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Prediction of Extreme Events

  • Sarah Hallerberg
  • Jochen Bröcker
  • Holger Kantz
Part of the Lecture Notes in Earth Sciences book series (LNEARTH, volume 112)

Abstract

We discuss concepts for the prediction of extreme events based on time series data. We consider both probabilistic forecasts and predictions by precursors. Probabilistic forecasts employ estimates of the probability for the event to follow, whereas precursors are temporal patterns in the data typically preceeding events. Theoretical considerations lead to the construction of schemes that are optimal with respect to several scoring rules. We discuss scenarios for which, in contrast to intuition, events with larger magnitude are better predictable than events with smaller magnitude.

Keywords

Extreme events Forecasting Scoring rules Receiver operating characteristic Precursor 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Sarah Hallerberg
    • 1
  • Jochen Bröcker
    • 1
  • Holger Kantz
    • 1
  1. 1.Max Planck Institute for Physics of Complex SystemsGermany

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