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Extreme value theory applied to the auroral electrojet indices
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作者 Si Chen Hong Yuan +2 位作者 Yong Wei Guang Yang FengZheng Yu 《Earth and Planetary Physics》 EI CAS CSCD 2024年第2期375-381,共7页
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
关键词 auroral electrojet indices extreme value theory extreme events
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Bivariate Analysis of Pollutants Monthly Maxima in Mexico City Using Extreme Value Distributions and Copula
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作者 Juan A. Vazquez-Morales Eliane R. Rodrigues Hortensia J. Reyes-Cervantes 《Journal of Environmental Protection》 2024年第7期796-826,共31页
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
关键词 COPULA extreme value Distribution Bayesian Inference Air Pollution Mexico City
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Estimation of Return Level for Maximum Daily and Hourly Precipitation in Nagano Prefecture, Japan, Using the Extreme Value Theory
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作者 Fumio Maruyama 《Open Journal of Applied Sciences》 2024年第8期2065-2087,共23页
The weather in Nagano Prefecture, Japan, can be roughly classified into four types according to principal component analysis and k-means clustering. We predicted the extreme values of the maximum daily and hourly prec... The weather in Nagano Prefecture, Japan, can be roughly classified into four types according to principal component analysis and k-means clustering. We predicted the extreme values of the maximum daily and hourly precipitation in Nagano Prefecture using the extreme value theory. For the maximum daily precipitation, the vales of ξ in Matsumoto, Karuizawa, Sugadaira, and Saku were positive;therefore, it has no upper bound and tends to take large values. Therefore, it is dangerous and caution is required. The values of ξ in Nagano, Kisofukushima, and Minamishinano were determined to be zero, therefore, there was no upper limit, the probability of obtaining a large value was low, and caution was required. We predicted the maximum return levels for return periods of 10, 20, 50, and 100 years along with respective 95% confidence intervals in Nagano, Matsumoto, Karuizawa, Sugadaira, Saku, Kisofukushima, and Minamishinano. In Matsumoto, the 100-year return level was 182 mm, with a 95% CI [129, 236]. In Minamishinano, the 100-year return level was 285 mm, with a 95% CI [173, 398]. The 100-year return levels for the maximum daily rainfall were 285, 271, and 271 mm in Minamishinano, Saku, and Karuizawa, respectively, where the changes in the daily maximum rainfall were larger than those at other points. Because these values are large, caution is required during heavy rainfall. The 100-year return levels for the maximum daily and hourly precipitation were similar in Karuizawa and Saku. In Sugadaira, the 100-year return level for a maximum hourly rainfall of 107.2 mm was larger than the maximum daily rainfall. Hence, it is necessary to be careful about short-term rainfall events. 展开更多
关键词 extreme value Theory Maximum Daily and Hourly Precipitation Principal Component Analysis K-Means Clustering
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Analyzing of the ENSO Index Using Extreme Value Theory
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作者 Fumio Maruyama 《Journal of Geoscience and Environment Protection》 2023年第6期96-105,共10页
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
关键词 extreme value Theory GP ENSO Niño3.4 SOI
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Analysis of the USD/JPY and EUR/JPY Exchange Rates Using Multifractal Analysis and Extreme Value Theory
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作者 Fumio Maruyama 《Journal of Applied Mathematics and Physics》 2023年第10期2816-2827,共12页
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
关键词 WAVELET MULTIFRACTAL extreme value Theory GP USD/JPY and EUR/JPY Ex-change Rates
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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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Application of Extreme Value Theory to Generation and Analysis of Pseudorandom Samples
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作者 Svitlana Trukhan Petro Bidyuk 《Journal of Mathematics and System Science》 2016年第4期129-138,共10页
The article deals with the methodology of pseudorandom data analysis. As a mathematical tool for carrying out the research the extreme value theory was used that creates one of the directions in mathematical statistic... The article deals with the methodology of pseudorandom data analysis. As a mathematical tool for carrying out the research the extreme value theory was used that creates one of the directions in mathematical statistics, and is related to investigating the extreme deviations from the median values in probability distributions. Also, the methods for estimating unknown parameters and algorithm of random-number generation are discussed. The models of treatment the extreme values are constructed which are based on machine generated sample and approach is proposed for their future application for constructing forecasting models. 展开更多
关键词 extreme value theory extreme value threshold simulation and modeling maximum likelihood estimator pseudorandomsample generation.
