Talks | Víctor Collado Fernández

Conference Presentations

7th International Conference on Advances in Extreme Value Analysis and Application to Natural Hazards

Title: Upper-tail correction of multivariate synthetic environmental series using annual maxima

Authors: Víctor Collado, Fernando J. Méndez, Roberto Mínguez

Date: 22/07/2026

Place: Delft University of Technology, Netherlands

Web

Posters

4th International Workshop on Waves, Storm Surges, and Coastal Hazards

Title: Climate Variability of Extremes of Wave Height Using a Time-Dependent GEV Model

Authors: Víctor Collado, Roberto Mínguez, Fernando J. Méndez, Javier Tausia, Laura Cagigal, Jared Ortiz-Angulo

Date: 25/09/2025

Place: Santander, Spain

Web Presentation

Abstract

Reliable risk assessment of environmental systems often relies on long, multivariate synthetic time series produced by sampling, stochastic simulators and/or fast emulators. In practice, such simulations may reproduce bulk behavior and dependence reasonably well, yet misrepresent marginal upper tails, biasing estimates of rare, high-impact events. This work presents an annual maxima (AM)-centric, marginal post-processing method that (i) tests whether a correction is needed by comparing simulated AM to a target AM distribution based on historical records; and (ii) if needed, anchors simulated AM to target quantiles and propagates that adjustment to the full time series via a monotone interpolation that preserves ranks. Because the procedure preserves the empirical copula, rank-based dependence and copula-based tail dependence are retained, while marginal tails are aligned with the target. The method is intended as a lightweight safeguard against marginal tail misrepresentation in synthetic risk simulations, avoiding unnecessary complexity or retraining of the underlying generator.

The proposed approach is illustrated using long synthetic wave time series generated for the Santoña coastal area in northern Spain, where reliable estimation of extreme wave conditions is essential for coastal risk assessment and engineering design. Historical observations from nearby wave buoy are used to estimate the target annual maxima distribution, against which the simulated maxima are evaluated. When discrepancies in the upper tail are detected, the proposed adjustment aligns simulated maxima with the target quantiles while preserving the internal temporal ordering of the simulations. Diagnostics based on quantile-quantile comparisons, return level plots, and dependence measures confirm that the correction improves the representation of extreme wave heights without significantly modifying the bulk properties or dependence structure of the original simulations. These results highlight the usefulness of the method as a practical post-processing step in climate-driven coastal risk analyses where accurate tail behaviour is critical.

Talks & Presentations

Conference Presentations

7th International Conference on Advances in Extreme Value Analysis and Application to Natural Hazards

Posters

4th International Workshop on Waves, Storm Surges, and Coastal Hazards