Staff Profile

Dr Francesco Serinaldi is a Willis Research Fellow for the School of Engineering at Newcastle University. His areas of expertise are statistical analysis and stochastic modelling of hydro-environmental processes, and natural hazard risk assessment.

Qualifications

- Ph.D. in Hydraulic Engineering ("Sapienza" Università di Roma, Italy)
- Civil Hydraulic Engineer Graduate degree  ("Sapienza" Università di Roma, Italy)

Previous positions

- 2010/2011 Research Associate (Università della Tuscia, Italy)
- 2007/2009 Research Associate ("Sapienza" Università di Roma, Italy)
- 2007/2008 Adjunct Professor for the class "Statistical Methods for Environmental Sciences" (joint degree Università della Tuscia, Viterbo, Italy - Pace University, New York, US)
- 2005 Visitor research engineer at IIHR, Iowa Institute of Hydraulic Research, University of Iowa

Membership

- International Association Hydrological Sciences (IAHS) since 2004
- American Geophysical Union (AGU) since 2009
- European Geosciences Union (EGU) since 2010

Research interests

- statistical analysis and modelling of geophysical, financial, and clinical data
- univariate/multivariate frequency analysis
- time series analysis and modelling
- fractal/multifractal analysis and modelling
- complexity-entropy analysis

Software

CoSMoS-R [Complete Stochastic Modelling Solution in R]. CoSMoS-R is an R package implementing the meta-Gaussian framework for time series and random field modelling and simulation proposed by Papalexiou (2018), and later extended and generalized by Papalexiou et al. (2018), Papalexiou and Serinaldi (2020), and Papalexiou et al. (2021).

See CoSMoS-R vignette for examples, and CoSMoS-R website for additional information.

Esteem indicators

WoS bibliometric statistics (Jan 2022):

- Sum of times cited without self-citations: 3019

- Citing articles without self-citations: 2213

- Average citations per item: 53.2

- H-index: 32

- Ha-index: !?

Scopus profile

Editorial boards:

- Associate Editor for Stochastic Environmental Research and Risk Assessment [SERRA] (2015-)

- Associate Editor for Water Resources Research [WRR] (2018-)

 

Reviewer for:

   - Acta Geophysica

   - Advances in Geosciences

   - Advances in Water Resources

   - Asia-Pacific Journal of Atmospheric Sciences 

   - Atmosphere (MDPI)

   - Atmospheric Research

   - Catena

   - Chaos, Solitons and Fractals

   - Climate Research

   - Climatic Change

   - Communications in Nonlinear Science and Numerical Simulation

   - Communications in Statistics - Case Studies and Data Analysis

   - Computers and Geosciences

   - Energies (MDPI)

   - Energy Conversion and Management

   - Entropy (MDPI)

   - Environmental Modelling & Software

   - Environmental Research Letters

   - Global and Planetary Change

   - Hydrological Processes

   - Hydrological Sciences Journal

   - Hydrology and Earth System Sciences

   - Hydrology Research

   - IEEE Transactions on Industrial Informatics

   - International Journal of Climatology

   - International Journal of Electrical Power and Energy Systems

   - Iranian Journal of Science and Technology, Transaction B, Engineering

   - Journal of Aerosol Science 

   - Journal of Applied Meteorology and Climatology

   - Journal of Applied Water Engineering and Research

   - Journal of Arid Environments

   - Journal of Biological Systems

   - Journal of Climate     

   - Journal of Computational Science

   - Journal of Economics and International Finance

   - Journal of Flood Risk Management

   - Journal of Geophysical Research (Atmospheres)

   - Journal of Hydro-environment Research

   - Journal of Hydrologic Engineering

   - Journal of Hydrology

   - Journal of Hydrometeorology

   - Journal of Royal Statistical Society Series C

   - McGraw-Hill

   - Meteorological Applications

   - Natural Hazards

   - Natural Hazards and Earth System Sciences

   - Nonlinear Processes in Geophysics

   - Physica A: Statistical Mechanics and its Applications

   - Physics and Chemistry of the Earth

   - Physics Letters A

   - PLoS ONE

   - Recent Patents on Computer Science

   - Recent Patents on Electrical & Electronic Engineering

   - Stochastic Environmental Research and Risk Assessment

   - The International Journal of River Basin Management

   - Theoretical and Applied Climatology

   - Transactions of the American Society of Agricultural and Biological Engineers

   - Water (MDPI)

