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1 CLUSTER ANALYSIS OF EUROPEAN DAILY TEMPERATURE SERIES: AN EXTREME VALUE APPROACH Andrés M. Alonso Departamento de Estadística Universidad Carlos II de.

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Presentation on theme: "1 CLUSTER ANALYSIS OF EUROPEAN DAILY TEMPERATURE SERIES: AN EXTREME VALUE APPROACH Andrés M. Alonso Departamento de Estadística Universidad Carlos II de."— Presentation transcript:

1 1 CLUSTER ANALYSIS OF EUROPEAN DAILY TEMPERATURE SERIES: AN EXTREME VALUE APPROACH Andrés M. Alonso Departamento de Estadística Universidad Carlos II de Madrid Spain

2 2 JOINT WORK WITH

3 3 OUTLINE OF THE TALK

4 INTRODUCTORY REMARKS

5

6 MAIN PURPOSE

7 TIME SERIES CLUSTER METHODOLOGY

8 8

9 9 COMPUTATION OF THE PDF’s

10 10 COMPUTATION OF THE PDF’s

11 11 COMPUTATION OF THE PDF’s

12 12 COMPUTATION OF THE PDF’s

13 13 Our parameter of interest will be the quantile x p for a specified exceedance probability p Assuming that the Generalized Extreme Value corresponds to the annual maximum. Then, roughly speaking, x p is the return level that is associated with the return period 1/p for small p, in unit of years.

14 14 COMPUTATION OF THE PDF’s

15 15 COMPUTATION OF THE PDF’s

16

17 17 COMPUTATION OF THE PDF’s

18 18 DISSIMILARITY MATRIX

19 Exploring the European Climate Assessment dataset

20

21 21 TEMPERATURES

22 RESULTS

23

24 24 DENDROGRAM FOR 25-YEARS RETURN VALUES (AVERAGE LINKAGE METHODS)

25 CONCLUSIONS

26 REFERENCES


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