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Analyzing the Annual Maximum Magnitude of Earthquakes in Japan by Extreme Value Theory 被引量:1
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作者 Fumio Maruyama 《Open Journal of Applied Sciences》 2020年第12期817-824,共8页
One of the most important and interesting issues associated with the earthquakes is the long-term trend of the extreme events. Extreme value theory provides methods for analysis of the most extreme parts of data. We e... One of the most important and interesting issues associated with the earthquakes is the long-term trend of the extreme events. Extreme value theory provides methods for analysis of the most extreme parts of data. We estimated the annual maximum magnitude of earthquakes in Japan by extreme value theory using earthquake data between 1900 and 2019. Generalized extreme value (GEV) distribution was applied to fit the extreme indices. The distribution was used to estimate the probability of extreme values in specified time periods. The various diagnostic plots for assessing the accuracy of the GEV model fitted to the magnitude of maximum earthquakes data in Japan gave the validity of the GEV model. The extreme value index, <span style="white-space:nowrap;"><span style="white-space:nowrap;"><em>&#958;</em></span></span> was evaluated as <span style="white-space:nowrap;"><span style="white-space:nowrap;">&#8722;</span></span>0.163, with a 95% confidence interval of [<span style="white-space:nowrap;"><span style="white-space:nowrap;">&#8722;</span></span>0.260, <span style="white-space:nowrap;"><span style="white-space:nowrap;">&#8722;</span></span>0.0174] by the use of profile likelihood. Hence, the annual maximum magnitude of earthquakes has a finite upper limit. We obtained the maximum return level for the return periods of 10, 20, 50, 100 and 500 years along with their respective 95% confidence interval. Further, to get a more accurate confidence interval, we estimated the profile log-likelihood. The return level estimate was obtained as 7.83, 8.60 and 8.99, with a 95% confidence interval of [7.67, 8.06], [8.32, 9.21] and [8.61, 10.0] for the 10-, 100- and 500-year return periods, respectively. Hence, the 2011 off the Pacific coast of Tohoku Earthquake, which was the largest in the observation history of Japan, had a magnitude of 9.0, and it was a phenomenon that occurs once every 500 year. 展开更多
关键词 extreme value Theory generalized extreme value Distribution EARTHQUAKES
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Empirical Analysis of Value-at-Risk Estimation Methods Using Extreme Value Theory
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作者 Zhao Yuanrui & Tian Hongwei School of Management, Finance Center, Tianjin University, 300072, P. R. China 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2001年第1期13-21,共9页
This paper investigates methods of value-at-risk (VaR) estimation using extreme value theory (EVT). It compares two different estimation methods, 'two-step subsample bootstrap' based on moment estimation and m... This paper investigates methods of value-at-risk (VaR) estimation using extreme value theory (EVT). It compares two different estimation methods, 'two-step subsample bootstrap' based on moment estimation and maximum likelihood estimation (MLE), according to their theoretical bases and computation procedures. Then, the estimation results are analyzed together with those of normal method and empirical method. The empirical research of foreign exchange data shows that the EVT methods have good characters in estimating VaR under extreme conditions and 'two-step subsample bootstrap' method is preferable to MLE. 展开更多
关键词 value-at-risk (VaR) extreme value theory (EVT) generalized extreme value distribution Twr-step subsample bootstrap Maximum likelihood estimation.
