IDEAS home Printed from https://ideas.repec.org/a/wly/envmet/v31y2020i5ne2621.html
   My bibliography  Save this article

Bayesian spatial extreme value analysis of maximum temperatures in County Dublin, Ireland

Author

Listed:
  • John O'Sullivan
  • Conor Sweeney
  • Andrew C. Parnell

Abstract

In this study, we begin a comprehensive characterization of temperature extremes in Ireland for the period 1981–2010. We produce return levels of anomalies of daily maximum temperature extremes for an area over Ireland, for the 30‐year period 1981–2010. We employ extreme value theory (EVT) to model the data using the generalized Pareto distribution (GPD) as part of a three‐level Bayesian hierarchical model. We use predictive processes in order to solve the computationally difficult problem of modeling data over a very dense spatial field. To our knowledge, this is the first study to combine predictive processes and EVT in this manner. The model is fit using Markov chain Monte Carlo algorithms. Posterior parameter estimates and return level surfaces are produced, in addition to specific site analysis at synoptic stations, including Casement Aerodrome and Dublin Airport. Observational data from the period 2011–2018 are included in this site analysis to determine if there is evidence of a change in the observed extremes. An increase in the frequency of extreme anomalies, but not the severity, is observed for this period. We found that the frequency of observed extreme anomalies from 2011 to 2018 at the Casement Aerodrome and Phoenix Park synoptic stations exceed the upper bounds of the credible intervals from the model by 20% and 7%, respectively. Using predictive processes made possible a fourfold increase in the domain considered, while still allowing all data across the grid to be used to inform the posterior distributions.

