S Vinayan, VS Kumar, R Sajeev - Journal of Oceanography, 2024 - Springer
Exploring the variability in design wave heights through extreme value analysis is crucial for
understanding extreme oceanographic conditions and is paramount for the safe design and …

Assessing the Performance of the Block Maxima Method in Estimating Market Risk

MÁN Cervantes, S Benito, C López-Martín - 2024 - researchsquare.com
Extreme value theory (EVT) has emerged as one of the most important statistical disciplines
for predicting the probability of unusual events from observed outliers. In the context of this …

Most suitable threshold method for extremes in financial data with different volatility levels

R Mosala, KA Rachuene… - ITM Web of …, 2024 - itm-conferences.org
Estimating the threshold for extreme values is essential for anticipating and managing rare
and impactful events. This paper discusses four different graphical methods of estimating …