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In order to reach the supply/demand balance, electricity providers need to predict the demand and production of electricity at different time scales. This implies the need of modeling weather variables such as temperature, wind speed, solar…
For hydrological applications, such as urban flood modelling, it is often important to be able to simulate sub-daily rainfall time series from stochastic models. However, modelling rainfall at this resolution poses several challenges,…
Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial…
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…
The modelling of the occurrence of rainfall dry and wet spells (ds and ws, respectively) can be jointly conveyed using the inter-arrival times (it). While the modelling of it has the advantage of requiring a single fitting for the…
Accurate, localised rainfall information is essential for applications such as agricultural planning, climate risk assessment, and water resources management. Gridded climate products provide rainfall information over large areas but can…
A new stochastic model for daily precipitation occurrence processes observed at multiple locations is developed. The modeling concept is to use the indicator function and the elliptical shape of multivariate Gaussian distribution to…
We develop a flexible spline-based Bayesian hidden Markov model stochastic weather generator to statistically model daily precipitation over time by season at individual locations. The model naturally accounts for missing data (considered…
Concurrent floods and concurrent droughts in nearby catchments pose challenges to risk assessment and water management. Climate change is affecting extremely high and low discharge, but the complex interplay between changes in individual…
Climate models have become an important tool in the study of climate and climate change, and ensemble experiments consisting of multiple climate-model runs are used in studying and quantifying the uncertainty in climate-model output.…
Inference on the extremal behaviour of spatial aggregates of precipitation is important for quantifying river flood risk. There are two classes of previous approach, with one failing to ensure self-consistency in inference across different…
Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The non-homogeneity lies in periodic transition probabilities…
Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modeling of extremes is therefore essential if the spatial…
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…
We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…
We consider a class of small-sample distribution estimators over noisy channels. Our estimators are designed for repetition channels, and rely on properties of the runs of the observed sequences. These runs are modeled via a special type of…
The purpose of this paper is to illustrate new techniques for computing multiday extreme precipitation taken from recent theoretical advancements in extreme value theory in the framework of dynamical systems, using historical precipitation…
Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the temporal and multivariate nature of extreme rainfall are…
In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, in climate sciences, low precipitation events may lead to…
Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…