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module probextreme.utils

Useful general functionalities S. Filhol, December 2024

function get_POT_values

get_POT_values(ts, threshold, mtd='5D')

Function to extract values from timseries for the GPD analysis

Args:

  • ts (float): time series
  • threshold (float): threshold over which values of ts are considered extreme values and considered in GPD processing
  • mtd (freq): minimal time distance between 2 max Return: POT values

function get_BM_values

get_BM_values(ts, freq='365.25D', origin='start')

Function to extract Block Maxima values of a timeseries

Args:

  • ts (float): time series freq (freq):
  • mtd (freq): minimal time distance between 2 max Return: BM_values

class StandardScaler

method __init__

__init__()

Class to define a z-score scaler with transform and inverse transform functionalities

zdata = (data - mean(data))/std(data)

method fit

fit(data)

method fit_transform

fit_transform(data)

method inv_transform

inv_transform(zdata)

method transform

transform(data)

class RobustScaler

method __init__

__init__()

Class to define a robust z-score scaler with transform and inverse transform functionalities

zdata = (data - median(data))/std(data)

method fit

fit(data)

method fit_transform

fit_transform(data)

method inv_transform

inv_transform(zdata)

method transform

transform(data)

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