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Extreme value distribution and reliability of nonlinear stochastic structures 被引量:7
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作者 陈建兵 李杰 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2005年第2期275-286,共12页
A new approach to evaluate the extreme value distribution (EVD) of the response and reliability of general multi-DOF nonlinear stochastic structures is proposed. The approach is based on the recently developed proba... A new approach to evaluate the extreme value distribution (EVD) of the response and reliability of general multi-DOF nonlinear stochastic structures is proposed. The approach is based on the recently developed probability density evolution method, which enables the instantaneous probability density functions of the stochastic responses to be captured. In the proposed method, a virtual stochastic process is first constructed to satisfy the condition that the extreme value of the response equals the value of the constructed process at a certain instant of time. The probability density evolution method is then applied to evaluate the instantaneous probability density function of the response, yielding the EVD. The reliability is therefore available through a simple integration over the safe domain. A numerical algorithm is developed using the Number Theoretical Method to select the discretized representative points. Further, a hyper-ball is imposed to sieve the points from the preceding point set in the hypercube. In the numerical examples, the EVD of random variables is evaluated and compared with the analytical solution. A frame structure is analyzed to capture the EVD of the response and the dynamic reliability. The investigations indicate that the proposed approach provides reasonable accuracy and efficiency. 展开更多
关键词 extreme value distribution RELIABILITY NONLINEAR probability density evolution method number theoreticalmethod
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Estimation of Poisson-Generalized Pareto Compound Extreme Value Distribution by Probability-Weighted Moments and Empirical Analysis 被引量:4
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作者 刘晶 史道济 吴新荣 《Transactions of Tianjin University》 EI CAS 2008年第1期50-54,共5页
This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be ... This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels. 展开更多
关键词 Poisson-generalized Pareto compound extreme value distribution probability-weightedmoment estimation maximum likelihood estimation compound moment estimation
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Extreme value distributions of mixing two sequences with different MDA's 被引量:2
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作者 蒋岳祥 《Journal of Zhejiang University Science》 CSCD 2004年第5期509-517,共9页
Suppose {Xi, i≥1} and {Yi, i≥1} are two independent sequences with distribution functions FX(x) and FY(x), respectively. Zi is the combination of Xi and Yi with a probability pn for each i with 1≤i≤n. The extreme ... Suppose {Xi, i≥1} and {Yi, i≥1} are two independent sequences with distribution functions FX(x) and FY(x), respectively. Zi is the combination of Xi and Yi with a probability pn for each i with 1≤i≤n. The extreme value distribution ,n GZ(x) of this particular triangular array of the i.i.d. random variables Z1, , Z2, ,…, Zn n n ,nis discussed. We found a new form of the extreme value distribution ΛA(ρx)Λ(x)(0<ρ <1), which is not max-stable. It occurs if FX(x) and FY(x) belong to the same MDA(Λ). GZ(x) does not exist as mixture forms of the different types of extreme value distributions. 展开更多
关键词 extreme value distribution Maximum domain of attraction(MDA) Mixed distribution functions
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Network Traffic Based on GARCH-M Model and Extreme Value Theory 被引量:1
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作者 沈菲 王洪礼 +1 位作者 史道济 李栋 《Transactions of Tianjin University》 EI CAS 2005年第5期386-390,共5页
