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Spatio-temporal modelling of extreme storms. (English) Zbl 1454.62441

Summary: 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.

MSC:

62P12 Applications of statistics to environmental and related topics
62G32 Statistics of extreme values; tail inference
62M30 Inference from spatial processes

Software:

spBayes; ismev; R; BayesDA; GMRFLib
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