The study of extreme weather and space events has gained paramount importance in modern society owing to rapid advances in high technology.Understanding and describing exceptional occurrences plays a crucial role in m...The study of extreme weather and space events has gained paramount importance in modern society owing to rapid advances in high technology.Understanding and describing exceptional occurrences plays a crucial role in making decisive assessments of their potential impact on technical,economic,and social aspects in various fields.This research focuses on analyzing the hourly values of the auroral electrojet(AE)geomagnetic index from 1957 to 2019 by using the peak over threshold method in extreme value theory.By fitting the generalized Pareto distribution to extreme AE values,shape parameter indices were derived,revealing negative values that establish an upper bound for this time series.Consequently,it became evident that the AE values had reached a plateau,suggesting that extreme events exceeding the established upper limit are rare.As a result,although the need for diligent precautions to mitigate the consequences of such extreme events persists,surpassing the upper limit of AE values becomes increasingly challenging.It is also possible to observe an aurora in the middle-and low-latitude regions during the maximum period of the AE index.展开更多
In the present work, we are interested in studying the joint distributions of pairs of the monthly maxima of the pollutants used by the environmental authorities in Mexico City to classify the air quality in the metro...In the present work, we are interested in studying the joint distributions of pairs of the monthly maxima of the pollutants used by the environmental authorities in Mexico City to classify the air quality in the metropolitan area. In order to obtain the joint distributions a copula will be considered. Since we are analyzing the monthly maxima, the extreme value distributions of Weibull and Fréchet are taken into account. Using these two distributions as marginal distributions in the copula a Bayesian inference was made in order to estimate the parameters of both distributions and also the association parameters appearing in the copula model. The pollutants taken into account are ozone, nitrogen dioxide, sulphur dioxide, carbon monoxide, and particulate matter with diameters smaller than 10 and 2.5 microns obtained from the Mexico City monitoring network. The estimation was performed by taking samples of the parameters generated through a Markov chain Monte Carlo algorithm implemented using the software OpenBugs. Once the algorithm is implemented it is applied to the pairs of pollutants where one of the coordinates of the pair is ozone and the other varies on the set of the remaining pollutants. Depending on the pollutant and the region where they were collected, different results were obtained. Hence, in some cases we have that the best model is that where we have a Fréchet distribution as the marginal distribution for the measurements of both pollutants and in others the most suitable model is the one assuming a Fréchet for ozone and a Weibull for the other pollutant. Results show that, in the present case, the estimated association parameter is a good representation to the correlation parameters between the pair of pollutants analyzed. Additionally, it is a straightforward task to obtain these correlation parameters from the corresponding association parameters.展开更多
Future changes in the 50-yr return level for temperature and precipitation extremes over China's Mainland are investigated based on a CMIP5 multi-model ensemble for RCP2.6, RCP4.5 and RCP8.5 scenarios. The followi...Future changes in the 50-yr return level for temperature and precipitation extremes over China's Mainland are investigated based on a CMIP5 multi-model ensemble for RCP2.6, RCP4.5 and RCP8.5 scenarios. The following indices are analyzed： TXx and TNn （the annual maximum and minimum of daily annual maximum consecutive 5-day precipitation） and CDD maximum and minimum surface temperature）, RX5day （the （maximum annual number of consecutive dry days）. After first validating the model performance, future changes in the 50-yr return values and return periods for these indices are investigated along with the inter-model spread. Multi-model median changes show an increase in the 50-yr return values of TXx and a decrease for TNn, more specifically, by the end of the 21st century under RCP8.5, the present day 50-yr return period of warm events is reduced to 1.2 yr, while extreme cold events over the country are projected to essentially disappear. A general increase in RX5day 50-yr return values is found in the future. By the end of the 21st century under RCP8.5, events of the present RX5day 50-yr return period are projected to reduce to 〈 10 yr over most of China. Changes in CDD-50 show a dipole pattern over China, with a decrease in the values and longer return periods in the north, and vice versa in the south. Our study also highlights the need for further improvements in the representation of extreme events in climate models to assess the future risks and engineering design related to large-scale infrastructure in China.展开更多
