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Relevant bibliographies by topics / Peaks over threshold method

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Academic literature on the topic 'Peaks over threshold method'

Author: Grafiati

Published: 4 June 2021

Last updated: 3 February 2022

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Journal articles on the topic "Peaks over threshold method"

1

Heckert, N. A., E. Simiu, and T. Whalen. "Estimates of Hurricane Wind Speeds by “Peaks Over Threshold” Method." Journal of Structural Engineering 124, no. 4 (1998): 445–49. http://dx.doi.org/10.1061/(asce)0733-9445(1998)124:4(445).

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AL-Dhurafi, Nasr Ahmed, Nurulkamal Masseran, Zamira Hasanah Zamzuri, and Ahmad Mahir Razali. "Modeling Unhealthy Air Pollution Index Using a Peaks-Over-Threshold Method." Environmental Engineering Science 35, no. 2 (2018): 101–10. http://dx.doi.org/10.1089/ees.2017.0077.

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Kim, S. Y., and J. Song. "Estimation of Car Insurance Loss Ratio Using the Peaks over Threshold Method." Korean Journal of Applied Statistics 25, no. 1 (2012): 101–14. http://dx.doi.org/10.5351/kjas.2012.25.1.101.

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Ferreira, J. A., and C. Guedes Soares. "An Application of the Peaks Over Threshold Method to Predict Extremes of Significant Wave Height." Journal of Offshore Mechanics and Arctic Engineering 120, no. 3 (1998): 165–76. http://dx.doi.org/10.1115/1.2829537.

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The paper describes an application of the Peaks Over Threshold (POT) method to significant wave height data of Figueira da Foz, Portugal. The method is briefly explained and justified. The exponential distribution is shown to be adequate for modeling the peaks of clustered excesses over a threshold of 6 m. Estimates of return values are given. The exponential character of the data is theoretically justified in the Appendix.

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Naess, A. "Statistical Extrapolation of Extreme Value Data Based on the Peaks Over Threshold Method." Journal of Offshore Mechanics and Arctic Engineering 120, no. 2 (1998): 91–96. http://dx.doi.org/10.1115/1.2829529.

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This paper discusses the use of the peaks over threshold method for estimating long return period design values of environmental loads. Attention is focused on the results concerning the type of asymptotic extreme value distribution for use in the extrapolation to required design values obtained by such methods, which in many cases seem to indicate that the Weibull distribution for maxima is the appropriate one. It will be shown by a closer scrutiny of the underlying estimation process that very often such a conclusion cannot in fact be substantiated.

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Pandey, M. D. "Minimum cross-entropy method for extreme value estimation using peaks-over-threshold data." Structural Safety 23, no. 4 (2001): 345–63. http://dx.doi.org/10.1016/s0167-4730(02)00008-5.

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Kyselý, Jan, Jan Picek, and Romana Beranová. "Estimating extremes in climate change simulations using the peaks-over-threshold method with a non-stationary threshold." Global and Planetary Change 72, no. 1-2 (2010): 55–68. http://dx.doi.org/10.1016/j.gloplacha.2010.03.006.

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Bezak, Nejc, Mitja Brilly, and Mojca Šraj. "Comparison between the peaks-over-threshold method and the annual maximum method for flood frequency analysis." Hydrological Sciences Journal 59, no. 5 (2014): 959–77. http://dx.doi.org/10.1080/02626667.2013.831174.

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Cerovic, Julija, and Vesna Karadzic. "Extreme value theory in emerging markets: Evidence from the Montenegrin stock exchange." Ekonomski anali 60, no. 206 (2015): 87–116. http://dx.doi.org/10.2298/eka1506087c.

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The concept of Value at Risk(VaR) estimates the maximum loss of a financial position at a given time for a given probability. This paper considers the adequacy of the methods that are the basis of extreme value theory in the Montenegrin emerging market before and during the global financial crisis. In particular, the purpose of the paper is to investigate whether the peaks-over-threshold method outperforms the block maxima method in evaluation of Value at Risk in emerging stock markets such as the Montenegrin market. The daily return of the Montenegrin stock market index MONEX20 is analyzed for the period January 2004 - February 2014. Results of the Kupiec test show that the peaks-over-threshold method is significantly better than the block maxima method, but both methods fail to pass the Christoffersen independence test and joint test due to the lack of accuracy in exception clustering when measuring Value at Risk. Although better, the peaks-over-threshold method still cannot be treated as an accurate VaR model for the Montenegrin frontier stock market.

