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
利用中国大陆GPS连续站观测数据,根据电离层单层模型,计算得到中国大陆上空电离层电子总含量TEC（Total Electron Content）值的时间序列。选取2001—2008年发生在中国大陆地区的11个MS≥6.0地震,分析了这11个地震前后TEC值时间序列的...利用中国大陆GPS连续站观测数据,根据电离层单层模型,计算得到中国大陆上空电离层电子总含量TEC（Total Electron Content）值的时间序列。选取2001—2008年发生在中国大陆地区的11个MS≥6.0地震,分析了这11个地震前后TEC值时间序列的变化特征。分析结果显示,地震活动期间距离震中700 km以外的GPS连续观测站上空TEC值的异常现象不明显,TEC值变化基本在0.5 TECU之内。11个震例中有6个震例TEC值出现了负异常现象,主要表现在震前1~5 d,并且观测站距离震中越近,TEC值变化越明显,少数震例在地震发生期间TEC值明显增加。研究认为,利用GPS连续观测数据研究与地震有关的电离层前兆是可能的。展开更多
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.
