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Modeling tropical cyclone intensity with quantile regression
Author(s) -
Jagger Thomas H.,
Elsner James B.
Publication year - 2009
Publication title -
international journal of climatology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.58
H-Index - 166
eISSN - 1097-0088
pISSN - 0899-8418
DOI - 10.1002/joc.1804
Subject(s) - quantile , quantile regression , covariate , generalized pareto distribution , tropical cyclone , extreme value theory , climatology , environmental science , binomial regression , generalized additive model , statistics , regression analysis , mathematics , geology
Wind speeds from tropical cyclones (TCs) occurring near the USA are modeled with climate variables (covariates) using quantile regression. The influences of Atlantic sea‐surface temperature (SST), the Pacific El Niño, and the North Atlantic oscillation (NAO) on near‐coastal 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 © 2008 Royal Meteorological Society