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Red Tide Frequency Analysis Using the Extreme Value Theory
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作者 谢中华 王洪礼 +1 位作者 史道基 孙景 《Marine Science Bulletin》 CAS 2005年第2期80-85,共6页
In recent years, the red tide erupted frequently, and caused a great economic loss. At present, most literatures emphasize the academic research on the growth mechanism of red tide alga. In order to find out the chara... In recent years, the red tide erupted frequently, and caused a great economic loss. At present, most literatures emphasize the academic research on the growth mechanism of red tide alga. In order to find out the characters of red tide in detail and improve the precision of forecast, this paper gives some new approaches to dealing with the red tide. By the extreme values, we deal with the red tide frequency analysis and get the estimation of T-times red tide level U (T), which is the level once the consistence of red tide alga exceeds on the average in a period of T times. 展开更多
关键词 Red tide generalized extreme values distribution Empirical distribution Kerneldensity
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Applications of Bootstrap in Analyzing General Extreme Value Distributions
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作者 Dang Kien Cuong Duong Ton Dam +1 位作者 Duong Ton Thai Duong Ngo Thuan Du 《Journal of Mechanics Engineering and Automation》 2019年第7期236-242,共7页
The bootstrap method is one of the new ways of studying statistical math which this article uses but is a major tool for studying and evaluating the values of parameters in probability distribution.Our research is con... The bootstrap method is one of the new ways of studying statistical math which this article uses but is a major tool for studying and evaluating the values of parameters in probability distribution.Our research is concerned overview of the theory of infinite distribution functions.The tool to deal with the problems raised in the paper is the mathematical methods of random analysis(theory of random process and multivariate statistics).In this article,we introduce the new function to find out the bias and standard error with jackknife method for Generalized Extreme Value distributions. 展开更多
关键词 Bootstrap method time series block bootstrap jackknife method generalized extreme value distributions
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A Newly-Discovered GPD-GEV Relationship Together with Comparing Their Models of Extreme Precipitation in Summer 被引量:16
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作者 丁裕国 程炳岩 江志红 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2008年第3期507-516,共10页
It has been theoretically proven that at a high threshold an approximate expression for a quantile of GEV (Generalized Extreme Values) distribution can be derived from GPD (Generalized Pareto Distribution). Afterw... It has been theoretically proven that at a high threshold an approximate expression for a quantile of GEV (Generalized Extreme Values) distribution can be derived from GPD (Generalized Pareto Distribution). Afterwards, a quantile of extreme rainfall events in a certain return period is found using L-moment estimation and extreme rainfall events simulated by GPD and GEV, with all aspects of their results compared. Numerical simulations show that POT (Peaks Over Threshold)-based GPD is advantageous in its simple operation and subjected to practically no effect of the sample size of the primitive series, producing steady high-precision fittings in the whole field of values (including the high-end heavy tailed). In comparison, BM (Block Maximum)-based GEV is limited, to some extent, to the probability and quantile simulation, thereby showing that GPD is an extension of GEV, the former being of greater utility and higher significance to climate research compared to the latter. 展开更多
关键词 generalized Pareto Distribution generalized extreme value daily rainfall extreme precipitation RAINSTORM
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Assesment of Frequency-Magnitude of Extreme Rainfall Events-Case Study of the MeKong River Delta
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作者 Pham Hai An Tran Anh Tu +1 位作者 Tran Dinh Lan Nguyen Ngoc Tien 《Journal of Environmental Science and Engineering(B)》 2015年第3期161-168,共8页
Extreme rainfall events are primary natural hazards, which cause a severe threat to people and their properties in populated cities, which are normally located in coastal areas in Vietnam. Analysing these events by us... Extreme rainfall events are primary natural hazards, which cause a severe threat to people and their properties in populated cities, which are normally located in coastal areas in Vietnam. Analysing these events by using a data series observed over years will support us to draw a picture of how the climate change impact on local environments. The purpose of this report is to understand the characteristics of the extreme rainfall events in MEKONG river delta (south VietNam). Daily rainfall data in the period of 30 years for a meteorological station in each area were collected from the Vietnam National Hydro-meteorological Service. The extreme rainfall events were defined as those exceeding the 95th percentile for each station. The analytical results show that the rainfall values (95th percentile) are 37.4 mm/day at Nam Can station, 27 mm/day at My Thanh station, 22.4 mm/day at Hoa Binh station, 23.8 mm/day at Binh Dai station and 22.7 mm/day at Ben Trai station. The highest rainfall data ever recorded are 246.4 mm/day (Nam Can), 174.5 mm/day (My Thanh), 179 mm/day (Hoa Bin_h), 187.3 mm/day (Binh Dai) and 136.3 mm/day (Ben Trai) during 1983-2012. The result of the Mann-Kendall tests show that there was a significant creasing of the rainfall at Nam Can, My Thanh station in two periods (1983-2012, 1998-2012) while no clear trend of the rainfall was recoreded at Hoa Birth, Binh Dai, Ben Trai station. In order to estimate the return period of the extreme rainfall events, the method General Extreme Value Distribution was used to calculate frequent distribution. The magnitudes of daily maximum rainfall were from 2 to 100 years. The results of return period show that maximum rainfalls are 46.6 mm at Nam Can station (highest) and 31.4 mm at Hoa Birth station (lowest) during 50 years. Similarly, maximum rainfalls are expected to be about 55.1 mm at Nam Can station and 37.2 mm at Hoa Birth station for 100 years. 展开更多
关键词 generalized extreme value distribution MEKONG river delta.
