1 CLUSTER ANALYSIS OF EUROPEAN DAILY TEMPERATURE SERIES: AN EXTREME VALUE APPROACH Andrés M. Alonso Departamento de Estadística Universidad Carlos II de.

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CLUSTER ANALYSIS OF EUROPEAN DAILY

TEMPERATURE SERIES: AN EXTREME VALUE APPROACH

Andrés M. Alonso Departamento de Estadística

Universidad Carlos II de MadridSpain

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JOINT WORK WITH

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OUTLINE OF THE TALK

INTRODUCTORY REMARKS

INTRODUCTORY REMARKS

MAIN PURPOSE

TIME SERIES CLUSTER METHODOLOGY

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TIME SERIES CLUSTER METHODOLOGY

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COMPUTATION OF THE PDF’s

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COMPUTATION OF THE PDF’s

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COMPUTATION OF THE PDF’s

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COMPUTATION OF THE PDF’s

COMPUTATION OF THE PDF’s

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Our parameter of interest will be the quantile xp for a specified exceedance probability p

Assuming that the Generalized Extreme Value corresponds to the annual maximum.

Then, roughly speaking, xp is the return level that is associated with the return period 1/p for small p, in unit of years.

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COMPUTATION OF THE PDF’s

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COMPUTATION OF THE PDF’s

COMPUTATION OF THE PDF’s

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COMPUTATION OF THE PDF’s

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DISSIMILARITY MATRIX

Exploring the European Climate Assessment dataset

Exploring the European Climate Assessment dataset

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TEMPERATURES

RESULTS

RESULTS

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DENDROGRAM FOR 25-YEARS RETURN VALUES (AVERAGE LINKAGE METHODS)

CONCLUSIONS

REFERENCES