EDITORIAL: SPECIAL ISSUE ON THE EXTREME VALUE ANALYSIS CONFERENCE CHALLENGE "PREDICTION OF EXTREMAL PRECIPITATION"

Olivier Wintenberger (1)

1 LPSM (UMR_8001) - Laboratoire de Probabilités, Statistique et Modélisation

At the Extreme Value Analysis conference in Delft in June 2017 a challenge for predicting spatio-temporal extremes was proposed. The aim of the challenge was to estimate high quantiles of daily rainfall and to extrapolate them in time and space. Eight teams competed in the challenge. A data set from the training period was given to each team. Based on the data from the training period each team predicted the corresponding high quantiles for the adjacent test period. The goal was to score those teams that achieved the best predictive power. Figure 1. Training and test samples from different periods of observation. 1. The data Daily (24 hour) accumulations of precipitation P j,t , j = 1,. .. , 40 (unit inches) have been recorded at 40 stations in the Netherlands during the 44 year period from t=12/31/1972 to t=12/31/2016. The training sample corresponds to the 24 year period from t=12/31/1972 to t=12/31/1995; see Figure 1. The aim was to predict, from the training sample, a quantile of level corresponding to the extreme monthly precipitation over the next 20 years (the test period from t=01/01/1996 to t=12/31/2016) station by station. On the daily level, this event corresponds to the 0.998-quantile, i.e., 0.998 = 1 − 0.002 ≈ 1 − 1 20 * 30 days. Financial support by the ANR network AMERISKA ANR 14 CE20 0006 01 is gratefully acknowledged by Olivier Wintenberger.

Domaines: Statistiques [math.ST]; Applications [stat.AP]

Olivier Wintenberger. EDITORIAL: SPECIAL ISSUE ON THE EXTREME VALUE ANALYSIS CONFERENCE CHALLENGE "PREDICTION OF EXTREMAL PRECIPITATION". Extremes, 2018, 21, ⟨10.1007/s10687-018-0327-7⟩. ⟨hal-01962884⟩