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1.
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   

2.
This paper presents the review of the experience in applying the approach based on the limiting distributions of the extreme value theory (the generalized Pareto distribution, GPS, and generalized extreme value distribution, GEV) for deriving the distributions of maximal magnitudes and related ground accelerations from the earthquakes on the future time intervals of a given duration. The results of analyzing the global and regional earthquake catalogs and the ground peak accelerations during the earthquakes are described. It is shown that the magnitude of the strongest possible earthquake M max (and analogous characteristics for other types of data), which is often used in seismic risk assessment, is potentially unstable. We suggest a stable alternative for M max in the form of quantiles Q q (τ) of the maximal possible earthquake, which could occur during the future time interval of length τ. The quantity of the characteristic maximal event M c, which has been introduced in our previous publications, is another helpful robust scalar parameter. All the cases of approximation of the tails of empirical distributions, which were studied in our works, turned out to be finite (bounded); however, the rightmost point of these distributions, M max, is often poorly detectable and unstable. Therefore, the M max parameter has a low practical value.  相似文献   

3.
An analysis based on the L-moments theory suggests of adopting the generalized Pareto distribution to interpret daily rainfall depths recorded by the rain-gauge network of the Hydrological Survey of the Sardinia Region. Nevertheless, a big problem, not yet completely resolved, arises in the estimation of a left-censoring threshold able to assure a good fitting of rainfall data with the generalized Pareto distribution. In order to detect an optimal threshold, keeping the largest possible number of data, we chose to apply a “failure-to-reject” method based on goodness-of-fit tests, as it was proposed by Choulakian and Stephens [Choulakian, V., Stephens, M.A., 2001. Goodness-of-fit tests for the generalized Pareto distribution. Technometrics 43, 478-484]. Unfortunately, the application of the test, using percentage points provided by Choulakian and Stephens (2001), did not succeed in detecting a useful threshold value in most analyzed time series. A deeper analysis revealed that these failures are mainly due to the presence of large quantities of rounding off values among sample data, affecting the distribution of goodness-of-fit statistics and leading to significant departures from percentage points expected for continuous random variables. A procedure based on Monte Carlo simulations is thus proposed to overcome these problems.  相似文献   

4.
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   

5.
As part I of a sequence of two papers, previously developed L-moments by Hosking (J R Stat Soc Ser B Methodol 52(2):105–124, 1990), and the LH-moments by Wang (Water Resour Res 33(12):2841–2848, 1997) are re-visited. New relationships are developed for regional homogeneity analysis by the LH-moments, and further establishment of regional homogeneity is investigated. Previous works of Hosking (J R Stat Soc Ser B Methodol 52(2):105–124, 1990) and Wang (Water Resour Res 33(12):2841–2848, 1997) on L-moments and LH-moments for the generalized extreme value (GEV) distribution are extended to the generalized Pareto (GPA) and the generalized logistic (GLO) distributions. The Karkhe watershed, located in western Iran is used as a case study area. Regional homogeneity was investigated by first assuming the entire study area as one regional cluster. Then the entire study area was designated “homogeneous” by the L-moments (L); and was designated “heterogeneous” by all four levels of the LH-moments (L1 to L4). The k-means method was used to investigate the case of two regional clusters. All levels of the L- and LH-moments designated the upper watershed (region A), “homogeneous”, and the lower watershed (region B) “possibly-homogeneous”. The L3 level of the GPA and the L4 level of the GLO were selected for regions A and B, respectively. Wang (Water Resour Res 33(12):2841–2848, 1997) identified a reversing trend in improved performance of the GEV distribution at the LH-moments level of L3 (during the goodness-of-fit test). Similar results were also obtained in this research for the GEV distribution. However, for the case of the GPA distribution the reversing trend started at L4 for region A; and at L2 for region B. As for the case of the GLO, an improved performance was observed for all levels (moving from L to L4); for both regions.  相似文献   

6.
Recent geodynamic processes in the Tien Shan region are studied by the analysis of time series of effective velocities and traveltime delays relative to the IASPEI-91 traveltime curve of the weakly refracted wave P n from nuclear explosions at the Semipalatinsk test site over the period of 1968–1989. The time series were constructed for 10 seismic stations located at distances of 800–1200 km from the test site in the regions of the Northern, Central, and Southern Tien Shan. The twenty-year period of observations at stations in the North Tien Shan showed a significant decrease in traveltime delays by 0.20–0.76 s, which corresponds to a 0.2–0.7% increase in seismic velocities. An opposite pattern is observed at stations of the Central and Southern Tien Shan: traveltime delays increased by 0.2–0.5 s and, accordingly, seismic velocities dropped by 0.2–0.5%. These results suggest the predominance of compression processes in the crust and upper mantle during the period of observations in Northern Tien Shan and extension processes in the Central and Southern Tien Shan. The series of velocities and traveltime residuals are characterized by the presence of rhythmic oscillations of various amplitudes and periods against a linear trend. A correlation between variations in kinematic parameters and yearly numbers of earthquakes is observed at all stations. Diagrams of the spectral time analysis reveal rhythms with periods of 2–3 and 5–7 yr. The data obtained in this study are consistent with results of studying the stress-strain state of the Tien Shan crust from focal mechanisms of earthquakes and the velocities of recent crustal movements from GPS data. It is found that the amplitude of variations in kinematic parameters of the P wave at stations located in seismically active regions (the Tien Shan, Kopet Dagh, the Caucasus, Altai, and Sayany) is two to five times higher compared to aseismic regions (the Russian and Kazakh plains).  相似文献   

