Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/88296
Registo completo
Campo DC | Valor | Idioma |
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dc.contributor.author | Ferreira, Marta Susana | por |
dc.date.accessioned | 2024-01-25T16:23:30Z | - |
dc.date.available | 2024-01-25T16:23:30Z | - |
dc.date.issued | 2023 | - |
dc.identifier.issn | 2673-4591 | por |
dc.identifier.uri | https://hdl.handle.net/1822/88296 | - |
dc.description.abstract | The propensity of data to cluster at extreme values is important for risk assessment. For example, heavy rain over time leads to catastrophic floods. The extremal index is a measure of Extreme Values Theory that allows measurement of the degree of high-value clustering in a time series. Inference about the extremal index requires a prior choice of values for tuning parameters, which impacts the efficiency of existing estimators. In this work, we propose an algorithm that avoids these constraints. Performance is evaluated based on simulations. We also illustrate with real data. | por |
dc.description.sponsorship | The author was financed by Portuguese Funds through FCT - Fundação para a Ciência e a Tecnologia within the Projects UIDB/00013/2020 and UIDP/00013/2020 of Centre of Mathematics of the University of Minho. | por |
dc.language.iso | eng | por |
dc.publisher | Multidisciplinary Digital Publishing Institute (MDPI) | por |
dc.relation | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDB%2F00013%2F2020/PT | por |
dc.relation | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDP%2F00013%2F2020/PT | por |
dc.rights | openAccess | por |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | por |
dc.subject | Extremal index | por |
dc.subject | Extreme values theory | por |
dc.subject | Stationary sequences | por |
dc.title | Measuring extremal clustering in time series | por |
dc.type | article | - |
dc.peerreviewed | yes | por |
dc.relation.publisherversion | https://www.mdpi.com/2673-4591/39/1/64 | por |
oaire.citationIssue | 1 | por |
oaire.citationVolume | 39 | por |
dc.date.updated | 2024-01-22T09:50:32Z | - |
dc.identifier.doi | 10.3390/engproc2023039064 | por |
sdum.export.identifier | 12986 | - |
sdum.journal | Engineering Proceedings | por |
dc.identifier.articlenumber | 64 | por |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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FerreiraM_rev2.pdf | 687,31 kB | Adobe PDF | Ver/Abrir |
Este trabalho está licenciado sob uma Licença Creative Commons