GARCH-M ( generalized autoregressive conditional heteroskedasticity in the mean) model is used to analyse the volatility clustering phenomenon in mobile communication network traffic. Normal distribution, t distributi... GARCH-M ( generalized autoregressive conditional heteroskedasticity in the mean) model is used to analyse the volatility clustering phenomenon in mobile communication network traffic. Normal distribution, t distribution and generalized Pareto distribution assumptions are adopted re- spectively to simulate the random component in the model. The demonstration of the quantile of network traffic series indicates that common GARCH-M model can partially deal with the "fat tail" problem. However, the "fat tail" characteristic of the random component directly affects the accura- cy of the calculation. Even t distribution is based on the assumption for all the data. On the other hand, extreme value theory, which only concentrates on the tail distribution, can provide more ac- curate result for high quantiles. The best result is obtained based on the generalized Pareto distribu- tion assumption for the random component in the GARCH-M model. 展开更多
关键词 network traffic GARCH-M extreme value theory generalized Pareto distribution
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Analysis of Japan and World Records in the 100 m Dash Using Extreme Value Theory 被引量:2
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作者 Fumio Maruyama 《Journal of Applied Mathematics and Physics》 2021年第7期1442-1451,共10页
Extreme value theory provides methods to analyze the most extreme parts of data. We predicted the ultimate 100 m dash records for men and women for specific periods using the generalized extreme value (GEV) distributi... Extreme value theory provides methods to analyze the most extreme parts of data. We predicted the ultimate 100 m dash records for men and women for specific periods using the generalized extreme value (GEV) distribution. The various diagnostic plots, which assessed the accuracy of the GEV model, were well fitted to the 100 m records in the world and Japan, validating the model. The men’s world record had a shape parameter of -0.250 with a 95% confidence interval of [-0.391, -0.109]. The 100 m record had a finite limit and a calculated upper limit was 9.46 s. The return level estimates for the men’s world record were 9.74, 9.62, and 9.58 s with a 95% confidence interval of [9.69, 9.79], [9.54, 9.69], and [9.48, 9.67] for 10-, 100- and 350-year return periods, respectively. In one year, the probability of occurrence for a new world record of men, 9.58 s (Usain Bolt), was 1/350, while that for women, 10.49 s (Florence Griffith-Joyner), was about 1/100, confirming it was more difficult for men to break records than women. 展开更多
关键词 ATHLETICS 100 m Running extreme value Theory GEV Model
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More general results on mixed extreme value distributions
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作者 蒋岳祥 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2005年第7期769-774,共6页
The sequences {Zi,n, 1≤i≤n}, n≥1 are multi-nomial distribution among i.i.d, random variables {X1,i, i≥1}, {X2,i, i≥1 } {Xm,i, i≥1 }. The extreme value distribution Gz(x) of this particular triangular array of ... The sequences {Zi,n, 1≤i≤n}, n≥1 are multi-nomial distribution among i.i.d, random variables {X1,i, i≥1}, {X2,i, i≥1 } {Xm,i, i≥1 }. The extreme value distribution Gz(x) of this particular triangular array of i.i,d, random variables Z1,n, Z2 n,...,Zn,n is discussed. A new type of not max-stable extreme value distributions which are Fréchet mixture, Gumbel mixture and Weibull mixture has been found if Fj,…… Fm belong to the same MDA. Whether mixtures of different types of extreme value distributions exist or not and the more general case are discussed in this paper. We found that Gz(x) does not exist as mixture forms of the different types of extreme value distributions after we investigated all cases. 展开更多
关键词 extreme value distribution Maximum domain of attraction (MDA) Mixed distribution functions
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A class of not max-stable extreme value distributions
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作者 蒋岳祥 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2005年第4期315-321,共7页
