Statistics Seminar - Periodogram regression, a two stage mixed effects approach for modelling multiple integer-valued time series of tropical cyclone frequency
| Dates: | 11 December 2024 |
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| Times: | 14:45 - 15:30 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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| Who is it for: | University staff, External researchers, Current University students |
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| Speaker: | Dr. Sourav Das |
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Abstract
Tropical cyclones (TC) are significant indicators of evolving climate dynamics. Two primary responses of interest are the cyclone frequency and intensity. In this paper we propose a novel integrated modelling framework for simultaneous modelling of TC frequency across several meteorological regions within Australasia. The key methodological insight is to model the second order properties of multiple integer valued time series in frequency domain, instead of parametric time domain models. We take a two-stage semi parametric approach where large scale environmental variation is modelled using generalized linear models while the stochastic variation — including spatial heterogeneity — is estimated using spectral analysis of time series, under a hierarchical generating model. Using longitudinal data analysis we are able to jointly model periodicities in TC frequencies and their correlation with El Nino–Southern Oscillation (ENSO) cycles but also the spatial variation between regions
Speaker
Dr. Sourav Das
Organisation: Curtin University
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Frank Adams 2
Alan Turing Building
Manchester
