Detecting the stationarity of spatial dependence structure using spectral clustering
Résumé
Modeling extreme events requires the understanding of the spatial
dependence structure in order to construct reliable statistical models.
Assuming the stationarity of the dependence structure of the spatial process may not be reasonable, depending on the topology of the region
under study for example. In environmental extreme events, different
types of extremal dependencies could appear across the spatial domain.
In this study, we present an adapted spectral clustering algorithm for
spatial extremes by combining spectral clustering with extremal concurrence probability. This algorithm involves a heuristic method that
can detect non stationarity in the dependence structure. In the case
of a non-stationary dependence structure, the algorithm clusters the
stations into k regions so that each region has a stationary dependence structure. To validate the proposed methodology, we tested it on
different simulation cases using one or more max-stable models. The
accuracy of the results encouraged us to apply it on two real data sets:
rainfall data in the east coast of Australia and rainfall over France.
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