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1.
Halphen laws have been proposed as a complete system of distributions with sufficient statistics that lead to estimation with minimum variance. The Halphen system provides a flexibility to fit a large variety of data sets from natural events. In this paper we present the method of moments (MM) to estimate the Halphen type B and IB distribution parameters. Their computation is very fast when compared to those given by the maximum likelihood method (ML). Furthermore, this estimation method is very easy to implement since the formulae are explicit. Some simulations show the equivalence of both methods when estimating the quantiles for finite sample size.  相似文献   

2.
The log-Gumbel distribution is one of the extreme value distributions which has been widely used in flood frequency analysis. This distribution has been examined in this paper regarding quantile estimation and confidence intervals of quantiles. Specific estimation algorithms based on the methods of moments (MOM), probability weighted moments (PWM) and maximum likelihood (ML) are presented. The applicability of the estimation procedures and comparison among the methods have been illustrated based on an application example considering the flood data of the St. Mary's River.  相似文献   

3.
The beta-κ distribution is a distinct case of the generalized beta distribution of the second kind. In previous studies, beta-p and beta-κ distributions have played important roles in representing extreme events, and thus, the present paper uses the beta-κ distribution. Further, this paper uses the method of moments and the method of L-moments to estimate the parameters from the beta-κ distribution, and to demonstrate the performance of the proposed model, the paper presents a simulation study using three estimation methods (including the maximum likelihood estimation method) and beta-κ and non beta-κ samples. In addition, this paper evaluates the performance of the beta-κ distribution by employing two widely used extreme value distributions (i.e., the GEV and Gumbel distributions) and two sets of actual data on extreme events.  相似文献   

4.
Hydrological frequency analysis is the most widely used method to estimate risk for extreme values. The most used statistical distributions to fit extreme value data in hydrology can be regrouped in three classes: class C of regularly varying distributions, class D of sub exponential and class E, Exponential depending on their tail behavior. The Halphen distributions (Halphen type A (HA), Halphen type B (HB)) are separated by the Gamma distribution; these three distributions belong to class D and can be displayed in the (δ1, δ2) moment-ratio diagram. In this study, a statistical test for discriminating between HA, HB and the Gamma distribution is developed. The methodology is based on: (1) the generation of N samples of different sizes n around the Gamma curve; (2) the determination of the confidence zones around the Gamma curve for each fixed couple (δ1, δ2) moment-ratios and finally; (3) the study of the power of the test developed and the calculation of the type 2 error β and the power of the test which is 1-β for a fixed significance level α. Results showed that the test is powerful especially for high coefficients of skewness. This test will be included in Decision Support System of the HYFRAN-PLUS software.  相似文献   

5.
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6.
In climatology and hydrology, univariate Extreme Value Theory has become a powerful tool to model the distribution of extreme events. The Generalized Pareto Distribution (GPD) is routinely applied to model excesses in space or time by letting the two GPD parameters depend on appropriate covariates. Two possible pitfalls of this strategy are the modeling and the interpretation of the scale and shape GPD parameters estimates which are often and incorrectly viewed as independent variables. In this note we first recall a statistical technique that makes the GPD estimates less correlated within a Maximum Likelihood (ML) estimation approach. In a second step we propose novel reparametrizations for two method-of-moments particularly popular in hydrology: the Probability Weighted Moment (PWM) method and its generalized version (GPWM). Finally these three inference methods (ML, PWM and GPWM) are compared and discussed with respect to the issue of correlations.  相似文献   

7.
Frequency analysis of climate extreme events in Zanjan, Iran   总被引：2，自引：1，他引：1  
In this study, generalized extreme value distribution (GEV) and generalized Pareto distribution (GPD) were fitted to the maximum and minimum temperature, maximum wind speed, and maximum precipitation series of Zanjan. Maximum (minimum) daily and absolute annual observations of Zanjan station from 1961 to 2011 were used. The parameters of the distributions were estimated using the maximum likelihood estimation method. Quantiles corresponding to 2, 5, 10, 25, 50, and 100 years return periods were calculated. It was found that both candidate distributions fitted to extreme events series, were statistically reasonable. Most of the observations from 1961 to 2011 were found to fall within 1–10 years return period. Low extremal index (θ) values were found for excess maximum and minimum temperatures over a high threshold, indicating the occurrence of consecutively high peaks. For the purpose of filtering the dependent observations to obtain a set of approximately independent threshold excesses, a declustering method was performed, which separated the excesses into clusters, then the de-clustered peaks were fitted to the GPD. In both models, values of the shape parameters of extreme precipitation and extreme wind speed were close to zero. The shape parameter was less negative in the GPD than the GEV. This leads to significantly lower return period estimates for high extremes with the GPD model.  相似文献   

8.
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9.
Abstract

This paper analyses a number of aspects related to the estimation of the design flood for a dam. A new approach to the estimation of the probable maximum precipitation (PMP) is described which takes advantage of the spatial variability of precipitation by using radar-derived distributed rainfall measurements. Procedures which utilize storm transposition and storm maximization are introduced to estimate the probable maximum flood (PMF) and are compared with regionalized statistical methods based upon the Wakeby and generalized extreme value distributions.  相似文献   

