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On the probability distributions of
the duration of heatwaves
Sohini Raha & Dr. Sujit Ghosh
In collaboration with
Dr. Howard Chang & Dr.Jesse Bell
Department of Statistics
North Carolina State University
May 15, 2018
1 / 30
Heatwave
© 2018 by Raha & Ghosh
Outline
Many Facets of Heatwaves
A Probabilistic Framework
Case Studies
Fixed location: Atlanta Data
Varying locations: USCRN Data
Future Directions
2 / 30
Heatwave
© 2018 by Raha & Ghosh
Section I: Many Facets of Heatwaves Definitions
What is a Heatwave?
" A period of abnormally and uncomfortably hot and
unusually humid weather. Typically a heat wave lasts
two or more days" (NOAA)
3 / 30
Heatwave
© 2018 by Raha & Ghosh
Section I: Many Facets of Heatwaves Definitions
No Universally accepted Definition of
Heatwave
"A universal quantitative definition of what
constitutes an extreme heat wave is unlikely to
ever be agreed upon "(Wehner et al. (2018))
Location specific definitions.
Xu et al.(2018) evaluates 29 different definitions
of Heatwave
Vaidyanathan et al.(2016) had 92 different
definitions
4 / 30
Heatwave
© 2018 by Raha & Ghosh
Section I:many Facets of Heatwaves Definitions
Examples of Definitions of Heatwave
Definition 1:(Xu et al. 2018) Temperature (Min,
Max, Ambient, Apparent etc) greater than T° for
at least d days
Definition 2 : (Frich et al. 2002)HWDI:At least 5
consecutive days, the maximum temperature
exceeds the normal temperature by 5°C (9°F)
based on a period of 1961-1990 .
5 / 30
Heatwave
© 2018 by Raha & Ghosh
Section I:many Facets of Heatwaves Definitions
Definition of Heatwave (Wehner et
al.(2018))
Heat Index (HI) based on a complicated
nonlinear function of Relative Humidity and
Temperature.
Caution if HI is 80-90°F
Extreme Caution if HI is 90-103°F
Danger if HI is 103-125°F
Extreme Danger if HI over 125°F
6 / 30
Heatwave
© 2018 by Raha & Ghosh
Section I:many Facets of Heatwaves Definitions
Definition of Heatwave (Peng et
al.(2011))
T1 = 97.5 percentile
T2 = 81 percentile
Heatwave is longest period of consecutive days if
daily max temp ≥ T1 for ≥ 3 days
daily max temp ≥ T2 for everyday
average of daily max temp ≥ T1
7 / 30
Heatwave
© 2018 by Raha & Ghosh
Section II: Probabilistic Framework Duration and Intensity
Duration and Intensity
8 / 30
Heatwave
© 2018 by Raha & Ghosh
Section II: Probabilistic Framework Duration and Intensity
X1, X2, ... : A Stationary sequence of RVs
M : Threshold (location specific)
T1, T3, ... : times of the upcrossings
T2, T4, ... : times of the downcrossings
Duration : T2k − T2k−1, k= 1,2,...
Intensity : XT2k−1
+ ... + XT2k −1 − M(T2k − T2k−1)
9 / 30
Heatwave
© 2018 by Raha & Ghosh
Section II: Probabilistic Framework Duration and Intensity
Connection to existing Definitions
(Frich et al.(2002))
T2k − T2k−1 ≥ 5
Xt = Mt − Avg(Mt)
where Mt = Max temp on day t
Average over temperature from 1961-1990
(Wehner et al.(2018))
Xt = HIt
10 / 30
Heatwave
© 2018 by Raha & Ghosh
Section II: Probabilistic Framework Theorem
Theorem
Let Bt = I(Xt > M). Under a set of regularity
conditions, the distributions of T2m − T2m−1 and
T2m+1 − T2m can be approximated by
T2m − T2m−1 ∼ Geo(e−P(B1=1)
) m = 1, 2, ...
T2m+1 − T2m ∼ Geo(e−P(B1=0)
) m = 0, 1, 2, , ...
