Application of Non-stationary Extreme Value Analysis to Satellite-Observed Sea Surface Temperature Data for Past Decades

Extreme value analysis (EVA) has been extensively used to understand and predict long-term return extreme values. This study provides the first approach to EVA using satellite-observed sea surface temperature (SST) data over the past decades. Representative EVA methods were compared to select an appropriate method to derive SST extremes of the East/Japan Sea (EJS). As a result, the peaks-over-threshold (POT) method showed better performance than the other methods. The Optimum Interpolation Sea Surface Temperature (OISST) database was used to calculate the 100-year-return SST values in the EJS. The calculated SST extremes were 1.60–3.44°C higher than the average value of the upper 5th-percentile satellite-observed SSTs over the past decades (1982–2018). The monthly distribution of the SST extremes was similar to the known seasonal variation of SSTs in the EJS, but enhanced extreme SSTs exceeding 2°C appeared in early summer and late autumn. The calculated 100-year-return SSTs were compared with the simulation results of the Coupled Model Intercomparison Project 5 (CMIP5) climate model. As a result, the extreme SSTs were slightly smaller than the maximum SSTs of the model data with a negative bias of –0.36°C. This study suggests that the POT method can improve our understanding of future oceanic warming based on statistical approaches using SSTs observed by satellites over the past decades.

Volatility Modeling and Dependence Structure of ESG and Conventional Investments

The question of whether environmental, social, and governance investments outperform or underperform other conventional financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of selected ESG indices and conventional ones and investigate dependence between them. Analysis of tail dependence is important to evaluate the diversification benefits between conventional investments and ESG investments, which is necessary in constructing optimal portfolios. It allows investors to diversify the risk of the portfolio and positively impact the environment by investing in environmentally friendly companies. Examples of institutions that are paying attention to ESG issues are banks, which are increasingly including products that support sustainability goals in their offers. This analysis could be also important for policymakers. The European Banking Authority (EBA) has admitted that ESG factors can contribute to risk. Therefore, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail-dependence coefficients from the copula-based approach are applied. The analysis period covered 2007 until 2019. The period of the COVID-19 pandemic has not been analyzed due to the relatively short time series regarding data requirements from models’ perspective. Results of the research confirm the higher dependence of extreme values in the crisis period (e.g., tail-dependence values in 2009–2014 range from 0.4820/0.4933 to 0.7039/0.6083, and from 0.5002/0.5369 to 0.7296/0.6623), and low dependence of extreme values in stabilization periods (e.g., tail-dependence values in 2017–2019 range from 0.1650 until 0.6283/0.4832, and from 0.1357 until 0.6586/0.5002). Diversification benefits vary in time, and there is a need to separately analyze crisis and stabilization periods.

Enhanced Beetle Antennae Algorithm for Chemical Dynamic Optimization Problems’ Non-Fixed Points Discrete Solution

Dynamic optimization is an important research topic in chemical process control. A dynamic optimization method with good performance can reduce energy consumption and prompt production efficiency. However, the method of solving the problem is complicated in the establishment of the model, and the process of solving the optimal value has a certain degree of difficulty. Based on this, we proposed a non-fixed points discrete method of an enhanced beetle antennae optimization algorithm (EBSO) to solve this kind of problem. Firstly, we converted individual beetles into groups of beetles to search for the best and increase the diversity of the population. Secondly, we introduced a balanced direction strategy, which explored extreme values in new directions before the beetles updated their positions. Finally, a spiral flight mechanism was introduced to change the situation of the beetles flying straight toward the tentacles to prevent the traditional algorithm from easily falling into a certain local range and not being able to jump out. We applied the enhanced algorithm to four classic chemical problems. Meanwhile, we changed the equal time division method or unequal time division method commonly used to solve chemical dynamic optimization problems, and proposed a new interval distribution method—the non-fixed points discrete method, which can more accurately represent the optimal control trajectory. The comparison and analysis of the simulation test results with other algorithms for solving chemical dynamic optimization problems show that the EBSO algorithm has good performance to a certain extent, which further proves the effectiveness of the EBSO algorithm and has a better optimization ability.

Method for an Effective Selection of Tools and Cutting Conditions during Precise Turning of Non-Alloy Quality Steel C45

The paper presents a constructing methodology for a modern approach to tools selection and solving the problem of assigning optimal cutting parameters for specific production conditions. The mathematical formulation determining the extreme values of the technological process optimality criteria is obtained. A system of technical and economic quality indicators for cutting tools is proposed. This system allows principles’ implementation of decentralization and interoperability “Industry 4.0” via finite element modeling of the cutting process based on solving the problem of orthogonal free cutting modeling. The proposed methodology further usage is possible by creating a standardized database on the parameters of the tool: the adhesive component of the friction cutting coefficient for processing of a specific pair of cutting and tool materials (or tool coating material) and the impacts of the cutting-edge radius on cutting efficiency of a particular material.

A Matrix Effect Correction Method for Portable X-ray Fluorescence Data

Portable X-ray fluorescence spectrometry (pXRF) is an analytical technique that can be used for rapid and non-destructive analysis in the field. However, the testing accuracy and precision for trace elements are significantly affected by the matrix effect, which comes mainly from major elements that constitute most of the matrix of a sample. To solve this problem, many methods based on linear regression models have been proposed, but when extreme values or outliers occur, the application of these methods will be greatly affected. In this study, 16 certified reference materials were collected for pXRF analysis, and the major elements most closely related to the elements to be measured were employed as correction indicators to calibrate the analysis results through the application of multiple linear regression analysis. Some statistical parameters were calculated to evaluate the correction results. Compared with the calibration data obtained from simple linear regression analysis without taking major elements into account, those corrected by the new method were of higher quality, especially for elements of Co, Zn, Mo, Ta, Tl, Pb, Cd and Sn. The results show that the new method can effectively suppress the influence of the matrix effect.

