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arXiv · 1712.09816

Extremal Behavior of Aggregated Data with an Application to Downscaling

Sebastian Engelke·Raphael de Fondeville·Marco Oesting
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Abstract

The distribution of spatially aggregated data from a stochastic process $X$ may exhibit a different tail behavior than its marginal distributions. For a large class of aggregating functionals $\ell$ we introduce the $\ell$-extremal coefficient that quantifies this difference as a function of the extremal spatial dependence in $X$. We also obtain the joint extremal dependence for multiple aggregation functionals applied to the same process. Explicit formulas for the $\ell$-extremal coefficients and multivariate dependence structures are derived in important special cases. The results provide a theoretical link between the extremal distribution of the aggregated data and the corresponding underlying process, which we exploit to develop a method for statistical downscaling. We apply our framework to downscale daily temperature maxima in the south of France from a gridded data set and use our model to generate high resolution maps of the warmest day during the 2003 heatwave.

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Sebastian Engelke, Raphael de Fondeville, Marco Oesting. 2017-12-28. Extremal Behavior of Aggregated Data with an Application to Downscaling. https://arxiv.org/abs/1712.09816

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