Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone
Abstract:Several methods of analyzing extreme values are now known, most based on the extreme value limit distributions or related families. This paper reviews these techniques and proposes some extensions based on the point-process view of high-level exceedances. These ideas are illustrated with a detailed analysis of ozone data collected in Houston, Texas. There is particular interest in whether they is any trend in the data. The analysis reveals no trend in the overall levels of the series, but a marked downward trend in the extreme values.
摘要:现在已知了几种分析极值的方法,大多数方法是基于极值极限分布或相关的族。本文回顾了这些技术,并基于高层超越的点过程观点提出了一些扩展。通过对德克萨斯州休斯敦收集的臭氧数据的详细分析,说明了这些想法。人们尤其感兴趣的是,这些数据是否有任何趋势。分析表明,序列的总体水平没有趋势,但极值有明显的下降趋势。
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