10.
 Estimation of confidence limits and intervals for the two- and three-parameter Weibull distributions are presented based on the methods of moment (MOM), probability weighted moments (PWM), and maximum likelihood (ML). The asymptotic variances of the MOM, PWM, and ML quantile estimators are derived as a function of the sample size, return period, and parameters. Such variances can be used for estimating the confidence limits and confidence intervals of the population quantiles. Except for the two-parameter Weibull model, the formulas obtained do not have simple forms but can be evaluated numerically. Simulation experiments were performed to verify the applicability of the derived confidence intervals of quantiles. The results show that overall, the ML method for estimating the confidence limits performs better than the other two methods in terms of bias and mean square error. This is specially so for γ≥0.5 even for small sample sizes (e.g. N=10). However, the drawback of the ML method for determining the confidence limits is that it requires that the shape parameter be bigger than 2. The Weibull model based on the MOM, ML, and PWM estimation methods was applied to fit the distribution of annual 7-day low flows and 6-h maximum annual rainfall data. The results showed that the differences in the estimated quantiles based on the three methods are not large, generally are less than 10%. However, the differences between the confidence limits and confidence intervals obtained by the three estimation methods may be more significant. For instance, for the 7-day low flows the ratio between the estimated confidence interval to the estimated quantile based on ML is about 17% for T≥2 while it is about 30% for estimation based on MOM and PWM methods. In addition, the analysis of the rainfall data using the three-parameter Weibull showed that while ML parameters can be estimated, the corresponding confidence limits and intervals could not be found because the shape parameter was smaller than 2.  相似文献   

11.
The development of an optimal scheme for evaluation of maximal water discharges is discussed, including adequate probability distribution laws, an effective procedure for their approximation based on observational data, and reliable goodness-of-fit tests for analytical and empirical distributions. One-dimensional probability distribution laws are systematized. Promising distributions were identified, including generalized distribution of extreme values, lognormal distribution, Pearson type V power distribution, and GPD, for evaluating maximal discharges. The available methods for approximating analytical curves, including the up-to-date method of L-moments are considered. Parameter estimation algorithm based on L-moment method for Pearson type III distribution is considered. Pearson type III distribution, lognormal distribution, GEV, and GPD are compared in the approximation of maximal water discharges in rivers of Austria, Siberia, Far East, and the Hawaiian Islands.  相似文献   

12.
In this study, the parameter estimations for the 3-parameter generalized logistic (GL) distribution are presented based on the methods of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM). The asymptotic variances of the MOM, ML, and PWM quantile estimators for the GL distribution are expressed as functions of the sample size, return period, and parameters. A Monte Carlo simulation was performed to verify the derived expressions for variances and covariances between parameters and to evaluate the applicability of the derived asymptotic variances of quantiles for the MOM, ML and PWM methods. The simulation results generally show good agreement with the analytical results estimated from the asymptotic variances of parameters and quantiles when the shape parameter (β) of the GL distribution is between −0.10 and 0.10 for the MOM method and between −0.25 and 0.45 for the ML and PWM methods, respectively. In addition, the actual sample variances and the root mean square error (RMSE) of asymptotic variances of quantiles for various sample sizes, return periods, and shape parameters were presented. In order to evaluate the applicability of the estimation methods to real data and to compare the values of estimated parameter, quantiles, and confidence intervals based on each parameter estimation method, the GL distribution was fitted to the 24-h annual maximum rainfall data at Pohang, Korea.  相似文献   

13.
In Smith (1986, J. Hydrol. 86, 27–43), a family of statistical distributions and estimators for extreme values based on a fixed number r > = 1 of the largest annual events are presented. The method of estimation was numerical maximum likelihood. In this paper, we consider the robust estimation of parameters in such families of distributions. The estimation technique, which is based on optimal B-robust estimates, will assign weights to each observation and give estimates of the parameters based on the data which are well modeled by the distribution. Thus, observations which are not consistent with the proposed distribution can be identified and the validity of the model can be assessed. The method is illustrated on Venice sea level data.  相似文献   

14.
Statistical analysis of extremes currently assumes that data arise from a stationary process, although such an hypothesis is not easily assessable and should therefore be considered as an uncertainty. The aim of this paper is to describe a Bayesian framework for this purpose, considering several probabilistic models (stationary, step-change and linear trend models) and four extreme values distributions (exponential, generalized Pareto, Gumbel and GEV). Prior distributions are specified by using regional prior knowledge about quantiles. Posterior distributions are used to estimate parameters, quantify the probability of models and derive a realistic frequency analysis, which takes into account estimation, distribution and stationarity uncertainties. MCMC methods are needed for this purpose, and are described in the article. Finally, an application to a POT discharge series is presented, with an analysis of both occurrence process and peak distribution.  相似文献   

