Overview

Warning

The content in this workbook builds on what was covered in the MUDE textbook, and should be used as reading material to support the HOS lecture and workshop material from Week 2 in 2024.

This page contains six videos on EVA. Note that the first 3 overlap with MUDE, but the last 3 are more relevant for the HOS track in Q4. The following chapters contain theoretical content related to these aspects.

The videos below are around 50 minutes length combined.(3, 6.5, 7.5, 11, 11, 9 min each). They are roughly equivalent to what we would cover in a 2 hour in-class lecture, and are meant to give an introduction and overview to the topics covered in the EVA theory chapter.

Download slides (PDF) for all 6 videos.

1. Introduction to EVA and overview

2. Design requirements: Bernoulli trial and Binomial distribution

3. Block Maxima and Generalized Extreme Value distribution:

4. Peak Over Threshold and Generalized Pareto distribution: Introduction

5. Peak Over Threshold and Generalized Pareto distribution: Poisson process

6. Peak Over Threshold and Generalized Pareto distribution: Threshold and declustering time selection