The sequences {Zi , 1≤i≤n}, n≥1 have multi-nomial distribution among i.i.d. random variables {X1, , i≥1}, {X2, , ,n i i i≥1}, …, {Xm , i≥1}. The extreme value distribution GZ(x) of this particular triangular ar... The sequences {Zi , 1≤i≤n}, n≥1 have multi-nomial distribution among i.i.d. random variables {X1, , i≥1}, {X2, , ,n i i i≥1}, …, {Xm , i≥1}. The extreme value distribution GZ(x) of this particular triangular array of i.i.d. random variables Z1, , Z2, , …, ,i n n r ?1 Zn is discussed in this paper. We found a new type of not max-stable extreme value distributions, i) GZ (x) = ,n ∏Φα Ai(x)×Φαr (x); i i=1 r ?1 r?1 ii) GZ (x) = ∏Ψα Ai(x)×Ψαr (x); iii) GZ (x) = ∏Λ Ai(λix)×Λ(x), r≥2, 0<α1≤α2≤…≤αr and λi∈(0,1] for i, 1≤i≤r?1 which occur if i i=1 i=1 Fj, …, Fm belong to the same MDA. 展开更多
关键词 extreme value distribution Maximum domain of attraction (MDA) Mixed distribution functions
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Partial Order and Extremes of Multivariate Extreme Value Distributions
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作者 DONG Yong-quan XU Fu-xia 《Chinese Quarterly Journal of Mathematics》 CSCD 2010年第1期118-123,共6页
This paper studies the dependence order among multivariate extreme value dis- tributions with a fixed marginal distribution. Making use of copulas to prove that the set organized by multivariate extreme value distribu... This paper studies the dependence order among multivariate extreme value dis- tributions with a fixed marginal distribution. Making use of copulas to prove that the set organized by multivariate extreme value distributions and the dependence order defined in it is a partial order set. Finally, the maximum and minimum values of the set is discussed. 展开更多
关键词 COPULAS multivariate extreme value dependence order positively dependent Frechet-Hoeffding upper bound
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Analysis of Network Traffic with Extreme Value Theory
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作者 舒炎泰 汪广洪 +2 位作者 高德云 刘嘉焜 王旭 《Transactions of Tianjin University》 EI CAS 2003年第2期131-135,共5页
It is very im portant to analyze network traffic in the network control and management. In thi s paper, extreme value theory is first introduced and a model with threshold met hods is proposed to analyze the character... It is very im portant to analyze network traffic in the network control and management. In thi s paper, extreme value theory is first introduced and a model with threshold met hods is proposed to analyze the characteristics of network traffic. In this mode l, only some traffic data that is greater than threshold value is considered. Th en the proposed model with the trace is simulated by using S Plus software. The modeling results show the network traffic model constructed from the extreme va lue theory fits well with that of empirical distribution. Finally, the extreme v alue model with the FARIMA(p,d,q) modeling is compared. The anal ytical results illustrate that extreme value theory has a good application foreg round in the statistic analysis of network traffic. In addition, since only some traffic data which is greater than the threshold is processed, the computation overhead is reduced greatly. 展开更多
关键词 extreme value theory generalized Pare to distribution threshold value FARIMA(p d q) model
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Limiting Distribution of Extreme Values for FGM Random Sequences
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作者 ZHANG Jian ZHANG Ling 《Chinese Quarterly Journal of Mathematics》 CSCD 2010年第3期366-371,共6页
This paper mainly study extreme values of FGM random sequences.We prove a technique theorem by the dependence structure of FGM sequences,and further obtain the limiting distributions of maxima and k-th largest for sta... This paper mainly study extreme values of FGM random sequences.We prove a technique theorem by the dependence structure of FGM sequences,and further obtain the limiting distributions of maxima and k-th largest for stationary FGM random sequences. 展开更多
关键词 Farlie-Gumbel-Morgenstern random sequences MAXIMA extreme values limiting distribution
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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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AN ELIMINATION ALGORITHM OF EXTREME VALUES FOR INTEGRATED TRISPECTRUM
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作者 LiangZongchuang LiuXingzhao 《Journal of Electronics(China)》 2002年第2期146-151,共6页
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
关键词 Integrated trispectrum Short data sample extreme values
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