arXiv subjects

Thordis L. Thorarinsdottir

Publications and source records attributed to Thordis L. Thorarinsdottir.

At least 19 recordsLinked to original sources

arXiv2026

Flood risk estimation via geometric extremal graphical models

We exploit the new framework of multivariate geometric extreme value theory for the statistical analysis of river flow extremes at multiple locations on a river network. Current methodologies within the geometric framework are limited to a relatively low number of dimensions. This is insufficient for the purposes of flood risk estimation, since the number of gauging stations on a river network is often of the order $10-20+$. In order to create a parsimonious model in higher dimensions, we translate recent theoretical work on geometric extremal graphical models into statistical practice. We define the gauge function, a key object in geometric extremes, in a structured way using block graphs, which are a natural way of expressing the river network. We introduce both simple models, and more complex ones that can accommodate both simultaneous and non-simultaneous flows, and apply them to extreme flows at 10 locations on a river network around Preston, in north-west England. The models are shown to fit well and indicate strong extrapolation performance. We also introduce a correction coefficient for the geometric framework to address potential over- or under-estimation of marginal probabilities. The overall utility of our approach is illustrated through calculation of probabilities of simultaneous flooding at four locations on the network.

stat.AP↗

arXiv2026

Simulation and evaluation of local daily temperature and precipitation series derived by stochastic downscaling of ERA5 reanalysis

Reanalysis products such as the ERA5 reanalysis are commonly used as proxies for observed atmospheric conditions. These products are convenient to use due to their global coverage, the large number of available atmospheric variables and the physical consistency between these variables, as well as their relatively high spatial and temporal resolutions. However, despite the continuous improvements in accuracy and increasing spatial and temporal resolutions of reanalysis products, they may not always capture local atmospheric conditions, especially for highly localised variables such as precipitation. This paper proposes a computationally efficient stochastic downscaling of ERA5 temperature and precipitation. The method combines information from ERA5 and surface observations from nearby stations in a non-linear regression framework that combines generalised additive models (GAMs) with regression splines and auto-regressive moving average (ARMA) models to produce realistic time series of local daily temperature and precipitation. Using a wide range of evaluation criteria that address different properties of the data, the proposed framework is shown to improve the representation of local temperature and precipitation compared to ERA5 at over 4000 locations in Europe over a period of more than 70 years.

stat.AP↗

arXiv2024

Applications of machine learning to predict seasonal precipitation for East Africa

Seasonal climate forecasts are commonly based on model runs from fully coupled forecasting systems that use Earth system models to represent interactions between the atmosphere, ocean, land and other Earth-system components. Recently, machine learning (ML) methods are increasingly being investigated for this task where large-scale climate variability is linked to local or regional temperature or precipitation in a linear or non-linear fashion. This paper investigates the use of interpretable ML methods to predict seasonal precipitation for East Africa in an operational setting. Dimension reduction is performed by decomposing the precipitation fields via empirical orthogonal functions (EOFs), such that only the respective factor loadings need to the predicted. Indices of large-scale climate variability--including the rate of change in individual indices as well as interactions between different indices--are then used as potential features to obtain tercile forecasts from an interpretable ML algorithm. Several research questions regarding the use of data and the effect of model complexity are studied. The results are compared against the ECMWF seasonal forecasting system (SEAS5) for three seasons--MAM, JJAS and OND--over the period 1993-2020. Compared to climatology for the same period, the ECMWF forecasts have negative skill in MAM and JJAS and significant positive skill in OND. The ML approach is on par with climatology in MAM and JJAS and a significantly positive skill in OND, if not quite at the level of the OND ECMWF forecast.

stat.AP↗

arXiv2023

What you see is not what is there: Mechanisms, models, and methods for point pattern deviations

Many natural systems are observed as point patterns in time, space, or space and time. Examples include plant and cellular systems, animal colonies, earthquakes, and wildfires. In practice the locations of the points are not always observed correctly. However, in the point process literature, there has been relatively scant attention paid to the issue of errors in the location of points. In this paper, we discuss how the observed point pattern may deviate from the actual point pattern and review methods and models that exist to handle such deviations. The discussion is supplemented with several scientific illustrations.

stat.ME↗

arXiv2022

Quantile based modelling of diurnal temperature range with the five-parameter lambda distribution