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Zhao, Xu, Zhongxian Zhang, Weihu Cheng, and Pengyue Zhang. "A New Parameter Estimator for the Generalized Pareto Distribution under the Peaks over Threshold Framework." Mathematics 7, no. 5 (2019): 406. http://dx.doi.org/10.3390/math7050406.

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Techniques used to analyze exceedances over a high threshold are in great demand for research in economics, environmental science, and other fields. The generalized Pareto distribution (GPD) has been widely used to fit observations exceeding the tail threshold in the peaks over threshold (POT) framework. Parameter estimation and threshold selection are two critical issues for threshold-based GPD inference. In this work, we propose a new GPD-based estimation approach by combining the method of moments and likelihood moment techniques based on the least squares concept, in which the shape and scale parameters of the GPD can be simultaneously estimated. To analyze extreme data, the proposed approach estimates the parameters by minimizing the sum of squared deviations between the theoretical GPD function and its expectation. Additionally, we introduce a recently developed stopping rule to choose the suitable threshold above which the GPD asymptotically fits the exceedances. Simulation studies show that the proposed approach performs better or similar to existing approaches, in terms of bias and the mean square error, in estimating the shape parameter. In addition, the performance of three threshold selection procedures is assessed by estimating the value-at-risk (VaR) of the GPD. Finally, we illustrate the utilization of the proposed method by analyzing air pollution data. In this analysis, we also provide a detailed guide regarding threshold selection.

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Dissertations / Theses on the topic "Peaks over threshold method"

1

Rydman, Max. "Application of the Peaks-Over-Threshold Method on Insurance Data." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-355933.

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Wahlström, Rikard. "Estimating expected shortfall using an unconditional peaks-over-threshold method under an extreme value approach." Thesis, Uppsala universitet, Statistiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-445122.

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Value-at-Risk (VaR) has long been the standard risk measure in financial risk management. However, VaR suffers from critical shortcomings as a risk measure when it comes to quantifying the most severe risks, which was made especially apparent during the financial crisis of 2007–2008. An alternative risk measure addressing the shortcomings of VaR known as expected shortfall (ES) is gaining popularity and is set to replace VaR as the standard measure of financial risk. This thesis introduces how extreme value theory can be applied in estimating ES using an unconditional peaks-over-threshold method. This includes giving an introduction to the theoretical foundations of the method. An application of this method is also performed on five different assets. These assets are chosen to serve as a proxy for the more broad asset classes of equity, fixed income, currencies, commodities and cryptocurrencies. In terms of ES, we find that cryptocurrencies is the riskiest asset and fixed income the safest.

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Bommier, Esther. "Peaks-Over-Threshold Modelling of Environmental Data." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-235483.

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Boulet, Debra E. L. "An analysis of peaks over threshold flood data." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape15/PQDD_0007/MQ32061.pdf.

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Silva, Natalia Pillar da. "Extremos de vento sobre o Oeste do Oceano Atlântico Sul: análise direcional das ocorrências." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/14/14133/tde-04072013-135510/.

