Modeling for seasonal marked point processes: an analysis of evolving hurricane occurrences. (English) Zbl 1454.62284

Xiao, Sai; Kottas, Athanasios; Sansó, Bruno

Ann. Appl. Stat. 9, No. 1, 353-382 (2015).

Summary: Seasonal point processes refer to stochastic models for random events which are only observed in a given season. We develop nonparametric Bayesian methodology to study the dynamic evolution of a seasonal marked point process intensity. We assume the point process is a nonhomogeneous Poisson process and propose a nonparametric mixture of beta densities to model dynamically evolving temporal Poisson process intensities. Dependence structure is built through a dependent Dirichlet process prior for the seasonally-varying mixing distributions. We extend the nonparametric model to incorporate time-varying marks, resulting in flexible inference for both the seasonal point process intensity and for the conditional mark distribution. The motivating application involves the analysis of hurricane landfalls with reported damages along the U.S. Gulf and Atlantic coasts from 1900 to 2010. We focus on studying the evolution of the intensity of the process of hurricane landfall occurrences, and the respective maximum wind speed and associated damages. Our results indicate an increase in the number of hurricane landfall occurrences and a decrease in the median maximum wind speed at the peak of the season. Introducing standardized damage as a mark, such that reported damages are comparable both in time and space, we find that there is no significant rising trend in hurricane damages over time.

MSC:

62M30	Inference from spatial processes
60G55	Point processes (e.g., Poisson, Cox, Hawkes processes)
62P12	Applications of statistics to environmental and related topics

Keywords:

Bayesian nonparametrics; dependent Dirichlet process; hurricane intensity; marked Poisson process; Markov chain Monte Carlo; risk assessment

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