11 / 30
Heatwave
© 2018 by Raha & Ghosh
Section II: Probabilistic Framework Theorem
Lemma
(Chen et al.(2013)) {Xα : α ∈ J} be Bernoulli Random variables
with success probabilities pα, α ∈ J. Let W = α∈J Xα and
λ = EW = α∈J pα. Then, for any collection of sets Bα ⊂ J, α ∈ J
dTV (L(W), Poi(λ)) ≤ (1 ∧ 1
λ )(b1 + b2) + (1 + 1.4√
λ
)
|P[W = 0] − e−λ
| ≤ (1 ∧ 1
λ )(b1 + b2 + b3),
where
b1 = α∈J β∈Bα
pαpβ, b2 = α∈J β∈Bα{α} E(XαXβ),
b3 = α∈J |E(Xα|Xβ, β ∈ Bα) − pα|
Let Bt = I(Xt > M)
Apply lemma on Bt to prove Theorem
12 / 30
Heatwave
© 2018 by Raha & Ghosh
Section II: Probabilistic Framework Model Fitting
Hierarchical Model
M = Threshold or q-th quantile of Xn
dij(M) : i-th duration (days) within year j based on M
dij(M) ∼ Geo(pj(M)) (from previous theorem)
pj(M) ∼ Beta(α(M)τ(M), (1 − α(M))τ(M)) (to be verified)
Definition:Expected length of duration for threshold
M is defined to be
E(dij(M)) = E(E(dij(M))|pj(M)) = τ(M)−1
(1−α(M))τ(M)−1
13 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
Atlanta Data (fixed location)
22-year Meteorology Data in Atlanta
1991-2012
"daily" and "hourly"
Ambient, Dew-point, Apparent temperature,
Heat index, etc..
Thanks to Dr. Howard Chang for the data
We are using daily Maximum ambient
temperature.
14 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
Duration and Intensity in 1991 (M= 81
percentile of daily max temp)
Durations: 2,1,7,1,3,1,1,6,2,6,7,1,2,9,1,2,5,3,9
150 200 250
65707580859095
days
temperature
1991
15 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
Fitted vs Observed Duration
(1991-1994)
0123456
1991
0123456
1992
01234
1993
02468
1994
16 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
CVM test for Geometric Distributions
1995 2000 2005 2010
0.00.20.40.60.81.0
year
p_value
p−values of CVM test
17 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
Fitting the Beta distribution
Estimate the parameters (α, τ) of Beta distribution
using MLE of the marginal log-likelihood.
KS test: p-value = 0.76 AD test: p-value = 0.68
0.0 0.2 0.4 0.6 0.8 1.0
0.00.20.40.60.81.0
Fitting Beta
value
CDF
18 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
Expected Length of Duration for
quantiles 0.70 to 0.95
2
4
6
8
0.70 0.75 0.80 0.85 0.90 0.95
threshold
Expectedlength
19 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
Next we try to see whether there is a linear
relationship, or quadratic or log-linear
relationship between the expected length and
the quantiles.
The quadratic is the best fit.
Definition: For each quantile, if the duration of any
up-crossings exceeds the predicted expected length
of duration for that quantile, we will call it a
Heatwave.
20 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
Quadratic fit to the Expected length
Expected length = 23.48 -31.96 q + 10.87 q2
Adjusted R2
=0.96
0.70 0.75 0.80 0.85 0.90 0.95
3456
Quadratic fit
quantiles
expected_length
21 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies Atlanta Data
Heatwave Comparison
properties Our defini-
tion with 90
percentile
Our defini-
tion with 80
percentile
Frich et al.
Defintition
Number of
Heatwaves
59 91 142
Avg Duration 7.59 days 11.35 days 16.52 days
Max Duration 34 days 36 days 118 days
22 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies USCRN data
USCRN data (varying locations)
226 weather stations in USA and 6 stations
outside
2000-2017 years of data
daily average temperature and hourly
temperature
Thanks to Dr. Jesse Bell for the data
We are only considering 126 stations where we have
at least 10 years of data and we will just consider the
daily temperature first.
23 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies USCRN data
USCRN stations map
24 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies USCRN data
Expected lengths for quantiles from
0.7 to 0.95 for each stations
25 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies USCRN data
Quadratic fit to the expected lengths
26 / 30
Heatwave
© 2018 by Raha & Ghosh
Section III :Case Studies USCRN data
Variation in quadratic plots across the
station
0.70 0.75 0.80 0.85 0.90 0.95
05101520
Quadratic plots over the stations
quantiles
expectedlength
27 / 30
Heatwave
© 2018 by Raha & Ghosh
Section IV: Future Directions
Future Directions
Explore the spatial variations of the quadratic
equation.
Explore the spatial variations of the expected
lengths of durations for a fixed quantile.