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Tendo em vista o crescente investimento em atividades economicamente importantes nas zonas costeiras, tal como a produção petrolífera brasileira e o crescimento na atividade portuária e esforço de pesca, a compreensão adequada dos fenômenos oceanográficos e meteorológicos sobre tais zonas é de grande valia para as operações desses setores. Os ventos representam um importante parâmetro para análise nesse sentido, sendo a principal fonte de energia para a geração de ondas de gravidade nos oceanos, e determinantes na caracterização de condições severas tempo. Uma série de estudos foram desenvolvidos nos últimos anos envolvendo a análise do comportamento dos extremos de ondas sobre a região do Oceano Atlântico Sul, de acordo com o crescimento da demanda por tais informações pelo setor industrial. No entanto, há poucos registros de estudos que caracterizem os extremos de intensidade de vento sobre essa região. E, em nenhum desses trabalhos, a separação direcional do vento extremo e seus fenômenos causadores foram levados em consideração. Dessa forma, o presente trabalho visa atender diretamente a necessidade por trabalhos nesse sentido para a região do Oceano Atlântico Sul, buscando oferecer uma análise dos campos de ventos extremos direcionalmente segregados, através de dados do projeto de reanálise \\textit{NCEP/NCAR Reanalysis I} e de resultados de uma simulação numérica com o modelo BRAMS. A tais conjuntos de dados foi aplicada a metodologia de análise de extremos \\textit{Peaks Over Threshold} (POT), que trata do ajuste dos excessos acima de um limiar estabelecido a uma distribuição conhecida, a Distribuição Generalizada de Pareto (Generalized Pareto Distribution - GPD). E, a partir disso, construir mapas com os valores extremos de retorno para longos períodos. Tais parâmetros são muito importantes na predição de eventos extremos e no refinamento de simulações de longo período. Os extremos relacionados aos fenômenos em larga escala, dados pelos campos do NCEP, em conjunto com o maior detalhamento em mesoescala, dado pelo BRAMS, refletiram diretamente no comportamento dos valores extremos de retorno. Para todas as direções do vento analisadas, observaram-se feições mais refinadas dos extremos de retorno para os resultados com a simulação do BRAMS, principalmente nas zonas costeiras. Essas feições, principalmente àquelas ao sul e sudeste do Oceano Atlântico Sul, tiveram seus valores potencializados em zonas já conhecidas na bibliografia pela grande incidência de eventos altamente energéticos.<br>Given the growing investment in important economic activities in coastal areas, such as oil and gas exploitation, harbor activities and increasing fishing effort, the proper understanding of oceanographic and meteorological phenomena over such areas has great value to the operations of such sectors. The winds are an important parameter for analysis in this context, being the main source of energy for gravity waves generation in the ocean, and determining the characterization of severe weather conditions. A number of studies have been developed in recent years involving the behavior of extreme waves over the South Atlantic Ocean region, given the rowing demand for such information by industrial sectors. However, there are few records of studies that characterize the extremes of wind speed fields over this region. And, in none of these works, the direction of the extreme wind and meteorological phenomenon associated were considered. Thus, this paper aims to address directly the need for work in this context for the South Atlantic Ocean region, seeking to offer an analysis of extreme wind fields directionally separated, through data from the NCEP/NCAR Reanalysis 1 and results from a numerical simulation with BRAMS. The Peaks Over Threshold (POT), which deals with the adjustment of the excesses above a threshold to the Generalized Pareto Distribution (GPD), was applied to both datasets. And from that, maps with the extreme return values have been developed for long return periods. These parameters are very important in predicting extreme events and refinement of long-period simulations. Extreme winds related to the large scale phenomena, represented by NCEP fields, in conjunction with the greater mesoscale detail, given by the BRAMS simulation, directly reflected in the behavior of extreme return values. For all wind directions analyzed, there were more refined features of the extremes return levels given by the BRAMS simulation, especially in coastal areas. These features, notably those in the south and southeast of the South Atlantic Ocean, values were strengthened in areas already known in the literature for the high incidence of energetic events.

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Dölker, Annette. "Das operationelle Risiko in Versicherungsunternehmen : eine theoretische und empirische Analyse auf Basis des Peaks-over-Threshold-Modells /." Karlsruhe : Verl.Versicherungswirtschaft, 2006. http://www.gbv.de/dms/zbw/516155040.pdf.

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Barbouche, Tarek. "Extreme Value Theory Applied to Securitizations Rating Methodology." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-204640.

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One of today’s financial trends is securitization. Evaluating Securitization risk requires some strong quantitative skills and a deep understanding of both credit and market risk. For international securitization programs it is mandatory to take into account the exchange-rates-related risks. We will see the di˙erent methods to evaluate extreme variations of the exchange rates using the Extreme Value Theory and Monte Carlo simulations.<br>Värdepapperisering är en av dagens finansiella trender. Att utvärdera vär-depapperisering risk kräver starka kvantitativa kunskaper och en förståelseför både kredit- och marknadsrisk. För internationell värdepapperisering ärdet obligatoriskt att hänsyn tas till valutarisker. Vi kommer att se de olika metoder för att utvärdera extrema variationer i valutakurser med hjälp av extremvärdesteori och Monte Carlo-simuleringar.

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Engberg, Alexander. "An empirical comparison of extreme value modelling procedures for the estimation of high quantiles." Thesis, Uppsala universitet, Statistiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297063.

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The peaks over threshold (POT) method provides an attractive framework for estimating the risk of extreme events such as severe storms or large insurance claims. However, the conventional POT procedure, where the threshold excesses are modelled by a generalized Pareto distribution, suffers from small samples and subjective threshold selection. In recent years, two alternative approaches have been proposed in the form of mixture models that estimate the threshold and a folding procedure that generates larger tail samples. In this paper the empirical performances of the conventional POT procedure, the folding procedure and a mixture model are compared by modelling data sets on fire insurance claims and hurricane damage costs. The results show that the folding procedure gives smaller standard errors of the parameter estimates and in some cases more stable quantile estimates than the conventional POT procedure. The mixture model estimates are dependent on the starting values in the numerical maximum likelihood estimation, and are therefore difficult to compare with those from the other procedures. The conclusion is that none of the procedures is overall better than the others but that there are situations where one method may be preferred.

