Modeling tropical cyclone intensity with quantile regression
β Scribed by Thomas H. Jagger; James B. Elsner
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 274 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0899-8418
- DOI
- 10.1002/joc.1804
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β¦ Synopsis
Abstract
Wind speeds from tropical cyclones (TCs) occurring near the USA are modeled with climate variables (covariates) using quantile regression. The influences of Atlantic seaβsurface temperature (SST), the Pacific El NiΓ±o, and the North Atlantic oscillation (NAO) on nearβcoastal TC intensity are in the direction anticipated from previous studies using Poisson regression on cyclone counts and are, in general, strongest for higher intensity quantiles. The influence of solar activity, a new covariate, peaks near the median intensity level, but the relationship switches sign for the highest quantiles. An advantage of the quantile regression approach over a traditional parametric extreme value model is that it allows easier interpretation of model coefficients (parameters) with respect to changes to the covariates since coefficients vary as a function of quantile. It is proven mathematically that parameters of the Generalized Pareto Distribution (GPD) for extreme events can be used to estimate regression coefficients for the extreme quantiles. The mathematical relationship is demonstrated empirically using the subset of TC intensities exceeding 96 kt (49 m/s). Copyright Β© 2008 Royal Meteorological Society
π SIMILAR VOLUMES
We consider the problem of estimating the quantiles of a distribution function in a fixed design regression model in which the observations are subject to random right censoring. The quantile estimator is defined via a conditional Kaplan-Meier type estimator for the distribution at a given design po