Bayesian extreme modeling for non-stationary air quality data

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Main Authors: Nor Azrita, Mohd Amin, Mohd Bakri, Adam, Noor Akma, Ibrahim, Ahmad Zaharin, Aris
Format: Article
Language:English
Published: AIP Publishing LLC 2014
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Online Access:http://dspace.unimap.edu.my:80/dspace/handle/123456789/34672
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spelling 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
institution Universiti Malaysia Perlis
building UniMAP Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Perlis
content_source UniMAP Library Digital Repository
url_provider http://dspace.unimap.edu.my/
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
_version_ 1643797505345847296
score 13.214268