   - Water and Environment Journal

   - Water Resources Research

   - Water Science and Engineering 

   - Weather and Climate Extremes

   - WIREs Water 

   - US Department of Energy (Nov-Dec, 2008)

 

Highlights 

- 2021: "Water Resources Research 2020 Editors’ Choice Award" for the paper Papalexiou S.M., Serinaldi F. (2020) Random fields simplified: Preserving marginal distributions, correlations, and intermittency, with applications from rainfall to humidity. Water Resources Research, 56, e2019WR026331, doi: 10.1029/2019WR026331.

- The paper Papalexiou, S. M., Serinaldi, F., & Porcu, E. (2021). "Advancing space-time simulation of random fields: From storms to cyclones and beyond", Water Resources Research, 57, e2020WR029466. https://doi.org/10.1029/2020WR029466 was selected by the Editors as an “AGU Journal Highlight”. The paper is highlighted in section “AGU Research Spotlight” of the AGU newspaper EOS: Rehnberg, M. (2021), Improving weather simulations through increased generality, Eos, 102, https://doi.org/10.1029/2021EO161344, 03 August 2021.

 

- “Certificate of outstanding contribution in reviewing” for Stochastic Environmental Research and Risk Assessment in recognition of the contributions made to ensure the quality of the journal. Awarded in May 2018.

- “2015 Editors’ Citation for Excellence in Refereeing” for Water Resources Research. Hanson, B., and R. van der Hilst (2016), Recognizing 2015 reviewers for the American Geophysical Union, Eos, 97, doi:10.1029/2016EO050325. Published on 26 May 2016.

- The paper Lombardo F., Volpi E., Koutsoyiannis D., Serinaldi F. (2017) "A theoretically consistent stochastic cascade for temporal disaggregation of intermittent rainfall", Water Resources Research doi:10.1002/2017WR020529 was selected by the Editors as an “AGU Journal Highlight”. The paper is highlighted in section “AGU Research Spotlight” of the AGU newspaper EOS: Witman, S. (2017), Shedding light on intermittent rainfall, Eos, 98, https://doi.org/10.1029/2017EO075509, 14 June 2017.

- The paper Serinaldi F. (2011) “Analytical confidence intervals for index flow flow duration curves”, 47(2), W02542, Water Resources Research, doi:10.1029/2010WR009408 was selected by the Editors as an “AGU Journal Highlight”. The paper is highlighted in section “AGU Research Spotlight” of the AGU newspaper EOS 92(22) 31 May 2011, 192 

- The paper Villarini G., Smith J.A., Serinaldi F., Ntelekos A. (2011) “Analyses of seasonal and annual maximum daily discharge records for central Europe”, Journal of Hydrology, 399(3-4), 299–312, doi:10.1016/j.jhydrol.2011.01.007, was included in the European Commission's environmental news service for policy makers Science for Environment Policy, 248, 14 July 2011

Invited speaker:

- Serinaldi F., Daily rainfall simulation at multiple sites by bivariate copula-based mixed distributions, Geophysical Research Abstracts, Vol. 12, EGU2010-5413, 2010, EGU General Assembly 2010, Vienna, Austria, May 02-07, 2010. 

- Serinaldi F., The copula function in hydrological applications, Workshop “Statistics and environmental resources management: problems and methods”, University of Naples “Federico II”, Faculty of Political Sciences, Department of Statistical Sciences, Naples, September 28, 2007

Postgraduate teaching

CEG8501/CEG8502 Quantitative Methods in Engineering (Applied statistics)

