re : extreme value theory applied to weathet vince ,
thanks for responding to christian . i had replied earlier and said that evt
is based on iid events , and is therefore not useful in weather , where there
is so much correlation going on . jitendra from aa raised the same issue
yesterday .
joe
vince j kaminski
08 / 22 / 2000 04 : 49 pm
to : christian werner / enron _ development @ enron _ development
cc : joseph hrgovcic / hou / ect @ ect , vince j kaminski / hou / ect @ ect
subject : re : extreme value theory applied to weathet
christian ,
about two years ago i asked joe hrgovcic
to look tinto evt applications . as far as i know
he is the only person in the group , in addition to me , looking at evt .
vince
christian werner @ enron _ development on 08 / 18 / 2000 07 : 00 : 42 pm
to : vince j kaminski @ ect
cc :
subject : extreme value theory applied to weathet
- - - - - - - - - - - - - - - - - - - - - - forwarded by christian werner / enron _ development on
19 / 08 / 2000 10 : 06 - - - - - - - - - - - - - - - - - - - - - - - - - - -
christian werner on 19 / 08 / 2000 02 : 08 : 56
to : vince . kaminski @ enron . com
cc :
subject : extreme value theory applied to weather
- - - - - - - - - - - - - - - - - - - - - - forwarded by christian werner / enron _ development on
19 / 08 / 2000 01 : 15 - - - - - - - - - - - - - - - - - - - - - - - - - - -
christian werner on 19 / 08 / 2000 01 : 55 : 56
to : vkamins @ enron . com
cc :
subject : extreme value theory applied to weather
dear vince ,
back in july , when you visited our sydney office you mentioned extreme value
theory . i am wondering whether research is looking into the application
of extreme value theory to power and esp . to weather . in a recent news
article it was highlighted that a trend in the industry towards t _ max , t _ min ,
etc .
i am in particular referring to the news article below :
in the past we have observed a similar trend where customers are asking for
t _ max , t _ min , or below or above precipitation structures . the choice in the
past has been the burn analysis on historical data . however , we are in
particular interested in the extreme events , and the application of evt could
provide a meaningful tool for the analysis .
has the research group looked into the application of evt to weather ? evt has
a long history of application in hydrology ( which would cover parts
of the precipitation structures . . . ) . also , research ( esp . at eth in zuerich )
is indicating the application of evt to v @ r . . . .
thank you !
regards ,
christian
re : extreme value theory applied to weathet
vince ,
thanks for responding to christian . i had replied earlier and said that evt
is based on iid events , and is therefore not useful in weather , where there
is so much correlation going on . jitendra from aa raised the same issue
yesterday .
joe
vince j kaminski
08 / 22 / 2000 04 : 49 pm
to : christian werner / enron _ development @ enron _ development
cc : joseph hrgovcic / hou / ect @ ect , vince j kaminski / hou / ect @ ect
subject : re : extreme value theory applied to weathet
christian ,
about two years ago i asked joe hrgovcic
to look tinto evt applications . as far as i know
he is the only person in the group , in addition to me , looking at evt .
vince
christian werner @ enron _ development on 08 / 18 / 2000 07 : 00 : 42 pm
to : vince j kaminski @ ect
cc :
subject : extreme value theory applied to weathet
- - - - - - - - - - - - - - - - - - - - - - forwarded by christian werner / enron _ development on
19 / 08 / 2000 10 : 06 - - - - - - - - - - - - - - - - - - - - - - - - - - -
christian werner on 19 / 08 / 2000 02 : 08 : 56
to : vince . kaminski @ enron . com
cc :
subject : extreme value theory applied to weather
- - - - - - - - - - - - - - - - - - - - - - forwarded by christian werner / enron _ development on
19 / 08 / 2000 01 : 15 - - - - - - - - - - - - - - - - - - - - - - - - - - -
christian werner on 19 / 08 / 2000 01 : 55 : 56
to : vkamins @ enron . com
cc :
subject : extreme value theory applied to weather
dear vince ,
back in july , when you visited our sydney office you mentioned extreme value
theory . i am wondering whether research is looking into the application
of extreme value theory to power and esp . to weather . in a recent news
article it was highlighted that a trend in the industry towards t _ max , t _ min ,
etc .
i am in particular referring to the news article below :
in the past we have observed a similar trend where customers are asking for
t _ max , t _ min , or below or above precipitation structures . the choice in the
past has been the burn analysis on historical data . however , we are in
particular interested in the extreme events , and the application of evt could
provide a meaningful tool for the analysis .
has the research group looked into the application of evt to weather ? evt has
a long history of application in hydrology ( which would cover parts
of the precipitation structures . . . ) . also , research ( esp . at eth in zuerich )
is indicating the application of evt to v @ r . . . .
thank you !
regards ,
christian