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extreme value (GEV)</title> <meta name="description" content="Search results for: generalized extreme value (GEV)"> <meta name="keywords" content="generalized extreme value (GEV)"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> 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action="https://publications.waset.org/abstracts/search"> <div id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="generalized extreme value (GEV)"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 1623</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: generalized extreme value (GEV)</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1623</span> An Extension of the Generalized Extreme Value Distribution</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Serge%20Provost">Serge Provost</a>, <a href="https://publications.waset.org/abstracts/search?q=Abdous%20Saboor"> Abdous Saboor</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=extreme%20value%20theory" title="extreme value theory">extreme value theory</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20extreme%20value%20distribution" title=" generalized extreme value distribution"> generalized extreme value distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=goodness-of-fit%20statistics" title=" goodness-of-fit statistics"> goodness-of-fit statistics</a>, <a href="https://publications.waset.org/abstracts/search?q=Gumbel%20distribution" title=" Gumbel distribution"> Gumbel distribution</a> </p> <a href="https://publications.waset.org/abstracts/72656/an-extension-of-the-generalized-extreme-value-distribution" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/72656.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">349</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1622</span> Modeling of Maximum Rainfall Using Poisson-Generalized Pareto Distribution in Kigali, Rwanda</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Emmanuel%20Iyamuremye">Emmanuel Iyamuremye</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Extreme rainfall events have caused significant damage to agriculture, ecology, and infrastructure, disruption of human activities, injury, and loss of life. They also have significant social, economic, and environmental consequences because they considerably damage urban as well as rural areas. Early detection of extreme maximum rainfall helps to implement strategies and measures, before they occur, hence mitigating the consequences. Extreme value theory has been used widely in modeling extreme rainfall and in various disciplines, such as financial markets, the insurance industry, failure cases. Climatic extremes have been analyzed by using either generalized extreme value (GEV) or generalized Pareto (GP) distributions, which provides evidence of the importance of modeling extreme rainfall from different regions of the world. In this paper, we focused on Peak Over Thresholds approach, where the Poisson-generalized Pareto distribution is considered as the proper distribution for the study of the exceedances. This research also considers the use of the generalized Pareto (GP) distribution with a Poisson model for arrivals to describe peaks over a threshold. The research used statistical techniques to fit models that used to predict extreme rainfall in Kigali. The results indicate that the proposed Poisson-GP distribution provides a better fit to maximum monthly rainfall data. Further, the Poisson-GP models are able to estimate various return levels. The research also found a slow increase in return levels for maximum monthly rainfall for higher return periods, and further, the intervals are increasingly wider as the return period is increasing. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=exceedances" title="exceedances">exceedances</a>, <a href="https://publications.waset.org/abstracts/search?q=extreme%20value%20theory" title=" extreme value theory"> extreme value theory</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20Pareto%20distribution" title=" generalized Pareto distribution"> generalized Pareto distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=Poisson%20generalized%20Pareto%20distribution" title=" Poisson generalized Pareto distribution"> Poisson generalized Pareto distribution</a> </p> <a href="https://publications.waset.org/abstracts/127379/modeling-of-maximum-rainfall-using-poisson-generalized-pareto-distribution-in-kigali-rwanda" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/127379.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">135</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1621</span> Generalized Extreme Value Regression with Binary Dependent Variable: An Application for Predicting Meteorological Drought Probabilities</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Retius%20Chifurira">Retius Chifurira</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Logistic regression model is the most used regression model to predict meteorological drought probabilities. When the dependent variable is extreme, the logistic model fails to adequately capture drought probabilities. In order to adequately predict drought probabilities, we use the generalized linear model (GLM) with the quantile function of the generalized extreme value distribution (GEVD) as the link function. The method maximum likelihood estimation is used to estimate the parameters of the generalized extreme value (GEV) regression model. We compare the performance of the logistic and the GEV regression models in predicting drought probabilities for Zimbabwe. The performance of the regression models are assessed using the goodness-of-fit tests, namely; relative root mean square error (RRMSE) and relative mean absolute error (RMAE). Results show that the GEV regression model performs better than the logistic model, thereby providing a good alternative candidate for predicting drought probabilities. This paper provides the first application of GLM derived from extreme value theory to predict drought probabilities for a drought-prone country such as Zimbabwe. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20extreme%20value%20distribution" title="generalized extreme value distribution">generalized extreme value distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=general%20linear%20model" title=" general linear model"> general linear model</a>, <a href="https://publications.waset.org/abstracts/search?q=mean%20annual%20rainfall" title=" mean annual rainfall"> mean annual rainfall</a>, <a href="https://publications.waset.org/abstracts/search?q=meteorological%20drought%20probabilities" title=" meteorological drought probabilities"> meteorological drought probabilities</a> </p> <a href="https://publications.waset.org/abstracts/99321/generalized-extreme-value-regression-with-binary-dependent-variable-an-application-for-predicting-meteorological-drought-probabilities" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/99321.