Statistics of Weather and Climate Extremes


Books | Damage | Heat Waves | Nonstationarity | Records

Return Levels | Reviews | Simulation | Verification

Books and Lecture Notes on Statistics of Extremes

Extremes in a Changing Climate: Detection, Analysis and Uncertainty edited by Amir AghaKouchak et al. (Springer, 2013)
An Introduction to Statistical Modeling of Extreme Values by Stuart Coles (Springer, 2001)
Lecture notes on environmental statistics by Richard Smith (see Chapter 8 on extremes)
Modelling Extremal Events by Paul Embrechts, Claudia Kluppelberg, and Thomas Mikosch (Springer, 1997)
Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology, and Other Fields by R.-D. Reiss and M. Thomas (Birkhauser, Third Edition, 2007)

Economic Damage

Chavas, D. et al., 2013: "US hurricanes and economic damage: Extreme value perspective." Natural Hazards Review, 14, 237-246.
Jagger, T.H., J.B. Elsner, and R.K. Burch, 2011: "Climate and solar signals in property damage losses from hurricanes affecting the United States." Natural Hazards, 58, pp. 541-557.
Jagger, T.H., J.B. Elsner, and M.A. Saunders, 2008: "Forecasting U.S. insured hurricane losses." In Climate Extremes and Society, edited by H.F. Diaz and R.J. Murnane, Cambridge University Press, pp. 189-208.

Katz, R.W., 2002: "Stochastic modeling of hurricane damage." Journal of Applied Meteorology, 41, 754-762.

Katz, R.W., 2010: Discussion on "Predicting losses of residential structures in the state of Florida by the public hurricane loss evaluation model" by S. Hamid et al. Statistical Methodology, 7, 592-595.
Hurricane damage

Heat Waves

See references under Statistics of Heat Waves

Nonstationarity and Use of Covariates

Brown, S.J., J. Caesar, and C.A.T. Ferro, 2008: "Global changes in extreme daily temperature since 1950." Journal of Geophysical Research, 113, doi:10.1029/2006JD008091.
Cheng, L. et al., 2014: "Non-stationary extreme value analysis in a changing climate." Climatic Change, 127, 353-369.
Katz, R.W., 2013: "Statistical methods for nonstationary extremes." In Extremes in a Changing Climate: Detection, Analysis and Uncertainty, A. AghaKouchak et al. (Editors), Springer, pp. 15-37.

Katz, R.W., and R. Grotjahn, 2014: "Statistical methods for relating temperature extremes to Large-Scale Meteorological Patterns." U.S. CLIVAR Variations, 12, 4-7.

Sillmann, J. et al., 2011: "Extreme cold winter temperatures in Europe under the influence of North Atlantic atmospheric blocking." Journal of Climate, 24, 5899-5913.
CA Central Valley

Return Levels Under Climate Change

Cooley, D., 2013: "Return periods and return levels under climate change." In Extremes in a Changing Climate: Detection, Analysis and Uncertainty, A. AghaKouchak et al. (Editors), Springer, pp. 97-114.
Laurent, C., and S. Parey, 2007: "Estimation of 100-year-return-period temperatures in France in a non-stationary climate: Results from observations and IPCC scenarios." Global and Planetary Change, 57, 177-188.
Olsen, J.R., J.H. Lambert, and Y.Y. Haimes, 1998: "Risk of extreme events under nonstationary conditions." Risk Analysis, 18, 497-510.
Parey, S., T.T.H. Hoang, and D. Dacunha-Castelle, 2010: "Different ways to compute temperature return levels in the climate change context." Environmetrics, 21, 698-718.
Parey, S., F. Malek, C. Laurent, and D. Dacunha-Castelle, 2007: "Trends and climate evolution: Statistical approach for very high temperatures in France." Climatic Change, 81, 331-352.

Rootzen, H., and R.W. Katz, 20113: "Design life level: Quantifying risk in a changing climate." Water Resources Research, 49, doi:10.1002/wrcr.20425.

