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We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

Dynamical Systems · Mathematics 2010-06-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Statistical post-processing of dynamical forecast ensembles is an essential component of weather forecasting. In this article, we present a post-processing method that generates full predictive probability distributions for precipitation…

Applications · Statistics 2014-04-29 Michael Scheuerer

Short-term (0-24 hours) precipitation forecasting is highly valuable to socioeconomic activities and public safety. However, the highly complex evolution patterns of precipitation events, the extreme imbalance between precipitation and…

Machine Learning · Computer Science 2026-03-30 Shuangliang Li , Siwei Li , Li Li , Weijie Zou , Jie Yang , Maolin Zhang

Climate change is causing the intensification of rainfall extremes. Precipitation projections with high spatial resolution are important for society to prepare for these changes, e.g. to model flooding impacts. Physics-based simulations for…

Atmospheric and Oceanic Physics · Physics 2022-11-30 Henry Addison , Elizabeth Kendon , Suman Ravuri , Laurence Aitchison , Peter AG Watson

In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…

Methodology · Statistics 2015-05-06 Axel Bücher , Paul Kinsvater , Ivan Kojadinovic

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Sayantan Nag Chowdhury , Arnob Ray , Syamal K. Dana , Dibakar Ghosh

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

In traditional extreme value analysis, the bulk of the data is ignored, and only the tails of the distribution are used for inference. Extreme observations are specified as values that exceed a threshold or as maximum values over distinct…

Applications · Statistics 2021-10-20 Mitchell Krock , Julie Bessac , Michael L. Stein , Adam H. Monahan

This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of the study is to enhance the understanding of extreme…

Methodology · Statistics 2025-06-25 Samira Aka , Marie Kratz , Philippe Naveau

To study trends in extreme precipitation across US over the years 1951-2017, we consider 10 climate indexes that represent extreme precipitation, such as annual maximum of daily precipitation, annual maximum of consecutive 5-day average…

Applications · Statistics 2019-01-01 Arnab Hazra , Brian J. Reich , Ana-Maria Staicu

This paper presents an innovative approach to extreme precipitation nowcasting by employing Transformer-based generative models, namely NowcastingGPT with Extreme Value Loss (EVL) regularization. Leveraging a comprehensive dataset from the…

Machine Learning · Computer Science 2024-03-07 Cristian Meo , Ankush Roy , Mircea Lică , Junzhe Yin , Zeineb Bou Che , Yanbo Wang , Ruben Imhoff , Remko Uijlenhoet , Justin Dauwels

Climate change is intensifying rainfall extremes, making high-resolution precipitation projections crucial for society to better prepare for impacts such as flooding. However, current Global Climate Models (GCMs) operate at spatial…

Machine Learning · Computer Science 2024-12-20 Ran Lyu , Linhan Wang , Yanshen Sun , Hedanqiu Bai , Chang-Tien Lu

Modeling precipitation and its accumulation over time and space is essential for flood risk assessment. In this paper, we analyze rainfall data collected over several years through a micro-scale precipitation sensor network in Montpellier,…

Applications · Statistics 2026-04-23 Chloé Serre-Combe , Nicolas Meyer , Thomas Opitz , Gwladys Toulemonde

The task of simplifying the complex spatio-temporal variables associated with climate modeling is of utmost importance and comes with significant challenges. In this research, our primary objective is to tailor clustering techniques to…

Applications · Statistics 2023-11-21 Alexis Boulin , Elena Di Bernardino , Thomas Laloë , Gwladys Toulemonde

Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize…

Methodology · Statistics 2025-11-14 Muyang Shi , Likun Zhang , Mark D. Risser , Benjamin A. Shaby

A new method is proposed for modelling the yearly maxima of sub-daily precipitation, with the aim of producing spatial maps of return level estimates. Yearly precipitation maxima are modelled using a Bayesian hierarchical model with a…

Applications · Statistics 2022-09-23 Silius M. Vandeskog , Sara Martino , Daniela Castro-Camilo , Håvard Rue

When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value theory is presented from the point of view of multivariate…

Statistics Theory · Mathematics 2024-12-25 Philippe Naveau , Johan Segers

Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models…

Methodology · Statistics 2025-09-29 C. J. R. Murphy-Barltrop , J. L. Wadsworth , M. de Carvalho , B. D. Youngman

In recent years, climate extremes such as floods have created significant environmental and economic hazards for Australia. Deep learning methods have been promising for predicting extreme climate events; however, large flooding events…

Machine Learning · Computer Science 2025-02-12 Rohitash Chandra , Arpit Kapoor , Siddharth Khedkar , Jim Ng , R. Willem Vervoort

Accurate modeling of daily rainfall, encompassing both dry and wet days as well as extreme precipitation events, is critical for robust hydrological and climatological analyses. This study proposes a zero-inflated extended generalized…

Applications · Statistics 2025-10-01 Aamar Abbas , Touqeer Ahmad , Ishfaq Ahmad
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