IDEAS home Printed from https://ideas.repec.org/a/gam/jijerp/v18y2021i13p6754-d580691.html
   My bibliography  Save this article

Mixed POT-BM Approach for Modeling Unhealthy Air Pollution Events

Author

Listed:
  • Nurulkamal Masseran

    (Department of Mathematical Sciences, Faculty of Science and Technology, Universiti Kebangsaan Malaysia, UKM, Bangi 43600, Selangor, Malaysia)

  • Muhammad Aslam Mohd Safari

    (Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, UPM, Serdang 43400, Selangor, Malaysia)

Abstract

This article proposes a novel data selection technique called the mixed peak-over-threshold–block-maxima (POT-BM) approach for modeling unhealthy air pollution events. The POT technique is employed to obtain a group of blocks containing data points satisfying extreme-event criteria that are greater than a particular threshold u . The selected groups are defined as POT blocks. In parallel with that, a declustering technique is used to overcome the problem of dependency behaviors that occurs among adjacent POT blocks. Finally, the BM concept is integrated to determine the maximum data points for each POT block. Results show that the extreme data points determined by the mixed POT-BM approach satisfy the independent properties of extreme events, with satisfactory fitted model precision results. Overall, this study concludes that the mixed POT-BM approach provides a balanced tradeoff between bias and variance in the statistical modeling of extreme-value events. A case study was conducted by modeling an extreme event based on unhealthy air pollution events with a threshold u > 100 in Klang, Malaysia.