7.
Statistically treated data of long-term observational series (>30 years) for 66 rivers are used to study the character of distribution of water flow maximums during rain-induced floods in Maritime Territory, Russia. Two probability models are discussed: generalized Pareto distribution (for the domain of very large values) and generalized distribution of extremums (for the rest of the range). The issue of optimal conjunction point of these distributions is discussed. The problem of increasing the accuracy of distribution parameter estimates through data grouping is considered.  相似文献   

8.
Abstract

Heavy rainfall events often occur in southern French Mediterranean regions during the autumn, leading to catastrophic flood events. A non-stationary peaks-over-threshold (POT) model with climatic covariates for these heavy rainfall events is developed herein. A regional sample of events exceeding the threshold of 100 mm/d is built using daily precipitation data recorded at 44 stations over the period 1958–2008. The POT model combines a Poisson distribution for the occurrence and a generalized Pareto distribution for the magnitude of the heavy rainfall events. The selected covariates are the seasonal occurrence of southern circulation patterns for the Poisson distribution parameter, and monthly air temperature for the generalized Pareto distribution scale parameter. According to the deviance test, the non-stationary model provides a better fit to the data than a classical stationary model. Such a model incorporating climatic covariates instead of time allows one to re-evaluate the risk of extreme precipitation on a monthly and seasonal basis, and can also be used with climate model outputs to produce future scenarios. Existing scenarios of the future changes projected for the covariates included in the model are tested to evaluate the possible future changes on extreme precipitation quantiles in the study area.

Editor Z.W. Kundzewicz; Associate editor K. Hamed

Citation Tramblay, Y., Neppel, L., Carreau, J., and Najib, K., 2013. Non-stationary frequency analysis of heavy rainfall events in southern France. Hydrological Sciences Journal, 58 (2), 280–294.  相似文献   

9.
A relatively simple (in technology) method for separating K- and F-corona brightness based on LASCO data, which makes it possible to obtain the latitude distribution of this brightness in the field of view of the LASCO C2 and C3 coronographs at any instant for which white light corona images are available, has been proposed. It has been estimated that the error in determining K-corona brightness varies from 20 to 50% at distances of R ≤ 6R ⊙ (R ⊙ is the solar radius). At distances of R > (5–6)R ⊙, the accuracy of the K-corona brightness determination decreases and is of an estimative character. Nevertheless, it is often possible to trace the brightest coronal rays and the K-corona regions of decreased brightness (including such regions in coronal holes) to distances of R ≈ 15R ⊙ and 25–30R ⊙ for some events. This makes it possible to estimate and compare electron densities in different coronal structures to large distances. Examples of method testing are presented. For the first time, we have managed to obtain continuous (in latitude) distributions of K- and F-corona brightness, using this method.  相似文献   

10.
The possibility of group simulation of monthly runoff hydrograph by canonical expansion method is demonstrated. The simulation procedure takes into account the coefficients of autocorrelation and mutual correlation and enables one to reproduce the ratios between parameters C ν and C s for monthly time intervals. The model preserves the similarity between within-year distributions of the measured and simulated series.  相似文献   

11.
Abstract

Statistical analysis of extremes is often used for predicting the higher return-period events. In this paper, the trimmed L-moments with one smallest value trimmed—TL-moments (1,0)—are introduced as an alternative way to estimate floods for high return periods. The TL-moments (1,0) have an ability to reduce the undesirable influence that a small value in the statistical sample might have on a large return period. The main objective of this study is to derive the TL-moments (1,0) for the generalized Pareto (GPA) distribution. The performance of the TL-moments (1,0) was compared with L-moments through Monte Carlo simulation based on the streamflow data of northern Peninsular Malaysia. The result shows that, for some cases, the use of TL-moments (1,0) is a better option as compared to L-moments in modelling those series.