Diurnal temperature range is an important variable in climate science that can provide information regarding climate variability and climate change. Changes in diurnal temperature range can have implications for hydrology, human health and ecology, among others. Yet, the statistical literature on modelling diurnal temperature range is lacking. In this paper we propose to model the distribution of diurnal temperature range using the five-parameter lambda (FPL) distribution. Additionally, in order to model diurnal temperature range with explanatory variables, we propose a distributional quantile regression model that combines quantile regression with marginal modelling using the FPL distribution. Inference is performed using the method of quantiles. The models are fitted to 30 years of daily observations of diurnal temperature range from 112 weather stations in the southern part of Norway. The flexible FPL distribution shows great promise as a model for diurnal temperature range, and performs well against competing models. The distributional quantile regression model is fitted to diurnal temperature range data using geographic, orographic and climatological explanatory variables. It performs well and captures much of the spatial variation in the distribution of diurnal temperature range in Norway.

stat.AP↗

arXiv2022

Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods

Agricultural food production and natural ecological systems depend on a range of seasonal climate indicators that describe seasonal patterns in climatological conditions. This paper proposes a probabilistic forecasting framework for predicting the end of the freeze-free season, or the time to a mean daily near-surface air temperature below 0 $^\circ$C (here referred to as hard freeze). The forecasting framework is based on the multi-model seasonal forecast ensemble provided by the Copernicus Climate Data Store and uses techniques from survival analysis for time-to-event data. The original mean daily temperature forecasts are statistically post-processed with a mean and variance correction of each model system before the time-to-event forecast is constructed. In a case study for a region in Fennoscandia covering Norway for the period 1993-2020, the proposed forecasts are found to outperform a climatology forecast from an observation-based data product at locations where the average predicted time to hard freeze is less than 40 days after the initialization date of the forecast on October 1.

stat.AP↗

arXiv2021

Validation of point process predictions with proper scoring rules

We introduce a class of proper scoring rules for evaluating spatial point process forecasts based on summary statistics. These scoring rules rely on Monte-Carlo approximations of expectations and can therefore easily be evaluated for any point process model that can be simulated. In this regard, they are more flexible than the commonly used logarithmic score and other existing proper scores for point process predictions. The scoring rules allow for evaluating the calibration of a model to specific aspects of a point process, such as its spatial distribution or tendency towards clustering. Using simulations we analyze the sensitivity of our scoring rules to different aspects of the forecasts and compare it to the logarithmic score. Applications to earthquake occurrences in northern California, USA and the spatial distribution of Pacific silver firs in Findley Lake Reserve in Washington, USA highlight the usefulness of our scores for scientific model selection.

stat.ME↗

arXiv2021

Assessing present and future risk of water damage using building attributes, meteorology and topography

Weather-related risk makes the insurance industry inevitably concerned with climate and climate change. Buildings hit by pluvial flooding is a key manifestation of this risk, giving rise to compensations of the induced physical damages and business interruptions. In this work, we establish a nationwide, building-specific risk score for water damage associated with pluvial flooding in Norway. We fit a generalized additive model that relates the number of water damages to a wide range of explanatory variables that can be categorized into building attributes, climatological variables and topographical characteristics. The model assigns a risk score to every location in Norway, based on local topography and climate, which is not only useful for insurance companies, but also for city planning. Combining our model with an ensemble of climate projections allows us to project the (spatially varying) impacts of climate change on the risk of pluvial flooding towards the middle and end of the 21st century.

stat.AP↗

arXiv2020

Predictive Inference Based on Markov Chain Monte Carlo Output

In Bayesian inference, predictive distributions are typically in the form of samples generated via Markov chain Monte Carlo (MCMC) or related algorithms. In this paper, we conduct a systematic analysis of how to make and evaluate probabilistic forecasts from such simulation output. Based on proper scoring rules, we develop a notion of consistency that allows to assess the adequacy of methods for estimating the stationary distribution underlying the simulation output. We then provide asymptotic results that account for the salient features of Bayesian posterior simulators, and derive conditions under which choices from the literature satisfy our notion of consistency. Importantly, these conditions depend on the scoring rule being used, such that the choices of approximation method and scoring rule are intertwined. While the logarithmic rule requires fairly stringent conditions, the continuous ranked probability score (CRPS) yields consistent approximations under minimal assumptions. These results are illustrated in a simulation study and an economic data example. Overall, mixture-of-parameters approximations which exploit the parametric structure of Bayesian models perform particularly well. Under the CRPS, the empirical distribution function is a simple and appealing alternative option.