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Nan, Tongchao. "Scaling and Extreme Value Statistics of Sub-Gaussian Fields with Application to Neutron Porosity Data." Diss., The University of Arizona, 2014. http://hdl.handle.net/10150/344220.

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My dissertation is based on a unified self-consistent scaling framework which is consistent with key behavior exhibited by many spatially/temporally varying earth, environmental and other variables. This behavior includes tendency of increments to have symmetric, non-Gaussian frequency distributions characterized by heavy tails that often decay with lag; power-law scaling of sample structure functions (statistical moments of absolute increments) in midranges of lags, with breakdown in power-law scaling at small and/or large lags; linear relationships between log structure functions of successive orders at all lags, also known as extended self-similarity; and nonlinear scaling of structure function power-law exponents with function order. The major question we attempt to answer is: given data measured on a given support scale at various points throughout a 1D/2D/3D sampling domain, which appear to be statistically distributed and to scale in a manner consistent with that scaling framework, what can be said about the spatial statistics and scaling of its extreme values, on arbitrary separation or domain scales? To do so, we limit our investigation in 1D domain for simplicity and generate synthetic signals as samples from 1D sub-Gaussian random fields subordinated to truncated monofractal fractional Brownian motion (tfBm) or truncated fractional Gaussian noise (tfGn). Such sub-Gaussian fields are scale mixtures of stationary Gaussian fields with random variances that we model as being log-normal or Lévy α/2-stable. This novel interpretation of the data allows us to obtain maximum likelihood estimates of all parameters characterizing the underlying truncated sub-Gaussian fields. Based on synthetic data, we find these samples conform to the aforementioned scaling framework and confirm the effectiveness of generation schemes. We numerically investigate the manner in which variables, which scale according to the above scaling framework, behave at the tails of their distributions. Ours is the first study to explore the statistical scaling of extreme values, specifically peaks over thresholds or POTs, associated with such families of sub-Gaussian fields. Before closing this work, we apply and verify our analysis by investigating the scaling of statistics characterizing vertical increments in neutron porosity data, and POTs in absolute increments, from six deep boreholes in three different depositional environments.

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James, Gerard. "Analysis of traffic load effects an railway bridges." Doctoral thesis, KTH, Civil and Architectural Engineering, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3523.

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<p>The work presented in this thesis studies the load and loadeffects of traffic loads on railway bridges. The increasedknowledge of the traffic loads, simulated using fieldmeasurements of actual trains, are employed in a reliabilityanalysis in an attempt at upgrading existing railwaybridges.</p><p>The study utilises data from a weigh-in-motion site whichrecords, for each train, the train speed, the loads from eachaxle and the axle spacings. This data of actual trainconfigurations and axle loads are portrayed as moving forcesand then used in computer simulations of trains crossing twodimensional simply supported bridges at constant speed. Onlysingle track short to medium span bridges are considered in thethesis. The studied load effect is the moment at mid-span. Fromthe computer simulations the moment history at mid-span isobtained.</p><p>The load effects are analysed by two methods, the first isthe classical extreme value theory where the load effect ismodelled by the family of distributions called the generalisedextreme value distribution (GEV). The other method adopts thepeaks-over-threshold method (POT) where the limiting family ofdistributions for the heights to peaks-over-threshold is theGeneralised Pareto Distribution (GPD). The two models aregenerally found to be a good representation of the data.</p><p>The load effects modelled by either the GEV or the GPD arethen incorporated into a reliability analysis in order to studythe possibility of raising allowable axle loads on existingSwedish railway bridges. The results of the reliabilityanalysis show that they are sensitive to the estimation of theshape parameter of the GEV or the GPD.</p><p>While the study is limited to the case of the ultimate limitstate where the effects of fatigue are not accounted for, thefindings show that for the studied cases an increase inallowable axle load to 25 tonnes would be acceptable even forbridges built to the standards of 1940 and designed to LoadModel A of that standard. Even an increase to both 27.5 and 30tonnes appears to be possible for certain cases. It is alsoobserved that the short span bridges ofapproximately fourmetres are the most susceptible to a proposed increase inpermissible axle load.</p><p><b>Keywords:</b>bridge, rail, traffic load, load effect,dynamic amplification factor, extreme value theory,peaks-over-threshold, reliability theory, axle loads, fielddata.</p>

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Books on the topic "Peaks over threshold method"

1

Simiu, Emil. Estimates of hurricane wind speeds by the 'peaks over threshold' method. U.S. Department of Commerce, Technology Administration, National Institute of Standards and Technology, 1996.

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Simiu, Emil. Extreme wind distribution tails: A 'peaks over threshold' approach. U.S. Dept. of Commerce, Technology Administration, National Institute of Standards and Technology, 1995.