• Articles

  • Papalexiou SM, Serinaldi F, Clark MP. Large-domain multisite precipitation generation: Operational blueprint and demonstration for 1,000 sites. Water Resources Research 2023, 59(3), e2022WR034094.
  • Serinaldi F, Lombardo F, Kilsby CG. Testing tests before testing data: an untold tale of compound events and binary dependence. Stochastic Environmental Research and Risk Assessment 2022, 36, 1373-1395.
  • Serinaldi F, Briganti R, Kilsby CG, Dodd N. Sailing synthetic seas: Stochastic simulation of benchmark sea state time series. Coastal Engineering 2022, 176, 104164.
  • Serinaldi F, Lombardo F. Closure to "Probability Distribution of Waiting Time of the kth Extreme Event Under Serial Dependence" by F. Serinaldi and F. Lombardo. Journal of Hydrologic Engineering 2021, 26(3), 07021002.
  • Papalexiou SM, Serinaldi F, Porcu E. Advancing Space-Time Simulation of Random Fields: From Storms to Cyclones and Beyond. Water Resources Research 2021, 57(8), e2020WR029466.
  • Papalexiou SM, Serinaldi F. Random fields simplified: Preserving marginal distributions, correlations, and intermittency, with applications from rainfall to humidity. Water Resources Research 2020, 56(2), e2019WR026331.
  • Serinaldi F, Lombardo F. Probability distribution of waiting time of the kth extreme event under serial dependence. Journal of Hydrologic Engineering 2020, 25(6).
  • Serinaldi F, Chebana F, Kilsby CG. Dissecting innovative trend analysis. Stochastic Environmental Research and Risk Assessment 2020, 34(5), 733-754.
  • Serinaldi F, Lombardo F, Kilsby CG. All in order: distribution of serially correlated order statistics with applications to hydrological extremes. Advances in Water Resources 2020, 144, 103686.
  • Serinaldi F, Kilsby CG, Lombardo F. Untenable nonstationarity: An assessment of the fitness for purpose of trend tests in hydrology. Advances in Water Resources 2018, 111, 132-155.
  • Serinaldi F, Kilsby CG. Unsurprising surprises: The frequency of record‐breaking and over‐threshold hydrological extremes under spatial and temporal dependence. Water Resources Research 2018, 54(9), 6460-6487.
  • Serinaldi F, Loecker F, Kilsby CG, Bast H. Flood propagation and duration in large river basins: a data-driven analysis for reinsurance purposes. Natural Hazards 2018, 94(1), 71–92.
  • Mazzetti CH, Serinaldi F, Lebrun E, Lemaitre J. Early laparoscopic adhesiolysis for small bowel obstruction: retrospective study of main advantages. Surgical Endoscopy 2018, 32(6), 2781-2792.
  • Serinaldi F, Lombardo F. General simulation algorithm for autocorrelated binary processes. Physical Review E 2017, 95(2), 023312.
  • Serinaldi F, Lombardo F. BetaBit: A fast generator of autocorrelated binary processes for geophysical research. EPL (Europhysics Letters) 2017, 118(3), 30007.
  • Lombardo F, Volpi E, Koutsoyiannis D, Serinaldi F. A theoretically consistent stochastic cascade for temporal disaggregation of intermittent rainfall. Water Resources Research 2017, 53(6), 4586-4605.
  • Serinaldi F, Kilsby CG. A blueprint for full collective flood risk estimation: demonstration for European river flooding. Risk Analysis 2017, 37(10), 1958-1976.
  • Serinaldi F, Kilsby CG. Understanding persistence to avoid underestimation of collective flood risk. Water 2016, 8(4), 152.
  • Serinaldi F, Kilsby CG. The importance of prewhitening in change point analysis under persistence. Stochastic Environmental Research and Risk Assessment 2016, 30(2), 763-777.
  • Serinaldi F, Kilsby CG. Irreversibility and complex network behavior of stream flow fluctuations. Physica A: Statistical Mechanics and its Applications 2016, 450, 585-600.
  • Serinaldi F. Can we tell more than we can know? The limits of bivariate drought analysis in the United States. Stochastic Environmental Research and Risk Assessment 2016, 30(6), 1691-1704.
  • Serinaldi F, Bárdossy A, Kilsby CG. Upper tail dependence in rainfall extremes: would we know it if we saw it?. Stochastic Environmental Research and Risk Assessment 2015, 29(4), 1211-1233.