stat.ME↗

arXiv2019

Multivariate postprocessing methods for high-dimensional seasonal weather forecasts

Seasonal weather forecasts are crucial for long-term planning in many practical situations and skillful forecasts may have substantial economic and humanitarian implications. Current seasonal forecasting models require statistical postprocessing of the output to correct systematic biases and unrealistic uncertainty assessments. We propose a multivariate postprocessing approach utilizing covariance tapering, combined with a dimension reduction step based on principal component analysis for efficient computation. Our proposed technique can correctly and efficiently handle non-stationary, non-isotropic and negatively correlated spatial error patterns, and is applicable on a global scale. Further, a moving average approach to marginal postprocessing is shown to flexibly handle trends in biases caused by global warming, and short training periods. In an application to global sea surface temperature forecasts issued by the Norwegian Climate Prediction Model (NorCPM), our proposed methodology is shown to outperform known reference methods.

stat.ME↗

arXiv2018

Bayesian regional flood frequency analysis for large catchments

Regional flood frequency analysis is commonly applied in situations where there exists insufficient data at a location for a reliable estimation of flood quantiles. We develop a Bayesian hierarchical modeling framework for a regional analysis of data from 203 large catchments in Norway with the generalized extreme value (GEV) distribution as the underlying model. Generalized linear models on the parameters of the GEV distribution are able to incorporate location-specific geographic and meteorological information and thereby accommodate these effects on the flood quantiles. A Bayesian model averaging component additionally assesses model uncertainty in the effect of the proposed covariates. The resulting regional model is seen to give substantially better predictive performance than the regional model currently used in Norway.

stat.AP↗

arXiv2016

Spatially adaptive, Bayesian estimation for probabilistic temperature forecasts

Uncertainty in the prediction of future weather is commonly assessed through the use of forecast ensembles that employ a numerical weather prediction model in distinct variants. Statistical postprocessing can correct for biases in the numerical model and improves calibration. We propose a Bayesian version of the standard ensemble model output statistics (EMOS) postprocessing method, in which spatially varying bias coefficients are interpreted as realizations of Gaussian Markov random fields. Our Markovian EMOS (MEMOS) technique utilizes the recently developed stochastic partial differential equation (SPDE) and integrated nested Laplace approximation (INLA) methods for computationally efficient inference. The MEMOS approach shows good predictive performance in a comparative study of 24-hour ahead temperature forecasts over Germany based on the 50-member ensemble of the European Centre for Medium-Range Weather Forecasting (ECMWF).

stat.AP↗

arXiv2015

Forecaster's Dilemma: Extreme Events and Forecast Evaluation

In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional forecast evaluation methods to subsets of extreme observations has unexpected and undesired effects, and is bound to discredit skillful forecasts when the signal-to-noise ratio in the data generating process is low. Conditioning on outcomes is incompatible with the theoretical assumptions of established forecast evaluation methods, thereby confronting forecasters with what we refer to as the forecaster's dilemma. For probabilistic forecasts, proper weighted scoring rules have been proposed as decision theoretically justifiable alternatives for forecast evaluation with an emphasis on extreme events. Using theoretical arguments, simulation experiments, and a real data study on probabilistic forecasts of U.S. inflation and gross domestic product growth, we illustrate and discuss the forecaster's dilemma along with potential remedies.

stat.ME↗

arXiv2015

Gaussian Random Particles with Flexible Hausdorff Dimension

Gaussian particles provide a flexible framework for modelling and simulating three-dimensional star-shaped random sets. In our framework, the radial function of the particle arises from a kernel smoothing, and is associated with an isotropic random field on the sphere. If the kernel is a von Mises--Fisher density, or uniform on a spherical cap, the correlation function of the associated random field admits a closed form expression. The Hausdorff dimension of the surface of the Gaussian particle reflects the decay of the correlation function at the origin, as quantified by the fractal index. Under power kernels we obtain particles with boundaries of any Hausdorff dimension between 2 and 3.

math.PR↗

arXiv2014

Assessing the calibration of high-dimensional ensemble forecasts using rank histograms

