Petra Friederichs - Chair of Statistics STAT

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Mesoscale Weather Prediction Statistical Postprocessing Applications Conclusions and Challenges Ensemble Postprocessing – Precipitation Case study – 3rd July 2009 Spatial Modelling – Wind Gusts Construction of max-stable process – Smith (1990) ( ∫ ) Prob(Y i ≤ y i , ∀i ∈ N) = exp − {y −1 f (r, R i )}dr R d max i∈N where f (r, R i ) = f 0 (r − R i ), f 0 is a multivariate normal distribution i P.Friederichs Extreme weather 32 / 45
Mesoscale Weather Prediction Statistical Postprocessing Applications Conclusions and Challenges Ensemble Postprocessing – Precipitation Case study – 3rd July 2009 Spatial Modelling – Wind Gusts Construction of max-stable process – Schlather (2002) W i : stationary, standard Gaussian random process in R d Poisson point process (U i ) on (0, ∞) with intensity u −2 du Y (r) = √ 2π max{U i max{0, W i }}, r ∈ R d i∈N is stationary and max-stable with standard Fréchet marginals P.Friederichs Extreme weather 33 / 45
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Petra Friederichs - Chair of Statistics STAT

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