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Spatial Modeling of the Highest Daily Maximum Temperature in Korea via Max-stable Processes 被引量:3
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作者 Youngsaeng LEE Sanghoo YOON +4 位作者 Md.Sharwar MURSHED Maeng-Ki KIM ChunHo CHO Hee-Jeong BAEK Jeong-Soo PARK 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2013年第6期1608-1620,共13页
This paper examines the annual highest daily maximum temperature (DMT) in Korea by using data from 56 weather stations and employing spatial extreme modeling. Our approach is based on max-stable processes (MSP) wi... This paper examines the annual highest daily maximum temperature (DMT) in Korea by using data from 56 weather stations and employing spatial extreme modeling. Our approach is based on max-stable processes (MSP) with Schlather's characterization. We divide the country into four regions for a better model fit and identify the best model for each region. We show that regional MSP modeling is more suitable than MSP modeling for the entire region and the pointwise generalized extreme value distribution approach. The advantage of spatial extreme modeling is that more precise and robust return levels and some indices of the highest temperatures can be obtained for observation stations and for locations with no observed data, and so help to determine the effects and assessment of vulnerability as well as to downscale extreme events. 展开更多
关键词 extreme climate extremal coefficient generalized extreme value distribution prediction re- turn level spatial extremes
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Simulation of Precipitation in Monsoon Regions of China by CMIP3 Models 被引量:3
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作者 TU Kai YAN Zhong-Wei +1 位作者 ZHANG Xue-Bin DONG Wen-Jie 《Atmospheric and Oceanic Science Letters》 2009年第4期194-200,共7页
The output of 25 models used in the Coupled Model Intercomparison Project phase 3 (CMIP3) were evaluated,with a focus on summer precipitation in eastern China for the last 40 years of the 20th century.Most mod-els fai... The output of 25 models used in the Coupled Model Intercomparison Project phase 3 (CMIP3) were evaluated,with a focus on summer precipitation in eastern China for the last 40 years of the 20th century.Most mod-els failed to reproduce rainfall associated with the East Asian summer monsoon (EASM),and hence the seasonal cycle in eastern China,but provided reasonable results in Southwest (SW) and Northeast China (NE).The simula-tions produced reasonable results for the Yangtze-Huai (YH) Basin area,although the Meiyu phenomenon was underestimated in general.One typical regional phe-nomenon,a seasonal northward shift in the rain belt from early to late summer,was completely missed by most models.The long-term climate trends in rainfall over eastern China were largely underestimated,and the ob-served geographical pattern of rainfall changes was not reproduced by most models.Precipitation extremes were evaluated via parameters of fitted GEV (Generalized Ex-treme Values) distributions.The annual extremes were grossly underestimated in the monsoon-dominated YH and SW regions,but reasonable values were calculated for the North China (NC) and NE regions.These results suggest a general failure to capture the dynamics of the EASM in current coupled climate models.Nonetheless,models with higher resolution tend to reproduce larger decadal trends and annual extremes of precipitation in the regions studied. 展开更多
关键词 PRECIPITATION East Asian Monsoon IPCC AR4 coupled models generalized extreme values
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Local and regional flood frequency analysis based on hierarchical Bayesian model in Dongting Lake Basin,China 被引量:1
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作者 Yun-biao Wu Lian-qing Xue Yuan-hong Liu 《Water Science and Engineering》 EI CAS CSCD 2019年第4期253-262,共10页
This study developed a hierarchical Bayesian(HB)model for local and regional flood frequency analysis in the Dongting Lake Basin,in China.The annual maximum daily flows from 15 streamflow-gauged sites in the study are... This study developed a hierarchical Bayesian(HB)model for local and regional flood frequency analysis in the Dongting Lake Basin,in China.The annual maximum daily flows from 15 streamflow-gauged sites in the study area were analyzed with the HB model.The generalized extreme value(GEV)distribution was selected as the extreme flood distribution,and the GEV distribution location and scale parameters were spatially modeled through a regression approach with the drainage area as a covariate.The Markov chain Monte Carlo(MCMC)method with Gibbs sampling was employed to calculate the posterior distribution in the HB model.The results showed that the proposed HB model provided satisfactory