Characteristics of the Wind and Wave Climate along the European Seas Focusing on the Main Maritime Routes

European seas have a strong economic role both in terms of transport and tourism. Providing more knowledge, regarding the mean and extreme values of the wind and sea state conditions in the areas characterized by high maritime traffic, helps to improve navigational safety. From this perspective, six zones with high maritime traffic are studied. ERA5 database, a state-of-the-art global reanalysis dataset provided by ECMWF (European Centre for Medium-Range Weather Forecasts), is used to assess the average values and the percentiles for the wind speed and the main wave parameters in the target areas considering the period 2001–2020. The main European routes and the extreme conditions along them as well as the areas characterized by high values of wind speed and high waves were also identified. A more comprehensive picture of the expected dynamics of the environmental matrix along the most significant shipping routes is useful because in this way the most dangerous areas could be avoided by ships for the safety of passengers and transported goods.

Entendendo as Características Associadas à Precipitação Para uma Região do Nordeste Paraense: Uma Análise do Comportamento, Tendência, Eventos Extremos e Tempo de Retorno para o período de 1973-2010

Este trabalho utilizou uma série de dados de precipitação referente ao período de 1973 à 2010 para o município de Castanhal-PA com a finalidade de investigar: 1) os padrões de precipitação; 2) as mudanças de tendência; 3) a ocorrência dos eventos de déficit e excesso de água pelo uso do Índice Padronizado de Precipitação (SPI) e suas relações com fenômenos atmosféricos como El Niño e La Niña; 4) a associação entre a probabilidade de ocorrência das chuvas e o tempo de retorno (TR). Para tanto, utilizaram-se dados de chuva obtidos em uma estação pluviométrica da Agência Nacional de Águas e Saneamento Básico (ANA). Os dados foram analisados por períodos, tendo sido considerados os intervalos: mensais, trimestrais, anuais ou decadais realizando estatística descritiva, para entendimento da variação sazonal, valores médios, análise da tendência por meio do teste não paramétrico de Mann-Kendall e da ocorrência de valores extremos associados à probabilidade de ocorrência e tempo de retorno. Nossos resultados demonstraram que: a média anual de precipitação para o período estudado foi de 2573,15mm; o intervalo de 2003-2010 foi aquele de menor variação nos valores de precipitação anual. Não foram observadas tendências nos valores de precipitação durante o período analisado. O SPI-1 mostrou boa adequabilidade a ocorrência dos valores extremos de precipitação no local em alguns casos associado aos fenômenos El Niño e La Niña. O maior (4.709,4 mm) e menor (1.379,6 mm) volume de chuva foram observados nos anos de 1994 e 1981, respectivamente, com probabilidade de ocorrência de 3% e TR = 39 anos. Understanding the Characteristics Associated with Precipitation for a Northeastern Region of Pará: An Analysis of Behavior, Tendency, Extreme Events and Time of Return for the 1973-2010 period A B S T R A C TThis work used a series of precipitation data for the period 1973 to 2010 for the municipality of Castanhal-PA in order to investigate: 1) precipitation patterns; 2) changes in trend; 3) the occurrence of deficit and excess water events using the Standardized Precipitation Index (SPI) and its relationship with atmospheric phenomena such as El Niño and La Niña; 4) the association between the probability of rain occurrence and the return time (TR). For this purpose, rainfall data obtained from a rainfall station of the National Water and Basic Sanitation Agency (ANA) were used. Data were analyzed by periods, considering the intervals: monthly, quarterly, annual or decadal performing descriptive statistics, to understand seasonal variation, mean values, trend analysis using the nonparametric Mann-Kendall test and the occurrence of extreme values associated with the probability of occurrence and turnaround time. Our results showed that: the mean annual rainfall for the period studied was 2573.15mm; the 2003-2010 interval was the one with the smallest variation in annual precipitation values. There were no trends in precipitation values during the analyzed period. SPI-1 showed good suitability for the occurrence of extreme precipitation values at the site in some cases associated with the El Niño and La Niña phenomena. The highest (4,709.4 mm) and lowest (1,379.6 mm) volume of rainfall were observed in 1994 and 1981, respectively, with a probability of occurrence of 3% and TR = 39 years.Keywords: Rainfall; Droughts; Floods; Atmospheric phenomena.

Modeling of probable maximum values in autonomous driving

In this paper, we approximate the probable maximum (very rare, extremal) values of highly autonomous driving sensor signals by reviewing two methods based on dynamic time series scaling and multifractal statistics.The article is a significantly revised and modified version of the conference material ("Determination of extreme values ​​in autonomous driving based on multifractals and dynamic scaling") presented at the conference "2021 IEEE 15th International Symposium on Applied Computational Intelligence and Informatics, SACI". The method of dynamic scaling is originally derived from statistical physics and approximates the critical interface phenomena. The time series of the vibration signal of the corner radar can be considered as a fractal surface and grow appropriately for a given scale-inverse dynamic equation. In the second method we initiate, that multifractal statistics can be useful in searching for statistical analog time series that have a similar multifractal spectrum as the original sensor time series.

Using Determinants for Determining Extreme Values of a Function of One Variable, Two Variables and Three Variables

Finding the maximum and minimum values of a function is essential in high school math. However, Vietnamese high school students have only been taught how to find the extreme values of a function of 1 variable. Seeing the extreme values of a function of 2 and 3 variables is a difficult problem for students. Using the determinants, our aim in this paper is to show the necessary and sufficient conditions for a continuous and differentiable function (1 variable, two variables, and three variables) to reach its maximum over a specified domain. Furthermore, our method can be used to find the extremes of n-variable differentiable functions.