A diffusion process as a model for temperature variations

Autori

  • Mario Lefebvre Polytechnique Montréal

DOI:

https://doi.org/10.1478/AAPP.103S1A8

Parole chiave:

Wiener process, moving average, first-passage time, climate change

Abstract

A geometric Brownian motion is proposed as a model for the variations of temperature from day to day. For short-term forecasts, the parameters of the geometric Brownian motion are estimated from the two most recent observations. Moreover, the same type of process is used to compute the risk of extreme heat during the summer. The model enables us to assess the potential effects of climate change on this risk. An application to Messina is presented.

Biografia autore

  • Mario Lefebvre, Polytechnique Montréal
    Department of Mathematics and Industrial Engineering, & C.P. 6079, Succursale Centre-ville, Montréal

Dowloads

Pubblicato

2025-10-01

Fascicolo

Vol 103, SUPPL NO 1 (2025): Atmospheric Monitoring, Modeling and Simulation

Sezione

Atmospheric Monitoring, Modeling and Simulation (Conference Proceedings)

Licenza

Creative Commons License
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