Transcript Klimadienst Klima-Analyse
Eidgenössisches Departement des Innern EDI
Bundesamt für Meteorologie und Klimatologie MeteoSchweiz
Automating Peak-over Threshold with the Information Matrix Test
Sophie Fukutome, Mark Liniger MeteoSwiss Maria Süveges ISDC Data Center for Astrophysics, Geneva
Outline
• Task • Information Matrix Test • Algorithm • Applications → what does it test?
→ how do we use it?
→ daily, hourly precipitation Sophie Fukutome CCES-EXTREMES Workshop 2011 2
Task
warnings media
MeteoSwiss
Sophie Fukutome CCES-EXTREMES Workshop 2011 insurance business engineering 3
Task
Precipitation Wind 10-minute gust max, max daily mean 10-minute, 1-hour, 3-hour, 6 hour, 12-hour, 1-day, 2-day, 3-day, 4-day, 5-day sums Temperature Fresh snow 1-day, 2-day, 3-day, 4-day, 5-day sums Sophie Fukutome CCES-EXTREMES Workshop 2011 max/min daily mean, max daily max, min daily min 4
Task
max/year
Block Maxima Peak-over-Threshold
threshold Gen. Extreme Value Distr. (GEV) Sophie Fukutome CCES-EXTREMES Workshop 2011 Gen. Pareto Distr. (GPD) automation use Information Matrix Test to select • threshold • run parameter 5
Information Matrix Test
Summer daily precipitation Chateau d ‘ Oex time 6 Sophie Fukutome CCES-EXTREMES Workshop 2011
IMT
Sophie Fukutome CCES-EXTREMES Workshop 2011 threshold time 7
Information Matrix Test
threshold time 8 Sophie Fukutome CCES-EXTREMES Workshop 2011
Information Matrix Test
threshold
Poisson
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Information Matrix Test
run parameter: min. distance between independent events threshold
Poisson
select • threshold • run parameter with best model of inter-cluster times Sophie Fukutome CCES-EXTREMES Workshop 2011
Exponential
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Information Matrix Test
Süveges & Davison, 2010 IMT > 3.84: poor fit IMT < 3.84: acceptable fit IMT ≈ 0: best fit poor fit good fit Sophie Fukutome CCES-EXTREMES Workshop 2011 11
Algorithm
Sophie Fukutome CCES-EXTREMES Workshop 2011 12
Algorithm
Sophie Fukutome CCES-EXTREMES Workshop 2011 IMT < 0.05
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Algorithm
Sophie Fukutome CCES-EXTREMES Workshop 2011 IMT < 0.05
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Algorithm
Summer daily precipitation Chateau d ‘ Oex threshold Sophie Fukutome CCES-EXTREMES Workshop 2011
shape mean exceedance
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Algorithm
Summer daily precipitation Geneva threshold Sophie Fukutome CCES-EXTREMES Workshop 2011
shape mean exceedance
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Algorithm
Summer daily precipitation Locarno threshold Sophie Fukutome CCES-EXTREMES Workshop 2011
shape mean exceedance
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Applications: hourly precipitation
Engelberg: Summer Sophie Fukutome CCES-EXTREMES Workshop 2011 18
Applications: daily precipitation
30-year return levels Summer Sophie Fukutome CCES-EXTREMES Workshop 2011 Winter 19
Applications: hourly precipitation
30-year return levels Summer Sophie Fukutome CCES-EXTREMES Workshop 2011 20
Conclusions
Summary • The Information Matrix Test can be used to select threshold and run parameter automatically • selected thresholds gen. compatible with classical diagnostics • results agree with climatology • More objective selection based on theoretical criteria Outlook • Other aggregations, other parameters • Improve algorithm Thank you!...
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