Space-time extreme processes simulation for flash floods in Mediterranean France
Abstract
Flash floods in France are highly destructive natural phenomena, not only by creating material damage but also by threatening the safety of human life. To anticipate the impact of such disasters,it is crucial to propose stochastic simulation methods of realistic scenarios for spatio-temporal extremefields. Pareto processes are justified because they model phenomena that exceed a certain extremethreshold. Therefore, they are promising models for the aforementioned challenge. Nonparametric andparametric approaches in this framework have been provided over last years, but the proposed modelsdo not establish a direct link to Pareto processes. A semiparametric method for simulation of extremespace-time generalized Pareto processes is introduced. A key benefit of the proposed method is that itallows to generate an unlimited number of realizations of such extreme fields. Our simulation methodis applied to a rainfall data-set to model flash floods in a region in Mediterranean France.