FRG: Collaborative Research:Extreme Value Theory for Spatially Indexed Functional Data

Colorado State University, Fort Collins CO

Investigators

Abstract

This project focuses on the development of statistical tools to model the spatial and temporal structure of environmental and climate extreme events. Most climate and environmental data sets can be viewed as collections of curves, one curve per year, available at several locations within a region. For example, temperature at a specific location has an annual pattern. The shapes of such annual curves change from year to year, and from location to location. Extreme departures from a typical pattern over a sizeable region can impact agricultural production and public health. The economic impacts are considerable, particularly, if they occur at unexpected times and locations. An unusual timing of a heat wave over a large area may cause significant economic damage due to crop failure and forest fires, and also affect the level of preparedness of public health services. Similarly, long spells of cold, storm-free winter time weather often lead to an increase in particulate pollution levels in densely populated mountain valleys. It is important that public officials are well-informed about the possible range and impact of such extreme events. This project will contribute toward a rigorous and objective understanding of the risks involved, and provide quantitative tools for researchers and decision makers in the fields of agriculture, public health, actuarial science, climatology and ecology. The project seeks to develop a statistical framework for a quantitative assessment of possible extremal departures from the usual annual pattern over a region, i.e. departures of the form that have not been observed in historical records, but can occur with a positive probability. The primary focus of the project is the creation of a mathematical framework, and implementation through the development of statistical software. Building on recent advances in functional data analysis, extreme value theory and spatio-temporal statistics, methodology for modeling the extremal distributions of curves observed at spatial locations will be developed. Extreme curves will be determined by functionals defined on a function space in which the curves live. The work will be guided and validated by the analysis of several historical, derived, and computer data sets. Exploratory analysis will reveal the most prominent properties of extremal shapes. This will be followed by model building and the development of asymptotic theory needed to evaluate probabilities of events not previously observed. The models will reveal extremal features of the spatially indexed functional data that are not apparent from the exploratory analysis. Procedures for the construction of confidence regions, where extremal departures may occur with prescribed probability, will be obtained. Exploratory and inferential tools for the assessment of trends in the extremal shapes and regions over which they occur will also be derived.