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">200</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1620</span> Extreme Temperature Forecast in Mbonge, Cameroon Through Return Level Analysis of the Generalized Extreme Value (GEV) Distribution</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Nkongho%20Ayuketang%20Arreyndip">Nkongho Ayuketang Arreyndip</a>, <a href="https://publications.waset.org/abstracts/search?q=Ebobenow%20Joseph"> Ebobenow Joseph</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, temperature extremes are forecast by employing the block maxima method of the generalized extreme value (GEV) distribution to analyse temperature data from the Cameroon Development Corporation (CDC). By considering two sets of data (raw data and simulated data) and two (stationary and non-stationary) models of the GEV distribution, return levels analysis is carried out and it was found that in the stationary model, the return values are constant over time with the raw data, while in the simulated data the return values show an increasing trend with an upper bound. In the non-stationary model, the return levels of both the raw data and simulated data show an increasing trend with an upper bound. This clearly shows that although temperatures in the tropics show a sign of increase in the future, there is a maximum temperature at which there is no exceedance. The results of this paper are very vital in agricultural and environmental research. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=forecasting" title="forecasting">forecasting</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20extreme%20value%20%28GEV%29" title=" generalized extreme value (GEV)"> generalized extreme value (GEV)</a>, <a href="https://publications.waset.org/abstracts/search?q=meteorology" title=" meteorology"> meteorology</a>, <a href="https://publications.waset.org/abstracts/search?q=return%20level" title=" return level"> return level</a> </p> <a href="https://publications.waset.org/abstracts/34244/extreme-temperature-forecast-in-mbonge-cameroon-through-return-level-analysis-of-the-generalized-extreme-value-gev-distribution" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/34244.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">478</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1619</span> Extreme Value Modelling of Ghana Stock Exchange Indices</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Kwabena%20Asare">Kwabena Asare</a>, <a href="https://publications.waset.org/abstracts/search?q=Ezekiel%20N.%20N.%20Nortey"> Ezekiel N. N. Nortey</a>, <a href="https://publications.waset.org/abstracts/search?q=Felix%20O.%20Mettle"> Felix O. Mettle</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=extreme%20value%20theory" title="extreme value theory">extreme value theory</a>, <a href="https://publications.waset.org/abstracts/search?q=expected%20shortfall" title=" expected shortfall"> expected shortfall</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20pareto%20distribution" title=" generalized pareto distribution"> generalized pareto distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=peak%20over%20threshold" title=" peak over threshold"> peak over threshold</a>, <a href="https://publications.waset.org/abstracts/search?q=value%20at%20risk" title=" value at risk"> value at risk</a> </p> <a href="https://publications.waset.org/abstracts/35743/extreme-value-modelling-of-ghana-stock-exchange-indices" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/35743.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">557</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1618</span> A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Longqing%20Li">Longqing Li</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Value-at-Risk" title="Value-at-Risk">Value-at-Risk</a>, <a href="https://publications.waset.org/abstracts/search?q=Extreme%20Value%20Theory" title=" Extreme Value Theory"> Extreme Value Theory</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20EVT" title=" conditional EVT"> conditional EVT</a>, <a href="https://publications.waset.org/abstracts/search?q=backtesting" title=" backtesting"> backtesting</a> </p> <a href="https://publications.waset.org/abstracts/49589/a-comparative-study-of-generalized-autoregressive-conditional-heteroskedasticity-garch-and-extreme-value-theory-evt-model-in-modeling-value-at-risk-var" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/49589.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">321</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1617</span> On the Fractional Integration of Generalized Mittag-Leffler Type Functions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Christian%20Lavault">Christian Lavault</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized M-series and K-function, both introduced by Sharma. The two pairs of theorems established herein generalize recent results about left- and right-sided generalized fractional integration operators applied here to the M-series and the K-function. The note also results in important applications in physics and mathematical engineering. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fox%E2%80%93Wright%20Psi%20function" title="Fox–Wright Psi function">Fox–Wright Psi function</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20hypergeometric%20function" title=" generalized hypergeometric function"> generalized hypergeometric function</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20Riemann%E2%80%93%20Liouville%20and%20Erd%C3%A9lyi%E2%80%93Kober%20fractional%20integral%20operators" title=" generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators"> generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators</a>, <a href="https://publications.waset.org/abstracts/search?q=Saigo%27s%20generalized%20fractional%20calculus" title=" Saigo's generalized fractional calculus"> Saigo's generalized fractional calculus</a>, <a href="https://publications.waset.org/abstracts/search?q=Sharma%27s%20M-series%20and%20K-function" title=" Sharma's M-series and K-function"> Sharma's M-series and K-function</a> </p> <a href="https://publications.waset.org/abstracts/60662/on-the-fractional-integration-of-generalized-mittag-leffler-type-functions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/60662.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">440</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1616</span> Effect of Outliers in Assessing Significant Wave Heights Through a Time-Dependent GEV Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=F.%20Calder%C3%B3n-Vega">F. Calderón-Vega</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20D.%20Garc%C3%ADa-Soto"> A. D. García-Soto</a>, <a href="https://publications.waset.org/abstracts/search?q=C.%20M%C3%B6sso"> C. Mösso</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Recorded significant wave heights sometimes exhibit large uncommon values (outliers) that can be associated with extreme phenomena such as hurricanes and cold fronts. In this study, some extremely large wave heights recorded in NOAA buoys (National Data Buoy Center, noaa.gov) are used to investigate their effect in the prediction of future wave heights associated with given return periods. Extreme waves are predicted through a time-dependent model based on the so-called generalized extreme value distribution. It is found that the outliers do affect the estimated wave heights. It is concluded that a detailed inspection of outliers is envisaged to determine whether they are real recorded values since this will impact defining design wave heights for coastal protection purposes. