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Patterns in Spatio-Temporal Extremes
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DOI：10.1080/01621459.2026.2649608.png)
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Abstract
En 中文
In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric extreme-value models. In this article, we propose a computationally-cheap nonparametric approach to investigate the probability distribution of temporal clusters of spatial extremes, and study within-cluster patterns with respect to various characteristics. These include risk functionals describing the overall event magnitude, spatial risk measures such as the size of the affected area, and measures representing the location of the extreme event. Under the framework of functional regular variation, we verify the existence of the corresponding limit distributions as the considered events become increasingly extreme. Furthermore, we develop nonparametric estimators for the limiting expressions of interest and show their asymptotic normality under appropriate mixing conditions. Uncertainty is assessed using a (provably consistent) multiplier block bootstrap procedure. The finite-sample behavior of our estimators and the bootstrap scheme is demonstrated in a spatio-temporal simulated example. Our methodology is then applied to study the spatio-temporal dependence structure of high-dimensional sea surface temperature data for the southern Red Sea. Our analysis reveals new insights into the temporal persistence, and the complex hydrodynamic patterns of extreme sea temperature events in this region. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work.
Keywords:
Cluster of extremes
Extreme event
Functional time series
Ordinal pattern
Regular variation
Sea surface temperature data
Spatio-temporal extremes
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3
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5.2K
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