Online Program Home
My Program

Abstract Details

Activity Number: 525
Type: Topic Contributed
Date/Time: Wednesday, August 3, 2016 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistics and the Environment
Abstract #319727 View Presentation
Title: A Space-Time Skew-T Model for Threshold Exceedances
Author(s): Samuel Morris* and Brian J. Reich and Emeric Thibaud and Dan Cooley
Companies: North Carolina State University and North Carolina State University and Colorado State University and Colorado State University
Keywords: Extreme value analysis ; MCMC ; Random partition ; Skew-t ; Spatio-temporal ; Ozone
Abstract:

To assess the compliance of air quality regulations, the Environmental Protection Agency (EPA) must know if a site exceeds a pre-specified threshold. In the case of ozone, the threshold for compliance is fixed at 75 parts per billion, which is high, but not extreme at all locations. We present a new method based on the spatial skew-t process. Our method incorporates a random partition to permit long-distance asymptotic independence while allowing for sites that are near one another to be asymptotically dependent, and we incorporate thresholding to allow the tails of the data to speak for themselves. We also introduce a transformed AR(1) time-series to allow for temporal dependence. Finally, our model allows for high-dimensional Bayesian inference that is comparable in speed to traditional geostatistical methods for large datasets. We apply our method to an ozone analysis for July 2005, and find that our model improves over both Gaussian and max-stable methods in terms of predicting exceedances over a fixed threshold.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2016 program

 
 
Copyright © American Statistical Association