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=GEV%20model" title="GEV model">GEV model</a>, <a href="https://publications.waset.org/abstracts/search?q=non-stationary" title=" non-stationary"> non-stationary</a>, <a href="https://publications.waset.org/abstracts/search?q=seasonality" title=" seasonality"> seasonality</a>, <a href="https://publications.waset.org/abstracts/search?q=outliers" title=" outliers"> outliers</a> </p> <a href="https://publications.waset.org/abstracts/147991/effect-of-outliers-in-assessing-significant-wave-heights-through-a-time-dependent-gev-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/147991.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">195</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1615</span> Nonstationary Modeling of Extreme Precipitation in the Wei River Basin, China</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Yiyuan%20Tao">Yiyuan Tao</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Under the impact of global warming together with the intensification of human activities, the hydrological regimes may be altered, and the traditional stationary assumption was no longer satisfied. However, most of the current design standards of water infrastructures were still based on the hypothesis of stationarity, which may inevitably result in severe biases. Many critical impacts of climate on ecosystems, society, and the economy are controlled by extreme events rather than mean values. Therefore, it is of great significance to identify the non-stationarity of precipitation extremes and model the precipitation extremes in a nonstationary framework. The Wei River Basin (WRB), located in a continental monsoon climate zone in China, is selected as a case study in this study. Six extreme precipitation indices were employed to investigate the changing patterns and stationarity of precipitation extremes in the WRB. To identify if precipitation extremes are stationary, the Mann-Kendall trend test and the Pettitt test, which is used to examine the occurrence of abrupt changes are adopted in this study. Extreme precipitation indices series are fitted with non-stationary distributions that selected from six widely used distribution functions: Gumbel, lognormal, Weibull, gamma, generalized gamma and exponential distributions by means of the time-varying moments model generalized additive models for location, scale and shape (GAMLSS), where the distribution parameters are defined as a function of time. The results indicate that: (1) the trends were not significant for the whole WRB, but significant positive/negative trends were still observed in some stations, abrupt changes for consecutive wet days (CWD) mainly occurred in 1985, and the assumption of stationarity is invalid for some stations; (2) for these nonstationary extreme precipitation indices series with significant positive/negative trends, the GAMLSS models are able to capture well the temporal variations of the indices, and perform better than the stationary model. Finally, the differences between the quantiles of nonstationary and stationary models are analyzed, which highlight the importance of nonstationary modeling of precipitation extremes in the WRB. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=extreme%20precipitation" title="extreme precipitation">extreme precipitation</a>, <a href="https://publications.waset.org/abstracts/search?q=GAMLSSS" title=" GAMLSSS"> GAMLSSS</a>, <a href="https://publications.waset.org/abstracts/search?q=non-stationary" title=" non-stationary"> non-stationary</a>, <a href="https://publications.waset.org/abstracts/search?q=Wei%20River%20Basin" title=" Wei River Basin"> Wei River Basin</a> </p> <a href="https://publications.waset.org/abstracts/112313/nonstationary-modeling-of-extreme-precipitation-in-the-wei-river-basin-china" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/112313.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">124</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1614</span> New Hybrid Method to Model Extreme Rainfalls</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Youness%20Laaroussi">Youness Laaroussi</a>, <a href="https://publications.waset.org/abstracts/search?q=Zine%20Elabidine%20Guennoun"> Zine Elabidine Guennoun</a>, <a href="https://publications.waset.org/abstracts/search?q=Amine%20Amar"> Amine Amar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Modeling and forecasting dynamics of rainfall occurrences constitute one of the major topics, which have been largely treated by statisticians, hydrologists, climatologists and many other groups of scientists. In the same issue, we propose in the present paper a new hybrid method, which combines Extreme Values and fractal theories. We illustrate the use of our methodology for transformed Emberger Index series, constructed basing on data recorded in Oujda (Morocco). The index is treated at first by Peaks Over Threshold (POT) approach, to identify excess observations over an optimal threshold u. In the second step, we consider the resulting excess as a fractal object included in one dimensional space of time. We identify fractal dimension by the box counting. We discuss the prospect descriptions of rainfall data sets under Generalized Pareto Distribution, assured by Extreme Values Theory (EVT). We show that, despite of the appropriateness of return periods given by POT approach, the introduction of fractal dimension provides accurate interpretation results, which can ameliorate apprehension of rainfall occurrences. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=extreme%20values%20theory" title="extreme values theory">extreme values theory</a>, <a href="https://publications.waset.org/abstracts/search?q=fractals%20dimensions" title=" fractals dimensions"> fractals dimensions</a>, <a href="https://publications.waset.org/abstracts/search?q=peaks%20Over%20threshold" title=" peaks Over threshold"> peaks Over threshold</a>, <a href="https://publications.waset.org/abstracts/search?q=rainfall%20occurrences" title=" rainfall occurrences"> rainfall occurrences</a> </p> <a href="https://publications.waset.org/abstracts/24836/new-hybrid-method-to-model-extreme-rainfalls" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/24836.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">361</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1613</span> Modelling Operational Risk Using Extreme Value Theory and Skew t-Copulas via Bayesian Inference </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Betty%20Johanna%20Garzon%20Rozo">Betty Johanna Garzon Rozo</a>, <a href="https://publications.waset.org/abstracts/search?q=Jonathan%20Crook"> Jonathan Crook</a>, <a href="https://publications.waset.org/abstracts/search?q=Fernando%20Moreira"> Fernando Moreira</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=operational%20risk" title="operational risk">operational risk</a>, <a href="https://publications.waset.org/abstracts/search?q=loss%20distribution%20approach" title=" loss distribution approach"> loss distribution approach</a>, <a href="https://publications.waset.org/abstracts/search?q=extreme%20value%20theory" title=" extreme value theory"> extreme value theory</a>, <a href="https://publications.waset.org/abstracts/search?q=copulas" title=" copulas"> copulas</a> </p> <a href="https://publications.waset.org/abstracts/19385/modelling-operational-risk-using-extreme-value-theory-and-skew-t-copulas-via-bayesian-inference" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/19385.