R package to apply the transformed-stationary extreme value analysis
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Updated
Sep 10, 2024 - R
R package to apply the transformed-stationary extreme value analysis
This repo contains the all the files (data, coding scripts and thesis) of my Master Thesis in Mathematics, where I had the opportunity to develop a ML model from scratch.
Time Series Seasonal Extreme Studentized Deviate(S-ESD) in Python
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Extreme value statistics
Extreme Value Analysis (EVA) in Python
Modelling extreme values
Threshold Selection and Uncertainty for Extreme Value Analysis
Likelihood-Based Inference for Time Series Extremes
Generalised Additive Extreme Value Models for Location, Scale and Shape
In this project, I will study two dataset: . Fort Collins (Colorado) Daily precipitation amounts (inches) from a single rain gauge in Fort Collins, Colorado / . This dataset shows the annual maximum sea-levels recorded at Port Pirie, a location just north of Adelaide, South Australia, over the period 1923–1987
Estimation of the Extremal Index
Partially-Interpretable Neural Networks for Extreme Value modelling
Extreme Value Theory for comparing periodograms: Optimizing future transiting exoplanet surveys
Loglikelihood Adjustment for Extreme Value Models
Repository for the paper: "Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow".
This repository contains code, data, output, and figures associated with the A univariate extreme value analysis and change point detection of monthly discharge in Kali Kupang, Central Java, Indonesia manuscript
CRAN Task View: Extreme Value Analysis
PROJECT MIGRATED TO CODEBERG - Reinforcement Learning in Multiplicative Domains
A demonstration of performing Extreme Value Theory (EVT) using the Block Maxima method with Bayesian sampling in Julia.
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