Convergence of Extreme Value Statistics in a Two-Layer Quasi-Geostrophic Atmospheric Model

Vera Melinda Gálfi, Tamás Bódai and Valerio Lucarini

Complexity, 2017, vol. 2017, 1-20

Abstract:

We search for the signature of universal properties of extreme events, theoretically predicted for Axiom A flows, in a chaotic and high-dimensional dynamical system. We study the convergence of GEV (Generalized Extreme Value) and GP (Generalized Pareto) shape parameter estimates to the theoretical value, which is expressed in terms of the partial information dimensions of the attractor. We consider a two-layer quasi-geostrophic atmospheric model of the mid-latitudes, adopt two levels of forcing, and analyse the extremes of different types of physical observables (local energy, zonally averaged energy, and globally averaged energy). We find good agreement in the shape parameter estimates with the theory only in the case of more intense forcing, corresponding to a strong chaotic behaviour, for some observables (the local energy at every latitude). Due to the limited (though very large) data size and to the presence of serial correlations, it is difficult to obtain robust statistics of extremes in the case of the other observables. In the case of weak forcing, which leads to weaker chaotic conditions with regime behaviour, we find, unsurprisingly, worse agreement with the theory developed for Axiom A flows.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:5340858

DOI: 10.1155/2017/5340858

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