Spatio-temporal modelling of extreme storms

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, lat...

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Bibliographic Details
Published in:The Annals of Applied Statistics
Main Authors: Economou, Theodoros, Stephenson, David B., Ferro, Christopher A. T.
Format: Text
Language:English
Published: The Institute of Mathematical Statistics 2014
Subjects:
Bayesian hierarchical model
spatial random effects
natural hazards
extra-tropical cyclones
extreme value distribution
European windstorms
North Atlantic
North Atlantic oscillation
Online Access:http://projecteuclid.org/euclid.aoas/1419001741
https://doi.org/10.1214/14-AOAS766
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Summary: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.

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