The research of carbon content along the casting direction of 82B cord steel billets is of great significance for improvingthe quality of cord products from subsequent processing.However,the traditional segregation an...The research of carbon content along the casting direction of 82B cord steel billets is of great significance for improvingthe quality of cord products from subsequent processing.However,the traditional segregation and billets quality evaluationmethods have certain limitations,such as sampling length and analysis area.which affect the accuracy of quality judgment.Thus.the statistics of extreme values(SEV)was introduced to predict the maximum value of carbon element contentalong the casting direction,which can quantitatively characterize the segregation degree.The size of the selected billet is150 mm×150 mm,and the sampling location is the centerline of the billet.The experiment was conducted by consideringthe effect of cooling intensity and casting speed on the maximum value of carbon element content.Firstly,the calculationresults show that the SEN method can predict the maximum value of carbon element content along the casting directionof 82B cord steel,and the SEV method is proved to be effective by analyzing the carbon distribution and fluctuation in billets.To some extent,the SEV method can break the limitations of the sampling length and analysis area by predicting themaximum value of carbon element on a larger range of continuous casting billets with few samples.During the continuouscasting process the increase in cooling intensity makes the surface shrinking rate increase,which can slow down the flowof solute-enriched liquid to the center,and the center segregation can be reduced.On the other hand,the function area ofthe final electromagnetic stirring can be expanded with the increase in the casting speed,which can reduce the concentration of carbon element in the center of the billets and reduce the maximum value of carbon element content.Ilt can providea new theoretical reference for the quantitative calculation of carbon content in continuous casting billets and the qualityevaluation of continuous casting billcts.展开更多
A statistic method, statistics of extreme values （SEV）, was described in detail, which can esti mate the size of maximum inclusion in steel. The characteristic size of the maximum inclusion in a high clean bearing s...A statistic method, statistics of extreme values （SEV）, was described in detail, which can esti mate the size of maximum inclusion in steel. The characteristic size of the maximum inclusion in a high clean bearing steel （GCrl5） was evaluated by this method, and the morphology and corn position of large inclusions found were analyzed by scanning electron microscopy （SEM）. When standard inspection area （S0） is 280 mm2, the characteristic size of the biggest inclusion found in 30 standard inspection area is 23.93 μm, and it has a 99.9% probability of the characteristic size of maximum inclusion predicted being no larger than 36.85μm in the experimental steel. SEM result shows that large inclusions found are mainly composed of CaS, calcium-aluminate and MgO. Compositing widely exists in large inclusions in high clean bearing steel. Compared with traditional evaluation method, SEV method mainly focuses on inclusion size, and the esti- mation result is not affected by inclusion types. SEV method is suitable for the inclusion eval uation of high clean bearing steel.展开更多
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
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
In this paper we estimate the incubation period of a possible pathology following exposure to dioxins during a poor diet. The tools developed for this purpose include the probabilistic extremal model and the stochasti...In this paper we estimate the incubation period of a possible pathology following exposure to dioxins during a poor diet. The tools developed for this purpose include the probabilistic extremal model and the stochastic behavior of the distribution tails of the contamination. We propose a cumulative distribution function for a random variable that follows both a Gaussian distribution and a GPD. A global optimization method is also explored for the efficient estimation of parameters of GPD.展开更多
Heavy rains and floods are long considered critical societal concerns due to adverse effects on society,environment,and economies.The best appropriate identification for rainfall distribution is equally of significant...Heavy rains and floods are long considered critical societal concerns due to adverse effects on society,environment,and economies.The best appropriate identification for rainfall distribution is equally of significant concern to society and planners due to its application in the hydrological and water resources management sectors,and agricultural planning.Two methods for extreme values theory namely the annual maximum(AM)series method and the peaksover-threshold(POT)method are generally employed for extreme values analyses.This study therefore compared the results of both methods for ARC2 daily rainfall data at Bamako-Senou station for the period 1991-2021.Five(05)commonly used distribution functions,namely the Normal,Log-Normal(LN),Gumbel type I,Gamma and Pearson type 3(P3)distributions were used to fit the AM data.The method of moments(MOM)and the method of maximum likelihood estimation(MLE)were employed for parameters estimation in AM analyses.The generalized Pareto(GP)distribution was also used to fit the peaks over threshold(POT)method.The results indicated that the P3 distribution gave better result than other distributions when parameters were estimated with the MLE.The LN distribution was also best fit distribution to AM series when parameters were estimated with the MOM.The P3 distribution gave higher quantile estimates than other distributions.The POT method gave better results for quantiles estimation than the AM series.It is recommended that further study should include various truncation levels and tests for the choice of an optimal threshold in the POT method.展开更多
