Spatio-temporal modelling of extreme storms
Theodoros Economou, David B. Stephenson, Christopher A. T. Ferro
The Annals of Applied Statistics · 2014 · Volume 8 · Issue 4
Abstract
A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979–2009. Spatial variation in the extremal properties of the cyclones is captured using a 150 cell spatial regularisation, latitude as a covariate, and spatial random effects. The North Atlantic Oscillation (NAO) is also used as a covariate and is found to have a significant effect on intensifying extremal storm behaviour, especially over Northern Europe and the Iberian peninsula. Estimates of lower bounds on minimum sea-level pressure are typically 10–50 hPa below the minimum values observed for historical storms with largest differences occurring when the NAO index is positive.
Keywords
Bayesian hierarchical model, European windstorms, extra-tropical cyclones, extreme value distribution, natural hazards, spatial random effects
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