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Modelling (and forecasting) extremes in time series: A naive approach

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Resumo:In Extreme Value Theory, we are essentially interested in the estimation of quantities related to extreme events. Whenever the focus is in large values, estimation is usually performed based on the largest k order statistics in the sample or on the excesses over a high level u. Here we are interested in modelling (and forecast- ing) extremes in time series. For modelling and forecasting classical time series, Boot.EXPOS is a computational procedure built in the R environment that has revealed to perform quite well in a large number of forecasting competitions. However, to deal with extreme values, a modification of that algorithm needs to be considered and is here under study
Autores principais:Neves, M.Manuela
Outros Autores:Cordeiro, Clara
Assunto:extreme value theory extremal index estimation re-sampling procedures; time series
Ano:2020
País:Portugal
Tipo de documento:documento de conferência
Tipo de acesso:acesso aberto
Instituição associada:Universidade de Lisboa
Idioma:inglês
Origem:Repositório da Universidade de Lisboa
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author Neves, M.Manuela
author2 Cordeiro, Clara
author2_role author
author_facet Neves, M.Manuela
Neves, M.Manuela
Cordeiro, Clara
Cordeiro, Clara
author_role author
contributor_name_str_mv Repositório Científico de Acesso Aberto da ULisboa
country_str PT
creators_json_str [{\"Person.name\":\"Neves, M.Manuela\"},{\"Person.name\":\"Cordeiro, Clara\"}]
datacite.contributors.contributor.contributorName.fl_str_mv Repositório Científico de Acesso Aberto da ULisboa
datacite.creators.creator.creatorName.fl_str_mv Neves, M.Manuela
Cordeiro, Clara
datacite.date.Accepted.fl_str_mv 2020-01-01T00:00:00Z
datacite.date.available.fl_str_mv 2021-09-24T13:33:10Z
datacite.date.embargoed.fl_str_mv 2021-09-24T13:33:10Z
datacite.rights.fl_str_mv http://purl.org/coar/access_right/c_abf2
datacite.subjects.subject.fl_str_mv extreme value theory
extremal index estimation
re-sampling procedures;
time series
datacite.titles.title.fl_str_mv Modelling (and forecasting) extremes in time series: A naive approach
dc.contributor.none.fl_str_mv Repositório Científico de Acesso Aberto da ULisboa
dc.creator.none.fl_str_mv Neves, M.Manuela
Cordeiro, Clara
dc.date.Accepted.fl_str_mv 2020-01-01T00:00:00Z
dc.date.available.fl_str_mv 2021-09-24T13:33:10Z
dc.date.embargoed.fl_str_mv 2021-09-24T13:33:10Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv http://hdl.handle.net/10400.5/21997
dc.language.none.fl_str_mv eng
dc.publisher.none.fl_str_mv SPE
dc.rights.none.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.subject.none.fl_str_mv extreme value theory
extremal index estimation
re-sampling procedures;
time series
dc.title.fl_str_mv Modelling (and forecasting) extremes in time series: A naive approach
dc.type.none.fl_str_mv http://purl.org/coar/resource_type/c_c94f
description In Extreme Value Theory, we are essentially interested in the estimation of quantities related to extreme events. Whenever the focus is in large values, estimation is usually performed based on the largest k order statistics in the sample or on the excesses over a high level u. Here we are interested in modelling (and forecast- ing) extremes in time series. For modelling and forecasting classical time series, Boot.EXPOS is a computational procedure built in the R environment that has revealed to perform quite well in a large number of forecasting competitions. However, to deal with extreme values, a modification of that algorithm needs to be considered and is here under study
dirty 0
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format conferenceObject
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id ul_2dedd50cb89cc3a418cd15fb7e9f75fe
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institution Universidade de Lisboa
instname_str Universidade de Lisboa
language eng
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oai_identifier_str oai:repositorio.ulisboa.pt:10400.5/21997
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person_str_mv Neves, M.Manuela
Cordeiro, Clara
publishDate 2020
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reponame_str Repositório da Universidade de Lisboa
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spelling engSPEpt_PTIn Extreme Value Theory, we are essentially interested in the estimation of quantities related to extreme events. Whenever the focus is in large values, estimation is usually performed based on the largest k order statistics in the sample or on the excesses over a high level u. Here we are interested in modelling (and forecast- ing) extremes in time series. For modelling and forecasting classical time series, Boot.EXPOS is a computational procedure built in the R environment that has revealed to perform quite well in a large number of forecasting competitions. However, to deal with extreme values, a modification of that algorithm needs to be considered and is here under studyapplication/pdfpt_PTModelling (and forecasting) extremes in time series: A naive approachNeves, M.ManuelaCordeiro, ClaraHostingInstitutionOrganizationalRepositório Científico de Acesso Aberto da ULisboae-mailmailto:repositorio@reitoria.ulisboa.ptrepositorio@reitoria.ulisboa.pt2021-09-24T13:33:10Z20202020-01-01T00:00:00ZHandlehttp://hdl.handle.net/10400.5/21997http://purl.org/coar/access_right/c_abf2open accessextreme value theoryextremal index estimationre-sampling procedures;time series306194 bytesother research producthttp://purl.org/coar/resource_type/c_c94fconference objecthttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://repositorio.ulisboa.pt/bitstreams/0cec170c-74ef-45b0-9d61-d225ad212c5f/downloadXXXIII Congresso da Sociedade Portuguesa de Estatística, Lisboa, 18-21 Outubro 2017
spellingShingle Modelling (and forecasting) extremes in time series: A naive approach
Modelling (and forecasting) extremes in time series: A naive approach
Neves, M.Manuela
extreme value theory
extremal index estimation
re-sampling procedures;
time series
Neves, M.Manuela
extreme value theory
extremal index estimation
re-sampling procedures;
time series
status SINGLETON
subject.fl_str_mv extreme value theory
extremal index estimation
re-sampling procedures;
time series
title Modelling (and forecasting) extremes in time series: A naive approach
title_full Modelling (and forecasting) extremes in time series: A naive approach
title_fullStr Modelling (and forecasting) extremes in time series: A naive approach
Modelling (and forecasting) extremes in time series: A naive approach
title_full_unstemmed Modelling (and forecasting) extremes in time series: A naive approach
Modelling (and forecasting) extremes in time series: A naive approach
title_short Modelling (and forecasting) extremes in time series: A naive approach
title_sort Modelling (and forecasting) extremes in time series: A naive approach
topic extreme value theory
extremal index estimation
re-sampling procedures;
time series
topic_facet extreme value theory
extremal index estimation
re-sampling procedures;
time series
url http://hdl.handle.net/10400.5/21997
visible 1