Suggested Citation

  • John O'Sullivan & Conor Sweeney & Andrew C. Parnell, 2020. "Bayesian spatial extreme value analysis of maximum temperatures in County Dublin, Ireland," Environmetrics, John Wiley & Sons, Ltd., vol. 31(5), August.
    • Handle: RePEc:wly:envmet:v:31:y:2020:i:5:n:e2621
    DOI: 10.1002/env.2621
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/env.2621
    Download Restriction: no
    File URL: https://libkey.io/10.1002/env.2621?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Anita Verpe Dyrrdal & Alex Lenkoski & Thordis L. Thorarinsdottir & Frode Stordal, 2015. "Bayesian hierarchical modeling of extreme hourly precipitation in Norway," Environmetrics, John Wiley & Sons, Ltd., vol. 26(2), pages 89-106, March.
    2. Eric A. Lehmann & Aloke Phatak & Alec Stephenson & Rex Lau, 2016. "Spatial modelling framework for the characterisation of rainfall extremes at different durations and under climate change," Environmetrics, John Wiley & Sons, Ltd., vol. 27(4), pages 239-251, June.
    3. Sudipto Banerjee & Alan E. Gelfand & Andrew O. Finley & Huiyan Sang, 2008. "Gaussian predictive process models for large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 825-848, September.
    4. Alan Gelfand & Alexandra Schmidt & Sudipto Banerjee & C. Sirmans, 2004. "Nonstationary multivariate process modeling through spatially varying coregionalization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 263-312, December.
    5. Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
    6. V. Kharin & F. Zwiers & X. Zhang & M. Wehner, 2013. "Changes in temperature and precipitation extremes in the CMIP5 ensemble," Climatic Change, Springer, vol. 119(2), pages 345-357, July.
    7. Andrew Finley & Sudipto Banerjee & Alan Gelfand, 2012. "Bayesian dynamic modeling for large space-time datasets using Gaussian predictive processes," Journal of Geographical Systems, Springer, vol. 14(1), pages 29-47, January.
    8. Cooley, Daniel & Nychka, Douglas & Naveau, Philippe, 2007. "Bayesian Spatial Modeling of Extreme Precipitation Return Levels," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 824-840, September.
    9. Lelys Bravo Guenni & Susan J. Simmons & Benjamin A. Shaby & Brian J. Reich, 2012. "Bayesian spatial extreme value analysis to assess the changing risk of concurrent high temperatures across large portions of European cropland," Environmetrics, John Wiley & Sons, Ltd., vol. 23(8), pages 638-648, December.
    10. Finn Lindgren & Håvard Rue & Johan Lindström, 2011. "An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(4), pages 423-498, September.
    11. Eddelbuettel, Dirk & Francois, Romain, 2011. "Rcpp: Seamless R and C++ Integration," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i08).
    12. Finley, Andrew O. & Sang, Huiyan & Banerjee, Sudipto & Gelfand, Alan E., 2009. "Improving the performance of predictive process modeling for large datasets," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2873-2884, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nurulkamal Masseran & Muhammad Aslam Mohd Safari, 2021. "Mixed POT-BM Approach for Modeling Unhealthy Air Pollution Events," IJERPH, MDPI, vol. 18(13), pages 1-17, June.
    2. Laino, Emilio & Iglesias, Gregorio, 2023. "Extreme climate change hazards and impacts on European coastal cities: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 184(C).
    3. Brook T. Russell & Whitney K. Huang, 2021. "Modeling short‐ranged dependence in block extrema with application to polar temperature data," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    4. Silius M. Vandeskog & Thordis L. Thorarinsdottir & Ingelin Steinsland & Finn Lindgren, 2022. "Quantile based modeling of diurnal temperature range with the five‐parameter lambda distribution," Environmetrics, John Wiley & Sons, Ltd., vol. 33(4), June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Silius M. Vandeskog & Sara Martino & Daniela Castro-Camilo & Håvard Rue, 2022. "Modelling Sub-daily Precipitation Extremes with the Blended Generalised Extreme Value Distribution," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(4), pages 598-621, December.
    2. Matthew J. Heaton & Abhirup Datta & Andrew O. Finley & Reinhard Furrer & Joseph Guinness & Rajarshi Guhaniyogi & Florian Gerber & Robert B. Gramacy & Dorit Hammerling & Matthias Katzfuss & Finn Lindgr, 2019. "A Case Study Competition Among Methods for Analyzing Large Spatial Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 398-425, September.
    3. Sameh Abdulah & Yuxiao Li & Jian Cao & Hatem Ltaief & David E. Keyes & Marc G. Genton & Ying Sun, 2023. "Large‐scale environmental data science with ExaGeoStatR," Environmetrics, John Wiley & Sons, Ltd., vol. 34(1), February.
    4. Jialuo Liu & Tingjin Chu & Jun Zhu & Haonan Wang, 2022. "Large spatial data modeling and analysis: A Krylov subspace approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1115-1143, September.
    5. Chen, Yewen & Chang, Xiaohui & Luo, Fangzhi & Huang, Hui, 2023. "Additive dynamic models for correcting numerical model outputs," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    6. Zilber, Daniel & Katzfuss, Matthias, 2021. "Vecchia–Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data," Computational Statistics & Data Analysis, Elsevier, vol. 153(C).
    7. Qian Ren & Sudipto Banerjee, 2013. "Hierarchical Factor Models for Large Spatially Misaligned Data: A Low-Rank Predictive Process Approach," Biometrics, The International Biometric Society, vol. 69(1), pages 19-30, March.
    8. Jonathan Bradley & Noel Cressie & Tao Shi, 2015. "Comparing and selecting spatial predictors using local criteria," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 1-28, March.
    9. Giovanna Jona Lasinio & Gianluca Mastrantonio & Alessio Pollice, 2013. "Discussing the “big n problem”," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(1), pages 97-112, March.
    10. Joshua Hewitt & Miranda J. Fix & Jennifer A. Hoeting & Daniel S. Cooley, 2019. "Improved Return Level Estimation via a Weighted Likelihood, Latent Spatial Extremes Model," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 426-443, September.
    11. Matthias Katzfuss & Joseph Guinness & Wenlong Gong & Daniel Zilber, 2020. "Vecchia Approximations of Gaussian-Process Predictions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 25(3), pages 383-414, September.
    12. Zhang, Shen & Liu, Xin & Tang, Jinjun & Cheng, Shaowu & Qi, Yong & Wang, Yinhai, 2018. "Spatio-temporal modeling of destination choice behavior through the Bayesian hierarchical approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 537-551.
    13. Unn Dahlén & Johan Lindström & Marko Scholze, 2020. "Spatiotemporal reconstructions of global CO2‐fluxes using Gaussian Markov random fields," Environmetrics, John Wiley & Sons, Ltd., vol. 31(4), June.
    14. Jonathan Jalbert & Christian Genest & Luc Perreault, 2022. "Interpolation of Precipitation Extremes on a Large Domain Toward IDF Curve Construction at Unmonitored Locations," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(3), pages 461-486, September.
    15. K. Shuvo Bakar, 2020. "Interpolation of daily rainfall data using censored Bayesian spatially varying model," Computational Statistics, Springer, vol. 35(1), pages 135-152, March.
    16. Paciorek, Christopher J. & Lipshitz, Benjamin & Zhuo, Wei & Prabhat, . & Kaufman, Cari G. G. & Thomas, Rollin C., 2015. "Parallelizing Gaussian Process Calculations in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i10).
    17. Shinichiro Shirota & Andrew O. Finley & Bruce D. Cook & Sudipto Banerjee, 2023. "Conjugate sparse plus low rank models for efficient Bayesian interpolation of large spatial data," Environmetrics, John Wiley & Sons, Ltd., vol. 34(1), February.
    18. Ting Fung Ma & Fangfang Wang & Jun Zhu & Anthony R. Ives & Katarzyna E. Lewińska, 2023. "Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 279-298, June.
    19. Daniela Castro-Camilo & Raphaël Huser & Håvard Rue, 2019. "A Spliced Gamma-Generalized Pareto Model for Short-Term Extreme Wind Speed Probabilistic Forecasting," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 517-534, September.
    20. Athanasios C. Micheas & Jiaxun Chen, 2018. "sppmix: Poisson point process modeling using normal mixture models," Computational Statistics, Springer, vol. 33(4), pages 1767-1798, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:envmet:v:31:y:2020:i:5:n:e2621. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/1180-4009/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.