In this paper we estimate the incubation period of a possible pathology following exposure to dioxins during a poor diet. The tools developed for this purpose include the probabilistic extremal model and the stochasti...In this paper we estimate the incubation period of a possible pathology following exposure to dioxins during a poor diet. The tools developed for this purpose include the probabilistic extremal model and the stochastic behavior of the distribution tails of the contamination. We propose a cumulative distribution function for a random variable that follows both a Gaussian distribution and a GPD. A global optimization method is also explored for the efficient estimation of parameters of GPD.展开更多
In this paper, an algorithm for eliminating extreme values and reducing the estimation variance of an integrated trispectrum under low signal-to-noise ratio and short data sample conditions is presented. An analysis o...In this paper, an algorithm for eliminating extreme values and reducing the estimation variance of an integrated trispectrum under low signal-to-noise ratio and short data sample conditions is presented. An analysis of the results of simulations using this algorithm and comparison with the conventional power spectrum and integrated trispectrum methods are presented.展开更多
We predicted the extreme values of the ENSO index, the Niño3.4 index, and the Southern Oscillation Index (SOI) using extreme value theory. Various diagnostic plots for assessing the accuracy of the Generalized Pa...We predicted the extreme values of the ENSO index, the Niño3.4 index, and the Southern Oscillation Index (SOI) using extreme value theory. Various diagnostic plots for assessing the accuracy of the Generalized Pareto (GP) model fitted to the Niño3.4 index and SOI are shown, and all four diagnostic plots support the fitted GP model. Because the shape parameter of the Niño3.4 was negative, the Niño3.4 index had a finite upper limit. In contrast, that of the SOI was zero, therefore the SOI did not have a finite upper limit, and there is a possibility that a significant risk will occur. We predicted the maximum return level for the return periods of 10, 20, 50, 100, 350, and 500 years and their respective 95% confidence intervals, CI. The 10-year, and 100-year return levels for Niño3.4 were estimated to be 2.41, and 2.62, with 95% CI [2.22, 2.59], and [2.58, 2.66], respectively. The Niño3.4 index was 2.65 in the 2015/16 super El Niño, which is a phenomenon that occurs once every 500 years. The Niño3.4 index was 2.51 in the 1982/83, and 1997/98 super El Niño, which is a phenomenon that occurs once every 20 years. Recently, a large super El Niño event with a small probability of occurrence has occurred. In response to global warming, the super El Niño events are becoming more likely to occur.展开更多
We performed a multifractal analysis using wavelet transform to detect the changes in the fractality of the USD/JPY and EUR/JPY exchange rates, and predicted their extreme values using extreme value theory. After the ...We performed a multifractal analysis using wavelet transform to detect the changes in the fractality of the USD/JPY and EUR/JPY exchange rates, and predicted their extreme values using extreme value theory. After the 1997 Asian financial crisis, the USD/JPY and EUR/JPY became multifractal, then the USD/JPY became monofractal and stable, and yen depreciation was observed. However, the EUR/JPY became multifractal and unstable, and a strong yen depreciation was observed. The coherence between the USD/JPY and EUR/JPY was strong between 1995 and 2000. After the 2007-2008 financial crisis, the USD/JPY became monofractal and stable, and yen appreciation was observed. However, the EUR/JPY became multifractal and unstable, and strong yen appreciation was observed. Various diagnostic plots for assessing the accuracy of the GP model fitted to USD/JPY and EUR/JPY are shown, and all the diagnostic plots support the fitted GP model. The shape parameters of USD/JPY and EUR/JPY were close to zero, therefore the USD/JPY and EUR/JPY did not have finite upper limits. We predicted the maximum return level for the return periods of 10, 20, 50, 100, 350, and 500 years and their respective 95% confidence intervals (CI). As a result, the 10-year and 100-year return levels for USD/JPY were estimated to be 149.6 and 164.8, with 95% CI [143.2, 156.0] and [149.4, 180.1], respectively.展开更多
储能系统初始参数和运行环境的差异性,会导致电池单体荷电状态(state of charge,SOC)的不一致性,降低储能系统能量利用率。为解决上述问题,设计了基于双层极值法的锂离子电池均衡实验。采用耦合电感与Flyback变换器搭建均衡系统双层架构...储能系统初始参数和运行环境的差异性,会导致电池单体荷电状态(state of charge,SOC)的不一致性,降低储能系统能量利用率。为解决上述问题,设计了基于双层极值法的锂离子电池均衡实验。采用耦合电感与Flyback变换器搭建均衡系统双层架构,建立电池组端电压、均衡电流及占空比间的关联特性;以储能电池端电压作为均衡目标,提出基于双层极值法的锂离子电池快速均衡方法;搭建电池均衡实验教学平台,设计充放电及静置均衡实验,通过仿真分析和实验数据验证所提方法的有效性。该教学实验将理论知识、实验操作及数据分析相结合,有助于提升电气工程专业相关课程实验的质量和效果。展开更多
