Abstract:
In this work, extreme precipitations in the Venice lagoon will be simulated combining Extreme Value Theory (EVT), Generalized Additive Models (GAM) and geostatistics. Extreme events are identified as exceedances of a high threshold defined as a fixed quantile and fitted through quantile regression based on the Asymmetric Laplace Distribution (ALD). Then the Generalized Pareto Distribution (GPD) is used to model the excesses. Spatio-temporal variation of the parameters of both distributions is captured via the flexible framework of GAM. Obtained marginal models are coupled under a copula-based technique, forming a Gaussian process for high-resolution simulations of extreme events in space and time. The random field is assumed to have zero mean and its covariance is described using a separable parametric correlation function.
