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The unusually warm sea surface temperature events known as marine heatwaves (MHWs) have a profound impact on marine ecosystems. Accurate prediction of extreme MHWs has significant scientific and financial worth. However, existing methods…

Atmospheric and Oceanic Physics · Physics 2024-12-23 Ruiqi Shu , Hao Wu , Yuan Gao , Fanghua Xu , Ruijian Gou , Xiaomeng Huang

Accurate forecasts of extreme wind speeds are of high importance for many applications. Such forecasts are usually generated by ensembles of numerical weather prediction (NWP) models, which however can be biased and have errors in…

Machine Learning · Computer Science 2025-08-12 Jakob Benjamin Wessel , Christopher A. T. Ferro , Gavin R. Evans , Frank Kwasniok

Multivariate extreme value models are used to estimate joint risk in a number of applications, with a particular focus on environmental fields ranging from climatology and hydrology to oceanography and seismic hazards. The semi-parametric…

Methodology · Statistics 2019-08-08 Ross Towe , Jonathan Tawn , Rob Lamb , Chris Sherlock

Planning based on long and short term time series forecasts is a common practice across many industries. In this context, temporal aggregation and reconciliation techniques have been useful in improving forecasts, reducing model…

Machine Learning · Computer Science 2022-01-31 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

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

The unsupervised and principled diagnosis of multi-scale data is a fundamental obstacle in modern scientific problems from, for instance, weather and climate prediction, neurology, epidemiology, and turbulence. Multi-scale data is…

Dynamical Systems · Mathematics 2026-05-27 Karl Lapo , Sara M. Ichinaga , Nathan Kutz

This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…

Methodology · Statistics 2012-03-13 B. D. Youngman

Missing data occur in a variety of applications of extreme value analysis. In the block maxima approach to an extreme value analysis, missingness is often handled by either ignoring missing observations or dropping a block of observations…

Methodology · Statistics 2025-08-05 James H. McVittie , Orla A. Murphy

The block maxima approach, which consists of dividing a series of observations into equal sized blocks to extract the block maxima, is commonly used for identifying and modelling extreme events using the generalized extreme value (GEV)…

Methodology · Statistics 2025-06-23 James H. McVittie , Orla A. Murphy

Accurate ocean surface wave knowledge is crucial for ship design. With the significant advancements of model physics and numerical resources, the recent numerical wave hindcast data has a potential to provide environmental conditions for…

Atmospheric and Oceanic Physics · Physics 2022-03-23 Tsubasa Kodaira , Kaushik Sasmal , Rei Miratsu , Tsutomu Fukui , Tingyao Zhu , Takuji Waseda

Generating accurate extremes from an observational data set is crucial when seeking to estimate risks associated with the occurrence of future extremes which could be larger than those already observed. Applications range from the…

Machine Learning · Statistics 2026-02-02 Nicolas Lafon , Philippe Naveau , Ronan Fablet

This paper presents a novel deep learning framework for estimating multivariate joint extremes of metocean variables, based on the Semi-Parametric Angular-Radial (SPAR) model. When considered in polar coordinates, the problem of modelling…

Machine Learning · Statistics 2025-11-03 Ed Mackay , Callum Murphy-Barltrop , Jordan Richards , Philip Jonathan

Geostatistical models for multivariate applications such as heavy metal soil contamination work under Gaussian assumptions and may result in underestimated extreme values and misleading risk assessments (Marchant et al, 2011). A more…

Applications · Statistics 2024-02-23 M. Daniela Cuba , Marian Scott , Benjamin P. Marchant , Daniela Castro-Camilo

An extreme wind speed estimation method that considers wind hazard climate types is critical for design wind load calculation for building structures affected by mixed climates. However, it is very difficult to obtain wind hazard climate…

Machine Learning · Statistics 2019-08-30 Wei Cui , Teng Ma , Lin Zhao , Yaojun Ge

The application of large deep learning models in weather forecasting has led to significant advancements in the field, including higher-resolution forecasting and extended prediction periods exemplified by models such as Pangu and Fuxi.…

Machine Learning · Computer Science 2025-02-19 Nian Ran , Peng Xiao , Yue Wang , Wesley Shi , Jianxin Lin , Qi Meng , Richard Allmendinger

Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of…

Methodology · Statistics 2026-03-31 Chenglei Hu , Ben Swallow , Daniela Castro-Camilo

Natural climate variability, captured through multiple initial condition ensembles, may be comparable to the variability caused by knowledge gaps in future emissions trajectories and in the physical science basis, especially at…

Applications · Statistics 2019-06-24 Udit Bhatia , Auroop Ratan Ganguly

Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…

Methodology · Statistics 2016-11-28 Brian Bader

Extreme sea level estimates are fundamental for mitigating against coastal flooding as they provide insight for defence engineering. As the global climate changes, rising sea levels combined with increases in storm intensity and frequency…

Methodology · Statistics 2022-08-02 Eleanor D'Arcy , Jonathan A. Tawn

Particularly important to hurricane risk assessment for coastal regions is finding accurate approximations of return probabilities of maximum windspeeds. Since extremes in maximum windspeed have a direct relationship to minimums in the…

Dynamical Systems · Mathematics 2021-11-23 Meagan Carney , Holger Kantz , Matthew Nicol