文摘The study of extreme weather and space events has gained paramount importance in modern society owing to rapid advances in high technology.Understanding and describing exceptional occurrences plays a crucial role in making decisive assessments of their potential impact on technical,economic,and social aspects in various fields.This research focuses on analyzing the hourly values of the auroral electrojet(AE)geomagnetic index from 1957 to 2019 by using the peak over threshold method in extreme value theory.By fitting the generalized Pareto distribution to extreme AE values,shape parameter indices were derived,revealing negative values that establish an upper bound for this time series.Consequently,it became evident that the AE values had reached a plateau,suggesting that extreme events exceeding the established upper limit are rare.As a result,although the need for diligent precautions to mitigate the consequences of such extreme events persists,surpassing the upper limit of AE values becomes increasingly challenging.It is also possible to observe an aurora in the middle-and low-latitude regions during the maximum period of the AE index.
文摘In the present work, we are interested in studying the joint distributions of pairs of the monthly maxima of the pollutants used by the environmental authorities in Mexico City to classify the air quality in the metropolitan area. In order to obtain the joint distributions a copula will be considered. Since we are analyzing the monthly maxima, the extreme value distributions of Weibull and Fréchet are taken into account. Using these two distributions as marginal distributions in the copula a Bayesian inference was made in order to estimate the parameters of both distributions and also the association parameters appearing in the copula model. The pollutants taken into account are ozone, nitrogen dioxide, sulphur dioxide, carbon monoxide, and particulate matter with diameters smaller than 10 and 2.5 microns obtained from the Mexico City monitoring network. The estimation was performed by taking samples of the parameters generated through a Markov chain Monte Carlo algorithm implemented using the software OpenBugs. Once the algorithm is implemented it is applied to the pairs of pollutants where one of the coordinates of the pair is ozone and the other varies on the set of the remaining pollutants. Depending on the pollutant and the region where they were collected, different results were obtained. Hence, in some cases we have that the best model is that where we have a Fréchet distribution as the marginal distribution for the measurements of both pollutants and in others the most suitable model is the one assuming a Fréchet for ozone and a Weibull for the other pollutant. Results show that, in the present case, the estimated association parameter is a good representation to the correlation parameters between the pair of pollutants analyzed. Additionally, it is a straightforward task to obtain these correlation parameters from the corresponding association parameters.
基金supported by the National Key R&D Program of China (Grant No. 2017YF0605004)the National Natural Science Foundation of China (Grant No. 41675069)the Climate Change Specific Fund of China (Grant No. CCSF201731)
文摘Future changes in the 50-yr return level for temperature and precipitation extremes over China's Mainland are investigated based on a CMIP5 multi-model ensemble for RCP2.6, RCP4.5 and RCP8.5 scenarios. The following indices are analyzed： TXx and TNn （the annual maximum and minimum of daily annual maximum consecutive 5-day precipitation） and CDD maximum and minimum surface temperature）, RX5day （the （maximum annual number of consecutive dry days）. After first validating the model performance, future changes in the 50-yr return values and return periods for these indices are investigated along with the inter-model spread. Multi-model median changes show an increase in the 50-yr return values of TXx and a decrease for TNn, more specifically, by the end of the 21st century under RCP8.5, the present day 50-yr return period of warm events is reduced to 1.2 yr, while extreme cold events over the country are projected to essentially disappear. A general increase in RX5day 50-yr return values is found in the future. By the end of the 21st century under RCP8.5, events of the present RX5day 50-yr return period are projected to reduce to 〈 10 yr over most of China. Changes in CDD-50 show a dipole pattern over China, with a decrease in the values and longer return periods in the north, and vice versa in the south. Our study also highlights the need for further improvements in the representation of extreme events in climate models to assess the future risks and engineering design related to large-scale infrastructure in China.