Bayesian credible intervals for flood quantiles,while the traditional delta method could not provide reliable uncertainty estimations for large flood quantiles,due to the fact that the lower confidence bounds tended to decrease as the return periods increased.Furthermore,the HB model for regional analysis allowed for a reduction in the value of some restrictive assumptions in the traditional index flood method,such as the homogeneity region assumption and the scale invariance assumption.The HB model can also provide an uncertainty band of flood quantile prediction at a poorly gauged or ungauged site,but the index flood method with L-moments does not demonstrate this uncertainty directly.Therefore,the HB model is an effective method of implementing the flexible local and regional frequency analysis scheme,and of quantifying the associated predictive uncertainty. 展开更多
关键词 Flood frequency analysis Hierarchical Bayesian model Index flood method generalized extreme value distribution Dongting Lake Basin
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How Frequently Will the Persistent Heavy Rainfall over the Middle and Lower Yangtze River Basin in Summer 2020 Happen under Global Warming? 被引量:1
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作者 Zi-An GE Lin CHEN +1 位作者 Tim LI Lu WANG 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2022年第10期1673-1692,I0016,I0017,共22页
The middle and lower Yangtze River basin(MLYRB)suffered persistent heavy rainfall in summer 2020,with nearly continuous rainfall for about six consecutive weeks.How the likelihood of persistent heavy rainfall resembli... The middle and lower Yangtze River basin(MLYRB)suffered persistent heavy rainfall in summer 2020,with nearly continuous rainfall for about six consecutive weeks.How the likelihood of persistent heavy rainfall resembling that which occurred over the MLYRB in summer 2020(hereafter 2020PHR-like event)would change under global warming is investigated.An index that reflects maximum accumulated precipitation during a consecutive five-week period in summer(Rx35day)is introduced.This accumulated precipitation index in summer 2020 is 60%stronger than the climatology,and a statistical analysis further shows that the 2020 event is a 1-in-70-year event.The model projection results derived from the 50-member ensemble of CanESM2 and the multimodel ensemble(MME)of the CMIP5 and CMIP6 models show that the occurrence probability of the 2020PHR-like event will dramatically increase under global warming.Based on the Kolmogorov-Smirnoff test,one-third of the CMIP5 and CMIP6 models that have reasonable performance in reproducing the 2020PHR-like event in their historical simulations are selected for the future projection study.The CMIP5 and CMIP6 MME results show that the occurrence probability of the 2020PHR-like event under the present-day climate will be double under lower-emission scenarios(CMIP5 RCP4.5,CMIP6 SSP1-2.6,and SSP2-4.5)and 3-5 times greater under higher-emission scenarios(3.0 times for CMIP5 RCP8.5,2.9 times for CMIP6 SSP3-7.0,and 4.8 times for CMIP6 SSP5-8.5).The inter-model spread of the probability change is small,lending confidence to the projection results.The results provide a scientific reference for mitigation of and adaptation to future climate change. 展开更多
关键词 persistent heavy rainfall middle and lower Yangtze River basin future projection CMIP5 and CMIP6 models generalized extreme value(GEV)distribution
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Spatial Distribution of High-temperature Risk with a Return Period of Different Years in the Yangtze River Delta Urban Agglomeration
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作者 ZHANG Guixin WANG Shisheng +1 位作者 ZHU Shanyou XU Yongming 《Chinese Geographical Science》 SCIE CSCD 2022年第6期963-978,共16页
Against the background of global warming,research on the spatial distribution of high-temperature risk is of great significance to effectively prevent the adverse effects of high temperatures.By using air temperature ... Against the background of global warming,research on the spatial distribution of high-temperature risk is of great significance to effectively prevent the adverse effects of high temperatures.By using air temperature data from 1951 to 2018 measured by meteorological stations located in the Yangtze River Delta urban agglomeration,the daily maximum air temperature distribution is interpolated at a resolution of 1 km based on the local thin disk smooth spline function;the high-temperature threshold for return periods of 5,10,20 and 30 yr are then calculated by using the generalized extreme value method.The yearly average high-temperature intensity and high-temperature days are finally calculated as high-temperature danger factors.Socioeconomic statistical data and remotely sensed image data in 2018 