A. E. Madrid, J. L. Romero, J. M. Angulo

In this work we consider a methodology for the implementation of risk measures on indicators related to structural characteristics of excursion sets defined by threshold exceedances in spatiotemporal processes. We discuss some significant aspects regarding the effect of certain space and state transformations, such as spatial deformation (of level and flow types), change of measure in the domain, as well as the consideration of functional thresholds. In particular, we focus on a space-time interaction model with dynamic deformation for construction of predictive risk maps considering different scenarios. Finally, we refer to some related directions in this context.

Keywords: deformation, risk maps, risk measures, spatiotemporal processes, threshold exceedances.


GT19 Time Space Statistics
June 7, 2022  12:00 PM
Conference hall

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M. P. Frías Bustamante, A. Torres Signes, M. D. Ruiz Medina, J. Mateu Mahiques

Identification of Patterns for Space-Time Event Networks

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Statistical inference on intensity functions with applications

M. I. Borrajo García, W. González Manteiga, M. D. Martínez Miranda

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