文摘In this paper we estimate the incubation period of a possible pathology following exposure to dioxins during a poor diet. The tools developed for this purpose include the probabilistic extremal model and the stochastic behavior of the distribution tails of the contamination. We propose a cumulative distribution function for a random variable that follows both a Gaussian distribution and a GPD. A global optimization method is also explored for the efficient estimation of parameters of GPD.
基金Supported by the National Natural Science Foundation of China under Grant No.60072027
文摘In this paper, an algorithm for eliminating extreme values and reducing the estimation variance of an integrated trispectrum under low signal-to-noise ratio and short data sample conditions is presented. An analysis of the results of simulations using this algorithm and comparison with the conventional power spectrum and integrated trispectrum methods are presented.
文摘We predicted the extreme values of the ENSO index, the Niño3.4 index, and the Southern Oscillation Index (SOI) using extreme value theory. Various diagnostic plots for assessing the accuracy of the Generalized Pareto (GP) model fitted to the Niño3.4 index and SOI are shown, and all four diagnostic plots support the fitted GP model. Because the shape parameter of the Niño3.4 was negative, the Niño3.4 index had a finite upper limit. In contrast, that of the SOI was zero, therefore the SOI did not have a finite upper limit, and there is a possibility that a significant risk will occur. We predicted the maximum return level for the return periods of 10, 20, 50, 100, 350, and 500 years and their respective 95% confidence intervals, CI. The 10-year, and 100-year return levels for Niño3.4 were estimated to be 2.41, and 2.62, with 95% CI [2.22, 2.59], and [2.58, 2.66], respectively. The Niño3.4 index was 2.65 in the 2015/16 super El Niño, which is a phenomenon that occurs once every 500 years. The Niño3.4 index was 2.51 in the 1982/83, and 1997/98 super El Niño, which is a phenomenon that occurs once every 20 years. Recently, a large super El Niño event with a small probability of occurrence has occurred. In response to global warming, the super El Niño events are becoming more likely to occur.
文摘We performed a multifractal analysis using wavelet transform to detect the changes in the fractality of the USD/JPY and EUR/JPY exchange rates, and predicted their extreme values using extreme value theory. After the 1997 Asian financial crisis, the USD/JPY and EUR/JPY became multifractal, then the USD/JPY became monofractal and stable, and yen depreciation was observed. However, the EUR/JPY became multifractal and unstable, and a strong yen depreciation was observed. The coherence between the USD/JPY and EUR/JPY was strong between 1995 and 2000. After the 2007-2008 financial crisis, the USD/JPY became monofractal and stable, and yen appreciation was observed. However, the EUR/JPY became multifractal and unstable, and strong yen appreciation was observed. Various diagnostic plots for assessing the accuracy of the GP model fitted to USD/JPY and EUR/JPY are shown, and all the diagnostic plots support the fitted GP model. The shape parameters of USD/JPY and EUR/JPY were close to zero, therefore the USD/JPY and EUR/JPY did not have finite upper limits. We predicted the maximum return level for the return periods of 10, 20, 50, 100, 350, and 500 years and their respective 95% confidence intervals (CI). As a result, the 10-year and 100-year return levels for USD/JPY were estimated to be 149.6 and 164.8, with 95% CI [143.2, 156.0] and [149.4, 180.1], respectively.
文摘储能系统初始参数和运行环境的差异性,会导致电池单体荷电状态(state of charge,SOC)的不一致性,降低储能系统能量利用率。为解决上述问题,设计了基于双层极值法的锂离子电池均衡实验。采用耦合电感与Flyback变换器搭建均衡系统双层架构,建立电池组端电压、均衡电流及占空比间的关联特性;以储能电池端电压作为均衡目标,提出基于双层极值法的锂离子电池快速均衡方法;搭建电池均衡实验教学平台,设计充放电及静置均衡实验,通过仿真分析和实验数据验证所提方法的有效性。该教学实验将理论知识、实验操作及数据分析相结合,有助于提升电气工程专业相关课程实验的质量和效果。
