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Quantitative assessment of climate change risk requires a method for constructing probabilistic time series of changes in physical climate parameters. Here, we develop two such methods, Surrogate/Model Mixed Ensemble (SMME) and Monte Carlo…

Atmospheric and Oceanic Physics · Physics 2015-10-06 D. J. Rasmussen , Malte Meinshausen , Robert E. Kopp

Many rare weather events, including hurricanes, droughts, and floods, dramatically impact human life. To accurately forecast these events and characterize their climatology requires specialized mathematical techniques to fully leverage the…

Atmospheric and Oceanic Physics · Physics 2020-07-15 Justin Finkel , Dorian Abbot , Jonathan Weare

In many applications of time series models, such as climate analysis and social media analysis, we are often interested in extreme events, such as heatwave, wind gust, and burst of topics. These time series data usually exhibit a…

Methodology · Statistics 2012-06-22 Yan Liu , Taha Bahadori , Hongfei Li

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 recent revolution in data-driven methods for weather forecasting has lead to a fragmented landscape of complex, bespoke architectures and training strategies, obscuring the fundamental drivers of forecast accuracy. Here, we demonstrate…

To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation. We propose the first extreme value spatial clustering…

Methodology · Statistics 2019-06-21 Christian Rohrbeck , Jonathan A Tawn

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

We propose a vector generalized additive modeling framework for taking into account the effect of covariates on angular density functions in a multivariate extreme value context. The proposed methods are tailored for settings where the…

Methodology · Statistics 2017-11-28 Linda Mhalla , Miguel de Carvalho , Valérie Chavez-Demoulin

Earth System Models (ESMs) are essential tools for understanding the impact of human actions on Earth's climate. One key application of these models is studying extreme weather events, such as heat waves or dry spells, which have…

Atmospheric and Oceanic Physics · Physics 2023-04-25 Seth Bassetti , Brian Hutchinson , Claudia Tebaldi , Ben Kravitz

Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…

Methodology · Statistics 2023-03-17 Quan Vu , Andrew Zammit-Mangion , Stephen J. Chuter

Atmospheric regime transitions are highly impactful as drivers of extreme weather events, but pose two formidable modeling challenges: predicting the next event (weather forecasting), and characterizing the statistics of events of a given…

Atmospheric and Oceanic Physics · Physics 2022-10-20 Justin Finkel , Robert J. Webber , Edwin P. Gerber , Dorian S. Abbot , Jonathan Weare

We develop a novel multi-factor copula model for multivariate spatial extremes, which is designed to capture the different combinations of marginal and cross-extremal dependence structures within and across different spatial random fields.…

Methodology · Statistics 2022-06-24 Yan Gong , Raphaël Huser

The influence of climate on biodiversity is an important ecological question. Various theories try to link climate change to allelic richness and therefore to predict the impact of global warming on genetic diversity. We model the…

Applications · Statistics 2008-07-17 Liliane Bel , Avner Bar-Hen , Rachid Cheddadi , Rémy Petit

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

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…

Applications · Statistics 2025-10-22 Samuel Perreault , Silvana M. Pesenti , Daniyal Shahzad

We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…

Soft Condensed Matter · Physics 2024-10-03 Dev Jasuja , Paul J. Atzberger

This article introduces a dynamic spatiotemporal stochastic volatility (SV) model with explicit terms for the spatial, temporal, and spatiotemporal spillover effects. Moreover, the model includes time-invariant site-specific constant…

Methodology · Statistics 2023-11-10 Philipp Otto , Osman Doğan , Süleyman Taşpınar

Understanding the dynamics of climate extreme is important in its prediction and modeling. In this study, linear trends in percentile, threshold, absolute, and duration based temperature and precipitation extremes indicator were obtained…

Atmospheric and Oceanic Physics · Physics 2019-09-09 Ibiyinka Fuwape , Sunday Oluyamo , Babatunde Rabiu , Samuel Ogunjo

Environmental phenomena are influenced by complex interactions among various factors. For instance, the amount of rainfall measured at different stations within a given area is shaped by atmospheric conditions, orography, and physics of…

Applications · Statistics 2025-01-16 Paolo Onorati , Antonio Canale

Studying the impact of climate change on precipitation is constrained by finding a way to evaluate the evolution of precipitation variability over time. Classical approaches (feature-based) have shown their limitations for this issue due to…

Applications · Statistics 2019-10-25 Mohamed Djallel Dilmi , Laurent Barthès , Cécile Mallet , Aymeric Chazottes