1 Presentation

• 
  04:30 PM - 05:45 PM

  Extreme value analysis of environmental time-series: a primer

  • Debbie J. Dupuis, presenter, GERAD & HEC Montréal

  The sustainability of human activities depends critically on environmental and resource-based factors. Rising pressure on the natural environment is progressively challenging viability. Heat waves are becoming more common, rainfall is intensifying, and droughts and major windstorms are perceived to be increasing in frequency. Forecasting the likely size and impacts of such events is essential for adaptation and mitigation. In response to this exigency, the statistical modeling of complex extreme events has evolved rapidly over the past decade. In this tutorial, we will review the basic ideas behind classical extreme value analysis and show how recent advances shed light on important changes in environmental extremes.