Patterns in Spatio-Temporal Extremes

TL;DR

This paper introduces a computationally efficient non-parametric method to analyze the probability distribution and patterns of spatio-temporal extreme events, with applications to sea surface temperature data.

Contribution

It develops a non-parametric framework under functional regular variation to estimate limit distributions and assess uncertainty for spatio-temporal extremes.

Findings

New insights into the persistence of extreme sea temperatures in the Red Sea.

Validated estimators and bootstrap methods through simulations.

Application reveals complex hydrodynamic patterns of temperature extremes.

Abstract

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 paper, we propose a computationally-cheap non-parametric 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 non-parametric estimators for the limiting expressions of interest and show their asymptotic normality under appropriate mixing conditions. Uncertainty is assessed using a multiplier block bootstrap. 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.