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Bayliss, Adrian C. Peaks-over-threshold flood database: Summary statistics and seasonality. Institute of Hydrology, 1993.

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Whalen, Timothy. Probabilistic estimates of design load factors for wind-sensitive structures using the "peaks over threshold" approach. U.S. Dept. of Commerce, Technology Administration, National Institute of Standards and Technology, 1996.

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Whalen, Timothy. Probabilistic estimates of design load factors for wind-sensitive structures using the "peaks over threshold" approach. U.S. Dept. of Commerce, Technology Administration, National Institute of Standards and Technology, 1996.

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National Institute of Standards and Technology (U.S.), ed. Probabilistic estimates of design load factors for wind-sensitive structures using the "peaks over threshold" approach. U.S. Dept. of Commerce, Technology Administration, National Institute of Standards and Technology, 1996.

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Book chapters on the topic "Peaks over threshold method"

1

Mulaomorević-Šeta, Ajla, Nerma Lazović, Emina Hadžić, Hata Milišić, and Željko Lozančić. "Method of Annual Extreme and Peaks Over Threshold in Analysis of Maximum Discharge." In Advanced Technologies, Systems, and Applications III. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-02577-9_16.

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Naden, Pamela S. "Analysis and use of peaks-over-threshold data in flood estimation." In Floods and Flood Management. Springer Netherlands, 1992. http://dx.doi.org/10.1007/978-94-011-1630-5_10.

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Henriques-Rodrigues, Lígia, and M. Ivette Gomes. "Peaks Over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index." In New Advances in Statistical Modeling and Applications. Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05323-3_14.

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Vukmirović, V., and J. Dcspotović. "COMPOUND PEAK OVER THRESHOLD METHOD FOR THE RAINSTORM ANALYSIS." In New Technologies in Urban Drainage. CRC Press, 1991. http://dx.doi.org/10.1201/9781482286670-3.

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"Peaks-Over-Threshold Poisson-Process Procedure for Estimating Peaks." In Wind Effects on Structures. John Wiley & Sons, Ltd, 2019. http://dx.doi.org/10.1002/9781119375890.app3.

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Gu, Xiaotian, and Ning Li. "Risk analysis on extreme precipitation events over China based on peaks over threshold model." In Hydraulic Engineering. CRC Press, 2013. http://dx.doi.org/10.1201/b14013-35.

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Gautam, Alka, Hoon-Jae Lee, and Wan-Young Chung. "ECG Signal De-Noising with Asynchronous Averaging and Filtering Algorithm." In Advancing Technologies and Intelligence in Healthcare and Clinical Environments Breakthroughs. IGI Global, 2012. http://dx.doi.org/10.4018/978-1-4666-1755-1.ch014.

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In this study, a new algorithm is proposed—Asynchronous Averaging and Filtering (AAF) for ECG signal de-noising. R-peaks are detected with another proposed algorithm—Minimum Slot and Maximum Point selecting method (MSMP). AAF algorithm reduces random noise (major component of EMG noise) from ECG signal and provides comparatively good results for baseline wander noise cancellation. Signal to noise ratio (SNR) improves in filtered ECG signal, while signal shape remains undistorted. The authors conclude that R-peak detection with MSMP method gives comparable results from existing algorithm like Pan-Tomkins algorithm. AAF algorithm is advantageous over adaptation algorithms like Wiener and LMS algorithm. Overall performance of proposed algorithms is comparatively good.

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Guillermo Moreno Contreras, Gonzalo, Rodrigo de Souza Vieira, and Daniel Martins. "Stability Analysis of Long Combination Vehicles Using Davies Method." In Numerical and Experimental Studies on Combustion Engines and Vehicles. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.92874.

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The cargo transportation in the world is mostly dominated by road transport, using long combination vehicles (LCV’s). These vehicles offer more load capacity, which reduces transport costs and thus increases the efficiency and competitiveness of companies and the country. But the tradeoff of LCV’s is their low lateral stability and propensity to roll over, which has been the focus of many studies. Most vehicle stability models do not consider the longitudinal aspects of the vehicle and the road, such as the stiffness of the chassis, the gravity center location, and the longitudinal slope angle of the road. But, the use of three-dimensional models of vehicles allows a more rigorous analysis of vehicle stability. In this context, this study aims to develop a three-dimensional mechanism model representing the last trailer unit of an LCV under an increasing lateral load until it reaches the rollover threshold. The proposed model considers the gravity center movement of the trailer, which is affected by the suspension, tires, fifth-wheel, and the chassis. Davies method has proved to be an important tool in the kinetostatic analysis of mechanisms, and therefore it is employed for the kinetostatic analysis of the three-dimensional mechanism of the trailer.

