Long term prediction of maximum water levels and combined sewer overflow (CSO) in drainage systems are associated with large uncertainties. Especially on rainfall inputs, parameters, and assessment of return periods. This paper proposes a Monte Carlo based methodology for stochastic prediction of both maximum water levels as well as CSO volumes based on operations of the urban drainage model MO...

This is a project on modeling time-varying volatility of S&P 500 weely return for the years 1990 to 2012 using Bayesian methods. First, MCMC on the log-stochastic volatility (SV) model is implemented with simulation results analyzed. Second, I generalize the SV model to encompass regime-switching properties with the markov switching log-stochastic volatility (MSSV) model, under which, high-vola...

Ten symptomless smokers were switched from their usual cigarette to a low tar, low nicotine test cigarette for two weeks to investigate their immediate response and subsequent acclimatisation to the test cigarette. The tar (T) and nicotine (N) yields of the test cigarettes were T = 3.8 mg, N = 0.6 mg; the median yields of the usual cigarettes were T = 16.4 mg, N = 1.4 mg. The subjects were moni...

criteria in household portfolio. to do this, the data which are related to the asset price are used including: bank deposit, bonds, stock, exchange, coin, land and housing in time period of 1997 to 2011. in this research, portfolio var id calculated in the confidence level of 90%, 95%, and 99% and in time periods of one year and 14 years. after calculating returns, return standard deviation, co...

Estimation of the magnitude and frequency of maximum instantaneous discharges and hydrographs are used for a variety of purposes, such as the design of bridges, culverts, flood-control structures; and the management and regulation of floodplains. Fuller (1914), developed a flood-frequency formula based on analysis of flood peaks in hundred of streams to provide simple methods of estimating maxi...

frequency studies are, essentially, an application of the theories of probability and are based on available records of flood experiences. several methods of analysis, based on the mathematics of probabilities, have been proposed which, when applied to the same series of data, yield frequency curves which are in reasonable agreement throughout a useful range of probabilities. a widely used meth...

This study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) Expected Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping backtest density forecasts, which are based on a weighted threshold quantile continuously ranked probability score, developed. Developed backtesting procedures revealed that an estimated...