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Related papers: Patterns in Spatio-Temporal Extremes

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Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their…

Methodology · Statistics 2022-07-19 Emma S. Simpson , Jennifer L. Wadsworth

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that many parametrizations can be explored, they assume an…

Applications · Statistics 2022-02-16 Evandro Konzen , Claudia Neves , Philip Jonathan

Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…

Methodology · Statistics 2026-01-15 Nisrine Madhar , Juliette Legrand , Maud Thomas

The conditional extremes framework allows for event-based stochastic modeling of dependent extremes, and has recently been extended to spatial and spatio-temporal settings. After standardizing the marginal distributions and applying an…

Methodology · Statistics 2024-03-26 Emma S. Simpson , Thomas Opitz , Jennifer L. Wadsworth

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

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

Methodology · Statistics 2025-08-05 Myungsoo Yoo , Likun Zhang , Christopher K. Wikle , Thomas Opitz

In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clusters are the probability distribution of the cluster size and…

Statistics Theory · Mathematics 2020-04-08 Marco Oesting , Alexander Schnurr

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979-2009. Spatial variation in the extremal properties of the…

Applications · Statistics 2015-01-27 Theodoros Economou , David B. Stephenson , Christopher A. T. Ferro

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- hierarchical structure, spatial dynamics, and external driving -- are combined in a classical branching diffusion with…

Geophysics · Physics 2010-03-02 Andrei Gabrielov , Vladimir Keilis-Borok , Sayaka Olsen , Ilya Zaliapin

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

The spatio-temporal relations of impacts of extreme events and their drivers in climate data are not fully understood and there is a need of machine learning approaches to identify such spatio-temporal relations from data. The task,…

Computer Vision and Pattern Recognition · Computer Science 2024-11-01 Mohamad Hakam Shams Eddin , Juergen Gall

Extreme events with potential deadly outcomes, such as those organized by terror groups, are highly unpredictable in nature and an imminent threat to society. In particular, quantifying the likelihood of a terror attack occurring in an…

Applications · Statistics 2021-11-02 Lekha Patel , Lyndsay Shand , J. Derek Tucker , Gabriel Huerta

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

Predicting extreme events in nonlinear dynamical systems is challenging due to a limited understanding of their statistical properties. This study numerically and theoretically investigates the statistical properties of infinite-modal maps…

Chaotic Dynamics · Physics 2026-04-07 Masaki Nakagawa

Large, non-stationary spatio-temporal data are ubiquitous in modern statistical applications, and the modeling of spatio-temporal extremes is crucial for assessing risks in environmental sciences among others. While the modeling of extremes…

Applications · Statistics 2019-12-03 Raphaël Huser

Extreme weather events have significant consequences, dominating the impact of climate on society. While high-resolution weather models can forecast many types of extreme events on synoptic timescales, long-term climatological risk…

Atmospheric and Oceanic Physics · Physics 2023-01-25 Justin Finkel , Edwin P. Gerber , Dorian S. Abbot , Jonathan Weare

Modelling of precipitation and its extremes is important for urban and agriculture planning purposes. We present a method for producing spatial predictions and measures of uncertainty for spatio-temporal data that is heavy-tailed and…

Applications · Statistics 2014-11-19 Yang Liu , Philip Kokic
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