Estimating extremes in climate change simulations using the peaks-over-threshold method with a non-stationary threshold

Abstract The paper presents a methodology for estimating high quantiles of distributions of daily temperature in a non-stationary context, based on peaks-over-threshold analysis with a time-dependent threshold expressed in terms of regression quantiles. The extreme value models are applied to estimate 20-yr return values of maximum daily temperature over Europe in transient global climate model (GCM) simulations for the 21st century. A comparison of scenarios of changes in the 20-yr return temperatures based on the non-stationary peaks-over-threshold models with conventional stationary models is performed. It is demonstrated that the application of the stationary extreme value models in temperature data from GCM scenarios yields results that may be to a large extent biased, while the non-stationary models lead to spatial patterns that are robust and enable one to detect areas where the projected warming in the tail of the distribution of daily temperatures is largest. The method also allows splitting the projected warming of extremely high quantiles into two parts that reflect change in the location and scale of the distribution of extremes, respectively. Spatial patterns of the two components differ significantly in the examined climate change projections over Europe.

[1]  S. Klein,et al.  GFDL's CM2 Global Coupled Climate Models. Part I: Formulation and Simulation Characteristics , 2006 .

[2]  Anders Bengtsson,et al.  Extreme value modelling of storm damage in Swedish forests , 2007 .

[3]  Jan Kyselý,et al.  Recent severe heat waves in central Europe: how to view them in a long‐term prospect? , 2010 .

[4]  M. Beniston.  Decadal‐scale changes in the tails of probability distribution functions of climate variables in Switzerland , 2009 .

[5]  D. Lüthi,et al.  The role of increasing temperature variability in European summer heatwaves , 2004, Nature.

[6]  S. Coles,et al.  An Introduction to Statistical Modeling of Extreme Values , 2001 .

[7]  J. Christensen,et al.  A summary of the PRUDENCE model projections of changes in European climate by the end of this century , 2007 .

[8]  M. Parlange,et al.  Statistics of extremes in hydrology , 2002 .

[9]  Martin Beniston,et al.  The 2003 heat wave as an example of summers in a greenhouse climate? Observations and climate model simulations for Basel, Switzerland , 2004 .

[10]  P. Naveau,et al.  Statistical analysis of floods in Bohemia (Czech Republic) since 1825 , 2006 .

[11]  J. Palutikof,et al.  The evolution of extreme temperatures in the Central England temperature record , 2002 .

[12]  A. M. G. Klein,et al.  Trends in Indices of Daily Temperature and Precipitation Extremes in Europe, 1946-99 , 2003 .

[13]  J. Abaurrea,et al.  Modeling and forecasting extreme hot events in the central Ebro valley, a continental-Mediterranean area , 2007 .

[14]  Roger Koenker,et al.  Tests of Linear Hypotheses and l[subscript]1 Estimation , 1982 .

[15]  Estimators of the extreme value index based on quantile regression , 2007 .

[16]  A. K. Tank,et al.  Trends in Indices of Daily Temperature and Precipitation Extremes in Europe, 1946–99 , 2003 .

[17]  Niels Keiding,et al.  Statistical Models Based on Counting Processes , 1993 .

[18]  Vincent R. Gray.  Climate Change 2007: The Physical Science Basis Summary for Policymakers , 2007 .

[19]  T. Kosatsky.  The 2003 European heat waves. , 2005, Euro surveillance : bulletin Europeen sur les maladies transmissibles = European communicable disease bulletin.

[20]  M. Haylock,et al.  Observed coherent changes in climatic extremes during the second half of the twentieth century , 2002 .

[21]  P. Alpert,et al.  Climatic trends to extremes employing regional modeling and statistical interpretation over the E. Mediterranean , 2008 .

[22]  J. Liu,et al.  Changes of reanalysis-derived Northern Hemisphere summer warm extreme indices during 1948-2006 and links with climate variability , 2008 .

[23]  José M. C. Pereira,et al.  Atmospheric conditions associated with the exceptional fire season of 2003 in Portugal , 2006 .

[24]  Jeffrey H. Yin,et al.  A consistent poleward shift of the storm tracks in simulations of 21st century climate , 2005 .

[25]  S. Seneviratne,et al.  Land–atmosphere coupling and climate change in Europe , 2006, Nature.

[26]  Sylvie Parey,et al.  Trends and climate evolution: Statistical approach for very high temperatures in France , 2007 .

[27]  P. Ciais,et al.  Europe-wide reduction in primary productivity caused by the heat and drought in 2003 , 2005, Nature.

[28]  R. Stouffer,et al.  Assessment of Twentieth-Century Regional Surface Temperature Trends using the GFDL CM2 Coupled Models , 2006 .

[29]  Jan Kyselý,et al.  Influence of the persistence of circulation patterns on warm and cold temperature anomalies in Europe: Analysis over the 20th century , 2008 .

[30]  Carlos A. Coelho,et al.  Methods for Exploring Spatial and Temporal Variability of Extreme Events in Climate Data , 2008 .

[31]  J. V. Revadekar,et al.  Global observed changes in daily climate extremes of temperature and precipitation , 2006 .

[32]  Philip B. Duffy,et al.  Climate change uncertainty for daily minimum and maximum temperatures: A model inter‐comparison , 2006 .

[33]  Neville Nicholls,et al.  Has the climate become more variable or extreme? Progress 1992-2006 , 2007 .

[34]  Sofia Caires,et al.  Projection and Analysis of Extreme Wave Climate , 2006 .

[35]  R. Trigo,et al.  How exceptional was the early August 2003 heatwave in France? , 2005 .

[36]  Francis W. Zwiers,et al.  Estimating Extremes in Transient Climate Change Simulations , 2005 .

[37]  E. Fischer,et al.  Contribution of land‐atmosphere coupling to recent European summer heat waves , 2007 .

[38]  P. Jones,et al.  Trends in indices for extremes in daily temperature and precipitation in central and western Europe, 1901–99 , 2005 .

[39]  T. Reichler,et al.  Uncertainties in the climate mean state of global observations, reanalyses, and the GFDL climate model , 2008 .

[40]  G. J. van Oldenborgh,et al.  Large-scale atmospheric circulation biases and changes in global climate model simulations and their importance for climate change in Central Europe , 2006 .

[41]  Sylvie Parey,et al.  Estimation of 100-year-return-period temperatures in France in a non-stationary climate: Results from observations and IPCC scenarios , 2007 .

[42]  Olivier Dupont,et al.  Heat and drought 2003 in Europe: a climate synthesis , 2006 .

[43]  R. Lund,et al.  Seasonality and Return Periods of Landfalling Atlantic Basin Hurricanes , 2000 .

[44]  P. Naveau,et al.  Amplitude and frequency of temperature extremes over the North Atlantic region , 2006 .

[45]  H. Wanner,et al.  Doubled length of western European summer heat waves since 1880 , 2007 .

[46]  H. Fritz,et al.  Detecting climate changes of concern in highly variable environments: Quantile regressions reveal that droughts worsen in Hwange National Park, Zimbabwe , 2007 .

[47]  Corinne Le Quéré,et al.  Climate Change 2013: The Physical Science Basis , 2013 .