Amphibious vehicles are more prone to attitude instability compared to ships,making it crucial to develop effective methods for monitoring instability risks.However,large inclination events,which can lead to instabili...Amphibious vehicles are more prone to attitude instability compared to ships,making it crucial to develop effective methods for monitoring instability risks.However,large inclination events,which can lead to instability,occur frequently in both experimental and operational data.This infrequency causes events to be overlooked by existing prediction models,which lack the precision to accurately predict inclination attitudes in amphibious vehicles.To address this gap in predicting attitudes near extreme inclination points,this study introduces a novel loss function,termed generalized extreme value loss.Subsequently,a deep learning model for improved waterborne attitude prediction,termed iInformer,was developed using a Transformer-based approach.During the embedding phase,a text prototype is created based on the vehicle’s operation log data is constructed to help the model better understand the vehicle’s operating environment.Data segmentation techniques are used to highlight local data variation features.Furthermore,to mitigate issues related to poor convergence and slow training speeds caused by the extreme value loss function,a teacher forcing mechanism is integrated into the model,enhancing its convergence capabilities.Experimental results validate the effectiveness of the proposed method,demonstrating its ability to handle data imbalance challenges.Specifically,the model achieves over a 60%improvement in root mean square error under extreme value conditions,with significant improvements observed across additional metrics.展开更多
Based on model test,the statistical distribution of extreme values of wave- current in-line forces acting on vertical circular cylinder is analyzed in this paper.It is shown that the results calculated by the simplifi...Based on model test,the statistical distribution of extreme values of wave- current in-line forces acting on vertical circular cylinder is analyzed in this paper.It is shown that the results calculated by the simplified method,proposed by authors,agree well with the test data;Weibull distribution is also adoptable in the region of high KC number, and the shape parameter a and scale parameter β are related well with KC number respectively.展开更多
This review paper discusses advances of statistical inference in modeling extreme observations from multiple sources and heterogeneous populations.The paper starts briefly reviewing classical univariate/multivariate e...This review paper discusses advances of statistical inference in modeling extreme observations from multiple sources and heterogeneous populations.The paper starts briefly reviewing classical univariate/multivariate extreme value theory,tail equivalence,and tail(in)dependence.New extreme value theory for heterogeneous populations is then introduced.Time series models for maxima and extreme observations are the focus of the review.These models naturally form a new system with similar structures.They can be used as alternatives to the widely used ARMA models and GARCH models.Applications of these time series models can be in many fields.The paper discusses two important applications:systematic risks and extreme co-movements/large scale contagions.展开更多
We have applied the grey system theory to study triple jumps. In this Paper we introducethe grey system theory, apply it to establish a monotonic sequence nonlinear Verhulst differentialdynamic model. Using that model...We have applied the grey system theory to study triple jumps. In this Paper we introducethe grey system theory, apply it to establish a monotonic sequence nonlinear Verhulst differentialdynamic model. Using that model and the triple jump records in recent 45 years we calculate thefuture extreme values of world triple jump, predict the optimal apportionment among the three phases,and study the tendency of development of triple jumP techniques and strategy. Every event has itsown development, maturity and peak periods. Our study helps coaches and athletes to develop theirstrategy on a scientific base. Based on the grey system theory we predict that the record of worldtriple jump will finally approach 20.65m. The distance of hop, step, and jump will approach 7.56m,6.06m, and 7.03m respectively. The apportionment will approach 36.6% for hop. 29.4% for step, and34.00% for jump. According to our calculation the tendency of development is to follow the model ofthe Russian style basically, and at the same time to absorb the advantage of the Polish style to place agreater emphasis on the distance of the distance of the third phase.展开更多
