Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the application of Extreme Value Theory to time series analysis, focusing on the theory of extremes, point processes, and moving maxima. The instructor discusses the implications of the theory, the extremogram, and the threshold sequences for rare events. Real-life examples and the effect of local dependence on extreme events are also explored.
This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.
Watch on Mediaspace