A regionalisation approach for rainfall based on extremal dependence

DOI10.1007/S10687-020-00395-YMaRDI QIDQ2028583zbMATH OpenOpenAlexWikidataFDO

Authors K. R. Saunders, Alec G. Stephenson, D. J. Karoly

Publication date 1 June 2021

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1907.05750

zbMATH Keywords

climate extremesclusteringextremal dependenceF-madogrammax-stable modelsspatial dependence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sampling theory, sample surveys (62D05) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

Abstract: To mitigate the risk posed by extreme rainfall events, we require statistical models that reliably capture extremes in continuous space with dependence. However, assuming a stationary dependence structure in such models is often erroneous, particularly over large geographical domains. Furthermore, there are limitations on the ability to fit existing models, such as max-stable processes, to a large number of locations. To address these modelling challenges, we present a regionalisation method that partitions stations into regions of similar extremal dependence using clustering. To demonstrate our regionalisation approach, we consider a study region of Australia and discuss the results with respect to known climate and topographic features. To visualise and evaluate the effectiveness of the partitioning, we fit max-stable models to each of the regions. This work serves as a prelude to how one might consider undertaking a project where spatial dependence is non-stationary and is modelled on a large geographical scale.

Review text

In modelling extreme rainfall events, the article presents a regionalization method that partitions stations into regions of similar extremal dependence using hierarchical clustering with the F-madogram distance and a classification step using a weighted \(k\)-nearest neighbour classifier. To demonstrate the approach, the article considers a study region of a network of daily rainfall stations in Australia and discusses, in detail, the results with respect to known climate and topographic features. Max-stable models are fitted to the observed annual maximal rainfall in each of the regions to visualize and evaluate the effectiveness of the partitioning relative to the full extremal dependence.

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Cited in

(12)

• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
• scientific article; zbMATH DE number 7564062 (Why is no real title available?)
• The Statistical Face of a Region Under Monsoon Rainfall in Eastern India
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
• Regionalization approaches for the spatial analysis of extremal dependence
• Comonotonic-based time series clustering with constraints: a review and a conceptual framework
• High-Dimensional Variable Clustering based on Maxima of a Weakly Dependent Random Process
• Flexible Modeling of Nonstationary Extremal Dependence using Spatially Fused LASSO and Ridge Penalties
• Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
• Hierarchical clustering of time series with Wasserstein distance
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• Heavy tailed durations of regional rainfall.

Describes a project that uses

Uses Software

• ismev
• SpatialExtremes
• rnoaa
• NbClust
• clusfind

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