  • Serinaldi F, Kilsby CG. Stationarity is undead: Uncertainty dominates the distribution of extremes. Advances in Water Resources 2015, 77, 17-36.
  • Serinaldi F. Erratum to: Dismissing return periods!. Stochastic Environmental Research and Risk Assessment 2015, 29(4), 1191-1192.
  • Serinaldi F. Dismissing return periods!. Stochastic Environmental Research and Risk Assessment 2015, 29(4), 1179-1189.
  • Villarini G, Seo B-C, Serinaldi F, Krajewski WF. Spatial and temporal modeling of radar rainfall uncertainties. Atmospheric Research 2014, 135-136, 91-101.
  • Serinaldi F, Kilsby CG. Simulating daily rainfall fields over large areas for collective risk estimation. Journal of Hydrology 2014, 512, 285-302.
  • Serinaldi F, Kilsby CG. Rainfall extremes: Toward reconciliation after the battle of distributions. Water Resources Research 2014, 50(1), 336-352.
  • Serinaldi F, Zunino L, Rosso OA. Complexity-entropy analysis of daily stream flow time series in the continental United States. Stochastic Environmental Research and Risk Assessment 2014, 28(7), 1685-1708.
  • Guerreiro SB, Kilsby CG, Serinaldi F. Analysis of time variation of rainfall in transnational basins in Iberia: abrupt changes or trends?. International Journal of Climatology 2014, 34(1), 114-133.
  • Serinaldi F, Kilsby CG. The intrinsic dependence structure of peak, volume, duration and average intensity of hyetographs and hydrographs. Water Resources Research 2013, 49(6), 3423-3442.
  • Serinaldi F, Kilsby CG. On the sampling distribution of Allan factor estimator for a homogeneous Poisson process and its use to test inhomogeneities at multiple scales. Physica A: Statistical Mechanics and its Applications 2013, 392(5), 1080-1089.
  • Serinaldi F. On the relationship between the index of dispersion and Allan factor and their power for testing the Poisson assumption. Stochastic Environmental Research and Risk Assessment 2013, 27(7), 1773-1782.
  • Serinaldi F. Closure to "Synthetic design hydrographs based on distribution functions with finite support" by F. Serinaldi and S. Grimaldi. Journal of Hydrologic Engineering 2013, 18(1), 126-129.
  • Serinaldi F. An uncertain journey around the tails of multivariate hydrological distributions. Water Resources Research 2013, 49(10), 6527-6547.
  • Serinaldi F, Grimaldi S, Abdolhosseini M, Corona P, Cimini D. Testing copula regression against benchmark models for point and interval estimation of tree wood volume in beech stands. European Journal of Forest Research 2012, 131(5), 1313-1326.
  • Villarini G, Serinaldi F. Development of statistical models for at-site probabilistic seasonal rainfall forecast. International Journal of Climatology 2012, 32(14), 2197-2212.
  • Grimaldi S, Petroselli A, Serinaldi F. Design hydrograph estimation in small and ungauged watersheds: continuous simulation method versus event-based approach. Hydrological Processes 2012, 26(20), 3124-3134.
  • Villarini G, Smith JA, Serinaldi F, Ntelekos A, Schwarz U. Analyses of extreme flooding in Austria over the period 1951-2006. International Journal of Climatology 2012, 32(8), 1178-1192.
  • Serinaldi F, Kilsby CG. A modular class of multisite monthly rainfall generators for water resource management and impact studies. Journal of Hydrology 2012, 464-465, 528-540.
  • Grimaldi S, Petroselli A, Serinaldi F. A continuous simulation model for design-hydrograph estimation in small and ungauged watersheds. Hydrological Sciences Journal 2012, 57(6), 1035-1051.
  • Serinaldi F, Grimaldi S. Synthetic design hydrographs based on distribution functions with finite support. Journal of Hydrologic Engineering 2011, 16(5), 434-446.
  • Napolitano G, Serinaldi F, See L. Impact of EMD decomposition and random initialisation of weights in ANN hindcasting of daily stream flow series: an empirical examination. Journal of Hydrology 2011, 406(3-4), 199-214.
  • Serinaldi F. Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape. Energy Economics 2011, 33(6), 1216-1226.
