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Related papers: Statistical Modeling of Spatial Extremes

200 papers

Simultaneous concurrence of extreme values across multiple climate variables can result in large societal and environmental impacts. Therefore, there is growing interest in understanding these concurrent extremes. In many applications, not…

Applications · Statistics 2021-03-16 Whitney K. Huang , Adam H. Monahan , Francis W. Zwiers

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Spatial modelling of extreme values allows studying the risk of joint occurrence of extreme events at different locations and is of significant interest in climatic and other environmental sciences. A popular class of dependence models for…

Methodology · Statistics 2026-02-11 Lorenzo Dell'Oro , Carlo Gaetan , Thomas Opitz

Extreme events, such as wave-storms, need to be characterized for coastal infrastructure design purposes. Such description should contain information on both the univariate behaviour and the joint-dependence of storm-variables. These two…

Atmospheric and Oceanic Physics · Physics 2019-03-15 Jue Lin-Ye , Manuel García-León , Vicente Gràcia , Maribel Ortego , Piero Lionello , Agustín Sanchez-Arcilla

The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…

Applications · Statistics 2020-08-03 Gregory P. Bopp , Benjamin A. Shaby , Chris E. Forest , Alfonso Mejía

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

Methodology · Statistics 2016-02-22 Raphael Huser , Marc G. Genton

The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable for studying spatial extremes. Spatial…

Methodology · Statistics 2012-09-28 Soyoung Jeon , Richard L. Smith

The modeling of spatio-temporal trends in temperature extremes can help better understand the structure and frequency of heatwaves in a changing climate. Here, we study annual temperature maxima over Southern Europe using a century-spanning…

Methodology · Statistics 2020-09-08 Peng Zhong , Raphaël Huser , Thomas Opitz

In order to reach the supply/demand balance, electricity providers need to predict the demand and production of electricity at different time scales. This implies the need of modeling weather variables such as temperature, wind speed, solar…

Applications · Statistics 2017-10-24 Augustin Touron

We study four different approaches to model time-dependent extremal behavior: dynamics introduced by (a) a state-space model (SSM), (b) a shot-noise-type process with GPD marginals, (c) a copula-based autoregressive model with GPD…

Applications · Statistics 2016-03-01 Bernhard Spangl , Sascha Desmettre , Peter Ruckdeschel

We propose a vector generalized additive modeling framework for taking into account the effect of covariates on angular density functions in a multivariate extreme value context. The proposed methods are tailored for settings where the…

Methodology · Statistics 2017-11-28 Linda Mhalla , Miguel de Carvalho , Valérie Chavez-Demoulin

Extreme precipitation shows non-stationary behavior over time, but also with respect to other large-scale variables. While this effect is often neglected, we propose a model including the influence of North Atlantic Oscillation, time,…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Felix S. Fauer , Henning W. Rust

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Modeling extremes of climate variables in the framework of climate change is a particularly difficult task, since it implies taking into account spatio-temporal nonstationarities. In this paper, we propose a new method for estimating…

Methodology · Statistics 2021-05-13 Béwentaoré Sawadogo , Diakarya Barro

This paper presents an initial exploration of high frequency records of extreme wind speed in two steps. The first consists in finding the suitable extreme distribution for $120$ measuring stations in Switzerland, by comparing three known…

Data Analysis, Statistics and Probability · Physics 2016-09-19 Mohamed Laib , Mikhail Kanevski

We introduce a model for spatial statistics which can account explicitly for interactions among more than two field components at a time. The theoretical aspects of the model are dealt with: cumulant and moment generating functions, spatial…

Methodology · Statistics 2014-10-30 Rodríguez , Jhan , Bárdossy , András

Multiple studies have now demonstrated that machine learning (ML) can give improved skill for predicting or simulating fairly typical weather events, for tasks such as short-term and seasonal weather forecasting, downscaling simulations to…

Atmospheric and Oceanic Physics · Physics 2023-08-30 Peter AG Watson

Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…

Methodology · Statistics 2019-10-02 Behnaz Pirzamanbein

The statistical modelling of spatial extremes has recently made major advances. Much of its focus so far has been on the modelling of the magnitudes of extreme events but little attention has been paid on the timing of extremes. To address…

Statistics Theory · Mathematics 2015-03-20 Clément Dombry , Mathieu Ribatet , Stilian Stoev

There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense. However,…