Multivariate spatial conditional extremes for extreme ocean environments

TL;DR

This paper develops a multivariate spatial conditional extremes model to analyze joint extremal dependence of wind speed and wave height in the North East Atlantic, providing insights into spatial decay of extremal dependence.

Contribution

It introduces a novel multivariate spatial conditional extremes model applied to satellite and hindcast data for the first time in this context.

Findings

Extremal dependence decays over 600-800 km when conditioning on extreme wind speeds.

The model effectively captures joint extremal behavior of wind and wave height.

Spatial dependence varies with direction and season, as shown in the analysis.

Abstract

The joint extremal spatial dependence of wind speed and significant wave height in the North East Atlantic is quantified using Metop satellite scatterometer and hindcast observations for the period 2007-2018, and a multivariate spatial conditional extremes (MSCE) model, ultimately motivated by the work of Heffernan and Tawn (2004). The analysis involves (a) registering individual satellite swaths and corresponding hindcast data onto a template transect (running approximately north-east to south-west, between the British Isles and Iceland), (b) non-stationary directional-seasonal marginal extreme value analysis at a set of registration locations on the transect, (c) transformation from physical to standard Laplace scale using the fitted marginal model, (d) estimation of the MSCE model on the set of registration locations, and assessment of quality of model fit. A joint model is estimated for three spatial quantities: Metop wind speed, hindcast wind speed and hindcast significant wave height. Results suggest that, when conditioning on extreme Metop wind speed, extremal spatial dependence for all three quantities decays over approximately 600-800 km.