An exponential–gamma mixture model for extreme Santa Ana winds

Bopp, Gregory P.; Shaby, Benjamin A.

doi:10.1002/env.2476

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An exponential–gamma mixture model for extreme Santa Ana winds

2017
By Bopp, Gregory P. ; Shaby, Benjamin A.
Source: Environmetrics, 28(8)

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Journal Title:

Environmetrics
Personal Author:

Bopp, Gregory P. ; Shaby, Benjamin A.

Bopp, Gregory P. ; Shaby, Benjamin A. Less -
NOAA Program & Office:

NWS (National Weather Service)
Description:

We analyze the behavior of extreme winds occurring in Southern California during the Santa Ana wind season using a latent mixture model. This mixture representation is formulated as a hierarchical Bayesian model and fit using Markov chain Monte Carlo. The two‐stage model results in generalized Pareto margins for exceedances and generates temporal dependence through a latent Markov process. This construction induces asymptotic independence in the response, while allowing for dependence at extreme, but subasymptotic, levels. We compare this model with a frequentist analogue where inference is performed via maximum pairwise likelihood. We use interval censoring to account for data quantization and estimate the extremal index and probabilities of multiday occurrences of extreme Santa Ana winds over a range of high thresholds.
Keywords:

[+]

Ecological Modeling Statistics And Probability
Source:

Environmetrics, 28(8)
DOI:

https://doi.org/10.1002/env.2476
ISSN:

1180-4009;1099-095X;
Format:

PDF
Publisher:

Wiley
Document Type:

Journal Article
Funding:

Grant no. NA16NWS4620043
Rights Information:

Accepted Manuscript
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Library
Main Document Checksum:

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urn:sha256:adebb512a6b17b679956c59bfa3eb5204a884b51700202b3472a08dab4c9dfb2
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https://repository.library.noaa.gov/view/noaa/57197/noaa_57197_DS1.pdf
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An exponential–gamma mixture model for extreme Santa Ana winds

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