Related papers: An extreme value method to study decadal hurricane…
Anthropogenic influences have been linked to tropical cyclone (TC) poleward migration, TC extreme precipitation, and an increased proportion of major hurricanes [1, 2, 3, 4]. Understanding past TC trends and variability is critical for…
Over recent decades, the Arctic Ocean has experienced dramatic changes due to climate change. Retreating sea ice has opened up large areas of ocean, resulting in an enhanced wave climate. Taking into account the intense seasonality and the…
The risk of catastrophes is related to the possibility of occurring extreme values. Several statistical methodologies have been developed in order to evaluate the propensity of a process for the occurrence of high values and the permanence…
We study the statistics of the horizontal component of atmospheric boundary layer wind speed. Motivated by its non-stationarity, we investigate which parameters remain constant or can be regarded as being piece-wise constant and explain how…
Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind…
This paper describes a statistical method for short-term forecasting of surface layer wind velocity amplitude relying on the notion of continuous cascades. Inspired by recent empirical findings that suggest the existence of some cascading…
This paper provides a systematic method to build wind speed models based on stochastic differential equations (SDEs). The resulting models produce stochastic processes with a given probability distribution and exponential decaying…
This thesis evaluates most of the extreme mixture models and methods that have appended in the literature and implements them in the context of finance and insurance. The paper also reviews and studies extreme value theory, time series,…
We describe results from the second stage of a project to build a statistical model for hurricane tracks. In the first stage we modelled the unconditional mean track. We now attempt to model the unconditional variance of fluctuations around…
In this paper, we discuss the application of extreme value theory in the context of stationary $\beta$-mixing sequences that belong to the Fr\'echet domain of attraction. In particular, we propose a methodology to construct bias-corrected…
(Abridged) Wavelet analysis can be used to measure the power spectrum of solar wind fluctuations along a line in any direction with respect to the local mean magnetic field. This technique is applied to study solar wind turbulence in…
Global return value estimates of significant wave height and 10-m neutral wind speed are estimated from very large aggregations of archived ECMWF ensemble forecasts at +240-h lead time from the period 2003-2012. The upper percentiles are…
Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…
Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model…
Stochastic wind sea is an intermediate small-scale physical process responsible for the state of the atmospheric boundary layer and the water upper layer, having dynamics of all scales. To describe behavior of this system, one could use the…
Wind speed retrieval at sea surface is of primary importance for scientific and operational applications. Besides weather models, in-situ measurements and remote sensing technologies, especially satellite sensors, provide complementary…
Storm surge, the onshore rush of sea water caused by the high winds and low pressure associated with a hurricane, can compound the effects of inland flooding caused by rainfall, leading to loss of property and loss of life for residents of…
This research provides an analysis of extreme events in the solar wind and in the magnetosphere due to disturbances of the solar wind. Extreme value theory has been applied to a 20 year data set from the Advanced Composition Explorer (ACE)…
The 10-minute average wind speed series recorded at 132 stations distributed rather homogeneously in the territory of Switzerland are investigated. Wind extremes are defined on the base of run theory: fixing a percentile-based threshold of…
We present a regime-switching vector-autoregressive method for very-short-term wind speed forecasting at multiple locations with regimes based on large-scale meteorological phenomena. Statistical methods short-term wind forecasting…