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Wildfire risk is greatest during high winds after sustained periods of dry and hot conditions. This paper is a statistical extreme-event risk attribution study that aims to answer whether extreme wildfire seasons are more likely now than under past climate. This requires modeling temporal dependence at extreme levels. We propose the use of transformed-linear time series models, which are constructed similarly to traditional autoregressive–moving-average (ARMA) models while having a dependence structure that is tied to a widely used framework for extremes (regular variation). We fit the models to the extreme values of the seasonally adjusted fire weather index (FWI) time series to capture the dependence in the upper tail for past and present climate. We simulate 10 000 fire seasons from each fitted model and compare the proportion of simulated high-risk fire seasons to quantify the increase in risk. Our method suggests that the risk of experiencing an extreme wildfire season in Grand Lake, Colorado, under current climate has increased dramatically relative to the risk under the climate of the mid-twentieth century. Our method also finds some evidence of increased risk of extreme wildfire seasons in Quincy, California, but large uncertainties do not allow us to reject a null hypothesis of no change. [ABSTRACT FROM AUTHOR]

We propose a method for analyzing extremal behavior through the lens of a most efficient basis of vectors. The method is analogous to principal component analysis, but is based on methods from extreme value analysis. Specifically, rather than decomposing a covariance or correlation matrix, we obtain our basis vectors by performing an eigendecomposition of a matrix that describes pairwise extremal dependence. We apply the method to precipitation observations over the contiguous United States. We find that the time series of large coefficients associated with the leading eigenvector shows very strong evidence of a positive trend, and there is evidence that large coefficients of other eigenvectors have relationships with El Niño–Southern Oscillation. [ABSTRACT FROM AUTHOR]

Understanding dependence structure among extreme values plays an important role in risk assessment in environmental studies. In this work, we propose the χ network and the annual extremal network for exploring the extremal dependence structure of environmental processes. A χ network is constructed by connecting pairs whose estimated upper tail dependence coefficient, χ ^ , exceeds a prescribed threshold. We develop an initial χ network estimator, and we use a spatial block bootstrap to assess both the bias and variance of our estimator. We then develop a method to correct the bias of the initial estimator by incorporating the spatial structure in χ . In addition to the χ network, which assesses spatial extremal dependence over an extended period of time, we further introduce an annual extremal network to explore the year-to-year temporal variation of extremal connections. We illustrate the χ and the annual extremal networks by analyzing the hurricane season maximum precipitation at the US Gulf Coast and surrounding area. Analysis suggests there exists long distance extremal dependence for precipitation extremes in the study region and the strength of the extremal dependence may depend on some regional scale meteorological conditions, for example, sea surface temperature. [ABSTRACT FROM AUTHOR]

We conduct a case study of observed and simulated maximum daily 8-h average (MDA8) ozone (O 3 ) in three US cities for summers during 1996–2005. The purpose of this study is to evaluate the ability of a high resolution atmospheric chemistry model to reproduce observed relationships between meteorology and high or extreme O 3 . We employ regional coupled chemistry-transport model simulations to make three types of comparisons between simulated and observational data, comparing (1) tails of the O 3 response variable, (2) distributions of meteorological predictor variables, and (3) sensitivities of high and extreme O 3 to meteorological predictors. This last comparison is made using two methods: quantile regression, for the 0.95 quantile of O 3 , and tail dependence optimization, which is used to investigate even higher O 3 extremes. Across all three locations, we find substantial differences between simulations and observational data in both meteorology and meteorological sensitivities of high and extreme O 3 . [ABSTRACT FROM AUTHOR]

A fundamental deficiency of classical multivariate extreme value theory is the inability to distinguish between asymptotic independence and exact independence. In this work, we examine multivariate threshold modelling in the framework of regular variation on cones. Tail dependence is described by a limiting measure, which in some cases is degenerate on joint tail regions despite strong subasymptotic dependence in such regions. Hidden regular variation, a higher-order tail decay on these regions, offers a refinement of the classical theory. We develop a representation of random vectors possessing hidden regular variation as the sum of independent regular varying components. The representation is shown to be asymptotically valid via a multivariate tail equivalence result. We develop a likelihood-based estimation procedure from this representation via a Monte Carlo expectation-maximization algorithm which has been modified for tail estimation. The method is demonstrated on simulated data and applied to air pollution measurements. [ABSTRACT FROM AUTHOR]

In his paper in Climate Monitor, TML Wigley uses basic probability arguments to illustrate how a slowly changing climate could potentially affect the frequency of extreme events. In the time since the paper appeared, there has been increased interest in assessing how weather extremes may be altered by climate change. Much of the work has been conducted using extreme value analysis, which is the branch of statistics developed specifically to characterize extreme events. This commentary discusses the advantages of an EVA approach and reviews some EVA techniques that have been used to describe climate change’s potential impact on extreme phenomena. Additionally, this commentary illustrates basic EVA techniques in an analysis of temperatures for central England. In parallel to Wigley’s analysis, a time-varying EVA analysis is compared to a stationary one, and furthermore, the trend from the EVA analysis is compared to the trend in means. [ABSTRACT FROM AUTHOR]

