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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A spatio-temporal model for Red Sea surface temperature anomalies
AU - Rohrbeck, Christian
AU - Simpson, Emma
AU - Towe, Ross
PY - 2021/3/1
Y1 - 2021/3/1
N2 - This paper details the approach of team Lancaster to the 2019 EVA data challenge, dealing with spatio-temporal modelling of Red Sea surface temperature anomalies. We model the marginal distributions and dependence features separately; for the former, we use a combination of Gaussian and generalised Pareto distributions, while the dependence is captured using a localised Gaussian process approach. We also propose a space-time moving estimate of the cumulative distribution function that takes into account spatial variation and temporal trend in the anomalies, to be used in those regions with limited available data. The team's predictions are compared to results obtained via an empirical benchmark. Our approach performs well in terms of the threshold-weighted continuous ranked probability score criterion, chosen by the challenge organiser.
AB - This paper details the approach of team Lancaster to the 2019 EVA data challenge, dealing with spatio-temporal modelling of Red Sea surface temperature anomalies. We model the marginal distributions and dependence features separately; for the former, we use a combination of Gaussian and generalised Pareto distributions, while the dependence is captured using a localised Gaussian process approach. We also propose a space-time moving estimate of the cumulative distribution function that takes into account spatial variation and temporal trend in the anomalies, to be used in those regions with limited available data. The team's predictions are compared to results obtained via an empirical benchmark. Our approach performs well in terms of the threshold-weighted continuous ranked probability score criterion, chosen by the challenge organiser.
U2 - 10.1007/s10687-020-00383-2
DO - 10.1007/s10687-020-00383-2
M3 - Journal article
VL - 24
SP - 129
EP - 144
JO - Extremes
JF - Extremes
SN - 1386-1999
ER -