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Activity Number: 635
Type: Topic Contributed
Date/Time: Thursday, August 7, 2014 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract #312490 View Presentation
Title: Max-Stable Processes on River Networks
Author(s): Sebastian Engelke*+ and Peiman Asadi and Anthony Davison
Companies: Université de Lausanne/École Polytechnique Fédérale de Lausanne and Université de Lausanne and EPFL
Keywords: Extreme Value Theory ; Max-stable Process ; Extreme Value Statistics
Abstract:

Max-stable processes are suitable models for extreme events that exhibit spatial dependencies. The dependence measure is usually a function of Euclidean distance between two locations. In this talk, we model extreme river discharges on a river network in the upper Danube catchment, where flooding regularly causes huge damage. Dependence is more complex in this case as it goes along the river flow. For non-extreme data a Gaussian moving average model on stream networks was proposed by Ver Hoef and Peterson (2010, J. Amer. Statist. Assoc.). Inspired by their work, we introduce a max-stable process on the river network that allows flexible modeling of flood events and that enables risk assessment even at locations without a gauging station. Recent methods from extreme value statistics are used to fit this process to a big data set from the Danube area.


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