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">603</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1612</span> The Impact of Socialization Preferences on Perceptions of Generalized Social Trust in China</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Menghzheng%20Yao">Menghzheng Yao</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Generalized social trust among Chinese has been declining in the past few decades, making the search for its causes necessary. Drawing on the symbolic interaction theory and the 2012 Chinese General Social Survey data, this research investigated the impact of people’s socialization preferences and frequencies on their perceptions of generalized social trust in China. This research also took a preliminary step towards understanding the spatial differences of the generalized social trust using the ArcGIS software. The results show that respondents who interacted with their neighbors more frequently were more likely to have higher levels of perceptions of generalized social trust. Several demographics were also significantly related to perception of generalized social trust. Elderly and better educated Chinese and people with higher self-perceived social status were associated with greater levels of generalized social trust perception, while urban dwellers and religious respondents expressed lower levels of such perception. Implications for future research and policy are discussed. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=China" title="China">China</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20social%20trust" title=" generalized social trust"> generalized social trust</a>, <a href="https://publications.waset.org/abstracts/search?q=symbolic%20interaction" title=" symbolic interaction"> symbolic interaction</a>, <a href="https://publications.waset.org/abstracts/search?q=ArcGIS" title=" ArcGIS"> ArcGIS</a> </p> <a href="https://publications.waset.org/abstracts/70818/the-impact-of-socialization-preferences-on-perceptions-of-generalized-social-trust-in-china" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/70818.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">376</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1611</span> Nano Generalized Topology</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20Y.%20Bakeir">M. Y. Bakeir</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Rough set theory is a recent approach for reasoning about data. It has achieved a large amount of applications in various real-life fields. The main idea of rough sets corresponds to the lower and upper set approximations. These two approximations are exactly the interior and the closure of the set with respect to a certain topology on a collection U of imprecise data acquired from any real-life field. The base of the topology is formed by equivalence classes of an equivalence relation E defined on U using the available information about data. The theory of generalized topology was studied by Cs´asz´ar. It is well known that generalized topology in the sense of Cs´asz´ar is a generalization of the topology on a set. On the other hand, many important collections of sets related with the topology on a set form a generalized topology. The notion of Nano topology was introduced by Lellis Thivagar, which was defined in terms of approximations and boundary region of a subset of an universe using an equivalence relation on it. The purpose of this paper is to introduce a new generalized topology in terms of rough set called nano generalized topology <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=rough%20sets" title="rough sets">rough sets</a>, <a href="https://publications.waset.org/abstracts/search?q=topological%20space" title=" topological space"> topological space</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20topology" title=" generalized topology"> generalized topology</a>, <a href="https://publications.waset.org/abstracts/search?q=nano%20topology" title=" nano topology "> nano topology </a> </p> <a href="https://publications.waset.org/abstracts/28088/nano-generalized-topology" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/28088.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">431</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1610</span> Derivatives Formulas Involving I-Functions of Two Variables and Generalized M-Series</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Gebreegziabher%20Hailu%20Gebrecherkos">Gebreegziabher Hailu Gebrecherkos</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This study explores the derivatives of functions defined by I-functions of two variables and their connections to generalized M-series. We begin by defining I-functions, which are generalized functions that encompass various special functions, and analyze their properties. By employing advanced calculus techniques, we derive new formulas for the first and higher-order derivatives of I-functions with respect to their variables; we establish some derivative formulae of the I-function of two variables involving generalized M-series. The special cases of our derivatives yield interesting results. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=I-function" title="I-function">I-function</a>, <a href="https://publications.waset.org/abstracts/search?q=Mellin-Barners%20control%20integral" title=" Mellin-Barners control integral"> Mellin-Barners control integral</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20M-series" title=" generalized M-series"> generalized M-series</a>, <a href="https://publications.waset.org/abstracts/search?q=higher%20order%20derivative" title=" higher order derivative"> higher order derivative</a> </p> <a href="https://publications.waset.org/abstracts/192292/derivatives-formulas-involving-i-functions-of-two-variables-and-generalized-m-series" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/192292.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">16</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1609</span> Generalized Central Paths for Convex Programming</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Li-Zhi%20Liao">Li-Zhi Liao</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The central path has played the key role in the interior point method. However, the convergence of the central path may not be true even in some convex programming problems with linear constraints. In this paper, the generalized central paths are introduced for convex programming. One advantage of the generalized central paths is that the paths will always converge to some optimal solutions of the convex programming problem for any initial interior point. Some additional theoretical properties for the generalized central paths will be also reported. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=central%20path" title="central path">central path</a>, <a href="https://publications.waset.org/abstracts/search?q=convex%20programming" title=" convex programming"> convex programming</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20central%20path" title=" generalized central path"> generalized central path</a>, <a href="https://publications.waset.org/abstracts/search?q=interior%20point%20method" title=" interior point method"> interior point method</a> </p> <a href="https://publications.waset.org/abstracts/58039/generalized-central-paths-for-convex-programming" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/58039.