Due to global warming and diminishing ice cover in Arctic regions,the northern sea route(NSR)has attracted increasing attention in recent years.Extreme cold temperatures and high wind speeds in Arctic regions present ...Due to global warming and diminishing ice cover in Arctic regions,the northern sea route(NSR)has attracted increasing attention in recent years.Extreme cold temperatures and high wind speeds in Arctic regions present substantial risks to vessels operating along the NSR.Consequently,analyzing extreme temperature and wind speed values along the NSR is essential for ensuring maritime operational safety in the region.This study analyzes wind and temperature data spanning 40 years,from 1981 to 2020,at four representative sites along the NSR for extreme value analysis.The average conditional exceedance rate(ACER)method and the Gumbel method are employed to estimate extreme wind speed and air temperature at these sites.Comparative analysis reveals that the ACER method provides higher accuracy and lower uncertainty in estimations.The predicted extreme wind speed for a 100-year return period is 30.36 m/s,with a minimum temperature of-56.66°C,varying across the four sites.Furthermore,the study presents extreme values corresponding to each return period,providing temperature extremes as a basis for guiding steel thickness specifications.These findings provide valuable reference for designing polar vessels and offshore structures,contributing to enhanced engineering standards for Arctic conditions.展开更多
Extreme waves may considerably impact crucial coastal and marine engineering structures. The First Scientific Assessment Report on Ocean and Climate Change of China and The Fourth Assessment Report on Climate Change o...Extreme waves may considerably impact crucial coastal and marine engineering structures. The First Scientific Assessment Report on Ocean and Climate Change of China and The Fourth Assessment Report on Climate Change of China were published in 2020 and 2022, respectively.However, no concrete results on the long-term trends in wave changes in China have been obtained. In this study, long-term trends in extreme wave elements over the past 55 years were investigated using wave data from five in situ observation sites(i.e., Lao Hu Tan, Cheng Shan Tou,Ri Zhao, Nan Ji, Wei Zhou) along the coast of China. The five stations showed different trends in wave height. Results show a general downward trend in wave heights at the LHT and CST stations, reaching-0.78 and-1.44 cm/a, respectively, in summer at middle and high latitudes. NJI stations at middle-to-low latitudes are influenced by the winter monsoon and summer tropical cyclones, showing a substantial increase in extreme wave heights(0.7 cm/a in winter and 2.68 cm/a in summer). The cumulative duration of H_(1/10) ≥ 3 m at NJI and RZH has grown since 1990.展开更多
Frequent extreme heat events exacerbated by global warming pose a significant threat to human health.However,the dynamic changes in human thermal comfort during such regional extremes remain understudied.This study in...Frequent extreme heat events exacerbated by global warming pose a significant threat to human health.However,the dynamic changes in human thermal comfort during such regional extremes remain understudied.This study investigates the spatiotemporal characteristics of the Universal Thermal Climate Index(UTCI)during 5-year return period extreme heat events across the Beijing-Tianjin-Hebei(BTH)region of China,utilizing 40 years of meteorological data from 174 stations.A non-stationary Generalized Extreme Value distribution model with a location parameter link function was identified as the optimal model(for 65.3%of stations)through the Akaike Information Criterion,capturing 16 regional extreme heat events.Results indicate that extreme heat thresholds rise with increasing return periods,with the highest thresholds concentrated around Beijing and Shijiazhuang.Air temperature and mean radiant temperature were found to be the dominant factors influencing UTCI,with daytime air temperature contributing 47.03%to 50.64%and nighttime mean radiant temperature contributing up to 48.55%.Spatially,“extreme heat stress”conditions,as defined by UTCI,were predominantly observed in the southeastern plains of Beijing and southern Hebei Province.Diurnally,UTCI peaked between 1200 and 1600 BT(Beijing time),generally returning to“no heat stress”levels across most areas between 0000 and 0600 BT.These findings provide crucial insights into the dynamics of human thermal comfort during extreme heat events in the BTH region,offering valuable scientific support for developing targeted heat mitigation and adaptation strategies.展开更多
Let G be a simple connected graph with vertex set V(G)and edge set E(G).Then the Sombor index of graph G is defined as SO(G)=Σ_(uv∈E(G))√d^(2)(u)+d^(2)(v),where d(u)denotes the degree of vertex u.In this paper,the ...Let G be a simple connected graph with vertex set V(G)and edge set E(G).Then the Sombor index of graph G is defined as SO(G)=Σ_(uv∈E(G))√d^(2)(u)+d^(2)(v),where d(u)denotes the degree of vertex u.In this paper,the maximum and minimum values of the Sombor index for Halin graphs are obtained,and the corresponding extremal graphs are characterized.展开更多
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
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
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
