A spatio-temporal dynamic regression model for extreme wind speeds

DOI10.1007/S10687-014-0180-2MaRDI QIDQ488093zbMATHOpenAlexFDO

Authors Behzad Mahmoudian, Mohsen Mohammadzadeh

Publication date 23 January 2015

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-014-0180-2

zbMATH Keywords

Markov chain Monte Carlogeneralized extreme value distributionparallel computingdynamic regression modelextreme wind speeds

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 52492 (Why is no real title available?)
• scientific article; zbMATH DE number 1843488 (Why is no real title available?)
• A Hierarchical Model for Extreme Wind Speeds
• A Spatiotemporal Model for Mexico City Ozone Levels
• An introduction to statistical modeling of extreme values
• Asymptotic models and inference for extremes of spatio-temporal data
• Bayesian Measures of Model Complexity and Fit
• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Bayesian forecasting and dynamic models.
• Continuous spatial process models for spatial extreme values
• Directional Modelling of Extreme Wind Speeds
• Geostatistical space-time models: a review
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• Interpolation of spatial data. Some theory for kriging
• Markov chain Monte Carlo for dynamic generalised linear models
• Model-Based Geostatistics
• On Gibbs sampling for state space models
• Semiparametric Regression
• Space and space-time modeling using process convolutions
• Spatial hierarchical modeling of precipitation extremes from a regional climate model
• Spatial regression models for extremes

Cited in

(12)

• Hierarchical spatially varying coefficient and temporal dynamic process models using \texttt{spTDyn}
• Spatio-temporal modelling of extreme storms
• Spatial–temporal model for wind speed in Lithuania
• Gaussian linear state‐space model for wind fields in the North‐East Atlantic
• Spatial regression models for extremes
• Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
• Extreme value analysis of multivariate high-frequency wind speed data
• Statistical spectrum model of wind velocity at Beijing Meteorological Tower
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
• A Hierarchical Model for Extreme Wind Speeds
• A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
• Prediction of extremal precipitation by quantile regression forests: from SNU multiscale team

Describes a project that uses

Uses Software

• R
• WinBUGS
• SemiPar
• foreach
• doParallel
• ismev

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