Eidgenössisches Departement des Innern EDI Bundesamt für Meteorologie und Klimatologie MeteoSchweiz Automating Peak-over- Threshold with the Information Matrix Test Sophie Fukutome, Mark Liniger MeteoSwiss Maria Süveges ISDC Data Center for Astrophysics, Geneva

2 Sophie Fukutome CCES-EXTREMES Workshop 2011 Outline Task Information Matrix Test→ what does it test? Algorithm→ how do we use it? Applications→ daily, hourly precipitation

3 Sophie Fukutome CCES-EXTREMES Workshop 2011 Task MeteoSwiss media engineering insurance business warnings

4 Sophie Fukutome CCES-EXTREMES Workshop 2011 Task Precipitation max/min daily mean, max daily max, min daily min 10-minute gust max, max daily mean Fresh snow 1-day, 2-day, 3-day, 4-day, 5-day sums 10-minute, 1-hour, 3-hour, 6- hour, 12-hour, 1-day, 2-day, 3-day, 4-day, 5-day sums Wind Temperature AUTOMATIC!!!

5 Sophie Fukutome CCES-EXTREMES Workshop 2011 Task Gen. Extreme Value Distr. (GEV) Block Maxima max/year threshold Peak-over-Threshold Gen. Pareto Distr. (GPD) use Information Matrix Test to select threshold run parameter automation

6 Sophie Fukutome CCES-EXTREMES Workshop 2011 Information Matrix Test time daily precipitation Chateau d‘Oex Summer daily precipitation

7 Sophie Fukutome CCES-EXTREMES Workshop 2011 IMT time daily precipitation threshold

8 Sophie Fukutome CCES-EXTREMES Workshop 2011 Information Matrix Test GPD time threshold

9 Sophie Fukutome CCES-EXTREMES Workshop 2011 Information Matrix Test Poisson GPD threshold

10 Sophie Fukutome CCES-EXTREMES Workshop 2011 Information Matrix Test Exponential threshold GPD Poisson run parameter: min. distance between independent events select threshold run parameter with best model of inter-cluster times

11 Sophie Fukutome CCES-EXTREMES Workshop 2011 Information Matrix Test threshold run parameter poor fit good fit Süveges & Davison, 2010 IMT > 3.84: poor fit IMT < 3.84: acceptable fit IMT ≈ 0: best fit 3.84

12 Sophie Fukutome CCES-EXTREMES Workshop 2011 Algorithm

13 Sophie Fukutome CCES-EXTREMES Workshop 2011 Algorithm IMT < 0.05 less obs more obs

14 Sophie Fukutome CCES-EXTREMES Workshop 2011 Algorithm IMT < 0.05 less obs more obs

15 Sophie Fukutome CCES-EXTREMES Workshop 2011 Chateau d‘Oex shape mean exceedance Summer daily precipitation threshold 30y return level shape Algorithm

16 Sophie Fukutome CCES-EXTREMES Workshop 2011 Geneva Summer daily precipitation shape mean exceedance 30y return level shape threshold Algorithm

17 Sophie Fukutome CCES-EXTREMES Workshop 2011 Locarno Summer daily precipitation threshold 30y return level shape mean exceedance Algorithm

18 Sophie Fukutome CCES-EXTREMES Workshop 2011 Applications: hourly precipitation Engelberg: Summer

19 Sophie Fukutome CCES-EXTREMES Workshop 2011 Applications: daily precipitation 30-year return levels Summer Winter

20 Sophie Fukutome CCES-EXTREMES Workshop 2011 Applications: hourly precipitation Summer 30-year return levels

21 Sophie Fukutome CCES-EXTREMES Workshop 2011 Conclusions Summary The Information Matrix Test can be used to select threshold and run parameter automatically selected thresholds gen. compatible with classical diagnostics results agree with climatology More objective selection based on theoretical criteria Outlook Other aggregations, other parameters Improve algorithm Thank you!...