The extreme temperature differences in fiat steel box girder of a cable-stayed bridge were studied.Firstly,by using the long-term measurement data collected by the structural health monitoring system installed on the ...The extreme temperature differences in fiat steel box girder of a cable-stayed bridge were studied.Firstly,by using the long-term measurement data collected by the structural health monitoring system installed on the Runyang Cable-stayed Bridge,the daily variations as well as seasonal ones of measured temperature differences in the box girder cross-section area were summarized.The probability distribution models of temperature differences were further established and the extreme temperature differences were estimated with a return period of 100 years.Finally,the temperature difference models in cross-section area were proposed for bridge thermal design.The results show that horizontal temperature differences in top plate and vertical temperature differences between top plate and bottom plate are considerable.All the positive and negative temperature differences can be described by the weighted sum of two Weibull distributions.The maximum positive and negative horizontal temperature differences in top plate are 10.30 ℃ and -13.80 ℃,respectively.And the maximum positive and negative vertical temperature differences between top plate and bottom plate are 17.30 ℃ and-3.70 ℃,respectively.For bridge thermal design,there are two vertical temperature difference models between top plate and bottom plate,and six horizontal temperature difference models in top plate.展开更多
In using the PGCEVD （Poisson-Gumbel Compound Extreme Value Distribution） model to calculate return values of typhoon wave height, the quantitative selection of the threshold has blocked its application. By analyzing...In using the PGCEVD （Poisson-Gumbel Compound Extreme Value Distribution） model to calculate return values of typhoon wave height, the quantitative selection of the threshold has blocked its application. By analyzing the principle of the threshold selection of PGCEVD model and in combination of the change point statistical methods, this paper proposes a new method for quantitative calculation of the threshold in PGCEVD model. Eleven samples from five engineering points in several coastal waters of Guangdong and Hainan, China, are calculated and analyzed by using PGCEVD model and the traditional Pearson type III distribution （P-III） model, respectively. By comparing the results of the two models, it is shown that the new method of selecting the optimal threshold is feasible. PGCEVD model has more stable results than that of P-III model and can be used for the return wave height in every direction.展开更多
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
基金The authors are very grateful for support from United Funds between National Natural Science Foundation and Baowu Steel Group Corporation Limited from China(No.U1860101)Chongqing Fundamental Research and Cutting-Edge Technology Funds(No.cstc2017jcyjAX0019).
文摘The research of carbon content along the casting direction of 82B cord steel billets is of great significance for improvingthe quality of cord products from subsequent processing.However,the traditional segregation and billets quality evaluationmethods have certain limitations,such as sampling length and analysis area.which affect the accuracy of quality judgment.Thus.the statistics of extreme values(SEV)was introduced to predict the maximum value of carbon element contentalong the casting direction,which can quantitatively characterize the segregation degree.The size of the selected billet is150 mm×150 mm,and the sampling location is the centerline of the billet.The experiment was conducted by consideringthe effect of cooling intensity and casting speed on the maximum value of carbon element content.Firstly,the calculationresults show that the SEN method can predict the maximum value of carbon element content along the casting directionof 82B cord steel,and the SEV method is proved to be effective by analyzing the carbon distribution and fluctuation in billets.To some extent,the SEV method can break the limitations of the sampling length and analysis area by predicting themaximum value of carbon element on a larger range of continuous casting billets with few samples.During the continuouscasting process the increase in cooling intensity makes the surface shrinking rate increase,which can slow down the flowof solute-enriched liquid to the center,and the center segregation can be reduced.On the other hand,the function area ofthe final electromagnetic stirring can be expanded with the increase in the casting speed,which can reduce the concentration of carbon element in the center of the billets and reduce the maximum value of carbon element content.Ilt can providea new theoretical reference for the quantitative calculation of carbon content in continuous casting billets and the qualityevaluation of continuous casting billcts.
基金funded by National Natural Science Foundation of China(51474076)International S&T Cooperation Program(ISTCP)of China(2015DFG51950)
文摘A statistic method, statistics of extreme values （SEV）, was described in detail, which can esti mate the size of maximum inclusion in steel. The characteristic size of the maximum inclusion in a high clean bearing steel （GCrl5） was evaluated by this method, and the morphology and corn position of large inclusions found were analyzed by scanning electron microscopy （SEM）. When standard inspection area （S0） is 280 mm2, the characteristic size of the biggest inclusion found in 30 standard inspection area is 23.93 μm, and it has a 99.9% probability of the characteristic size of maximum inclusion predicted being no larger than 36.85μm in the experimental steel. SEM result shows that large inclusions found are mainly composed of CaS, calcium-aluminate and MgO. Compositing widely exists in large inclusions in high clean bearing steel. Compared with traditional evaluation method, SEV method mainly focuses on inclusion size, and the esti- mation result is not affected by inclusion types. SEV method is suitable for the inclusion eval uation of high clean bearing steel.