Quantification of precipitation extremes is important for flood planning purposes, and a common measure of extreme events is the r-year return level. We present a method for producing maps of precipitation return levels and uncertainty measures and apply it to a region in Colorado. Separate hierarchical models are constructed for the intensity and the frequency of extreme precipitation events. For intensity, we model daily precipitation above a high threshold at 56 weather stations with the generalized Pareto distribution. For frequency, we model the number of exceedances at the stations as binomial random variables. Both models assume that the regional extreme precipitation is driven by a latent spatial process characterized by geographical and climatological covariates. Effects not fully described by the covariates are captured by spatial structure in the hierarchies. Spatial methods were improved by working in a space with climatological coordinates. Inference is provided by a Markov chain Monte Carlo algorithm and spatial interpolation method, which provide a natural method for estimating uncertainty. [ABSTRACT FROM AUTHOR]

Noting a strong imperative to understand precipitation extremes, and that considerable uncertainty affects observational data sets, this paper compares the representation of extremes in a number of widely used daily gridded products, derived from rain gauge data, satellite retrieval and reanalysis for the conterminous United States. Analysis is based upon the concept of "tail dependence" arising in multivariate extreme value theory, and we infer the level of temporal dependence in the joint tail of the precipitation probability distribution for pairwise comparisons of products. In this way, we consider the range of products more like an ensemble and examine the relationships between members, and do not attempt to define, or compare products to, some ground truth. Linear correlation between products is also computed. Considerable discrepancy between groups of products, both annually and seasonally, is linked to source data and complex terrain. In particular, products based on rain gauge data showed remarkable similarity, but differed considerably, showing almost total loss of extremal dependence during DJF in mountainous regions, when compared with satellite products. Additionally, simulated re-forecasts revealed reasonable temporal agreement with large scale generated extremes. The diversity and extent of discrepancies identified across all products raises important questions about their use, and we urge caution, particularly for products derived from satellite data. [ABSTRACT FROM AUTHOR]

Uncertainty in return level estimates for rare events, like the intensity of large rainfall events, makes it difficult to develop strategies to mitigate related hazards, like flooding. Latent spatial extremes models reduce the uncertainty by exploiting spatial dependence in statistical characteristics of extreme events to borrow strength across locations. However, these estimates can have poor properties due to model misspecification: Many latent spatial extremes models do not account for extremal dependence, which is spatial dependence in the extreme events themselves. We improve estimates from latent spatial extremes models that make conditional independence assumptions by proposing a weighted likelihood that uses the extremal coefficient to incorporate information about extremal dependence during estimation. This approach differs from, and is simpler than, directly modeling the spatial extremal dependence; for example, by fitting a max-stable process, which is challenging to fit to real, large datasets. We adopt a hierarchical Bayesian framework for inference, use simulation to show the weighted model provides improved estimates of high quantiles, and apply our model to improve return level estimates for Colorado rainfall events with 1% annual exceedance probability. Supplementary materials accompanying this paper appear online. [ABSTRACT FROM AUTHOR]

Abstract: Currently there is an increasing research activity in the area of climate extremes because they represent a key manifestation of non-linear systems and an enormous impact on economic and social human activities. Our understanding of the mean behavior of climate and its ‘normal’ variability has been improving significantly during the last decades. In comparison, climate extreme events have been hard to study and even harder to predict because they are, by definition, rare and obey different statistical laws than averages. In this context, the motivation for this paper is twofold. Firstly, we recall the basic principles of Extreme Value Theory that is used on a regular basis in finance and hydrology, but it still does not have the same success in climate studies. More precisely, the theoretical distributions of maxima and large peaks are recalled. The parameters of such distributions are estimated with the maximum likelihood estimation procedure that offers the flexibility to take into account explanatory variables in our analysis. Secondly, we detail three case-studies to show that this theory can provide a solid statistical foundation, specially when assessing the uncertainty associated with extreme events in a wide range of applications linked to the study of our climate. To cite this article: P. Naveau et al., C. R. Geoscience 337 (2005). [Copyright &y& Elsevier]

Abstract: In a commentary about the paper ‛Asynchronous Little Ice Age glacial maximum extent in southeast Iceland’ (Geomorphology 114 (2010) 253-260), M. Dąbski questioned the validity of the generalized extreme value method and the Bayesian approach in lichenometric dating of the outermost LIA Fláajökull moraines in SE Iceland. This paper responds to these criticisms by explaining the relevance of the method applied and the relevance of the dates obtained. [Copyright &y& Elsevier]