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">327</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1608</span> Upper Bound of the Generalized P-Value for the Difference between Two Future Population Means</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Rada%20Somkhuean">Rada Somkhuean</a>, <a href="https://publications.waset.org/abstracts/search?q=Sa-aat%20Niwitpong"> Sa-aat Niwitpong</a>, <a href="https://publications.waset.org/abstracts/search?q=Suparat%20Niwitpong"> Suparat Niwitpong</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper presents the generalized p-values for testing the difference between two future population means when the variances are unknown, in both cases for when the variances are equal and unequal. We also derive a closed form expression of the upper bound of the proposed generalized p-value. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20p-value" title="generalized p-value">generalized p-value</a>, <a href="https://publications.waset.org/abstracts/search?q=two%20future%20population%20means" title=" two future population means"> two future population means</a>, <a href="https://publications.waset.org/abstracts/search?q=upper%20bound" title=" upper bound"> upper bound</a>, <a href="https://publications.waset.org/abstracts/search?q=variances" title=" variances"> variances</a> </p> <a href="https://publications.waset.org/abstracts/12128/upper-bound-of-the-generalized-p-value-for-the-difference-between-two-future-population-means" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/12128.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">384</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1607</span> Influence of Precipitation and Land Use on Extreme Flow in Prek Thnot River Basin of Mekong River in Cambodia</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Chhordaneath%20Hen">Chhordaneath Hen</a>, <a href="https://publications.waset.org/abstracts/search?q=Ty%20Sok"> Ty Sok</a>, <a href="https://publications.waset.org/abstracts/search?q=Ilan%20Ich"> Ilan Ich</a>, <a href="https://publications.waset.org/abstracts/search?q=Ratboren%20Chan"> Ratboren Chan</a>, <a href="https://publications.waset.org/abstracts/search?q=Chantha%20Oeurng"> Chantha Oeurng</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The damages caused by hydrological extremes such as flooding have been severe globally, and several research studies indicated extreme precipitations play a crucial role. Cambodia is one of the most vulnerable countries exposed to floods and drought as consequences of climate impact. Prek Thnot River Basin in the southwest part of Cambodia, which is in the plate and plateau region and a part of the Mekong Delta, was selected to investigate the changes in extreme precipitation and hydrological extreme. Furthermore, to develop a statistical relationship between these phenomena in this basin from 1995 to 2020 using Multiple Linear Regression. The precipitation and hydrological extreme were assessed via the attributes and trends of rainfall patterns during the study periods. The extreme flow was defined as a dependent variable, while the independent variables are various extreme precipitation indices. The study showed that all extreme precipitations indices (R10, R20, R35, CWD, R95p, R99p, and PRCPTOT) had increasing decency. However, the number of rain days per year had a decreasing tendency, which can conclude that extreme rainfall was more intense in a shorter period of the year. The study showed a similar relationship between extreme precipitation and hydrological extreme and land use change association with hydrological extreme. The direct combination of land use and precipitation equals 37% of the flood causes in this river. This study provided information on these two causes of flood events and an understanding of expectations of climate change consequences for flood and water resources management. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=extreme%20precipitation" title="extreme precipitation">extreme precipitation</a>, <a href="https://publications.waset.org/abstracts/search?q=hydrological%20extreme" title=" hydrological extreme"> hydrological extreme</a>, <a href="https://publications.waset.org/abstracts/search?q=land%20use" title=" land use"> land use</a>, <a href="https://publications.waset.org/abstracts/search?q=land%20cover" title=" land cover"> land cover</a>, <a href="https://publications.waset.org/abstracts/search?q=Prek%20Thnot%20river%20basin" title=" Prek Thnot river basin"> Prek Thnot river basin</a> </p> <a href="https://publications.waset.org/abstracts/155816/influence-of-precipitation-and-land-use-on-extreme-flow-in-prek-thnot-river-basin-of-mekong-river-in-cambodia" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/155816.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">111</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1606</span> Estimating The Population Mean by Using Stratified Double Extreme Ranked Set Sample</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mahmoud%20I.%20Syam">Mahmoud I. Syam</a>, <a href="https://publications.waset.org/abstracts/search?q=Kamarulzaman%20Ibrahim"> Kamarulzaman Ibrahim</a>, <a href="https://publications.waset.org/abstracts/search?q=Amer%20I.%20Al-Omari"> Amer I. Al-Omari </a> </p> <p class="card-text"><strong>Abstract:</strong></p> Stratified double extreme ranked set sampling (SDERSS) method is introduced and considered for estimating the population mean. The SDERSS is compared with the simple random sampling (SRS), stratified ranked set sampling (SRSS) and stratified simple set sampling (SSRS). It is shown that the SDERSS estimator is an unbiased of the population mean and more efficient than the estimators using SRS, SRSS and SSRS when the underlying distribution of the variable of interest is symmetric or asymmetric. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=double%20extreme%20ranked%20set%20sampling" title="double extreme ranked set sampling">double extreme ranked set sampling</a>, <a href="https://publications.waset.org/abstracts/search?q=extreme%20ranked%20set%20sampling" title=" extreme ranked set sampling"> extreme ranked set sampling</a>, <a href="https://publications.waset.org/abstracts/search?q=ranked%20set%20sampling" title=" ranked set sampling"> ranked set sampling</a>, <a href="https://publications.waset.org/abstracts/search?q=stratified%20double%20extreme%20ranked%20set%20sampling" title=" stratified double extreme ranked set sampling"> stratified double extreme ranked set sampling</a> </p> <a href="https://publications.waset.org/abstracts/25207/estimating-the-population-mean-by-using-stratified-double-extreme-ranked-set-sample" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/25207.