文摘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.
基金Supported by the National Natural Science Foundation of China under Grant No.60072027
文摘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.
文摘In this paper we estimate the incubation period of a possible pathology following exposure to dioxins during a poor diet. The tools developed for this purpose include the probabilistic extremal model and the stochastic behavior of the distribution tails of the contamination. We propose a cumulative distribution function for a random variable that follows both a Gaussian distribution and a GPD. A global optimization method is also explored for the efficient estimation of parameters of GPD.
文摘Heavy rains and floods are long considered critical societal concerns due to adverse effects on society,environment,and economies.The best appropriate identification for rainfall distribution is equally of significant concern to society and planners due to its application in the hydrological and water resources management sectors,and agricultural planning.Two methods for extreme values theory namely the annual maximum(AM)series method and the peaksover-threshold(POT)method are generally employed for extreme values analyses.This study therefore compared the results of both methods for ARC2 daily rainfall data at Bamako-Senou station for the period 1991-2021.Five(05)commonly used distribution functions,namely the Normal,Log-Normal(LN),Gumbel type I,Gamma and Pearson type 3(P3)distributions were used to fit the AM data.The method of moments(MOM)and the method of maximum likelihood estimation(MLE)were employed for parameters estimation in AM analyses.The generalized Pareto(GP)distribution was also used to fit the peaks over threshold(POT)method.The results indicated that the P3 distribution gave better result than other distributions when parameters were estimated with the MLE.The LN distribution was also best fit distribution to AM series when parameters were estimated with the MOM.The P3 distribution gave higher quantile estimates than other distributions.The POT method gave better results for quantiles estimation than the AM series.It is recommended that further study should include various truncation levels and tests for the choice of an optimal threshold in the POT method.
基金Supported by the National Defense Basic Scientific Research Program of China.
文摘Amphibious vehicles are more prone to attitude instability compared to ships,making it crucial to develop effective methods for monitoring instability risks.However,large inclination events,which can lead to instability,occur frequently in both experimental and operational data.This infrequency causes events to be overlooked by existing prediction models,which lack the precision to accurately predict inclination attitudes in amphibious vehicles.To address this gap in predicting attitudes near extreme inclination points,this study introduces a novel loss function,termed generalized extreme value loss.Subsequently,a deep learning model for improved waterborne attitude prediction,termed iInformer,was developed using a Transformer-based approach.During the embedding phase,a text prototype is created based on the vehicle’s operation log data is constructed to help the model better understand the vehicle’s operating environment.Data segmentation techniques are used to highlight local data variation features.Furthermore,to mitigate issues related to poor convergence and slow training speeds caused by the extreme value loss function,a teacher forcing mechanism is integrated into the model,enhancing its convergence capabilities.Experimental results validate the effectiveness of the proposed method,demonstrating its ability to handle data imbalance challenges.Specifically,the model achieves over a 60%improvement in root mean square error under extreme value conditions,with significant improvements observed across additional metrics.
文摘Based on model test,the statistical distribution of extreme values of wave- current in-line forces acting on vertical circular cylinder is analyzed in this paper.It is shown that the results calculated by the simplified method,proposed by authors,agree well with the test data;Weibull distribution is also adoptable in the region of high KC number, and the shape parameter a and scale parameter β are related well with KC number respectively.
基金partially supported by NSF-DMS-1505367 and NSF-DMS-2012298.
文摘This review paper discusses advances of statistical inference in modeling extreme observations from multiple sources and heterogeneous populations.The paper starts briefly reviewing classical univariate/multivariate extreme value theory,tail equivalence,and tail(in)dependence.New extreme value theory for heterogeneous populations is then introduced.Time series models for maxima and extreme observations are the focus of the review.These models naturally form a new system with similar structures.They can be used as alternatives to the widely used ARMA models and GARCH models.Applications of these time series models can be in many fields.The paper discusses two important applications:systematic risks and extreme co-movements/large scale contagions.