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Nuru, Naser Yenus, and Hayelom Yrgaw Gereziher. "The Growth Effects of Financial Development Over Economic Cycle in South Africa." In Practice, Progress, and Proficiency in Sustainability. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-4817-2.ch007.

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This study examines the effects of financial development, proxied by domestic credit, on growth for South Africa across the states of the economy over the sample period 1970Q1-2019Q3. To address this point, the authors use Jorda's local projection method to generate impulse response functions for this small developing open economy. The shocks, however, are identified by applying short-run contemporaneous restrictions in a vector autoregressive model based on Cholesky identification scheme. The states of the economy are determined by a threshold variable, namely output growth. The results indicate that one standard deviation shock in domestic credit leads to a significant increment in output in this economy. This effect, though, is a bit pronounced in recession than the expansion state. One standard deviation shock in domestic credit leads to around 0.8 and 0.5% increment in output in recession and expansion states at the fourth quarter and on impact, respectively. The results are also robust to an alternative proxy variable of financial development.

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Shinde, Shweta Annasaheb, and Prabu Sevugan. "Glorified Secure Search Schema Over Encrypted Secure Cloud Storage With a Hierarchical Clustering Computation." In Cloud Security. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-8176-5.ch033.

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This chapter improves the SE scheme to grasp these contest difficulties. In the development, prototypical, hierarchical clustering technique is intended to lead additional search semantics with a supplementary feature of making the scheme to deal with the claim for reckless cipher text search in big-scale surroundings, such situations where there is a huge amount of data. Least relevance of threshold is considered for clustering the cloud document with hierarchical approach, and it divides the clusters into sub-clusters until the last cluster is reached. This method may affect the linear computational complexity versus the exponential growth of group of documents. To authenticate the validity for search, minimum hash sub tree is also implemented. This chapter focuses on fetching of cloud data of a subcontracted encrypted information deprived of loss of idea and of security and privacy by transmission attribute key to the information. In the next level, the typical is improved with a multilevel conviction privacy preserving scheme.

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Conference papers on the topic "Peaks over threshold method"

1

Naess, A., and P. H. Clausen. "The Development of Estimators for the Peaks-Over-Threshold Method." In ASME 2002 21st International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2002. http://dx.doi.org/10.1115/omae2002-28472.

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The paper discusses the accuracy and efficiency of some of the standard estimators used in conjunction with the Peaks-Over-Threshold (POT) method. A comparison is made between some commonly adopted estimators and two types of estimators proposed by the authors. The comparison is based on an extensive set of synthetic data simulated from a range of different statistical distribution functions that have been assumed to describe wind speed processes.

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HMAD, OUADIE, NAZIH MECHBAL, and MARC REBILLAT. "Peaks Over Threshold Method for Structural Health Monitoring Detector Design." In Structural Health Monitoring 2015. Destech Publications, 2015. http://dx.doi.org/10.12783/shm2015/297.

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Wang, Ruiqing, and Ziqian Xiao. "Methods of Estimating VaR Based on Gray Peaks over Threshold Model." In 2014 International Conference on Materials Science and Energy Engineering (CMSEE 2014). WORLD SCIENTIFIC, 2015. http://dx.doi.org/10.1142/9789814678971_0071.

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Saputri, Azizah Anugrahwati, Lienda Noviyanti, and Achmad Zanbar Soleh. "Estimate capital for operational risk using peak over threshold method." In 1ST INTERNATIONAL CONFERENCE ON ACTUARIAL SCIENCE AND STATISTICS (ICASS 2014). AIP Publishing LLC, 2015. http://dx.doi.org/10.1063/1.4936431.

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Nouira, Kaouther, Walid Ksiaa, Samia Ayari, Fahmi Ben Rejab, and Ines Chetouane. "An Application of the Peak Over Threshold Method for Ozone Data Modeling." In 2020 International Multi-Conference on: “Organization of Knowledge and Advanced Technologies” (OCTA). IEEE, 2020. http://dx.doi.org/10.1109/octa49274.2020.9151858.

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Kim, Dae-Hyun, Vadim Belenky, Bradley L. Campbell, and Armin W. Troesch. "Statistical Estimation of Extreme Roll in Head Seas." In ASME 2014 33rd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/omae2014-23704.

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The objective of this paper is to present three probabilistic methods useful in estimating the severity of extreme roll responses in short crested irregular head seas. Underlying assumptions are examined and strengths and potential weaknesses are identified. The methods reviewed here are the statistical extrapolation of extreme value distributions, the Envelope Peaks Over Threshold method (EPOT), and the Design Loads Generator (DLG) approach.

