Regionalization of the extremal dependence structure using spectral clustering
Résumé
The influence of an extreme event depends on the geographical features of
the region where the event occurs. In order to understand the behavior of
an extreme event, we consider statistical models capable of capturing the
extremes and their spatial dependence. Max-stable processes are widely
used in studying extreme events. However, assuming a fixed extremal
dependence for a max-stable process may not be reasonable, depending
on the topology of the region under study. In environmental extreme
events, different types of extremal dependencies can appear across the
spatial domain. In this study, we present an adapted spectral clustering
algorithm for max-stable processes. This algorithm combines spectral
clustering with extremal concurrence probability to cluster locations into
$k$ regions, each with an homogeneous extremal dependence. Additionally,
we propose an approach to model the entire region based on the clustered
zones. In order to validate the proposed methodology, we tested it in
two simulation cases using a non-stationary max-stable mixture model.
The accuracy of the results encouraged us to apply it to two datasets:
rainfall data on the east coast of Australia and rainfall over France.
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