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">456</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1605</span> Statistical Analysis of Extreme Flow (Regions of Chlef)</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Bouthiba%20Amina">Bouthiba Amina</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The estimation of the statistics bound to the precipitation represents a vast domain, which puts numerous challenges to meteorologists and hydrologists. Sometimes, it is necessary, to approach in value the extreme events for sites where there is little, or no datum, as well as their periods of return. The search for a model of the frequency of the heights of daily rains dresses a big importance in operational hydrology: It establishes a basis for predicting the frequency and intensity of floods by estimating the amount of precipitation in past years. The most known and the most common approach is the statistical approach, It consists in looking for a law of probability that fits best the values observed by the random variable " daily maximal rain " after a comparison of various laws of probability and methods of estimation by means of tests of adequacy. Therefore, a frequent analysis of the annual series of daily maximal rains was realized on the data of 54 pluviometric stations of the pond of high and average. This choice was concerned with five laws usually applied to the study and the analysis of frequent maximal daily rains. The chosen period is from 1970 to 2013. It was of use to the forecast of quantiles. The used laws are the law generalized by extremes to three components, those of the extreme values to two components (Gumbel and log-normal) in two parameters, the law Pearson typifies III and Log-Pearson III in three parameters. In Algeria, Gumbel's law has been used for a long time to estimate the quantiles of maximum flows. However, and we will check and choose the most reliable law. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=return%20period" title="return period">return period</a>, <a href="https://publications.waset.org/abstracts/search?q=extreme%20flow" title=" extreme flow"> extreme flow</a>, <a href="https://publications.waset.org/abstracts/search?q=statistics%20laws" title=" statistics laws"> statistics laws</a>, <a href="https://publications.waset.org/abstracts/search?q=Gumbel" title=" Gumbel"> Gumbel</a>, <a href="https://publications.waset.org/abstracts/search?q=estimation" title=" estimation"> estimation</a> </p> <a href="https://publications.waset.org/abstracts/168612/statistical-analysis-of-extreme-flow-regions-of-chlef" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/168612.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">78</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1604</span> Generalized Chaplygin Gas and Varying Bulk Viscosity in Lyra Geometry</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=A.%20K.%20Sethi">A. K. Sethi</a>, <a href="https://publications.waset.org/abstracts/search?q=R.%20N.%20Patra"> R. N. Patra</a>, <a href="https://publications.waset.org/abstracts/search?q=B.%20Nayak"> B. Nayak</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we have considered Friedmann-Robertson-Walker (FRW) metric with generalized Chaplygin gas which has viscosity in the context of Lyra geometry. The viscosity is considered in two different ways (i.e. zero viscosity, non-constant <em>r</em> (rho)-dependent bulk viscosity) using constant deceleration parameter which concluded that, for a special case, the viscous generalized Chaplygin gas reduces to modified Chaplygin gas. The represented model indicates on the presence of Chaplygin gas in the Universe. Observational constraints are applied and discussed on the physical and geometrical nature of the Universe. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bulk%20viscosity" title="bulk viscosity">bulk viscosity</a>, <a href="https://publications.waset.org/abstracts/search?q=lyra%20geometry" title=" lyra geometry"> lyra geometry</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20chaplygin%20gas" title=" generalized chaplygin gas"> generalized chaplygin gas</a>, <a href="https://publications.waset.org/abstracts/search?q=cosmology" title=" cosmology"> cosmology</a> </p> <a href="https://publications.waset.org/abstracts/105557/generalized-chaplygin-gas-and-varying-bulk-viscosity-in-lyra-geometry" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/105557.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">176</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1603</span> Weyl Type Theorem and the Fuglede Property</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20H.%20M.%20Rashid">M. H. M. Rashid</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Given H a Hilbert space and B(H) the algebra of bounded linear operator in H, let δAB denote the generalized derivation defined by A and B. The main objective of this article is to study Weyl type theorems for generalized derivation for (A,B) satisfying a couple of Fuglede. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fuglede%20Property" title="Fuglede Property">Fuglede Property</a>, <a href="https://publications.waset.org/abstracts/search?q=Weyl%E2%80%99s%20theorem" title=" Weyl’s theorem"> Weyl’s theorem</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20derivation" title=" generalized derivation"> generalized derivation</a>, <a href="https://publications.waset.org/abstracts/search?q=Aluthge%20transform" title=" Aluthge transform"> Aluthge transform</a> </p> <a href="https://publications.waset.org/abstracts/113531/weyl-type-theorem-and-the-fuglede-property" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/113531.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">128</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1602</span> Local Homology Modules</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fatemeh%20Mohammadi%20Aghjeh%20Mashhad">Fatemeh Mohammadi Aghjeh Mashhad</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we give several ways for computing generalized local homology modules by using Gorenstein flat resolutions. Also, we find some bounds for vanishing of generalized local homology modules. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=a-adic%20completion%20functor" title="a-adic completion functor">a-adic completion functor</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20local%20homology%20modules" title=" generalized local homology modules"> generalized local homology modules</a>, <a href="https://publications.waset.org/abstracts/search?q=Gorenstein%20flat%20modules" title=" Gorenstein flat modules"> Gorenstein flat modules</a> </p> <a href="https://publications.waset.org/abstracts/23188/local-homology-modules" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/23188.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">419</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1601</span> Orthogonal Basis Extreme Learning Algorithm and Function Approximation</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ying%20Li">Ying Li</a>, <a href="https://publications.waset.org/abstracts/search?q=Yan%20Li"> Yan Li</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A new algorithm for single hidden layer feedforward neural networks (SLFN), Orthogonal Basis Extreme Learning (OBEL) algorithm, is proposed and the algorithm derivation is given in the paper. The algorithm can decide both the NNs parameters and the neuron number of hidden layer(s) during training while providing extreme fast learning speed. It will provide a practical way to develop NNs. The simulation results of function approximation showed that the algorithm is effective and feasible with good accuracy and adaptability. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=neural%20network" title="neural network">neural network</a>, <a href="https://publications.waset.org/abstracts/search?q=orthogonal%20basis%20extreme%20learning" title=" orthogonal basis extreme learning"> orthogonal basis extreme learning</a>, <a href="https://publications.waset.org/abstracts/search?q=function%20approximation" title=" function approximation"> function approximation</a> </p> <a href="https://publications.waset.org/abstracts/15129/orthogonal-basis-extreme-learning-algorithm-and-function-approximation" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/15129.