activity
19982023
most citedData-Adaptive Wavelets and Multi-Scale Singular Spectrum Analysis

139 citations · 241 across the 8 of their papers we have counts for

collaborators

8 papers

physics.ao-ph2023★ 1 cited

A statistical physics and dynamical systems perspective on geophysical extreme events

Davide Faranda, Gabriele Messori, Tommaso Alberti +14

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and…

physics.ao-ph2023★ 3 cited

Extreme heatwave sampling and prediction with analog Markov chain and comparisons with deep learning

George Miloshevich, Dario Lucente, Pascal Yiou +1

We present a data-driven emulator, stochastic weather generator (SWG), suitable for estimating probabilities of prolonged heatwaves in France and Scandinavia. This emulator is base…

math.DS2021★ 22 cited

Probability distributions for analog-to-target distances

Paul Platzer, Pascal Yiou, Philippe Naveau +3

Some properties of chaotic dynamical systems can be probed through features of recurrences, also called analogs. In practice, analogs are nearest neighbours of the state of a syste…

math.DS2020★ 14 cited

Extreme value distributions of observation recurrences

Théophile Caby, Davide Faranda, Sandro Vaienti +1

We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of…

math.DS2019★ 16 cited

On the computation of the extremal index for time series

Th. Caby, D. Faranda, S. Vaienti +1

The extremal index is a quantity introduced in extreme value theory to measure the presence of clusters of exceedances. In the dynamical systems framework, it provides important in…

math.DS2018★ 36 cited

Generalized dimensions, large deviations and the distribution of rare events

Théophile Caby, Davide Faranda, Giorgio Mantica +2

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cel…

physics.data-an2007★ 10 cited

Detecting spatial patterns with the cumulant function. Part II: An application to El Nino

Alberto Bernacchia, Philippe Naveau, Mathieu Vrac +1

The spatial coherence of a measured variable (e.g. temperature or pressure) is often studied to determine the regions where this variable varies the most or to find teleconnections…

chao-dyn1998★ 139 cited

Data-Adaptive Wavelets and Multi-Scale Singular Spectrum Analysis

P. Yiou, D. Sornette, M. Ghil

Using multi-scale ideas from wavelet analysis, we extend singular-spectrum analysis (SSA) to the study of nonstationary time series of length whose intermittency can give rise…