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Naess, A., and E. Haug. "Extreme Value Statistics of Wind Speed Data by the POT and AER Methods." In ASME 2008 27th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2008. http://dx.doi.org/10.1115/omae2008-58035.

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The paper describes a new method for predicting the appropriate extreme value distribution derived from an observed time series. The method is based on introducing a cascade of conditioning approximations to the exact extreme value distribution. This allows for a rational way of capturing dependence effects in the time series. The performance of the method is compared with that of the peaks over threshold method.

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Mackay, Edward B. L., and Lars Johanning. "A Simple and Robust Method for Calculating Return Periods of Ocean Waves." In ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-78729.

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A new method is introduced for combining the long-term distribution of sea states with the short-term distribution of individual wave or crest heights, conditional on sea state. The method uses a Monte Carlo approach to simulate random realisations of the maximum wave or crest height in each sea state. A peaks-over-threshold analysis is conducted on the random maxima in each sea state in order to estimate the long-term distribution of individual wave or crest heights. The new method is significantly simpler than existing methods such as the equivalent storm approach, requires fewer assumptions and has similar computational times. The new method is applied to a 35 year dataset of wave buoy measurements and is shown to produce almost identical estimates of return values of individual crest heights to the equivalent storm method.

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Dong, Sheng, Wei Liu, Lizhen Zhang, and C. Guedes Soares. "Long-Term Statistical Analysis of Typhoon Wave Heights With Poisson-Maximum Entropy Distribution." In ASME 2009 28th International Conference on Ocean, Offshore and Arctic Engineering. ASMEDC, 2009. http://dx.doi.org/10.1115/omae2009-79278.

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Using the maximum typhoon wave height series observed at Nakagusukuwan Observation Station in Japan, a novel compound distribution, Poisson-maximum entropy distribution, is proposed to calculate typhoon wave height return values. In this paper, both the Annual Maximum method and Peak Over Threshold method are adopted for long-term wave height analysis. Calculation results by Peak Over Threshold method show that the choice of threshold slightly affects the return values of wave height under the same long statistical series. For a relatively short sample by the Peak Over Threshold method, the estimation accuracy is still higher under the condition that the maximum typhoon wave height is included in the statistical sample.

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Reid, Stuart, and Arvid Naess. "Influence on Structural Reliability of Uncertain Extreme Value Estimates." In ASME 2017 36th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/omae2017-62709.

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Loads for the purpose of structural design are often based on estimated extreme values of time-varying loads based on limited amounts of data. Uncertainty in the estimation of the design loads inevitably leads to uncertainty in the resultant levels of structural reliability. In this paper, uncertainty is assessed for estimates of extreme wind loads calculated using statistical methods based on the average conditional exceedance rate (ACER), fitting of a Gumbel distribution and Peaks-Over-Threshold (POT). The ACER method gave the best results, but all the methods gave results which would normally be considered to be sufficiently accurate for engineering applications. However, for structures designed on the basis of the estimated values of V100 or V500, the uncertainty in the estimated design loads produced very uncertain probabilities of failure with a significant increase in their expected value. It is concluded that the uncertain distribution of the probabilities of failure must be taken into account when evaluating structural safety and a ‘fiducial confidence function’ is proposed for this purpose.

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Reports on the topic "Peaks over threshold method"

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Heckert, N. A., T. Whalen, and Emil Simiu. Estimates of hurricane wind speeds by the 'peaks over threshold' method. National Bureau of Standards, 1996. http://dx.doi.org/10.6028/nist.tn.1416.

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Leadbetter, M. R. On a Basis for 'Peaks Over Threshold' Modeling. Defense Technical Information Center, 1990. http://dx.doi.org/10.21236/ada222571.

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Whalen, Timothy M. Probabilistic estimates of design load factors for wind-sensitive structures using the Peaks over threshold approach. National Bureau of Standards, 1996. http://dx.doi.org/10.6028/nist.tn.1418.

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Hamill, Daniel, and Gabrielle David. Hydrologic analysis of field delineated ordinary high water marks for rivers and streams. Engineer Research and Development Center (U.S.), 2021. http://dx.doi.org/10.21079/11681/41681.

