MétaCan
Menu
Back to cohort
Record W2037618068 · doi:10.1002/env.992

Autoregressive models for maxima and their applications to CH<sub>4</sub>and N<sub>2</sub>O

2009· article· en· W2037618068 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueEnvironmetrics · 2009
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsImpact
Fundersnot available
KeywordsGumbel distributionMaximaExtreme value theoryAutoregressive modelGeneralized extreme value distributionMathematicsStatistical physicsStability (learning theory)LogarithmApplied mathematicsStatisticsPhysicsComputer scienceMathematical analysis

Abstract

fetched live from OpenAlex

Abstract Recordings of daily, weekly, or yearly maxima in environmental time series are classically fitted by the generalized extreme value (GEV) distribution that originates from the well‐established extreme value theory (EVT). One special case of such GEV distribution is the Gumbel family which corresponds to the modeling of maxima stemming from light‐tailed distributions. To capture temporal dependencies, linear autoregressive (AR) processes offer a simple and elegant framework. Our objective is to extend linear AR models in such a way that they handle Gumbel distributed maxima. To reach this goal, we take advantage of the stability of Gumbel random variables when added to the logarithm of a positive α‐stable random variable. This allows us to propose a linear Gumbel distributed AR model whose main theoretical properties are derived. For the atmospheric scientist, this link between linear AR processes and EVT widens the statistical treatment of extreme environmental recordings in which temporal dependencies are present. For example, our model is fitted to daily and weekly maxima of methane (CH 4 ) and daily maxima of nitrous oxide (N 2 O) measured in Gif‐sur‐Yvette (France). Simulation results are also presented in order to assess the quality of our parameter estimations for finite samples. Copyright © 2009 John Wiley &amp; Sons, Ltd.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.806
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.030
GPT teacher head0.213
Teacher spread0.183 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it