A0272
Title: Modelling intervals of minimum/maximum temperature in the Iberian Peninsula
Authors: Esther Ruiz - Universidad Carlos III de Madrid (Spain)
Gloria Gonzalez-Rivera - University of California Riverside (United States)
Vladimir Rodriguez-Caballero - Instituto Tecnologico Autonomo De Mexico (Mexico) [presenting]
Abstract: The aim is to propose to model intervals of minimum/maximum temperatures observed at a given location by fitting unobserved component models to bivariate systems of centre and log-range temperatures. The centre and log-range temperature are decomposed into potentially stochastic trends and seasonal and transitory components. The method contributes to the debate on whether stochastic or deterministic components better represent the trend and seasonal components. The methodology is implemented to intervals of minimum/maximum temperatures observed monthly in four locations in the Iberian Peninsula, namely, Barcelona, Coru~na, Madrid and Seville. The aim is to show that, at each location, the centre temperature can be represented by a smooth integrated random walk with a time-varying slope. At the same time, the log range seems better represented by a stochastic level. Centre and log-range temperatures are also shown to be unrelated. The methodology is then extended to model simultaneously minimum/maximum temperatures observed at several locations. A multi-level dynamic factor model is used to extract potential commonalities among centre (log-range) temperatures while allowing for heterogeneity in different areas. The model is fitted to intervals of minimum/maximum temperatures observed at a large number of locations in the Iberian Peninsula
