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MFE

Seminar

Regime-dependent modelling of extremes in the extra-tropical atmospheric circulation

Kwasniok, F (University of Exeter)
Tuesday 29 October 2013, 17:00-17:35

Seminar Room 1, Newton Institute

Abstract

The talk discusses data-based statistical-dynamical modelling of vorticity and wind speed extremes in the extra-tropical atmospheric circulation. The extreme model is conditional on the large-scale flow, consisting of a collection of local generalised Pareto distributions, each associated with a cluster or regime in the space of large-scale flow variables. The clusters and the parameters of the extreme models are estimated from data, either separately or simultaneously. The large-scale flow is represented by the leading empirical orthogonal functions (EOFs). Also temporal clustering of extremes in the different large-scale regimes is investigated using an inhomogeneous Poisson process model whose rate parameter is conditional on the large-scale flow. The study is performed in the framework of an intermediate complexity atmospheric model with realistic mean state, variability and teleconnection patterns. The methodology can also be applied to data from GCM scenario simulations, predicting future extremes.

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