Modeling Spatio-Temporal Extreme Events Using Graphical Models

• Main Authors: Yu, Hang, Dauwels, Justin
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2018
• Subjects: Extreme Events; Graphical Models
• Online Access: https://hdl.handle.net/10356/89365; http://hdl.handle.net/10220/44847
• Institution: Nanyang Technological University

We propose a novel statistical model to describe spatio-temporal extreme events. The model can be used, for instance, to estimate extreme-value temporal pattern such as seasonality and trend, and further to predict the distribution of extreme events in the future. Such model usually involves thousan...