论文标题
红色海面温度的时空极端的有条件建模
Conditional Modelling of Spatio-Temporal Extremes for Red Sea Surface Temperatures
论文作者
论文摘要
最近的极端价值理论文献对空间极端的建模有很大的重视,对时空扩展的考虑相对较少。这忽略了极端事件的重要特征:随着时间的流逝,它们的演变。空间案例的许多现有模型受其可以处理的位置数量的限制。这阻碍了扩展到时空设置,其中需要用于更高维度的模型。此外,实际上存在的时空模型在它们可以捕获的极端依赖类型的范围内是限制性的。最近,已经提出了用于研究多元和空间极端的有条件方法,这些方法在计算效率方面享有好处,并具有捕获渐近依赖性和渐近独立性的能力。我们将这类模型扩展到时空设置,以在单个时空位置出现极值的条件。我们采用一种合成的可能性方法来推理,该方法结合了多个时空调节位置的全部可能性的信息。我们将模型应用于红色海面温度,表明它使用一系列诊断图非常适合,并证明了如何使用它来评估连续几天归因于高水温的珊瑚漂白风险。
Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their evolution over time. Many existing models for the spatial case are limited by the number of locations they can handle; this impedes extension to space-time settings, where models for higher dimensions are required. Moreover, the spatio-temporal models that do exist are restrictive in terms of the range of extremal dependence types they can capture. Recently, conditional approaches for studying multivariate and spatial extremes have been proposed, which enjoy benefits in terms of computational efficiency and an ability to capture both asymptotic dependence and asymptotic independence. We extend this class of models to a spatio-temporal setting, conditioning on the occurrence of an extreme value at a single space-time location. We adopt a composite likelihood approach for inference, which combines information from full likelihoods across multiple space-time conditioning locations. We apply our model to Red Sea surface temperatures, show that it fits well using a range of diagnostic plots, and demonstrate how it can be used to assess the risk of coral bleaching attributed to high water temperatures over consecutive days.