Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude

DOI10.1214/21-AOAS1504zbMATH Open1498.62300arXiv2006.01569OpenAlexW3083591703MaRDI QIDQ2135353FDOQ2135353

Authors: Peng Zhong, Raphaël Huser, T. Opitz 

Publication date: 6 May 2022

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: The modeling of spatio-temporal trends in temperature extremes can help better understand the structure and frequency of heatwaves in a changing climate. Here, we study annual temperature maxima over Southern Europe using a century-spanning dataset observed at 44 monitoring stations. Extending the spectral representation of max-stable processes, our modeling framework relies on a novel construction of max-infinitely divisible processes, which include covariates to capture spatio-temporal non-stationarities. Our new model keeps a popular max-stable process on the boundary of the parameter space, while flexibly capturing weakening extremal dependence at increasing quantile levels and asymptotic independence. This is achieved by linking the overall magnitude of a spatial event to its spatial correlation range, in such a way that more extreme events become less spatially dependent, thus more localized. Our model reveals salient features of the spatio-temporal variability of European temperature extremes, and it clearly outperforms natural alternative models. Results show that the spatial extent of heatwaves is smaller for more severe events at higher altitudes, and that recent heatwaves are moderately wider. Our probabilistic assessment of the 2019 annual maxima confirms the severity of the 2019 heatwaves both spatially and at individual sites, especially when compared to climatic conditions prevailing in 1950-1975.

Full work available at URL: https://arxiv.org/abs/2006.01569

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zbMATH Keywords

max-stable processasymptotic dependence and independencespatiotemporal modelingmax-infinitely divisible processspatial extreme event

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)

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Cited In (8)

• Modelling the effect of the El Niño-Southern Oscillation on extreme spatial temperature events over Australia
• Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data
• A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
• The effect of temporal dependence on the estimation of the frequency of extreme ocean climate events
• Parametric models for distributions when interest is in extremes with an application to daily temperature
• Practical strategies for generalized extreme value-based regression models for extremes
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
• Modeling waves of extreme temperature: the changing tails of four cities

Uses Software

• bootlib

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