15.
The hydraulic gradient comparison method is an inverse method for estimation of aquifer hydraulic conductivity (or trans-missivity) and boundary conductance for a ground water flow model under steady-state conditions. This method, following formal optimization techniques, defines its objective function to minimize differences between interpreted (observed) and simulated hydraulic gradients, which results in minimization of differences between observed and simulated hydraulic heads. The key features of this method are that (1) the derived optimality conditions have an explicit form with a clear hydrology concept that is con-sistent with Darcy's law, and (2) the derived optimality conditions are spatially independent as they are a function of only local hydraulic conductivity and local hydraulic gradient. This second feature allows a multidimensional optimization problem to be solved by many one-dimensional optimization procedures simultaneously, which results in a substantial reduction in computation time. The results of the numerical performance testing on a heterogeneous hypothetical case confirm that minimizing gradient residuals in the entire model domain leads to minimizing head residuals. Application of the method in real-world projects requires rigorous conceptual model development, use of a global calibration target, and an iterative calibration proess. The conceptual model development includes interpretation of a potentiometric surface and estimation of other hydrologic parameters. This method has been applied to a wide range of real-world modeling projects, including the Rocky Mountain Arsenal and Rocky Flats sites in Colorado, which demonstrates that the method is efficient and practical.  相似文献   

16.
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17.
Abstract

Abstract A new theoretically-based distribution in frequency analysis is proposed. The extended three-parameter Burr XII distribution includes the generalized Pareto distribution, which is used to model the exceedences over threshold; log-logistic distribution, which is also advocated in flood frequency analysis; and Weibull distribution, which is a part of the generalized extreme value distribution used to model annual maxima as special cases. The extended Burr distribution is flexible to approximate extreme value distribution. Note that both the generalized Pareto and generalized extreme value distributions are limiting results in modelling the exceedences over threshold and block extremes, respectively. From a modelling perspective, generalization might be necessary in order to obtain a better fit. The extended three-parameter Burr XII distribution is therefore a meaningful candidate distribution in the frequency analysis. Maximum likelihood estimation for this distribution is investigated in the paper. The use of the extended three-parameter Burr XII distribution is demonstrated using data from China.  相似文献   

18.
The most general approach to studying the recurrence law in the area of the rare largest events is associated with the use of limit law theorems of the theory of extreme values. In this paper, we use the Generalized Pareto Distribution (GPD). The unknown GPD parameters are typically determined by the method of maximal likelihood (ML). However, the ML estimation is only optimal for the case of fairly large samples (>200–300), whereas in many practical important cases, there are only dozens of large events. It is shown that in the case of a small number of events, the highest accuracy in the case of using the GPD is provided by the method of quantiles (MQs). In order to illustrate the obtained methodical results, we have formed the compiled data sets characterizing the tails of the distributions for typical subduction zones, regions of intracontinental seismicity, and for the zones of midoceanic (MO) ridges. This approach paves the way for designing a new method for seismic risk assessment. Here, instead of the unstable characteristics—the uppermost possible magnitude Mmax—it is recommended to use the quantiles of the distribution of random maxima for a future time interval. The results of calculating such quantiles are presented.  相似文献   

19.
This work deals with the geostatistical simulation of a family of stationary random field models with bivariate isofactorial distributions. Such models are defined as the sum of independent random fields with mosaic-type bivariate distributions and infinitely divisible univariate distributions. For practical applications, dead leaf tessellations are used since they provide a wide range of models and allow conditioning the realizations to a set of data via an iterative procedure (simulated annealing). The model parameters can be determined by comparing the data variogram and madogram, and enable to control the spatial connectivity of the extreme values in the realizations. An illustration to a forest dataset is presented, for which a negative binomial model is used to characterize the distribution of coniferous trees over a wooded area.  相似文献   

20.
刘洋  张鹏  刘财  张雅晨 《地球物理学报》2018,61(4):1400-1412
人工地震方法由于受到野外观测系统和经济因素等的限制,采集的数据在空间方向总是不规则分布.但是,许多地震数据处理技术的应用（如：多次波衰减,偏移和时移地震）都基于空间规则分布条件下的地震数据体.因此,数据插值技术是地震数据处理流程中关键环节之一.失败的插值方法往往会引入虚假信息,给后续处理环节带来严重的影响.迭代插值方法是目前广泛应用的地震数据重建思路,但是常规的迭代插值方法往往很难保证插值精度,并且迭代收敛速度较慢,尤其存在随机噪声的情况下,插值地震道与原始地震道之间存在较大的信噪比差异.因此开发快速的、有效的迭代数据插值方法具有重要的工业价值.本文将地震数据插值归纳为数学基追踪问题,在压缩感知理论框架下,提出新的非线性Bregman整形迭代算法来求解约束最小化问题,同时在迭代过程中提出两种匹配的迭代控制准则,通过有效的稀疏变换对缺失数据进行重建.通过理论模型和实际数据测试本文方法,并且与常规迭代插值算法进行比较,结果表明Bregman整形迭代插值方法能够更加有效地恢复含有随机噪声的缺失地震信息.  相似文献   

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