Spatio-temporal modelling of extreme storms
Stephenson, David B.
Ferro, Christopher A.T.
Annals of Applied Statistics
Institute of Mathematical Statistics
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.
Vol. 8 (4), pp. 2223 - 2246