Data-Driven Prediction of Thresholded Time Series of Rainfall and SOC models

Abstract

We study the occurrence of events, subject to threshold, in a representative SOC sandpile model and in high-resolution rainfall data. The predictability in both systems is analyzed by means of a decision variable sensitive to event clustering, and the quality of the predictions is evaluated by the receiver operating characteristics (ROC) method. In the case of the SOC sandpile model, the scaling of quiet-time distributions with increasing threshold leads to increased predictability of extreme events. A scaling theory allows us to understand all the details of the prediction procedure and to extrapolate the shape of the ROC curves for the most extreme events. For rainfall data, the quiet-time distributions do not scale for high thresholds, which means that the corresponding ROC curves cannot be straightforwardly related to those for lower thresholds.

arXiv comment19 pages, 10 figures

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Cited by in corpus (10)

• Scaling in the Timing of Extreme Events
• Predictability of Extreme Intensity Pulses in Optically Injected Semiconductor Lasers
• Short term prediction of extreme returns based on the recurrence interval analysis
• Universal avalanche statistics and triggering close to failure in a mean field model of rheological fracture
• Increasing power-law range in avalanche amplitude and energy distributions
• Fundamental interactions in self-organized critical dynamics on higher-order networks
• $1/\phi$ Spectrum of the Stress Dynamics with the Bak-Tang-Wiesenfeld Sandpile
• Some Properties of Sandpile Models as Prototype of Self-Organized Critical Systems
• Testing Universality in Critical Exponents: the Case of Rainfall
• Convergence of Rain Process Models to Point Processes