Abstract
We present our winning entry for the EVA2017 challenge on spatiotemporal prediction of extreme precipitation. The aim of the competition is to predict extreme rainfall quantiles that score as low as possible on the competition error metric. Good or bad predictions are defined only by the metric used. Our methodology was simple and produced accurate predictions under this metric. This outcome emphasizes the importance of cross-validation and identifying model over-fitting.
Similar content being viewed by others
References
Apputhurai, P., Stephenson, A.G.: Spatiotemporal hierarchical modelling of extreme precipitation in Western Australia using anisotropic Gaussian random fields. Environ. Ecol. Stat. 20, 667–677 (2013)
Bergmeir, C., Hyndman, R.J., Koo, B.: A note on the validity of cross-validation for evaluating autoregressive time series prediction. Comput. Stat. Data Anal. 120, 70–83 (2018)
Bücher, A., Segers, J.: On the maximum likelihood estimator for the generalized extreme-value distribution. Extremes 20, 839–872 (2017)
Coles, S.G.: An Introduction to Statistical Modeling of Extreme Values. Springer, London (2001)
Coles, S., Pericchi, L.R., Sisson, S.: A fully probabilistic approach to extreme rainfall modeling. J. Hydrol. 273, 35–50 (2003)
Deidda, R., Puliga, M.: Sensitivity of goodness-of-fit statistics to rainfall data rounding off. Phys. Chem. Earth, Parts A/B/C 31, 1240–1251 (2006)
Efron, B., Tibshirani, R.: Improvements on cross-validation: the.632 + bootstrap method. J. Am. Stat. Assoc. 92, 548–560 (1997)
Ferro, C.A., Segers, J.: Inference for clusters of extreme values. J. R. Stat. Soc. Ser. B (Stat. Methodol.) 65, 545–556 (2003)
Gaetan, C., Grigoletto, M.: A hierarchical model for the analysis of spatial rainfall extremes. J. Agric. Biol. Environ. Stat. 12, 434–449 (2007)
Gumbel, E.J.: Statistics of Extremes. Columbia University Press, New York (1958)
Hastie, T., Tibshirani, R., Friedman, J.: The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Springer, New York (2016)
Huser, R., Davison, A.: Space–time modelling of extreme events. J. R. Stat. Soc. Ser. B (Stat. Methodol.) 76, 439–461 (2014)
Hyndman, R.J., Athanasopoulos, G.: Forecasting: Principles and Practice. OTexts (2013)
Jenkinson, A.F.: The frequency distribution of the annual maximum (or minimum) of meteorological elements. Q. J. R. Meteorol. Soc. 81, 158–171 (1955)
Koenker, R.: Quantile Regression. Cambridge University Press, Cambridge (2005)
Lehmann, E.A., Phatak, A., Stephenson, A.G., Lau, R.: Spatial modelling framework for the characterisation of rainfall extremes at different durations and under climate change. Environmetrics 27, 239–251 (2016)
Li, Y., Cai, W., Campbell, E.: Statistical modeling of extreme rainfall in southwest western australia. J. Clim. 18, 852–863 (2005)
Pickands, J. III.: Statistical inference using extreme order statistics. Ann. Stat. 3(1), 119–131 (1975)
Smith, R.L.: Maximum likelihood estimation in a class of non-regular cases. Biometrika 72, 67–90 (1985)
Stephenson, A.G., Lehmann, E.A., Phatak, A.: A max-stable process model for rainfall extremes at different accumulation durations. Weather Clim. Extrem. 13, 44–53 (2016)
Thibaud, E., Mutzner, R., Davison, A.C.: Threshold modeling of extreme spatial rainfall. Water Resour. Res. 49, 4633–4644 (2013)
Westra, S., Sisson, S.A.: Detection of non-stationarity in precipitation extremes using a max-stable process model. J. Hydrol. 406, 119–128 (2011)
Wintenberger, O.: Editorial: special issue on the Extreme Value Analysis conference challenge “Prediction of extremal precipitation”. Extremes. To Appear (2018)
Witten, I.H., Frank, E., Hall, M.A., Pal, C.J.: Data Mining: Practical Machine Learning Tools and Techniques. Morgan Kaufmann, Cambridge (2017)
Zheng, F., Thibaud, E., Leonard, M., Westra, S.: Assessing the performance of the independence method in modeling spatial extreme rainfall. Water Resour. Res. 51, 7744–7758 (2015)
Acknowledgements
We thank the organizing committee of the 10th international conference on Extreme Value Analysis, and Olivier Wintenberger for organizing the prediction challenge. Laleh Tafakori and Kate Saunders would like to thank the Australian Research Council for supporting this work through Laureate Fellowship FL130100039. The authors also acknowledge the support of The Australian Research Council Center of Excellence for Mathematical and Statistical Frontiers.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Stephenson, A.G., Saunders, K. & Tafakori, L. The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles. Extremes 21, 477–484 (2018). https://doi.org/10.1007/s10687-018-0321-0
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10687-018-0321-0