Statistical downscaling of extreme precipitation events using extreme value theory (Q549636): Difference between revisions
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Property / review text | |||
The problem of local probabilistic calibration for daily precipitation forecasts made by global weather forecast models is considered. An approach based on conditional quantiles is discussed. Three methods of conditional quantiles estimation are considered: the semiparametric censored quantile regression (QR), fitting of a non-homogeneous Poisson model (PP), and the peaks-over-non-stationary thresholds model (POT) with the generalized Pareto distribution for tails modeling. The performance of these approaches is compared on the data from German weather stations from 1957 by 2002. The author's conclusion is that PP and POT are appropriate parametric alternatives to the semi-parametric QR approach, especially when very high quantiles are to be forecasted. | |||
Property / review text: The problem of local probabilistic calibration for daily precipitation forecasts made by global weather forecast models is considered. An approach based on conditional quantiles is discussed. Three methods of conditional quantiles estimation are considered: the semiparametric censored quantile regression (QR), fitting of a non-homogeneous Poisson model (PP), and the peaks-over-non-stationary thresholds model (POT) with the generalized Pareto distribution for tails modeling. The performance of these approaches is compared on the data from German weather stations from 1957 by 2002. The author's conclusion is that PP and POT are appropriate parametric alternatives to the semi-parametric QR approach, especially when very high quantiles are to be forecasted. / rank | |||
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Property / Mathematics Subject Classification ID: 62P12 / rank | |||
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Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 5925269 / rank | |||
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quantile regression | |||
Property / zbMATH Keywords: quantile regression / rank | |||
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peaks over thresholds | |||
Property / zbMATH Keywords: peaks over thresholds / rank | |||
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Poisson point processes | |||
Property / zbMATH Keywords: Poisson point processes / rank | |||
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local extremes downscaling | |||
Property / zbMATH Keywords: local extremes downscaling / rank | |||
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Property / describes a project that uses: Fahrmeir / rank | |||
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Property / describes a project that uses: ismev / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10687-010-0107-5 / rank | |||
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Property / OpenAlex ID: W2106590846 / rank | |||
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Property / Wikidata QID | |||
Property / Wikidata QID: Q58227038 / rank | |||
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Property / cites work | |||
Property / cites work: Statistics of Extremes / rank | |||
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Property / cites work: An introduction to statistical modeling of extreme values / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 07:44, 4 July 2024
scientific article
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English | Statistical downscaling of extreme precipitation events using extreme value theory |
scientific article |
Statements
Statistical downscaling of extreme precipitation events using extreme value theory (English)
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18 July 2011
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The problem of local probabilistic calibration for daily precipitation forecasts made by global weather forecast models is considered. An approach based on conditional quantiles is discussed. Three methods of conditional quantiles estimation are considered: the semiparametric censored quantile regression (QR), fitting of a non-homogeneous Poisson model (PP), and the peaks-over-non-stationary thresholds model (POT) with the generalized Pareto distribution for tails modeling. The performance of these approaches is compared on the data from German weather stations from 1957 by 2002. The author's conclusion is that PP and POT are appropriate parametric alternatives to the semi-parametric QR approach, especially when very high quantiles are to be forecasted.
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quantile regression
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peaks over thresholds
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Poisson point processes
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local extremes downscaling
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