As a part of the research topic seminar 'From numbers to decisions - statistics and extreme weather' we will hold a three hour workshop on September 13th.
Representatives from Norwegian Computing Centre will lead this workshop.
1. A lecture which will cover:
- Theory of Extreme Value Statistics (EVT)
- Block maxima
- Limit theory - GEV
- Peak over threshold - GPD
- Return period/exceedance probability
2. Two parallell sessions, one focussing on simple statistics and another on more advanced statistics.
A. Session with simple statistics:
Concepts from the lecture on EVT will be illustrated through the analysis of extreme value type data sets on a computer. The students will be able to follow the different steps needed to conduct the statistical analysis.
- Pracical training sessions.
B. Session with more advance statistics
Nonstationary series, MLE/Bayes estimation, Exceedance of standard, The hierarchical approach, Simple spatial tools, Max-stable processes, Spatially and temporally, nonstationary case
- Practical training sessions.