Salas, J.D., and J. Obeysekera, 2014: "Revisiting the concepts of return period and risk for nonstationary hydrologic extreme events." Journal of Hydrologic Engineering, 19, 554-568.
Return Level

Reviews and Reports on Statistics of Extreme Weather and Climate

IPCC Special Report on Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation (SREX): Summary for Policymakers, First Joint Session of Working Groups I and II, 18 November 2011.
IPCC Workshop on Changes in Extreme Weather and Climate Events, Beijing, China, 11-13 June 2002 (see Section 7 on statistical methods, pp. 31-32).
"Special Issue on Statistics of Extremes in Weather and Climate," Extremes, 13 (No. 2), 107-267, June 2010 (Editorial).
Engeland, K., H. Hisdal, and A. Frigessi, 2004: "Practical extreme value modelling of hydrological floods and droughts: A case study." Extremes, 7, 5-30.
Garrett, C., and P. Muller, 2008: "Extreme events." Bulletin of the American Meteorological Society, 89, ES45-ES56. (Online Supplement)
Grotjahn, R. et al., 2014: "US CLIVAR Workshop on Analyses, Dynamics, and Modeling of Large-Scale Meteorological Patterns Associated with Extreme Temperature and Precipitation Events." Berkeley, CA, 20-22 August 2013.
Katz, R.W., 2010: "Statistics of extremes in climate change." Climatic Change, 100, 71-76.
Katz, R.W., G.S. Brush, and M.B. Parlange, 2005: "Statistics of extremes: Modeling ecological disturbances." Ecology, 86, 1124-1134.
Katz, R.W., M.B. Parlange, and P. Naveau, 2002: "Statistics of extremes in hydrology." Advances in Water Resources, 25, 1287-1304.
Naveau, P., M. Nogaj, C. Ammann, P. Yiou, D. Cooley, and V. Jomelli, 2005: "Statistical methods for the analysis of climate extremes." Comptes Rendus Geoscience, 337, 1013-1022.
Zwiers, F.W. et al., 2011: "Challenges in estimating and understanding recent changes in the frequency and intensity of extreme climate and weather events." Community paper on Climate Extremes, World Climate Research Programme Open Science Conference, Denver, CO, 24-28 October.

Simulation of Extremes by Stochastic Weather Generators

Furrer, E.M., and R.W. Katz, 2008: "Improving the simulation of extreme precipitation events by stochastic weather generators." Water Resources Research, 44, W12439, doi:10.1029/2008WR007316.
Kysely, J., and M. Dubrovsky, 2005: "Simulation of extreme temperature events by a stochastic weather generator: Effects of interdiurnal and interannual variability reproduction." International Journal of Climatology, 25, 251-269.

Qian, B., S. Gameda, and H. Hayhoe, 2008: "Performance of stochastic weather generators LARS-WG and AAFC-WG for reproducing daily extremes of diverse Canadian climates." Climate Research, 37, 17-33.

Semenov, M.A., 2008: "Simulation of extreme weather events by a stochastic weather generator." Climate Research, 35, 203-212.
Ft. Collins Precipitation

Statistics of Breaking Records

Glick, N., 1978: "Breaking records and breaking boards." American Mathematical Monthly, 85, 2-26.

Verification of Forecasts of Extreme Weather Events

Web page by Barbara Casati on Analysis and Verification of Weather and Climate Extremes
Ferro, C.A.T., 2007: "A probability model for verifying deterministic forecasts of extreme events." Weather and Forecasting, 22, 1089-1100.
Ferro, C.A.T., and D.B. Stephenson, 2011: "Extremal dependence indices: Improved verification measures for deterministic forecasts of rare binary events." Weather and Forecasting, 26, 699-713.
Friederichs, P., and T.L. Thorarinsdottir, 2012: "Forecast verification for extreme value distributions with an application to probabilistic peak wind prediction." Environmetrics, 23, 579-594.

Katz, R.W., 2006: "Forecast verification of extremes: Use of extreme value theory." American Meteorological Society, 18th Conference on Probability and Statistics in the Atmospheric Sciences, Atlanta, GA.

Stephenson, D.B., B. Casati, C.A.T. Ferro and C.A. Wilson, 2008: "The extreme dependency score: A non-vanishing measure for forecasts of rare events." Meteorological Applications, 15, 41-50.
Yakima temperature

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