A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan‐Atlantic Extremes as a Case Study

Abstract

AbstractWe present an application of quantile generalized additive models (QGAMs) to study spatially compounding climate extremes, namely extremes that occur (near‐) simultaneously in geographically remote regions. We take as an example wintertime cold spells in North America and co‐occurring wet or windy extremes in Western Europe, which we collectively term Pan‐Atlantic compound extremes. QGAMS are largely novel in climate science applications and present a number of key advantages over conventional statistical models of weather extremes. Specifically, they remove the need for a direct identification and parametrization of the extremes themselves, since they model all quantiles of the distributions of interest. They thus make use of all information available, and not only of a small number of extreme values. Moreover, they do not require any a priori knowledge of the functional relationship between the predictors and the dependent variable. Here, we use QGAMs to both characterize the co‐occurrence statistics and investigate the role of possible dynamical drivers of the Pan‐Atlantic compound extremes. We find that cold spells in North America are a useful predictor of subsequent wet or windy extremes in Western Europe, and that QGAMs can predict those extremes more accurately than conventional peak‐over‐threshold models.