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Related papers: Statistical Post-Processing of Forecasts for Extre…

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Post-processing typically takes the outputs of a Numerical Weather Prediction (NWP) model and applies linear statistical techniques to produce improve localized forecasts, by including additional observations, or determining systematic…

Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the…

Methodology · Statistics 2024-02-01 Raphaël Huser , Thomas Opitz , Jennifer Wadsworth

Uncertainty in the prediction of future weather is commonly assessed through the use of forecast ensembles that employ a numerical weather prediction model in distinct variants. Statistical postprocessing can correct for biases in the…

Applications · Statistics 2016-06-16 Annette Möller , Thordis L. Thorarinsdottir , Alex Lenkoski , Tilmann Gneiting

Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral representation which is not unique. We study to what extent simulation accuracy and…

Probability · Mathematics 2018-10-17 Marco Oesting , Kirstin Strokorb

Max-stable processes are a common choice for modelling spatial extreme data as they arise naturally as the infinite-dimensional generalisation of multivariate extreme value theory. Statistical inference for such models is complicated by the…

A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a trend function and for extreme value parameters are given,…

Methodology · Statistics 2017-07-17 Ana Ferreira , Petra Friederichs , Laurens de Haan , Cláudia Neves , Martin Schlather

Statistical postprocessing is routinely applied to correct systematic errors of numerical weather prediction models (NWP) and to automatically produce calibrated local forecasts for end-users. Postprocessing is particularly relevant in…

Modeling the joint distribution of extreme weather events in multiple locations is a challenging task with important applications. In this study, we use max-stable models to study extreme daily precipitation events in Switzerland. The…

Methodology · Statistics 2018-11-29 Clément Chevalier , David Ginsbourger , Olivia Martius

Current postprocessing techniques often require separate models for each lead time and disregard possible inter-ensemble relationships by either correcting each member separately or by employing distributional approaches. In this work, we…

In this paper, we present a comprehensive analysis of extreme temperature patterns using emerging statistical machine learning techniques. Our research focuses on exploring and comparing the effectiveness of various statistical models for…

Applications · Statistics 2023-07-27 Kameron B. Kinast , Ernest Fokoué

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Methodology · Statistics 2023-11-03 Jennifer Wadsworth , Ryan Campbell

Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…

Machine Learning · Computer Science 2023-05-01 Peter Mlakar , Janko Merše , Jana Faganeli Pucer

This study develops a statistical conditional approach to evaluate climate model performance in wind speed and direction and to project their future changes under the representative concentration pathway 8.5 scenario over inland and…

Applications · Statistics 2022-05-09 Qiuyi Wu , Julie Bessac , Whitney Huang , Jiali Wang

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…

Methodology · Statistics 2012-08-17 A. C. Davison , S. A. Padoan , M. Ribatet

For most statistical postprocessing schemes used to correct weather forecasts, changes to the forecast model induce a considerable reforecasting effort. We present a new approach based on response theory to cope with slight model changes.…

Atmospheric and Oceanic Physics · Physics 2020-06-24 Jonathan Demaeyer , Stéphane Vannitsem

Global climate models represent small-scale processes such as clouds and convection using quasi-empirical models known as parameterizations, and these parameterizations are a leading cause of uncertainty in climate projections. A promising…

Atmospheric and Oceanic Physics · Physics 2020-08-31 Janni Yuval , Paul A. O'Gorman

Although by now the ensemble-based probabilistic forecasting is the most advanced approach to weather prediction, ensemble forecasts still might suffer from lack of calibration and/or display systematic bias, thus require some…

Applications · Statistics 2024-09-18 Ágnes Baran , Sándor Baran

We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial…

Probability · Mathematics 2018-09-13 Lifan Wu , Gennady Samorodnitsky

We review some recent methods of subgrid-scale parameterization used in the context of climate modeling. These methods are developed to take into account (subgrid) processes playing an important role in the correct representation of the…

Statistical Mechanics · Physics 2017-01-18 Jonathan Demaeyer , Stéphane Vannitsem

Extreme events in complex physical systems, such as anomalous wind gusts, often cause significant material and human damage. Their modeling is crucial for risk assessment and understanding the underlying dynamics. In this work, we introduce…

Methodology · Statistics 2025-08-01 José I. C. Lima , Raydonal Ospina , Michelli Barros , Antônio M. S. Macêdo