  • Zunino L, Tabak BM, Serinaldi F, Zanin M, Pérez DG, Rosso OA. Commodity predictability analysis with a permutation information theory approach. Physica A: Statistical Mechanics and its Applications 2011, 390(5), 876–890.
  • Serinaldi F, Cuomo G. Characterizing impulsive wave-in-deck loads on coastal bridges by probabilistic models of impact maxima and rise times. Coastal Engineering 2011, 58(9), 908-926.
  • Serinaldi F. Analytical confidence intervals for index flow flow duration curves. Water Resources Research 2011, 42(7), W02542.
  • Villarini G, Smith JA, Serinaldi F, Ntelekos A. Analyses of seasonal and annual maximum daily discharge records for central Europe. Journal of Hydrology 2011, 399(3-4), 299–312.
  • Serinaldi F. Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series. Physica A: Statistical Mechanics and its Applications 2010, 389(14), 2770-2781.
  • Serinaldi F. Multifractality, imperfect scaling and hydrological properties of rainfall time series simulated by continuous universal multifractal and discrete random cascade models. Nonlinear Processes in Geophysics 2010, 17(6), 697-714.
  • Serinaldi F. Closure to “Fully nested 3-copula: Procedure and application on hydrological data” by F. Serinaldi and S. Grimaldi. Journal of Hydrologic Engineering 2010, 15(5), 379-380.
  • Serinaldi F, Bonaccorso B, Cancelliere A, Grimaldi S. Probabilistic characterization of drought properties through copulas. Physics and Chemistry of the Earth 2009, 34(10-12), 596–605.
  • Villarini G, Serinaldi F, Smith JA, Krajewski WF. On the stationarity of annual flood peaks in the continental United States during the 20th century. Water Resources Research 2009, 45, W08417.
  • Villarini G, Smith JA, Serinaldi F, Bales J, Bates PD, Krajewski WF. Flood frequency analysis for nonstationary annual peak records in an urban drainage basin. Advances in Water Resources 2009, 32(8), 1255-1266.
  • Serinaldi F. Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective. Stochastic Environmental Research and Risk Assessment 2009, 23(5), 677–693.
  • Serinaldi F. Assessing the applicability of fractional order statistics for computing confidence intervals for extreme quantiles. Journal of Hydrology 2009, 376(3-4), 528–541.
  • Serinaldi F. A multisite daily rainfall generator driven by bivariate copula-based mixed distributions. Journal of Geophysical Research: Atmospheres 2009, 114(10), D10103.
  • Villarini G, Serinaldi F, Krajewski WF. Modeling radar-rainfall estimation uncertainties using parametric and non-parametric approaches. Advances in Water Resources 2008, 31(2), 1674-1686.
  • Serinaldi F. Analysis of inter-gauge dependence by Kendall’s τ_K, upper tail dependence coefficient, and 2-copulas with application to rainfall fields. Stochastic Environmental Research and Risk Assessment 2008, 22(6), 671–688.
  • Serinaldi F, Grimaldi S. Fully nested 3-copula: procedure and application on hydrologic data. Journal of Hydrologic Engineering 2007, 12(4), 420-430.
  • Grimaldi S, Serinaldi F. Design hyetographs analysis with 3-copula function. Hydrological Sciences Journal 2006, 51(2), 223-238.
  • Grimaldi S, Serinaldi F. Asymmetric copula in multivariate flood frequency analysis. Advances in Water Resources 2006, 29(8), 1115-1167.

• Notes

  • Serinaldi F. Erratum to: “Copula-based mixed models for bivariate rainfall data: an empirical study in regression perspective”. Stochastic Environmental Research and Risk Assessment 2009, 23(5), 695–696.
  • Serinaldi F. Comment on “Multivariate non-normally distributed random variables in climate research - introduction to the copula approach” by C. Schölzel and P. Friederichs, Nonlin. Processes Geophys., 15, 761–772, 2008. Nonlinear Processes in Geophysics 2009, 16(2), 331–332.

• Software

  • Papalexiou SM, Strnad F, Serinaldi F, Markonis Y, Shook K. CoSMoS: Complete Stochastic Modelling Solution. [program]. Version 2.0.0Vienna: Institute for Statistics and Mathematics, WU (Wirtschaftsuniversität Wien), 2020.