5 resultados para peaks over threshold

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of São Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of São Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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A Fortran computer program is given for the computation of the adjusted average time to signal, or AATS, for adaptive (X) over bar charts with one, two, or all three design parameters variable: the sample size, n, the sampling interval, h, and the factor k used in determining the width of the action limits. The program calculates the threshold limit to switch the adaptive design parameters and also provides the in-control average time to signal, or ATS.

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A pressure analgesiometric device was developed for unrestrained cats. Eleven cats were studied. Stimulation was via three rounded pins within a bracelet on the forearm. The pins were advanced by manual bladder inflation. Bladder pressure was measured using a strain gauge pressure transducer. The threshold was recorded at the behavioural end point. Thresholds were measured at 5 and 15 min intervals for 2-4 h, after removal/replacement of the cuff, for 120 min after SC butorphanol (0.4 mg/kg), and with mild skin inflammation at the testing site. Data were analysed using ANOVA. Pressure thresholds in untreated cats were around 150 mmHg. The minimum interval for testing was established as 15 min. Data were reproducible over 4 h and beyond 24 h. Thresholds in 5 cats increased (P < 0.05) above baseline for 45 min after butorphanol with a maximum increase of 270 +/- 182 mmHg at 10 min. Thresholds decreased with inflammation. The method appears suitable for feline analgesia investigations. (c) 2006 Elsevier Ltd. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)