Bayesian extreme modeling for non-stationary air quality data
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2014
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my.unimap-346722014-05-23T04:07:29Z Bayesian extreme modeling for non-stationary air quality data Nor Azrita, Mohd Amin Mohd Bakri, Adam Noor Akma, Ibrahim Ahmad Zaharin, Aris Air-pollution Bayesian analysis Generalized Extreme Value distribution Metropolis-Hastings algorithm Non-stationary Link to publisher's homepage at http://scitation.aip.org/ The aim of this paper is to model the non-stationary Generalized Extreme Value distribution with a focus on Bayesian approach. The location parameter is expressed in terms of linear trend over the time period while constant for both scale and shape parameters. This study also explores the informative and Jeffrey's prior towards the efficiency of the estimating procedure. Root Mean Square Error is then use for choosing the best prior. Metropolis Hasting for extreme algorithm will also briefly explained in this study. The model is applied to the air quality data for Johor state. 2014-05-23T04:07:29Z 2014-05-23T04:07:29Z 2013 Article AIP Conference Proceedings, vol. 1557, 2013, pages 424-428 978-073541183-8 0094-243X http://scitation.aip.org/content/aip/proceeding/aipcp/10.1063/1.4823949 http://dspace.unimap.edu.my:80/dspace/handle/123456789/34672 en AIP Publishing LLC |
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| language |
English |
| topic |
Air-pollution Bayesian analysis Generalized Extreme Value distribution Metropolis-Hastings algorithm Non-stationary |
| spellingShingle |
Air-pollution Bayesian analysis Generalized Extreme Value distribution Metropolis-Hastings algorithm Non-stationary Nor Azrita, Mohd Amin Mohd Bakri, Adam Noor Akma, Ibrahim Ahmad Zaharin, Aris Bayesian extreme modeling for non-stationary air quality data |
| description |
Link to publisher's homepage at http://scitation.aip.org/ |
| format |
Article |
| author |
Nor Azrita, Mohd Amin Mohd Bakri, Adam Noor Akma, Ibrahim Ahmad Zaharin, Aris |
| author_facet |
Nor Azrita, Mohd Amin Mohd Bakri, Adam Noor Akma, Ibrahim Ahmad Zaharin, Aris |
| author_sort |
Nor Azrita, Mohd Amin |
| title |
Bayesian extreme modeling for non-stationary air quality data |
| title_short |
Bayesian extreme modeling for non-stationary air quality data |
| title_full |
Bayesian extreme modeling for non-stationary air quality data |
| title_fullStr |
Bayesian extreme modeling for non-stationary air quality data |
| title_full_unstemmed |
Bayesian extreme modeling for non-stationary air quality data |
| title_sort |
bayesian extreme modeling for non-stationary air quality data |
| publisher |
AIP Publishing LLC |
| publishDate |
2014 |
| url |
http://dspace.unimap.edu.my:80/dspace/handle/123456789/34672 |
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1643797505345847296 |