Modeling of Two-Meter Extreme Air Temperature in Iraq Using Extreme-Value Copulas

Section: Research Paper
Issue
Vol. 20 No. 2 (2023): Volume 20 Issue 2
Published
Jun 25, 2025
Pages
90-103

Abstract

The UN's International Organization for Migration (IOM) reported that Iraq is the fifth-most affected country by soaring temperatures. This requires assessing the risks associated by accurately understanding the behaviour of these extreme events. A deep investigation of the behaviour of 2m air temperature has been done, by spatially modeling this event using extreme value copula with Pickands dependence. The investigation of the 2m extreme air temperature in Iraq concluded that the symmetric extreme-value copula models are suitable to consider in the modeling. Nine extreme value copula models were constructed from one parameter family copulas (Hsler-Reiss, Gumbel, and Galambos), and two parameters model t-EV, after adopting the spatial context. Fifty locations were randomly sampled from 1517 locations divided into two parts, 40 for modeling, and 10 for validation. The Composite Maximum Pseudo-Likelihood estimation method has been used in the modeling. According to the AIC information criterion, we selected 4 models as candidates (Hsler-Reiss A and B; Gumbel, and Galambos). Due to the slight difference in the criterion values among the four candidate models, the Kullback-Leibler (KL) divergence method between the non-parametric and parametric pairwise extreme-value copulas has been evaluated by the validation dataset, to choose the best-fitted model. The Hsler-Reiss A was the best-fitted model, due to the high KL density around zero of all the pairwise in the validation dataset.

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Authors

Zaid Tarik Al-Khaledi

Department of Statistics and Informatics, College of Computer Science and Mathematics, University of Mosul, Mosul, Iraq

ORCID
Manaf Hazim AHMED

Department of Statistics and Informatics, College of Computer Science and Mathematics, University of Mosul, Mosul, Iraq

ORCID

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Tarik Al-Khaledi, Z., زيد, Hazim AHMED, M., & مناف. (2025). Modeling of Two-Meter Extreme Air Temperature in Iraq Using Extreme-Value Copulas. IRAQI JOURNAL OF STATISTICAL SCIENCES, 20(2), 90–103. Retrieved from https://rjps.uomosul.edu.iq/index.php/stats/article/view/20652