Simulation and extremal analysis of hurricane events

Citation
E. Casson et S. Coles, Simulation and extremal analysis of hurricane events, J ROY STA C, 49, 2000, pp. 227-245
Citations number
18
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
ISSN journal
00359254 → ACNP
Volume
49
Year of publication
2000
Part
2
Pages
227 - 245
Database
ISI
SICI code
0035-9254(2000)49:<227:SAEAOH>2.0.ZU;2-C
Abstract
In regions affected by tropical storms the damage caused by hurricane winds can be catastrophic. Consequently, accurate estimates of hurricane activit y in such regions are vital. Unfortunately, the severity of events means th at wind speed data are scarce and unreliable, even by standards which are u sual for extreme value analysis. In contrast, records of atmospheric pressu res are more complete. This suggests a two-stage approach: the development of a model describing spatiotemporal patterns of wind field behaviour for h urricane events; then the simulation of such events, using meteorological c limate models, to obtain a realization of associated wind speeds whose extr emal characteristics are summarized. This is not a new idea, but we apply c areful statistical modelling for each aspect of the model development and s imulation, taking the Gulf and Atlantic coastlines of the USA as our study area. Moreover, we address for the first time the issue of spatial dependen ce in extremes of hurricane events, which we find to have substantial impli cations for regional risk assessments.