are used as the background data to calculate the spatial distribution of high-temperature vulnerability factors and prevention capacity factors,which are then used to compute the high-temperature risk index during different recurrence periods in the Yangtze River Delta urban agglomerations.The results show that the spatial distribution features of high-temperature risk in different return periods are similar.The high-temperature risk index gradually increases from northeast to southwest and from east coast to inland,which has obvious latitude variation characteristics and a relationship with the comprehensive influence of the underlying surface and urban scale.In terms of time variation,the high-temperature risk index and its spatial distribution difference gradually decreases with increasing return period.In different cities,the high-temperature risk in the central area of the city is generally higher than that in the surrounding suburban areas.Jinhua,Hangzhou of Zhejiang Province and Xuancheng of Anhui Province are the top three cities with high-temperature risk in the study area. 展开更多
关键词 high-temperature risk generalized extreme value method recurrence period remote sensing SPATIALIZATION
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Confirmation of the Record of the Serpent Eel, Ophisurus serpens (Family: Ophichthidae) from Mersin Bay (NE Mediterranean, Turkey)
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作者 Deniz Erguden Yusuf Kenan Bayhan +1 位作者 Sibel Alagoz Erguden Ayhan Altun 《Journal of Environmental Science and Engineering(B)》 2016年第11期523-527,共5页
A specimen of the serpent eel, Ophisurus serpens, with a total length of 190.2 cm was caught off the coast of Mersin (Incekum), Turkey on November 2014 during trawling. This manuscript presents the first digitized s... A specimen of the serpent eel, Ophisurus serpens, with a total length of 190.2 cm was caught off the coast of Mersin (Incekum), Turkey on November 2014 during trawling. This manuscript presents the first digitized specimen of O. serpens from the Mersin Bay (northeastern Mediterranean), and hence, confirms the presence of the species in the northeastern Mediterranean despite a suspicious previous report, possibly mistaken with Echelus myrus, of the species from Yumurtahk Bay. Remarks on the morphology and geographical distribution of the species in the Mediterranean Sea, Turkey are given. 展开更多
关键词 generalized extreme value distribution ozone selection of variables.
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Parametric and Non-Parametric Survival Analysis of Patients with Acute Myeloid Leukemia (AML)
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作者 Aditya Chakraborty Chris P. Tsokos 《Open Journal of Applied Sciences》 2021年第1期126-148,共23页
<strong>Background:</strong> Acute Myeloid leukemia (AML) is the most prominent acute leukemia in adults. In the United States, we experience over 20,000 cases per year. Over the past decade, improvements ... <strong>Background:</strong> Acute Myeloid leukemia (AML) is the most prominent acute leukemia in adults. In the United States, we experience over 20,000 cases per year. Over the past decade, improvements in the diagnosis of subtypes of AML and advances in therapeutic approaches have improved the outlook for patients with AML. However, despite these advancements, the survival rate among patients who are less than 65 years of age is only 40 percent. <strong>Purpose:</strong> The purpose of the paper is to study if there exists any significant difference in the survival probabilities of male and female AML patients. Also, we want to investigate if there is any parametric probability distribution that best fits the male and female patient survival and compare the survival probabilities with the non-parametric Kaplan-Meier (KM) method. <strong>Methods:</strong> We used both parametric and non-parametric statistical methods to perform the survival analysis to assess the survival probabilities of 2015 patients diagnosed with AML.<strong> Results:</strong> We found evidence of a statistically significant difference between the mean survival time of male and female patients diagnosed with AML. We performed parametric survival analysis and found a Generalized Extreme Value (GEV) distribution best fitting the data of the survival time for male and female patients. We then estimated the survival probabilities and compared them with the frequently used non-parametric Kaplan-Meier (KM) survival method. <strong>Conclusion:</strong> The comparison between the survival probability estimates of the two methods revealed a better survival probability estimate by the parametric method than the Kaplan-Meier. We also compared the median survival time of male and female patients individually with descriptive, parametric, and non-parametric methods of analysis. The parametric survival analysis is more robust and efficient because it is based on a well-defined parametric probabilistic distribution, hence preferred over the non-parametric Kaplan-Meier estimate. This study offers therapeutic significance for further enhancement to treat patients with Acute Myeloid Leukemia. 展开更多
