[EMAIL PROTECTED] wrote:
>
> I am looking for any information concerning the prediction of _rare_
> events.
>
> I would very much appreciate any pointers to books, articles,
> work-in-progress, on-line resources, etc etc.
>
> Many thanks,
> al
Do you really mean prediction of individual events or are you interested
in their
probability of occurring? The former is very difficult, almost by
definition.
You get more rare events (if that isn't an oxymoron :-) ) from
distributions
with "heavy" tails, which is an area I'm writing a paper on at the
moment
(well, actually at the moment I'm writing this). These kinds of
distributions
appear in a number of geophysical processes which have fractal or
multifractal
properties, including rainfall which is one of my interests. Take a
look at
http://www.google.com/search?q=multifractals&num=10&lc=www&btnG=Google+Search
for starters. Hope that's useful.
Regards,
Russell Martin
--
The opinions expressed are mine, not my employer's.
The fault is not in our data, but in our programs.
W. Shakespeare
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