The analysis of extreme pollution levels: a case study.

Our case study focuses on Milan. Italian law specifies strict guidelines for the permissibility of high levels of a variety of air pollutants in cities. In Milan, a highly sophisticated network of recording stations has been constructed to monitor pollutant levels. The aim of this paper is to obtain a summary of the temporal behaviour of the pollutant series, with particular reference to extreme levels. Simple exploratory analysis reveals a number of sources of stochastic variation and possible dependence on covariate effects, which are subsequently modelled, exploiting recent developments in the modelling and inference for temporal extremes. Using this methodology, we examine the issues of data trends, non-stationarity, meteorological effects and temporal dependence, all of which have substantive implications in the design of pollution control regulations. Moreover, the asymptotic basis of these extreme value models justifies the interpretation of our results, even at levels that are exceptionally high.