December 2022 Modelling extremes of spatial aggregates of precipitation using conditional methods
Jordan Richards, Jonathan A. Tawn, Simon Brown
Author Affiliations +
Ann. Appl. Stat. 16(4): 2693-2713 (December 2022). DOI: 10.1214/22-AOAS1609

Abstract

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 regions of aggregation and the other imposing highly restrictive assumptions. To overcome these issues, we propose a model for high-resolution precipitation data from which we can simulate realistic fields and explore the behaviour of spatial aggregates. Recent developments have seen spatial extensions of the Heffernan and Tawn (J. R. Stat. Soc. Ser. B. Stat. Methodol. 66 (2004) 497–546) model for conditional multivariate extremes which can handle a wide range of dependence structures. Our contribution is twofold: extensions and improvements of this approach and its model inference for high-dimensional data and a novel framework for deriving aggregates addressing edge effects and subregions without rain. We apply our modelling approach to gridded East Anglia, UK precipitation data. Return-level curves for spatial aggregates over different regions of various sizes are estimated and shown to fit very well to the data.

Funding Statement

Jordan Richards and Jonathan Tawn gratefully acknowledge funding through the STOR-i Doctoral Training Centre and Engineering and Physical Sciences Research Council (grant EP/L015692/1).
Simon Brown was supported by the Met Office Hadley Centre Climate Programme funded by BEIS and Defra.

Acknowledgements

The authors are grateful to Robert Shooter of the Met Office Hadley Centre, UK, and to Jennifer Wadsworth and Emma Simpson of Lancaster University and University College London, respectively, for helpful discussions. The data can be downloaded from the CEDA data catalogue; see Met Office Hadley Centre (2019).

Citation

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Jordan Richards. Jonathan A. Tawn. Simon Brown. "Modelling extremes of spatial aggregates of precipitation using conditional methods." Ann. Appl. Stat. 16 (4) 2693 - 2713, December 2022. https://doi.org/10.1214/22-AOAS1609

Information

Received: 1 February 2021; Revised: 1 January 2022; Published: December 2022
First available in Project Euclid: 26 September 2022

MathSciNet: MR4489229
zbMATH: 1498.62291
Digital Object Identifier: 10.1214/22-AOAS1609

Keywords: Extremal dependence , extreme precipitation , spatial aggregates , spatial conditional extremes

Rights: Copyright © 2022 Institute of Mathematical Statistics

Vol.16 • No. 4 • December 2022
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