Develop similar distributional properties for
intensities (as a function of M and locations)
28 / 30
Heatwave
© 2018 by Raha & Ghosh
Section IV: Future Directions
References
[1] Xu, Z., Cheng, J., Hu, W., & Tong, S. (2018). Heatwave and health events: A systematic
evaluation of different temperature indicators, heatwave intensities and durations. Science
of The Total Environment, 630, 679-689.
[2] Frich, P., et al. "Observed coherent changes in climatic extremes during the second half of
the twentieth century." Climate research19.3 (2002): 193-212.
[3] Wehner, M., Castillo, F., & Stone, D. (2017-04-26). The Impact of Moisture and
Temperature on Human Health in Heat Waves.Oxford Research Encyclopedia of Natural
Hazard Science. Retrieved 8 May.2018
[4] Chen, L. H., & Rollin, A. (2013). Approximating dependent rare events. Bernoulli, 19(4),
1243-1267.
[5] Vaidyanathan, A., Kegler, S. R., Saha, S. S., & Mulholland, J. A. (2016). A statistical
framework to evaluate extreme weather definitions from a health perspective: a
demonstration based on extreme heat events. Bulletin of the American Meteorological
Society, 97(10), 1817-1830.
[6] Peng, R. D., Bobb, J. F., Tebaldi, C., McDaniel, L., Bell, M. L., & Dominici, F. (2011). Toward
a quantitative estimate of future heat wave mortality under global climate change.
Environmental health perspectives, 119(5), 701.
29 / 30
Heatwave
© 2018 by Raha & Ghosh
Section IV: Future Directions
Thank You !
30 / 30
Heatwave
© 2018 by Raha & Ghosh

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CLIM: Transition Workshop - On the Probability Distributions of the Intensity and Duration of Heatwaves - Sohini Raha, May 15, 2018

  • 1. On the probability distributions of the duration of heatwaves Sohini Raha & Dr. Sujit Ghosh In collaboration with Dr. Howard Chang & Dr.Jesse Bell Department of Statistics North Carolina State University May 15, 2018 1 / 30 Heatwave © 2018 by Raha & Ghosh
  • 2. Outline Many Facets of Heatwaves A Probabilistic Framework Case Studies Fixed location: Atlanta Data Varying locations: USCRN Data Future Directions 2 / 30 Heatwave © 2018 by Raha & Ghosh
  • 3. Section I: Many Facets of Heatwaves Definitions What is a Heatwave? " A period of abnormally and uncomfortably hot and unusually humid weather. Typically a heat wave lasts two or more days" (NOAA) 3 / 30 Heatwave © 2018 by Raha & Ghosh
  • 4. Section I: Many Facets of Heatwaves Definitions No Universally accepted Definition of Heatwave "A universal quantitative definition of what constitutes an extreme heat wave is unlikely to ever be agreed upon "(Wehner et al. (2018)) Location specific definitions. Xu et al.(2018) evaluates 29 different definitions of Heatwave Vaidyanathan et al.(2016) had 92 different definitions 4 / 30 Heatwave © 2018 by Raha & Ghosh
  • 5. Section I:many Facets of Heatwaves Definitions Examples of Definitions of Heatwave Definition 1:(Xu et al. 2018) Temperature (Min, Max, Ambient, Apparent etc) greater than T° for at least d days Definition 2 : (Frich et al. 2002)HWDI:At least 5 consecutive days, the maximum temperature exceeds the normal temperature by 5°C (9°F) based on a period of 1961-1990 . 5 / 30 Heatwave © 2018 by Raha & Ghosh
  • 6. Section I:many Facets of Heatwaves Definitions Definition of Heatwave (Wehner et al.(2018)) Heat Index (HI) based on a complicated nonlinear function of Relative Humidity and Temperature. Caution if HI is 80-90°F Extreme Caution if HI is 90-103°F Danger if HI is 103-125°F Extreme Danger if HI over 125°F 6 / 30 Heatwave © 2018 by Raha & Ghosh