文摘We have applied the grey system theory to study triple jumps. In this Paper we introducethe grey system theory, apply it to establish a monotonic sequence nonlinear Verhulst differentialdynamic model. Using that model and the triple jump records in recent 45 years we calculate thefuture extreme values of world triple jump, predict the optimal apportionment among the three phases,and study the tendency of development of triple jumP techniques and strategy. Every event has itsown development, maturity and peak periods. Our study helps coaches and athletes to develop theirstrategy on a scientific base. Based on the grey system theory we predict that the record of worldtriple jump will finally approach 20.65m. The distance of hop, step, and jump will approach 7.56m,6.06m, and 7.03m respectively. The apportionment will approach 36.6% for hop. 29.4% for step, and34.00% for jump. According to our calculation the tendency of development is to follow the model ofthe Russian style basically, and at the same time to absorb the advantage of the Polish style to place agreater emphasis on the distance of the distance of the third phase.
基金supported by the National Natural Science Foundation of China(Grant No.52201379)the Fundamental Research Funds for the Central Universities(Grant No.WUT:3120622898)+2 种基金State Key Laboratory of Structural Analysis,Optimization and CAE Software for Industrial Equipment,Dalian University of Technology(Grant No.GZ 231088)Shanghai Key Laboratory of Naval Architecture Engineering(Grant No.SE202305)funded by European Research Council project under the European Union’s Horizon 2020 research and innovation program(Grant No.TRUST CoG 2019864724).
文摘Due to global warming and diminishing ice cover in Arctic regions,the northern sea route(NSR)has attracted increasing attention in recent years.Extreme cold temperatures and high wind speeds in Arctic regions present substantial risks to vessels operating along the NSR.Consequently,analyzing extreme temperature and wind speed values along the NSR is essential for ensuring maritime operational safety in the region.This study analyzes wind and temperature data spanning 40 years,from 1981 to 2020,at four representative sites along the NSR for extreme value analysis.The average conditional exceedance rate(ACER)method and the Gumbel method are employed to estimate extreme wind speed and air temperature at these sites.Comparative analysis reveals that the ACER method provides higher accuracy and lower uncertainty in estimations.The predicted extreme wind speed for a 100-year return period is 30.36 m/s,with a minimum temperature of-56.66°C,varying across the four sites.Furthermore,the study presents extreme values corresponding to each return period,providing temperature extremes as a basis for guiding steel thickness specifications.These findings provide valuable reference for designing polar vessels and offshore structures,contributing to enhanced engineering standards for Arctic conditions.
基金Supported by the National Natural Science Foundation of China (No. 52271271)National Key Research and Development Program of China (No. 2022YFE0104500)Major Science and Technology Projects of the Ministry of Water Resources (No. SKS-2022025)。
文摘Extreme waves may considerably impact crucial coastal and marine engineering structures. The First Scientific Assessment Report on Ocean and Climate Change of China and The Fourth Assessment Report on Climate Change of China were published in 2020 and 2022, respectively.However, no concrete results on the long-term trends in wave changes in China have been obtained. In this study, long-term trends in extreme wave elements over the past 55 years were investigated using wave data from five in situ observation sites(i.e., Lao Hu Tan, Cheng Shan Tou,Ri Zhao, Nan Ji, Wei Zhou) along the coast of China. The five stations showed different trends in wave height. Results show a general downward trend in wave heights at the LHT and CST stations, reaching-0.78 and-1.44 cm/a, respectively, in summer at middle and high latitudes. NJI stations at middle-to-low latitudes are influenced by the winter monsoon and summer tropical cyclones, showing a substantial increase in extreme wave heights(0.7 cm/a in winter and 2.68 cm/a in summer). The cumulative duration of H_(1/10) ≥ 3 m at NJI and RZH has grown since 1990.