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">534</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1600</span> On the Analysis of Strategies of Buechi Games</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ahmad%20Termimi%20Ab%20Ghani">Ahmad Termimi Ab Ghani</a>, <a href="https://publications.waset.org/abstracts/search?q=Kojiro%20Higuchi"> Kojiro Higuchi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we present some results of simultaneous infinite games. We mainly work with generalized reachability games and Buechi games. These games are two-player concurrent games where each player chooses simultaneously their moves at each step. Our goal is to give simple expressions of values for each game. Moreover, we are interested in the question of what type of optimal (ε-optimal) strategy exists for both players depending on the type of games. We first show the determinacy (optimal value) and optimal (ε-optimal) strategies in generalized reachability games. We provide a simple expressions of value of this game and prove the existence of memoryless randomized ε-optimal strategy for Player I in any generalized reachability games. We then observe games with more complex objectives, games with Buechi objectives. We present how to compute an ε-optimal strategies and approximate a value of game in some way. Specifically, the results of generalized reachability games are used to show the value of Buechi games can be approximated as values of some generalized reachability games. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=optimal%20Strategies" title="optimal Strategies">optimal Strategies</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20reachability%20games" title=" generalized reachability games"> generalized reachability games</a>, <a href="https://publications.waset.org/abstracts/search?q=Buechi%20games" title=" Buechi games"> Buechi games</a> </p> <a href="https://publications.waset.org/abstracts/23287/on-the-analysis-of-strategies-of-buechi-games" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/23287.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">593</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1599</span> On Fourier Type Integral Transform for a Class of Generalized Quotients</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=A.%20S.%20Issa">A. S. Issa</a>, <a href="https://publications.waset.org/abstracts/search?q=S.%20K.%20Q.%20AL-Omari"> S. K. Q. AL-Omari</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we investigate certain spaces of generalized functions for the Fourier and Fourier type integral transforms. We discuss convolution theorems and establish certain spaces of distributions for the considered integrals. The new Fourier type integral is well-defined, linear, one-to-one and continuous with respect to certain types of convergences. Many properties and an inverse problem are also discussed in some details. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Boehmian" title="Boehmian">Boehmian</a>, <a href="https://publications.waset.org/abstracts/search?q=Fourier%20integral" title=" Fourier integral"> Fourier integral</a>, <a href="https://publications.waset.org/abstracts/search?q=Fourier%20type%20integral" title=" Fourier type integral"> Fourier type integral</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20quotient" title=" generalized quotient"> generalized quotient</a> </p> <a href="https://publications.waset.org/abstracts/45947/on-fourier-type-integral-transform-for-a-class-of-generalized-quotients" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/45947.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">365</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1598</span> Climate Change and Extreme Weather: Understanding Interconnections and Implications</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Johnstone%20Walubengo%20Wangusi">Johnstone Walubengo Wangusi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Climate change is undeniably altering the frequency, intensity, and geographic distribution of extreme weather events worldwide. In this paper, we explore the complex interconnections between climate change and extreme weather phenomena, drawing upon research from atmospheric science, geology, and climatology. We examine the underlying mechanisms driving these changes, the impacts on natural ecosystems and human societies, and strategies for adaptation and mitigation. By synthesizing insights from interdisciplinary research, this paper aims to provide a comprehensive understanding of the multifaceted relationship between climate change and extreme weather, informing efforts to address the challenges posed by a changing climate. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=climate%20change" title="climate change">climate change</a>, <a href="https://publications.waset.org/abstracts/search?q=extreme%20weather" title=" extreme weather"> extreme weather</a>, <a href="https://publications.waset.org/abstracts/search?q=atmospheric%20science" title=" atmospheric science"> atmospheric science</a>, <a href="https://publications.waset.org/abstracts/search?q=geology" title=" geology"> geology</a>, <a href="https://publications.waset.org/abstracts/search?q=climatology" title=" climatology"> climatology</a>, <a href="https://publications.waset.org/abstracts/search?q=impacts" title=" impacts"> impacts</a>, <a href="https://publications.waset.org/abstracts/search?q=adaptation" title=" adaptation"> adaptation</a>, <a href="https://publications.waset.org/abstracts/search?q=mitigation" title=" mitigation"> mitigation</a> </p> <a href="https://publications.waset.org/abstracts/184530/climate-change-and-extreme-weather-understanding-interconnections-and-implications" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/184530.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">64</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1597</span> Calibration of Hybrid Model and Arbitrage-Free Implied Volatility Surface</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Kun%20Huang">Kun Huang</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper investigates whether the combination of local and stochastic volatility models can be calibrated exactly to any arbitrage-free implied volatility surface of European option. The risk neutral Brownian Bridge density is applied for calibration of the leverage function of our Hybrid model. Furthermore, the tails of marginal risk neutral density are generated by Generalized Extreme Value distribution in order to capture the properties of asset returns. The local volatility is generated from the arbitrage-free implied volatility surface using stochastic volatility inspired parameterization. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=arbitrage%20free%20implied%20volatility" title="arbitrage free implied volatility">arbitrage free implied volatility</a>, <a href="https://publications.waset.org/abstracts/search?q=calibration" title=" calibration"> calibration</a>, <a href="https://publications.waset.org/abstracts/search?q=extreme%20value%20distribution" title=" extreme value distribution"> extreme value distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=hybrid%20model" title=" hybrid model"> hybrid model</a>, <a href="https://publications.waset.org/abstracts/search?q=local%20volatility" title=" local volatility"> local volatility</a>, <a href="https://publications.waset.org/abstracts/search?q=risk-neutral%20density" title=" risk-neutral density"> risk-neutral density</a>, <a href="https://publications.waset.org/abstracts/search?q=stochastic%20volatility" title=" stochastic volatility"> stochastic volatility</a> </p> <a href="https://publications.waset.org/abstracts/62414/calibration-of-hybrid-model-and-arbitrage-free-implied-volatility-surface" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/62414.