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Streamflow influences the distribution and organization of high water marks along rivers and streams in a landscape. The federal definition of ordinary high water mark (OHWM) is defined by physical and vegetative field indicators that are used to identify inundation extents of ordinary high water levels without any reference to the relationship between streamflow and regulatory definition. Streamflow is the amount, or volume, of water that moves through a stream per unit time. This study explores regional characteristics and relationships between field-delineated OHWMs and frequency-magnitude streamflow metrics derived from a flood frequency analysis. The elevation of OHWM is related to representative constant-level discharge return periods with national average return periods of 6.9 years using partial duration series and 2.8 years using annual maximum flood frequency approaches. The range in OHWM return periods is 0.5 to 9.08, and 1.05 to 11.01 years for peaks-over-threshold and annual maximum flood frequency methods, respectively. The range of OHWM return periods is consistent with the range found in national studies of return periods related to bankfull streamflow. Hydraulic models produced a statistically significant relationship between OHWM and bank-full, which reinforces the close relationship between the scientific concept and OHWM in most stream systems.

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Singhvi, Punit, Javier García Mainieri, Hasan Ozer, and Brajendra Sharma. Rheology-Chemical Based Procedure to Evaluate Additives/Modifiers Used in Asphalt Binders for Performance Enhancements: Phase 2. Illinois Center for Transportation, 2021. http://dx.doi.org/10.36501/0197-9191/21-020.

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The increased use of softer binders in Illinois over the past decade is primarily attributed to the increased use of recycled materials in asphalt pavement construction. The shift in demand of using PG 58-28 over PG 64-22 has resulted in potential alternative methods to produce softer binders more economically using proprietary products. However, there are challenges in using these proprietary products for asphalt modification because of uncertainty in their long-term performance and significant variability in binder chemistry. The current SuperPave performance grading specification for asphalt binders is insufficient in differentiating binders produced from these modifiers. Therefore, the objective of this study is to evaluate the performance of various softener-type asphalt binder modifiers using a wide array of rheological and chemistry tests for their integration into the Illinois Department of Transportation’s material specifications. The small-strain rheological tests and their parameters allowed for consistent grouping of modified binders and can be used as surrogates to identify performing and nonperforming asphalt binders. A new parameter, Δ|G*|peak τ, was developed from the linear amplitude sweep test and showed potential to discriminate binders based on their large-strain behavior. Chemistry-based parameters were shown to track aging and formulation changes. The modifier sources were identified using fingerprint testing and were manifested in the modified binder chemical and compositional characteristics. The two sources of base binders blended with the modifiers governed the aging rate of the modified binders. Mixture performance testing using the Illinois Flexibility Index Test and the Hamburg Wheel-Track Test were consistent with the rheological and chemical findings, except for the glycol amine-based modified binder, which showed the worst cracking performance with the lowest flexibility index among the studied modifiers. This was contrary to its superior rheological performance, which may be attributed to lower thermal stability, resulting in high mass loss during mixing. According to the characterization of field-aged binders, laboratory aging of two pressurized aging vessel cycles or more may represent realistic field aging of 10 to 15 years at the pavement surface and is able to distinguish modified binders. Therefore, an extended aging method of two pressurized aging vessel cycles was recommended for modified binders. Two different testing suites were recommended for product approval protocol with preliminary thresholds for acceptable performance validated with field-aged data.

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Downing, W. Logan, Howell Li, William T. Morgan, Cassandra McKee, and Darcy M. Bullock. Using Probe Data Analytics for Assessing Freeway Speed Reductions during Rain Events. Purdue University, 2021. http://dx.doi.org/10.5703/1288284317350.

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Rain impacts roadways such as wet pavement, standing water, decreased visibility, and wind gusts and can lead to hazardous driving conditions. This study investigates the use of high fidelity Doppler data at 1 km spatial and 2-minute temporal resolution in combination with commercial probe speed data on freeways. Segment-based space-mean speeds were used and drops in speeds during rainfall events of 5.5 mm/hour or greater over a one-month period on a section of four to six-lane interstate were assessed. Speed reductions were evaluated as a time series over a 1-hour window with the rain data. Three interpolation methods for estimating rainfall rates were tested and seven metrics were developed for the analysis. The study found sharp drops in speed of more than 40 mph occurred at estimated rainfall rates of 30 mm/hour or greater, but the drops did not become more severe beyond this threshold. The average time of first detected rainfall to impacting speeds was 17 minutes. The bilinear method detected the greatest number of events during the 1-month period, with the most conservative rate of predicted rainfall. The range of rainfall intensities were estimated between 7.5 to 106 mm/hour for the 39 events. This range was much greater than the heavy rainfall categorization at 16 mm/hour in previous studies reported in the literature. The bilinear interpolation method for Doppler data is recommended because it detected the greatest number of events and had the longest rain duration and lowest estimated maximum rainfall out of three methods tested, suggesting the method balanced awareness of the weather conditions around the roadway with isolated, localized rain intensities.

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