关键词 Acute Myeloid Leukemia (AML) generalized extreme value (GEV) Distribution Probability Weighted Moment (PWM) Method Kaplan-Meier (KM) Estimate
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Influence of changes in extreme daily rainfall distribution on the stability of residual soil slopes
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作者 Thapthai Chaithong 《Big Earth Data》 EI CSCD 2023年第1期101-125,共25页
Many landslides triggered by intense rainfall have occurred in moun-tainous areas in Thailand,causing major economic losses and infra-structure damage.Extreme daily rainfall is a significant trigger for hillslope inst... Many landslides triggered by intense rainfall have occurred in moun-tainous areas in Thailand,causing major economic losses and infra-structure damage.Extreme daily rainfall is a significant trigger for hillslope instability.Increases in extreme daily rainfall intensity due to climate change may be one of the key factors responsible for the increased landslides.Thus,in this context,changes in the intensity of extreme daily rainfall in Chiang Mai Province in North Thailand and their effects on hillslope stability are analyzed.Extreme rainfall is modeled using a generalized extreme value distribution and esti-mated for various return periods.A numerical analysis of seepage and an infinite slope stability model are combined to understand the hillslope response under extreme rainfall conditions.The analysis period is divided into two periods of 34 years:1952 to 1985 and 1986 to 2019.According to the analysis results,the distribution of extreme daily rainfall changes in terms of location.The average annual daily maximum rainfall increased by approximately 11.13%.The maximum decrease in the safety factor is approximately 4.5%;therefore,these changes in extreme daily rainfall should be consid-ered in future landslide prevention policies. 展开更多
关键词 extreme rainfall generalized extreme value distribution slope stability LANDSLIDE pore water pressure climate change residual soil
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The first high spatial resolution multi-scale daily SPI and SPEI raster dataset for drought monitoring and evaluating over China from 1979 to 2018 被引量:1
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作者 Rongrong Zhang Virgílio A.Bento +6 位作者 Junyu Qi Feng Xu Jianjun Wu Jianxiu Qiu Jianwei Li Wei Shui Qianfeng Wang 《Big Earth Data》 EI CSCD 2023年第3期860-885,共26页
Standardized Precipitation Index(SPI)and Standardized Precipitation Evapotranspiration Index(SPEI),traditionally derived at a monthly scale,are widely used drought indices.To overcome temporalresolution limitations,we... Standardized Precipitation Index(SPI)and Standardized Precipitation Evapotranspiration Index(SPEI),traditionally derived at a monthly scale,are widely used drought indices.To overcome temporalresolution limitations,we have previously developed and published a well-validated daily SPI/SPEI in situ dataset.Although having a high temporal resolution,this in situ dataset presents low spatial resolution due to the scarcity of stations.Therefore,based on the China Meteorological Forcing Dataset,which is composed of data from more than 1,000 ground-based observation sites and multiple remote sensing grid meteorological dataset,we present the first high spatiotemporal-resolution daily SPI/SPEI raster datasets over China.It spans from 1979 to 2018,with a spatial resolution of 0.1°×0.1°,a temporal resolution of 1-day,and the timescales of 30-,90-,and 360-days.Results show that the spatial distributions of drought event characteristics detected by the daily SPI/SPEI are consistent with the monthly SPI/SPEI.The correlation between the daily value of the 12-month scale and the monthly value of SPI/SPEI is the strongest,with linear correlation,Nash-Sutcliffe coefficient,and normalized root mean square error of 0.98,0.97,and 0.04,respectively.The daily SPI/SPEI is shown to be more sensitive to flash drought than the monthly SPI/SPEI.Our improved SPI/SPEI shows high accuracy and credibility,presenting enhanced results when compared to the monthly SPI/SPEI.The total data volume is up to 150 GB,compressed to 91 GB in Network Common Data Form(NetCDF).It can be available from Figshare(https://doi.org/10.6084/m9.figshare.c.5823533)and ScienceDB(https://doi.org/10.57760/sciencedb.j00076.00103). 展开更多
关键词 Drought index climate change climatic disaster generalized extreme value
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