A Study of Low-Temperature Probabilities in the Context of an Industrial Problem

A Measure of Winter Severity

“…Temperature statistics have attracted the attention of statisticians in the past but we are not aware of any other detailed statistical treatment of accumulated temperature. Barnett and Lewis (1967) derived the probability disti ibution of minimum hourly winter temperature for 16 locations but although they mentioned an interest in accumulated temperatures they had not analysed them. We see this paper partly as complementary to their work and partly as a basis for improvement in the planning of capital investment in the gas industry.…”

The minimum of a stationary Markov process superimposed on a U-shaped trend

“…E. DANIELS, University of Birmingham 1. This paper was motivated by some questions of Barnett and Lewis (1967) concerning extreme winter temperatures. The temperature during the winter can be hopefully regarded as generated by a stationary Gaussian process superimposed on a locally U-shaped trend.…”

Multivariate declustering techniques

“…Indeed, observations of a number of different physical processes observed at one site (Joe et al, 1992;Joe, 1994), or a number of summarizing features of behaviour of a single process at a particular location (Walshaw, 1991;Anderson and Turkman, 1992;Coles and Walshaw, 1994), or consecutive observations during extreme events of one process (Barnett and Lewis, 1967;Smith, 1990;Smith et al, 1997) or most indicatively a spatial process observed at a ®nite number of sites (Gumbel and Goldstein, 1964;Gumbel and Musta®, 1967;Raynal-Villasenor and Salas, 1987;Smith et al, 1990;Tawn, 1990, 1991;Dixon and Tawn, 1992) are all examples of observations leading naturally to multivariate extreme value distributions.…”