Space-time threshold exceedance analysis and risk assessment in general scenarios

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.

Scheduled

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

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