Any decision making process that relies on a probabilistic forecast of future events necessarily requires a calibrated forecast. This paper proposes new methods for empirically assessing forecast calibration in a multivariate setting where the probabilistic forecast is given by an ensemble of equally probable forecast scenarios. Multivariate properties are mapped to a single dimension through a pre-rank function and the calibration is subsequently assessed visually through a histogram of the ranks of the observation's pre-ranks. Average ranking assigns a pre-rank based on the average univariate rank while band depth ranking employs the concept of functional band depth where the centrality of the observation within the forecast ensemble is assessed. Several simulation examples and a case study of temperature forecast trajectories at Berlin Tegel Airport in Germany demonstrate that both multivariate ranking methods can successfully detect various sources of miscalibration and scale efficiently to high dimensional settings.

stat.ME↗

arXiv2014

Spatial postprocessing of ensemble forecasts for temperature using nonhomogeneous Gaussian regression

Statistical postprocessing techniques are commonly used to improve the skill of ensembles of numerical weather forecasts. This paper considers spatial extensions of the well-established nonhomogeneous Gaussian regression (NGR) postprocessing technique for surface temperature and a recent modification thereof in which the local climatology is included in the regression model for a locally adaptive postprocessing. In a comparative study employing 21 h forecasts from the COSMO-DE ensemble predictive system over Germany, two approaches for modeling spatial forecast error correlations are considered: A parametric Gaussian random field model and the ensemble copula coupling approach which utilizes the spatial rank correlation structure of the raw ensemble. Additionally, the NGR methods are compared to both univariate and spatial versions of the ensemble Bayesian model averaging (BMA) postprocessing technique.

stat.AP↗

arXiv2014

Bayesian hierarchical modeling of extreme hourly precipitation in Norway

Spatial maps of extreme precipitation are a critical component of flood estimation in hydrological modeling, as well as in the planning and design of important infrastructure. This is particularly relevant in countries such as Norway that have a high density of hydrological power generating facilities and are exposed to significant risk of infrastructure damage due to flooding. In this work, we estimate a spatially coherent map of the distribution of extreme hourly precipitation in Norway, in terms of return levels, by linking generalized extreme value (GEV) distributions with latent Gaussian fields in a Bayesian hierarchical model. Generalized linear models on the parameters of the GEV distribution are able to incorporate location-specific geographic and meteorological information and thereby accommodate these effects on extreme precipitation. A Gaussian field on the GEV parameters captures additional unexplained spatial heterogeneity and overcomes the sparse grid on which observations are collected. We conduct an extensive analysis of the factors that affect the GEV parameters and show that our combination is able to appropriately characterize both the spatial variability of the distribution of extreme hourly precipitation in Norway, and the associated uncertainty in these estimates.

stat.AP↗

arXiv2013

Uncertainty Quantification in Complex Simulation Models Using Ensemble Copula Coupling

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples. There is a strongly increasing recognition of the need for uncertainty quantification in such settings, for which we propose and review a general multi-stage procedure called ensemble copula coupling (ECC), proceeding as follows: 1. Generate a raw ensemble, consisting of multiple runs of the computer model that differ in the inputs or model parameters in suitable ways. 2. Apply statistical postprocessing techniques, such as Bayesian model averaging or nonhomogeneous regression, to correct for systematic errors in the raw ensemble, to obtain calibrated and sharp predictive distributions for each univariate output variable individually. 3. Draw a sample from each postprocessed predictive distribution. 4. Rearrange the sampled values in the rank order structure of the raw ensemble to obtain the ECC postprocessed ensemble. The use of ensembles and statistical postprocessing have become routine in weather forecasting over the past decade. We show that seemingly unrelated, recent advances can be interpreted, fused and consolidated within the framework of ECC, the common thread being the adoption of the empirical copula of the raw ensemble. Depending on the use of Quantiles, Random draws or Transformations at the sampling stage, we distinguish the ECC-Q, ECC-R and ECC-T variants, respectively. We also describe relations to the Schaake shuffle and extant copula-based techniques. In a case study, the ECC approach is applied to predictions of temperature, pressure, precipitation and wind over Germany, based on the 50-member European Centre for Medium-Range Weather Forecasts (ECMWF) ensemble.

stat.ME↗