基金supported by the Hebei Provincial Key Research and Development Program[grant numbers 23375401D and22375404D]the China Meteorological Administration[grant number FPZJ2024-011]the Hebei Meteorological Bureau[grant number21ky32]。
文摘Frequent extreme heat events exacerbated by global warming pose a significant threat to human health.However,the dynamic changes in human thermal comfort during such regional extremes remain understudied.This study investigates the spatiotemporal characteristics of the Universal Thermal Climate Index(UTCI)during 5-year return period extreme heat events across the Beijing-Tianjin-Hebei(BTH)region of China,utilizing 40 years of meteorological data from 174 stations.A non-stationary Generalized Extreme Value distribution model with a location parameter link function was identified as the optimal model(for 65.3%of stations)through the Akaike Information Criterion,capturing 16 regional extreme heat events.Results indicate that extreme heat thresholds rise with increasing return periods,with the highest thresholds concentrated around Beijing and Shijiazhuang.Air temperature and mean radiant temperature were found to be the dominant factors influencing UTCI,with daytime air temperature contributing 47.03%to 50.64%and nighttime mean radiant temperature contributing up to 48.55%.Spatially,“extreme heat stress”conditions,as defined by UTCI,were predominantly observed in the southeastern plains of Beijing and southern Hebei Province.Diurnally,UTCI peaked between 1200 and 1600 BT(Beijing time),generally returning to“no heat stress”levels across most areas between 0000 and 0600 BT.These findings provide crucial insights into the dynamics of human thermal comfort during extreme heat events in the BTH region,offering valuable scientific support for developing targeted heat mitigation and adaptation strategies.
基金supported by the National Natural Science Foundation of China(No.12201634)the Hunan Provincial Natural Science Foundation of China(Nos.2020JJ4423,2023JJ30070)。
文摘Let G be a simple connected graph with vertex set V(G)and edge set E(G).Then the Sombor index of graph G is defined as SO(G)=Σ_(uv∈E(G))√d^(2)(u)+d^(2)(v),where d(u)denotes the degree of vertex u.In this paper,the maximum and minimum values of the Sombor index for Halin graphs are obtained,and the corresponding extremal graphs are characterized.
基金This study is supported by the National Natural Science Foundation of China under No.10472077.
文摘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.
基金supported jointly Science Foundation of China （Grant No. 40675043） Program of the Jiangsu Key Laboratory of Meteorological Disaster （Grant No. KLME050209）.
文摘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.
基金National Natural Science Foundation of China for Innovative Research Groups Under Grant No. 50321803 National Natural Science Foundation of China for Young Scholars Under Grant No. 10402030
文摘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.
基金Project(51178100)supported by the National Natural Science Foundation of ChinaProject(1105007001)supported by the Foundation of the Priority Academic Development Program of Higher Education Institute of Jiangsu Province,ChinaProject(3205001205)supported by the Teaching and Research Foundation for Excellent Young Teachers of Southeast University,China
文摘The extreme temperature differences in fiat steel box girder of a cable-stayed bridge were studied.Firstly,by using the long-term measurement data collected by the structural health monitoring system installed on the Runyang Cable-stayed Bridge,the daily variations as well as seasonal ones of measured temperature differences in the box girder cross-section area were summarized.The probability distribution models of temperature differences were further established and the extreme temperature differences were estimated with a return period of 100 years.Finally,the temperature difference models in cross-section area were proposed for bridge thermal design.The results show that horizontal temperature differences in top plate and vertical temperature differences between top plate and bottom plate are considerable.All the positive and negative temperature differences can be described by the weighted sum of two Weibull distributions.The maximum positive and negative horizontal temperature differences in top plate are 10.30 ℃ and -13.80 ℃,respectively.And the maximum positive and negative vertical temperature differences between top plate and bottom plate are 17.30 ℃ and-3.70 ℃,respectively.For bridge thermal design,there are two vertical temperature difference models between top plate and bottom plate,and six horizontal temperature difference models in top plate.
基金supported by the National Natural Science Foundation of China(Grant No.10902039)the Major Project Research of the Ministry of Railways of the People's Republic of China(Grant No.2010-201)
文摘In using the PGCEVD （Poisson-Gumbel Compound Extreme Value Distribution） model to calculate return values of typhoon wave height, the quantitative selection of the threshold has blocked its application. By analyzing the principle of the threshold selection of PGCEVD model and in combination of the change point statistical methods, this paper proposes a new method for quantitative calculation of the threshold in PGCEVD model. Eleven samples from five engineering points in several coastal waters of Guangdong and Hainan, China, are calculated and analyzed by using PGCEVD model and the traditional Pearson type III distribution （P-III） model, respectively. By comparing the results of the two models, it is shown that the new method of selecting the optimal threshold is feasible. PGCEVD model has more stable results than that of P-III model and can be used for the return wave height in every direction.
基金National Natural Science Foundation of China (No.70573077)
文摘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.
