Use of Track Data in Tropical Cyclone Loss Models

Enrica Bellone, Jessica Turner, Alessandro Bonazzi

2nd IBTrACS Workshop

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Framework

Stochastic events: large set of storms covering the range of potential hurricanes (100,000+ years)– Long term view: assume same conditions as in past 100 years– Medium term view: consider trends and oscillations to derive

representation of the next 5 years of activity

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Why Stochastic Models?

Low frequency events cannot be modelled based on past loss experience.

Katrina70 $Bn Miami Cat 5,

NYC Cat 4$120 – 250B

Loss

Prob

abili

ty

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Extended Track Set

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Path

Intensity

Windfield Parameters

Genesis

Track Steps

Rmax

Pressure Vmax

Extratropical transitioning

+ Shape, Amax

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Models

Based on smoothing historical data– Require a dense historical record– Degree of smoothing optimized (cross-validation)– Used for:

Genesis Track Path Extra-tropical transitioning Central Pressure over water

Global or regional relationships:– Regressions valid over the basin or over predefined regions– Used for:

Filling rate for pressure over land Pressure to Vmax relationship Pressure to Rmax relationship

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Genesis is a spatial Poisson Process– The mean field is estimated by smoothing historical genesis data– Years used: from 1950

Genesis

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Model Pct-Pct-6h

Lower limit: MPI Upper limit: Penv Most important predictors:

– Previous change in pressure– Total drop from genesis

Filling Model:– Exponential filling

Upper limit: Penv Predictors for the filling

rate: – landfall parameters– e.g. Rmax, translational

speed, ...

Central Pressure (main intensity indicator)

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Over Water Over Land

VmaxNeed reliable dense historical record Need landfall information

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Regression of log(Vmax) on:– Penv – Pc – Latitude

Errors are autocorrelated

Vmax Model

Intensity distribution is re-calibrated at landfall

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West Pacific -- merges and splits

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“Merge”

Merges and splits:– Do they represent physical mechanisms?– Do they represent different tracks that are close in time and space?– Impact on landfall rates?

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West Pacific -- Intensity

Flag for observed Pc (or Vmax) vs derived from satellite? Is Pressure (Vmax) always estimated from satellite when there are no

flights?– Any measurements “assimilated”, especially around landfall?

If Pressure is derived from CI through Vmax, which wind to pressure relationship was used?

CI number? How is the Dvorak technique applied to transitioning storms?

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“Medium-term Rates”: forecasting the average annual rate of west Pacific typhoons In the west Pacific, the annual frequency of Pacific typhoons is

decreasing. Multidecadal variability also exists. The long-term average may not be the best indicator of risk from

typhoon over the next 5-years Question: To what extent might observations changes be creating the

trend + variability

Histogram of annual west Pacific typhoons with change points calculated using the Elsner et al. (2000) method

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“Medium-term Rates”: forecasting the average annual rate of west Pacific typhoons RMS attempts to make predictions of average annual typhoon frequency

over the next five years using predictors. Global (70S-70N) SST turns out to be the best predictor.

Black: observationsRed: OOS long-term meanBlue: Prelim OOS forecasts

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Summary

Simulating a large number of tropical cyclones representing 100,000+ years

Data used:– Track position, intensity, size and shape

Meta-data would be very useful!