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December 2014 Spatio-temporal modelling of extreme storms
Theodoros Economou, David B. Stephenson, Christopher A. T. Ferro
Ann. Appl. Stat. 8(4): 2223-2246 (December 2014). DOI: 10.1214/14-AOAS766


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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Theodoros Economou. David B. Stephenson. Christopher A. T. Ferro. "Spatio-temporal modelling of extreme storms." Ann. Appl. Stat. 8 (4) 2223 - 2246, December 2014.


Published: December 2014
First available in Project Euclid: 19 December 2014

zbMATH: 06408776
MathSciNet: MR3292495
Digital Object Identifier: 10.1214/14-AOAS766

Keywords: Bayesian hierarchical model , European windstorms , extra-tropical cyclones , extreme value distribution , natural hazards , spatial random effects

Rights: Copyright © 2014 Institute of Mathematical Statistics


Vol.8 • No. 4 • December 2014
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