  • 7. Section I:many Facets of Heatwaves Definitions Definition of Heatwave (Peng et al.(2011)) T1 = 97.5 percentile T2 = 81 percentile Heatwave is longest period of consecutive days if daily max temp ≥ T1 for ≥ 3 days daily max temp ≥ T2 for everyday average of daily max temp ≥ T1 7 / 30 Heatwave © 2018 by Raha & Ghosh
  • 8. Section II: Probabilistic Framework Duration and Intensity Duration and Intensity 8 / 30 Heatwave © 2018 by Raha & Ghosh
  • 9. Section II: Probabilistic Framework Duration and Intensity X1, X2, ... : A Stationary sequence of RVs M : Threshold (location specific) T1, T3, ... : times of the upcrossings T2, T4, ... : times of the downcrossings Duration : T2k − T2k−1, k= 1,2,... Intensity : XT2k−1 + ... + XT2k −1 − M(T2k − T2k−1) 9 / 30 Heatwave © 2018 by Raha & Ghosh
  • 10. Section II: Probabilistic Framework Duration and Intensity Connection to existing Definitions (Frich et al.(2002)) T2k − T2k−1 ≥ 5 Xt = Mt − Avg(Mt) where Mt = Max temp on day t Average over temperature from 1961-1990 (Wehner et al.(2018)) Xt = HIt 10 / 30 Heatwave © 2018 by Raha & Ghosh
  • 11. Section II: Probabilistic Framework Theorem Theorem Let Bt = I(Xt > M). Under a set of regularity conditions, the distributions of T2m − T2m−1 and T2m+1 − T2m can be approximated by T2m − T2m−1 ∼ Geo(e−P(B1=1) ) m = 1, 2, ... T2m+1 − T2m ∼ Geo(e−P(B1=0) ) m = 0, 1, 2, , ... 11 / 30 Heatwave © 2018 by Raha & Ghosh
  • 12. Section II: Probabilistic Framework Theorem Lemma (Chen et al.(2013)) {Xα : α ∈ J} be Bernoulli Random variables with success probabilities pα, α ∈ J. Let W = α∈J Xα and λ = EW = α∈J pα. Then, for any collection of sets Bα ⊂ J, α ∈ J dTV (L(W), Poi(λ)) ≤ (1 ∧ 1 λ )(b1 + b2) + (1 + 1.4√ λ ) |P[W = 0] − e−λ | ≤ (1 ∧ 1 λ )(b1 + b2 + b3), where b1 = α∈J β∈Bα pαpβ, b2 = α∈J β∈Bα{α} E(XαXβ), b3 = α∈J |E(Xα|Xβ, β ∈ Bα) − pα| Let Bt = I(Xt > M) Apply lemma on Bt to prove Theorem 12 / 30 Heatwave © 2018 by Raha & Ghosh
  • 13. Section II: Probabilistic Framework Model Fitting Hierarchical Model M = Threshold or q-th quantile of Xn dij(M) : i-th duration (days) within year j based on M dij(M) ∼ Geo(pj(M)) (from previous theorem) pj(M) ∼ Beta(α(M)τ(M), (1 − α(M))τ(M)) (to be verified) Definition:Expected length of duration for threshold M is defined to be E(dij(M)) = E(E(dij(M))|pj(M)) = τ(M)−1 (1−α(M))τ(M)−1 13 / 30 Heatwave © 2018 by Raha & Ghosh
  • 14. Section III :Case Studies Atlanta Data Atlanta Data (fixed location) 22-year Meteorology Data in Atlanta 1991-2012 "daily" and "hourly" Ambient, Dew-point, Apparent temperature, Heat index, etc.. Thanks to Dr. Howard Chang for the data We are using daily Maximum ambient temperature. 14 / 30 Heatwave © 2018 by Raha & Ghosh
  • 15. Section III :Case Studies Atlanta Data Duration and Intensity in 1991 (M= 81 percentile of daily max temp) Durations: 2,1,7,1,3,1,1,6,2,6,7,1,2,9,1,2,5,3,9 150 200 250 65707580859095 days temperature 1991 15 / 30 Heatwave © 2018 by Raha & Ghosh
  • 16. Section III :Case Studies Atlanta Data Fitted vs Observed Duration (1991-1994) 0123456 1991 0123456 1992 01234 1993 02468 1994 16 / 30 Heatwave © 2018 by Raha & Ghosh
  • 17. Section III :Case Studies Atlanta Data CVM test for Geometric Distributions 1995 2000 2005 2010 0.00.20.40.60.81.0 year p_value p−values of CVM test 17 / 30 Heatwave © 2018 by Raha & Ghosh
  • 18. Section III :Case Studies Atlanta Data Fitting the Beta distribution Estimate the parameters (α, τ) of Beta distribution using MLE of the marginal log-likelihood. KS test: p-value = 0.76 AD test: p-value = 0.68 0.0 0.2 0.4 0.6 0.8 1.0 0.00.20.40.60.81.0 Fitting Beta value CDF 18 / 30 Heatwave © 2018 by Raha & Ghosh
  • 19. Section III :Case Studies Atlanta Data Expected Length of Duration for quantiles 0.70 to 0.95 2 4 6 8 0.70 0.75 0.80 0.85 0.90 0.95 threshold Expectedlength 19 / 30 Heatwave © 2018 by Raha & Ghosh
