New methods for modelling real-world extremes

模拟现实世界极端情况的新方法

• 批准号: DP220103269
• 负责人: Prof Scott Sisson
• 金额: $ 29.17万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2022
• 资助国家: 澳大利亚
• 起止时间: 2022-12-31 至 2025-12-30
• 项目状态: 未结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP220103269
• 关键词: New; methods; modelling; real; world

This project aims to develop new theory and methods for analysing and predicting extreme values observed in real-world processes. Many existing techniques are limited by convenient mathematical assumptions that commonly do not hold in practice: dependence at asymptotic levels, process stationarity, and that the observed data are direct measurements of the process of interest. As a result, using these techniques may produce undesirable results. Expected outcomes of this project include theoretically justified data analysis techniques that can accurately model extreme values seen in the real world. Project benefits include more realistic analyses of nationally important applications in climate, bushfire insurance risk, and anomaly detection.

该项目旨在开发新的理论和方法，用于分析和预测在现实世界中观察到的极端值。许多现有的技术是由方便的数学假设，通常在实践中不成立的限制：在渐近水平的依赖，过程平稳性，以及所观察到的数据是直接测量的过程中的利益。因此，使用这些技术可能产生不期望的结果。该项目的预期成果包括理论上合理的数据分析技术，可以准确地模拟在真实的世界中看到的极端值。项目的好处包括对国家在气候、火灾保险风险和异常检测方面的重要应用进行更现实的分析。