Related papers: Modeling zero-inflated precipitation extremes
The modelling of multivariate extreme events is important in a wide variety of applications, including flood risk analysis, metocean engineering and financial modelling. A wide variety of statistical techniques have been proposed in the…
Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the…
We propose a new model and estimation framework for spatiotemporal streamflow exceedances above a threshold that flexibly captures asymptotic dependence and independence in the tail of the distribution. We model streamflow using a mixture…
Ecological studies involving counts of abundance, presence-absence or occupancy rates often produce data having a substantial proportion of zeros. Furthermore, these types of processes are typically multivariate and only adequately…
Flood quantile estimation is of great importance for many engineering studies and policy decisions. However, practitioners must often deal with small data available. Thus, the information must be used optimally. In the last decades, to…
Peaks-over-threshold analysis using the generalized Pareto distribution is widely applied in modelling tails of univariate random variables, but much information may be lost when complex extreme events are studied using univariate results.…
This paper proposes a new method to combine several densities such that each density dominates a separate part of a joint distribution. The method is fully unsupervised, i.e. the parameters in the densities and the thresholds are…
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…
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…
Risk assessment in casualty insurance, such as flood risk, traditionally relies on extreme-value methods that emphasizes rare events. These approaches are well-suited for characterizing tail risk, but do not capture the broader dynamics of…
Motivated by the EVA 2025 Data Challenge, we address the problem of predicting extreme rainfall in the eastern United States using data from a large ensemble of climate model runs. The challenge focuses on three quantities of interest…
Rainfall is an important component of the climate system and its statistical properties are vital for prediction purposes. In this study, we have developed a statistical method for constructing the distribution of annual precipitation. The…
Learning the tail behavior of a distribution is a notoriously difficult problem. By definition, the number of samples from the tail is small, and deep generative models, such as normalizing flows, tend to concentrate on learning the body of…
Zero-inflated data pose significant challenges in precipitation forecasting due to the predominance of zeros with sparse non-zero events. To address this, we propose the Zero Inflation Diffusion Framework (ZIDF), which integrates Gaussian…
The relationship between global warming and extreme rainfalls in Taiwan was examined in this study. Taiwan rainfall data from TCCIP, a project led by MOST, were analyzed. North Hemisphere reference temperature data from NCEI led by NOAA.…
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,…
This paper presents a novel semiparametric method to study the effects of extreme events on binary outcomes and subsequently forecast future outcomes. Our approach, based on Bayes' theorem and regularly varying (RV) functions, facilitates a…
Extreme weather events are becoming more frequent and intense, posing serious threats to human life, biodiversity, and ecosystems. A key objective of extreme event attribution (EEA) is to assess whether and to what extent anthropogenic…
Estimation of tail quantities, such as expected shortfall or Value at Risk, is a difficult problem. We show how the theory of nonlinear expectations, in particular the Data-robust expectation introduced in [5], can assist in the…