77 research outputs found
On Max-Stable Processes and the Functional D-Norm
We introduce a functional domain of attraction approach for stochastic
processes, which is more general than the usual one based on weak convergence.
The distribution function G of a continuous max-stable process on [0,1] is
introduced and it is shown that G can be represented via a norm on functional
space, called D-norm. This is in complete accordance with the multivariate case
and leads to the definition of functional generalized Pareto distributions
(GPD) W. These satisfy W=1+log(G) in their upper tails, again in complete
accordance with the uni- or multivariate case.
Applying this framework to copula processes we derive characterizations of
the domain of attraction condition for copula processes in terms of tail
equivalence with a functional GPD.
\delta-neighborhoods of a functional GPD are introduced and it is shown that
these are characterized by a polynomial rate of convergence of functional
extremes, which is well-known in the multivariate case.Comment: 22 page
An assessment of the Jenkinson and Collison synoptic classification to a continental mid-latitude location
A weather-type catalogue based on the Jenkinson and Collison method was developed for an area in south-west Russia for the period 1961--2010. Gridded sea level pressure data was obtained from the National Centers for Environmental Prediction/National Center for Atmospheric Research (NCEP/NCAR) reanalysis. The resulting catalogue was analysed for frequency of individual types and groups of weather types to characterise long-term atmospheric circulation in this region. Overall, the most frequent type is anticyclonic (A) (23.3Â {%}) followed by cyclonic (C) (11.9Â {%}); however, there are some key seasonal patterns with westerly circulation being significantly more common in winter than summer. The utility of this synoptic classification is evaluated by modelling daily rainfall amounts. A low level of error is found using a simple model based on the prevailing weather type. Finally, characteristics of the circulation classification are compared to those for the original JC British Isles catalogue and a much more equal distribution of flow types is seen in the former classification
The 1958–2009 Greenland ice sheet surface melt and the mid-tropospheric atmospheric circulation
peer reviewedaudience: researcherIn order to assess the impact of the mid-tropospheric circulation over the Greenland ice sheet (GrIS) on surface melt, as simulated by the regional climate model MAR, an automatic Circulation type classification (CTC) based on 500 hPa geopotential height from reanalyses is developed. General circulation correlates significantly with the surface melt anomalies for the summers in the period 1958–2009. The record surface melt events observed during the summers of 2007–2009 are linked to the exceptional persistence of atmospheric circulations favouring warm air advection. The CTC emphasizes that summer 500 hPa circulation patterns have changed since the beginning of the 2000s; this process is partly responsible for the recent warming observed over the GrIS
On tail trend detection: modeling relative risk
The climate change dispute is about changes over time of environmental
characteristics (such as rainfall). Some people say that a possible change is
not so much in the mean but rather in the extreme phenomena (that is, the
average rainfall may not change much but heavy storms may become more or less
frequent). The paper studies changes over time in the probability that some
high threshold is exceeded. The model is such that the threshold does not need
to be specified, the results hold for any high threshold. For simplicity a
certain linear trend is studied depending on one real parameter. Estimation and
testing procedures (is there a trend?) are developed. Simulation results are
presented. The method is applied to trends in heavy rainfall at 18 gauging
stations across Germany and The Netherlands. A tentative conclusion is that the
trend seems to depend on whether or not a station is close to the sea.Comment: 38 page
Robust decision making for a climate-resilient development of the agricultural sector in Nigeria.
Adaptation options that work reasonably well across an entire range of potential outcomes are shown to be preferable in a context of deep uncertainty. This is because robust practices that are expected to perform satisfactorily across the full range of possible future conditions, are preferable to those that are the best ones, but just in one specific scenario. Thus, using a Robust Decision Making Approach in Nigerian agriculture may increase resilience to climate change. To illustrate, the expansion of irrigation might be considered as a complementary strategy to conservation techniques and a shift in sowing/planting dates to enhance resilience of agriculture. However, given large capital expenditures, irrigation must consider climate trends and variability. Using historical climate records is insufficient to size capacity and can result in "regrets" when the investment is undersized/oversized, if the climate turns out to be drier/wetter than expected. Rather utilizing multiple climate outcomes to make decisions will decrease "regrets." This chapter summarizes the main results from a study titled "Toward climate-resilient development in Nigeria" funded by the Word Bank (See Cervigni et al. 2013)
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