Determining the Probabilities of Rare Events Occuring in Non-independent Time Series

摘要: Detection of rare events can be considered useful in any area study. Measuring and forecasting the frequency these would a viable detection method. The Rare Event Tracker Algorithm (RETA) attempts to calculate this frequency. Given magnitude, which is measurement an event, RETA estimate expected waiting time for event. algorithm has been effectively applied astronomical domain with independent series. We attempted extend into other areas involving dependent series, assess effectiveness RETA’s results. encountered many small problems that we could overcome, but ultimately, goal seperating components proved too difficult scope project. do believe does have future its ability work amongst variety disciplines, given more research carried out. This project documents procedure extending validating RETA.