[Statlist] Research Seminar in Statistics *FRIDAY, 28 FEBRUARY 2020* GSEM, University of Geneva

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Dear All,

We are pleased to invite you to our next Research Seminar.

Looking forward to seeing you


Organizers :                                                                                   
E. Cantoni - S. Engelke - D. La Vecchia - E. Ronchetti
S. Sperlich - F. Trojani - M.-P. Victoria-Feser


FRIDAY, 28 FEBRUARY 2020 at 11:15am, Uni-Mail M 5220

Mixed-Frequency Extreme Value Regression: Estimating the Effect of Mesoscale Convective Systems on Extreme Rainfall in the U.S. Midwest
Luca TRAPIN - University of Bologna, Italy

ABSTRACT:
More frequent and longer-lasting mesoscale convective systems (MCS) are the principal driver of observed increases in springtime extreme rainfall in the Central United States. We develop new models that exploit hourly MCS information in analyses of monthly maxima rainfall intensity, and gain some insight into the increases to these extremes and how MCS may have driven the changes. This requires extreme value regression models handling observations sampled at different frequencies, and we propose a flexible, data-driven aggregation scheme to face this challenge. We study the monthly maximum hourly precipitation in five U.S. midwest cities from 1979 to 2014. We model these maxima with a Generalized Extreme Value (GEV) distribution, and let the location parameter of this model vary as a function of the monthly number of MCS occurring in each of the 24 hours covering a day. Our Mixed-Frequency GEV (MFGEV) model confirms that the occurrence of MCS is a good predictor of the extreme rainfall, and also reveals that MCS occurring in different parts of the day contribute differently to explain the increased rainfall intensity.


Visit the website: https://www.unige.ch/gsem/en/research/seminars/rcs/