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Marko Katalinic and Jo?ko Parunov
Wind and waves present the main causes of environmental loading on seagoing ships and offshore structures. Thus, its detailed understanding can improve the design and maintenance of these structures. Wind and wave statistical models are developed based o...
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Alvise Benetazzo, Francesco Barbariol and Silvio Davison
There is general consensus that accurate model predictions of extreme wave events during marine storms can substantially contribute to avoiding or minimizing human losses and material damage. Reliable wave forecasts and hindcasts, together with statistic...
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Davide Luciano De Luca and Luciano Galasso
In this work, the authors investigated the feasibility of calibrating a model which is suitable for the generation of continuous high-resolution rainfall series, by using only data from annual maximum rainfall (AMR) series, which are usually longer than ...
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John Muteba Mwamba, Donovan Beytell
This paper uses closing prices of the BRICS (Brazil, Russia, India, China, and South Africa) financial markets to implement a risk model that generates point estimates of both Value at Risk (VaR); and Expected Shortfall (ES). The risk model is thereafter...
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Getachew Tegegne, Assefa M. Melesse, Dereje H. Asfaw and Abeyou W. Worqlul
The frequency and intensity of flood quantiles and its attendant damage in agricultural establishments have generated a lot of issues in Ethiopia. Moreover, precise estimates of flood quantiles are needed for efficient design of hydraulic structures; how...
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C. ESCALANTE SANDOVAL
The bivariate logistic model with two-component extreme value marginal distributions (BTCEV) is applied to provide a regional at-site wind speed estimate. The maximum likelihood estimators of the parameters were obtained numerically by using a multiva...
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Vusi Ntiyiso Masingi and Daniel Maposa
Extreme rainfall events have made significant damages to properties, public infrastructure and agriculture in some provinces of South Africa notably in KwaZulu-Natal and Gauteng among others. The general global increase in the frequency and intensity of ...
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Zaved Khan, Ataur Rahman and Fazlul Karim
Reducing uncertainty in design flood estimates is an essential part of flood risk planning and management. This study presents results from flood frequency estimates and associated uncertainties for five commonly used probability distribution functions, ...
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Amaury de Souza,Hassane Bouzahir,Ijjou Tizgui,Fatima El Guezar,Deniz Ozonur
The objective of this study is to model wind characteristics using twelve probability density functions: Weibull, Ralyeigh, Log-Logistics, Inverse Gaussian, Normal, Range, Extremely Generated, Extreme, Lognormal, Logistic, Burr and Rician. Four statistic...
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Nikola Radivojevic, Milena Cvjetkovic, Sa?a Stepanov
Pág. pp. 29 - 52
In this paper the authors introduce a new hybrid approach based on the Extreme Value Theory (EVT) to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions. The approach is suitable for measuring ma...
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Md Ashraful Alam, Kazuo Emura, Craig Farnham and Jihui Yuan
The study of frequency analysis is important to find the most suitable model that could anticipate extreme events of certain natural phenomena e.g., rainfall, floods, etc. The goal of this study is to determine the best-fit probability distributions in t...
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MIROSLAVA UNKASEVIC
For practical applications both the parent distribution of rainfall intensities and the distribution of their annual maxima are of interest. The relation between these two distributions cannot be obtained from classical extreme value theory because of...
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Vinicius Ratton Brandi,Beatriz Vaz de Melo Mendes
Pág. pp. 207 - 223
The investigation of the stochastic behavior of financial series has become widespread over the literature. There is empirical and theoretical evidence that the total stock price change over a long period is usually concentrated in the a few hectic runs ...
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Pieter-Henk Boer,Elias Munapo,Martin Chanza,Issaah A. Mhlanga
AbstractOrientation: Exchange market pressure (EMP) is the selling pressure of domestic currency or excess demand needed for foreign currency.Research purpose: The purpose of this study was to analyse EMP using extreme value theory (EVT) and to...
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Xiaohong Chen, Changqing Ye, Jiaming Zhang, Chongyu Xu, Lijuan Zhang and Yihan Tang
The stationarity assumption of hydrological processes has long been compromised by human disturbances in river basins. The traditional hydrological extreme-value analysis method, i.e., “extreme value theory” which assumes stationarity of the ...
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Francisco Javier Acero, Sylvie Parey, José Agustín García and Didier Dacunha-Castelle
Different ways to estimate future return levels (RLs) for extreme rainfall, based on extreme value theory (EVT), are described and applied to the Iberian Peninsula (IP). The study was done for an ensemble of high quality rainfall time series observed in ...
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Francisco Javier Acero, Sylvie Parey, José Agustín García and Didier Dacunha-Castelle
Different ways to estimate future return levels (RLs) for extreme rainfall, based on extreme value theory (EVT), are described and applied to the Iberian Peninsula (IP). The study was done for an ensemble of high quality rainfall time series observed in ...
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Karolina Migdal, Krzysztof Józwiakowski, Wojciech Czekala, Paulina Sliz, Jorge Manuel Rodrigues Tavares and Adelaide Almeida
The objective of this study was to model the operation of a vertical-flow constructed wetland (VF-CW) for domestic wastewater, using Monte-Carlo simulations and selected probability distributions of various random variables. The analysis was based on col...
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Zhenhao Zhang, Hesheng Li, Jun Xiong, Fuming Wang, Leijun Wei and Lu Ke
This article studies the quantitative relationship between the target reliability index and the design service life for concrete main girders of cable-stayed bridges. A resistance degradation model of the concrete components is established by quantifying...
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Joseph Kim, Enda Murphy, Ioan Nistor, Sean Ferguson and Mitchel Provan
A numerical study was conducted to characterize the probability and intensity of storm surge hazards in Canada?s western Arctic. The utility of the European Centre for Medium-Range Weather Forecasts Reanalysis 5th Generation (ERA5) dataset to force numer...
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