  • 20. Section III :Case Studies Atlanta Data Next we try to see whether there is a linear relationship, or quadratic or log-linear relationship between the expected length and the quantiles. The quadratic is the best fit. Definition: For each quantile, if the duration of any up-crossings exceeds the predicted expected length of duration for that quantile, we will call it a Heatwave. 20 / 30 Heatwave © 2018 by Raha & Ghosh
  • 21. Section III :Case Studies Atlanta Data Quadratic fit to the Expected length Expected length = 23.48 -31.96 q + 10.87 q2 Adjusted R2 =0.96 0.70 0.75 0.80 0.85 0.90 0.95 3456 Quadratic fit quantiles expected_length 21 / 30 Heatwave © 2018 by Raha & Ghosh
  • 22. Section III :Case Studies Atlanta Data Heatwave Comparison properties Our defini- tion with 90 percentile Our defini- tion with 80 percentile Frich et al. Defintition Number of Heatwaves 59 91 142 Avg Duration 7.59 days 11.35 days 16.52 days Max Duration 34 days 36 days 118 days 22 / 30 Heatwave © 2018 by Raha & Ghosh
  • 23. Section III :Case Studies USCRN data USCRN data (varying locations) 226 weather stations in USA and 6 stations outside 2000-2017 years of data daily average temperature and hourly temperature Thanks to Dr. Jesse Bell for the data We are only considering 126 stations where we have at least 10 years of data and we will just consider the daily temperature first. 23 / 30 Heatwave © 2018 by Raha & Ghosh
  • 24. Section III :Case Studies USCRN data USCRN stations map 24 / 30 Heatwave © 2018 by Raha & Ghosh
  • 25. Section III :Case Studies USCRN data Expected lengths for quantiles from 0.7 to 0.95 for each stations 25 / 30 Heatwave © 2018 by Raha & Ghosh
  • 26. Section III :Case Studies USCRN data Quadratic fit to the expected lengths 26 / 30 Heatwave © 2018 by Raha & Ghosh
  • 27. Section III :Case Studies USCRN data Variation in quadratic plots across the station 0.70 0.75 0.80 0.85 0.90 0.95 05101520 Quadratic plots over the stations quantiles expectedlength 27 / 30 Heatwave © 2018 by Raha & Ghosh
  • 28. Section IV: Future Directions Future Directions Explore the spatial variations of the quadratic equation. Explore the spatial variations of the expected lengths of durations for a fixed quantile. Develop similar distributional properties for intensities (as a function of M and locations) 28 / 30 Heatwave © 2018 by Raha & Ghosh
  • 29. Section IV: Future Directions References [1] Xu, Z., Cheng, J., Hu, W., & Tong, S. (2018). Heatwave and health events: A systematic evaluation of different temperature indicators, heatwave intensities and durations. Science of The Total Environment, 630, 679-689. [2] Frich, P., et al. "Observed coherent changes in climatic extremes during the second half of the twentieth century." Climate research19.3 (2002): 193-212. [3] Wehner, M., Castillo, F., & Stone, D. (2017-04-26). The Impact of Moisture and Temperature on Human Health in Heat Waves.Oxford Research Encyclopedia of Natural Hazard Science. Retrieved 8 May.2018 [4] Chen, L. H., & Rollin, A. (2013). Approximating dependent rare events. Bernoulli, 19(4), 1243-1267. [5] Vaidyanathan, A., Kegler, S. R., Saha, S. S., & Mulholland, J. A. (2016). A statistical framework to evaluate extreme weather definitions from a health perspective: a demonstration based on extreme heat events. Bulletin of the American Meteorological Society, 97(10), 1817-1830. [6] Peng, R. D., Bobb, J. F., Tebaldi, C., McDaniel, L., Bell, M. L., & Dominici, F. (2011). Toward a quantitative estimate of future heat wave mortality under global climate change. Environmental health perspectives, 119(5), 701. 29 / 30 Heatwave © 2018 by Raha & Ghosh
  • 30. Section IV: Future Directions Thank You ! 30 / 30 Heatwave © 2018 by Raha & Ghosh