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This paper proposes a time series segmentation algorithm combining a clustering technique and a genetic algorithm to automatically find segments sharing common statistical characteristics in paleoclimate time series. The segments are transformed into a six-dimensional space composed of six statistical measures, most of which have been previously considered in the detection of warning signals of critical...
In this paper, nonparametric curve estimation methods are applied to analyze time series of wind speeds, focusing on the extreme events exceeding a chosen threshold. Classical parametric statistical approaches in this context consist in fitting a generalized Pareto distribution (GPD) to the tail of the empirical cumulative distribution, using maximum likelihood or the method of the moments to estimate...
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