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">267</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1596</span> Durrmeyer Type Modification of q-Generalized Bernstein Operators</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ruchi">Ruchi</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20M.%20Acu"> A. M. Acu</a>, <a href="https://publications.waset.org/abstracts/search?q=Purshottam%20N.%20Agrawal"> Purshottam N. Agrawal</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The purpose of this paper to introduce the Durrmeyer type modification of q-generalized-Bernstein operators which include the Bernstein polynomials in the particular α = 0. We investigate the rate of convergence by means of the Lipschitz class and the Peetre’s K-functional. Also, we define the bivariate case of Durrmeyer type modification of q-generalized-Bernstein operators and study the degree of approximation with the aid of the partial modulus of continuity and the Peetre’s K-functional. Finally, we introduce the GBS (Generalized Boolean Sum) of the Durrmeyer type modification of q- generalized-Bernstein operators and investigate the approximation of the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=B%C3%B6gel%20continuous" title="Bögel continuous">Bögel continuous</a>, <a href="https://publications.waset.org/abstracts/search?q=B%C3%B6gel%20differentiable" title=" Bögel differentiable"> Bögel differentiable</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20Boolean%20sum" title=" generalized Boolean sum"> generalized Boolean sum</a>, <a href="https://publications.waset.org/abstracts/search?q=Peetre%E2%80%99s%20K-functional" title=" Peetre’s K-functional"> Peetre’s K-functional</a>, <a href="https://publications.waset.org/abstracts/search?q=Lipschitz%20class" title=" Lipschitz class"> Lipschitz class</a>, <a href="https://publications.waset.org/abstracts/search?q=mixed%20modulus%20of%20smoothness" title=" mixed modulus of smoothness"> mixed modulus of smoothness</a> </p> <a href="https://publications.waset.org/abstracts/79175/durrmeyer-type-modification-of-q-generalized-bernstein-operators" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/79175.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">213</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1595</span> Frequency Analysis Using Multiple Parameter Probability Distributions for Rainfall to Determine Suitable Probability Distribution in Pakistan</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Tasir%20Khan">Tasir Khan</a>, <a href="https://publications.waset.org/abstracts/search?q=Yejuan%20Wang"> Yejuan Wang</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The study of extreme rainfall events is very important for flood management in river basins and the design of water conservancy infrastructure. Evaluation of quantiles of annual maximum rainfall (AMRF) is required in different environmental fields, agriculture operations, renewable energy sources, climatology, and the design of different structures. Therefore, the annual maximum rainfall (AMRF) was performed at different stations in Pakistan. Multiple probability distributions, log normal (LN), generalized extreme value (GEV), Gumbel (max), and Pearson type3 (P3) were used to find out the most appropriate distributions in different stations. The L moments method was used to evaluate the distribution parameters. Anderson darling test, Kolmogorov- Smirnov test, and chi-square test showed that two distributions, namely GUM (max) and LN, were the best appropriate distributions. The quantile estimate of a multi-parameter PD offers extreme rainfall through a specific location and is therefore important for decision-makers and planners who design and construct different structures. This result provides an indication of these multi-parameter distribution consequences for the study of sites and peak flow prediction and the design of hydrological maps. Therefore, this discovery can support hydraulic structure and flood management. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=RAMSE" title="RAMSE">RAMSE</a>, <a href="https://publications.waset.org/abstracts/search?q=multiple%20frequency%20analysis" title=" multiple frequency analysis"> multiple frequency analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=annual%20maximum%20rainfall" title=" annual maximum rainfall"> annual maximum rainfall</a>, <a href="https://publications.waset.org/abstracts/search?q=L-moments" title=" L-moments"> L-moments</a> </p> <a href="https://publications.waset.org/abstracts/161973/frequency-analysis-using-multiple-parameter-probability-distributions-for-rainfall-to-determine-suitable-probability-distribution-in-pakistan" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/161973.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">81</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1594</span> Spectral Clustering from the Discrepancy View and Generalized Quasirandomness</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Marianna%20Bolla">Marianna Bolla</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The aim of this paper is to compare spectral, discrepancy, and degree properties of expanding graph sequences. As we can prove equivalences and implications between them and the definition of the generalized (multiclass) quasirandomness of Lovasz–Sos (2008), they can be regarded as generalized quasirandom properties akin to the equivalent quasirandom properties of the seminal Chung-Graham-Wilson paper (1989) in the one-class scenario. Since these properties are valid for deterministic graph sequences, irrespective of stochastic models, the partial implications also justify for low-dimensional embedding of large-scale graphs and for discrepancy minimizing spectral clustering. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20random%20graphs" title="generalized random graphs">generalized random graphs</a>, <a href="https://publications.waset.org/abstracts/search?q=multiway%20discrepancy" title=" multiway discrepancy"> multiway discrepancy</a>, <a href="https://publications.waset.org/abstracts/search?q=normalized%20modularity%20spectra" title=" normalized modularity spectra"> normalized modularity spectra</a>, <a href="https://publications.waset.org/abstracts/search?q=spectral%20clustering" title=" spectral clustering"> spectral clustering</a> </p> <a href="https://publications.waset.org/abstracts/95238/spectral-clustering-from-the-discrepancy-view-and-generalized-quasirandomness" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/95238.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">197</span> </span> </div> </div> <ul class="pagination"> <li class="page-item disabled"><span class="page-link">&lsaquo;</span></li> <li class="page-item active"><span class="page-link">1</span></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20extreme%20value%20%28GEV%29&page=2">2</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20extreme%20value%20%28GEV%29&page=3">3</a></li> <li class="page-item"><a class="page-link" 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