Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important precipitation features like heavy rainfall intensities. Measurements at ground-based weather stations, however, supply adequate rainfall intensities, but most national weather recording networks are often spatially too sparse to capture rainfall patterns adequately. To bring the best out of these two sources of information, climatologists and hydrologists have been seeking models that can efficiently merge different types of rainfall data. One inherent difficulty is to capture the appropriate multivariate dependence structure among rainfall maxima. For this purpose, multivariate extreme value theory suggests the use of a max-stable process. Such a process can be represented by a max-linear combination of independent copies of a hidden stochastic process weighted by a Poisson point process. In practice, the choice of this hidden process is non-trivial, especially if anisotropy, non-stationarity and nugget effects are present in the spatial data at hand. By coupling forecast ensemble data from the French national weather service (Météo-France) with local observations, we construct and compare different types of data driven max-stable processes that are parsimonious in parameters, easy to simulate and capable of reproducing nugget effects and spatial non-stationarities. We also compare our new method with classical approaches from spatial extreme value theory such as Brown-Resnick processes.
We develop a flexible spline-based Bayesian hidden Markov model stochastic weather generator to statistically model daily precipitation over time by season at individual locations. The model naturally accounts for missing data (considered missing at random), avoiding potential sensitivity from systematic missingness patterns or from using arbitrary cutoffs to deal with missingness when computing metrics on daily precipitation data. The fitted model can then be used for inference about trends in arbitrary measures of precipitation behavior, either by multiple imputation of the missing data foll…
Stochastic precipitation generators (SPGs) are a class of statistical models which generate synthetic data that can simulate dry and wet rainfall stretches for long durations. Generated precipitation time series data are used in climate projections, impact assessment of extreme weather events, and water resource and agricultural management. We construct an SPG for daily precipitation data that is specified as a semi-continuous distribution at every location, with a point mass at zero for no precipitation and a mixture of two exponential distributions for positive precipitation. Our generators …
Traditional approaches for comparing global climate models and observational data products typically fail to account for the geographic location of the underlying weather station data. For modern high-resolution models, this is an oversight since there are likely grid cells where the physical output of a climate model is compared with a statistically interpolated quantity instead of actual measurements of the climate system. In this paper, we quantify the impact of geographic sampling on the relative performance of high resolution climate models' representation of precipitation extremes in Bor…
Tropical cyclones are important drivers of coastal flooding which have severe negative public safety and economic consequences. Due to the rare occurrence of such events, high spatial and temporal resolution historical storm precipitation data are limited in availability. This paper introduces a statistical tropical cyclone space-time precipitation generator given limited information from storm track datasets. Given a handful of predictor variables that are common in either historical or simulated storm track ensembles such as pressure deficit at the storm's center, radius of maximal winds, st…
Tropical cyclones present a serious threat to many coastal communities around the world. Many numerical weather prediction models provide deterministic forecasts with limited measures of their forecast uncertainty. Standard postprocessing techniques may struggle with extreme events or use a 30-day training window that will not adequately characterize the uncertainty of a tropical cyclone forecast. We propose a novel approach that leverages information from past storm events, using a hierarchical model to quantify uncertainty in the spatial correlation parameters of the forecast errors (modeled…
Intuitively, one would expect a more skillful forecast if predicting weather averaged over one week instead of the weather averaged over one day, and similarly for different spatial averaging areas. However, there are few systematic studies of averaging and forecast skill with modern forecasts, and it is therefore not clear how much improvement in forecast performance is produced via averaging. Here we present a direct investigation of averaging effects, based on data from operational numerical weather forecasts. Data is analyzed for precipitation and surface temperature, for lead times of rou…
With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution short-term) forecasts of localised precipitation. The parametrisation of our underlying hierarchical dynamic spatio-temporal model is motivated by a forward-time, centred-space finite difference solution to a collection of stochastic partial differential equations, where the main driving forces are advection and diffusion. Observations from both weather radar and gr…
Insurance industry is one of the most vulnerable sectors to climate change. Assessment of future number of claims and incurred losses is critical for disaster preparedness and risk management. In this project, we study the effect of precipitation on a joint dynamics of weather-induced home insurance claims and losses. We discuss utility and limitations of such machine learning procedures as Support Vector Machines and Artificial Neural Networks, in forecasting future claim dynamics and evaluating associated uncertainties. We illustrate our approach by application to attribution analysis and fo…