Suggested Citation

  • Nurulkamal Masseran & Muhammad Aslam Mohd Safari, 2021. "Mixed POT-BM Approach for Modeling Unhealthy Air Pollution Events," IJERPH, MDPI, vol. 18(13), pages 1-17, June.
  • Handle: RePEc:gam:jijerp:v:18:y:2021:i:13:p:6754-:d:580691
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1660-4601/18/13/6754/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/1660-4601/18/13/6754/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Gabriele Battista & Tiziano Pagliaroli & Luca Mauri & Carmine Basilicata & Roberto De Lieto Vollaro, 2016. "Assessment of the Air Pollution Level in the City of Rome (Italy)," Sustainability, MDPI, vol. 8(9), pages 1-15, August.
    2. Nurulkamal Masseran & Saiful Izzuan Hussain, 2020. "Copula Modelling on the Dynamic Dependence Structure of Multiple Air Pollutant Variables," Mathematics, MDPI, vol. 8(11), pages 1-15, October.
    3. John O'Sullivan & Conor Sweeney & Andrew C. Parnell, 2020. "Bayesian spatial extreme value analysis of maximum temperatures in County Dublin, Ireland," Environmetrics, John Wiley & Sons, Ltd., vol. 31(5), August.
    4. Jan Beirlant & Andrzej Kijko & Tom Reynkens & John H. J. Einmahl, 2019. "Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 98(3), pages 1091-1113, September.
    5. Emma F. Eastoe & Jonathan A. Tawn, 2009. "Modelling non‐stationary extremes with application to surface level ozone," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(1), pages 25-45, February.
    6. János Gyarmati‐Szabó & Leonid V. Bogachev & Haibo Chen, 2017. "Nonstationary POT modelling of air pollution concentrations: Statistical analysis of the traffic and meteorological impact," Environmetrics, John Wiley & Sons, Ltd., vol. 28(5), August.
    7. Ana Cebrián & Michel Denuit & Philippe Lambert, 2003. "Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(3), pages 18-36.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mohd Sabri Ismail & Nurulkamal Masseran & Mohd Almie Alias & Sakhinah Abu Bakar, 2024. "Modeling Asymmetric Dependence Structure of Air Pollution Characteristics: A Vine Copula Approach," Mathematics, MDPI, vol. 12(4), pages 1-23, February.
    2. Nurulkamal Masseran, 2022. "Multifractal Characteristics on Temporal Maximum of Air Pollution Series," Mathematics, MDPI, vol. 10(20), pages 1-15, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nurulkamal Masseran, 2022. "Multifractal Characteristics on Temporal Maximum of Air Pollution Series," Mathematics, MDPI, vol. 10(20), pages 1-15, October.
    2. Zhang, Jiao & Li, Youping & Liu, Chunqiong & Wu, Bo & Shi, Kai, 2022. "A study of cross-correlations between PM2.5 and O3 based on Copula and Multifractal methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
    3. Minakshi Mishra & Abhishek & R. B. S. Yadav & Manisha Sandhu, 2021. "Probabilistic assessment of earthquake hazard in the Andaman–Nicobar–Sumatra region," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 105(1), pages 313-338, January.
    4. Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve, 2023. "Efficient Estimation In Extreme Value Regression Models Of Hedge Fund Tail Risks," Working Papers hal-04090916, HAL.
    5. Paola Bortot & Carlo Gaetan, 2016. "Latent Process Modelling of Threshold Exceedances in Hourly Rainfall Series," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 21(3), pages 531-547, September.
    6. Daniela Castro Camilo & Miguel de Carvalho & Jennifer Wadsworth, 2017. "Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets," Papers 1709.01198, arXiv.org.
    7. Sigauke, Caston & Bere, Alphonce, 2017. "Modelling non-stationary time series using a peaks over threshold distribution with time varying covariates and threshold: An application to peak electricity demand," Energy, Elsevier, vol. 119(C), pages 152-166.
    8. Arthur Charpentier & Emmanuel Flachaire, 2021. "Pareto Models for Risk Management," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 355-387, Springer.
    9. Michael R. Powers & Thomas Y. Powers & Siwei Gao, 2012. "Risk Finance for Catastrophe Losses with Pareto‐Calibrated Lévy‐Stable Severities," Risk Analysis, John Wiley & Sons, vol. 32(11), pages 1967-1977, November.
    10. C J Scarrott & A MacDonald, 2010. "Extreme-value-model-based risk assessment for nuclear reactors," Journal of Risk and Reliability, , vol. 224(4), pages 239-252, December.
    11. Laino, Emilio & Iglesias, Gregorio, 2023. "Extreme climate change hazards and impacts on European coastal cities: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 184(C).
    12. Tong Siu Tung Wong & Wai Keung Li, 2015. "Extreme values identification in regression using a peaks-over-threshold approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 566-576, March.
    13. Rishikesh Yadav & Raphaël Huser & Thomas Opitz, 2021. "Spatial hierarchical modeling of threshold exceedances using rate mixtures," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    14. Gbari, Kock Yed Ake Samuel & Poulain, Michel & Dal, Luc & Denuit, Michel, 2016. "Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death," LIDAM Discussion Papers ISBA 2016012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    15. Nurulkamal Masseran, 2021. "Modeling the Characteristics of Unhealthy Air Pollution Events: A Copula Approach," IJERPH, MDPI, vol. 18(16), pages 1-18, August.
    16. Conte, Marc N. & Kelly, David L., 2018. "An imperfect storm: Fat-tailed tropical cyclone damages, insurance, and climate policy," Journal of Environmental Economics and Management, Elsevier, vol. 92(C), pages 677-706.
    17. Silius M. Vandeskog & Thordis L. Thorarinsdottir & Ingelin Steinsland & Finn Lindgren, 2022. "Quantile based modeling of diurnal temperature range with the five‐parameter lambda distribution," Environmetrics, John Wiley & Sons, Ltd., vol. 33(4), June.
    18. Brook T. Russell & Whitney K. Huang, 2021. "Modeling short‐ranged dependence in block extrema with application to polar temperature data," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    19. Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve, 2023. "Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks," Papers 2304.06950, arXiv.org.
    20. M. Carvalho & S. Pereira & P. Pereira & P. Zea Bermudez, 2022. "An Extreme Value Bayesian Lasso for the Conditional Left and Right Tails," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(2), pages 222-239, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jijerp:v:18:y:2021:i:13:p:6754-:d:580691. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.