Citation Ahmad, U.N., Shabri, A. & Zakaria, Z.A. (2011) Trimmed L-moments (1,0) for the generalized Pareto distribution. Hydrol.Sci. J. 56(6), 1053–1060.  相似文献   

12.
In this work, the multifractal properties of hourly rainfall data recorded at a location in Southern Spain have been related to the scale properties of the corresponding intensity–duration–frequency (IDF) curves. Four parametric models for the IDF curves have been fitted to the quantiles of rainfall obtained using the generalized Pareto frequency distribution function with the extreme data series obtained for the same place. The scaling of the rainfall intensity moments has been analysed, and the empirical moments scaling exponent function has been obtained. The corresponding values of q1 and γ1 have been empirical and theoretically calculated and compared with some characteristics of the different IDF models. Thus, the scaling behaviour of IDF curves has been analysed, and the best model has been selected. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

13.
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   

14.
Goodness-of-fit tests based on the L-moment-ratio diagram for selection of appropriate distributions for hydrological variables have had many applications in recent years. For such applications, sample-size-dependent acceptance regions need to be established in order to take into account the uncertainties induced by sample L-skewness and L-kurtosis. Acceptance regions of two-parameter distributions such as the normal and Gumbel distributions have been developed. However, many hydrological variables are better characterized by three-parameter distributions such as the Pearson type III and generalized extreme value distributions. Establishing acceptance regions for these three-parameter distributions is more complicated since their L-moment-ratio diagrams plot as curves, instead of unique points for two-parameter distributions. Through stochastic simulation we established sample-size-dependent 95% acceptance regions for the Pearson type III distribution. The proposed approach involves two key elements—the conditional distribution of population L-skewness given a sample L-skewness and the conditional distribution of sample L-kurtosis given a sample L-skewness. The established 95% acceptance regions of the Pearson type III distribution were further validated through two types of validity check, and were found to be applicable for goodness-of-fit tests for random samples of any sample size between 20 and 300 and coefficient of skewness not exceeding 3.0.  相似文献   

15.
The combination of geological, tephrochronological and geochemical studies is used to reconstruct the Holocene eruptive history of Ksudach volcanic massif, South Kamchatka and to trace the evolution of its magma. Ksudach is located in the frontal volcanic zone of Kamchatka. From Early Holocene till AD 240, the volcano had repetitive voluminous caldera-forming eruptions. Later they gave way to frequent moderate explosive–effusive eruptions that formed the Shtyubel' stratovolcano inside the nested calderas, and then to frequent larger explosive eruptions. Holocene eruptive products are low-K2O two pyroxene–plagioclase basaltic andesite to rhyodacite. Mineralogical, geochemical and isotopic data suggest that all the rock varieties originated as a result of fractionation of an initial mafic melt, with insignificant contamination and assimilation. Intensive mixing of the fractionating melts prior to, and during the course of the eruptions, is ubiquitous. The eruptions might have been triggered by repetitive injections of new mafic melt into the silicic chamber. Crystallization of the andesitic and rhyodacitic melts is estimated to have occurred at temperatures of 970–1010°C and 890–910°C, respectively, PH2O 1.5–2.0 kbar and fO2 close to the NNO buffer. According to the experimental data, such PH2O corresponds to 4.5%–5.5% of water in the melt, that is close to the content of water in the silicic hornblende-bearing magmas of the rear zone of the Kuril–Kamchatka arc. Hence, we suggest that the transition from pyroxene phenocryst associations of the frontal zone to the hornblende-bearing ones of the rear zone might be interpreted as reflecting higher temperatures of crystallization of the melts from the frontal zone rather than increasing water content in the rear zone magmas.  相似文献   

16.
In this short note, I comment on the research of Pisarenko et al. (Pure Appl. Geophys 171:1599–1624, 2014) regarding the extreme value theory and statistics in the case of earthquake magnitudes. The link between the generalized extreme value distribution (GEVD) as an asymptotic model for the block maxima of a random variable and the generalized Pareto distribution (GPD) as a model for the peaks over threshold (POT) of the same random variable is presented more clearly. Inappropriately, Pisarenkoet al. (Pure Appl. Geophys 171:1599–1624, 2014) have neglected to note that the approximations by GEVD and GPD work only asymptotically in most cases. This is particularly the case with truncated exponential distribution (TED), a popular distribution model for earthquake magnitudes. I explain why the classical models and methods of the extreme value theory and statistics do not work well for truncated exponential distributions. Consequently, these classical methods should be used for the estimation of the upper bound magnitude and corresponding parameters. Furthermore, I comment on various issues of statistical inference in Pisarenkoet al. and propose alternatives. I argue why GPD and GEVD would work for various types of stochastic earthquake processes in time, and not only for the homogeneous (stationary) Poisson process as assumed by Pisarenko et al. (Pure Appl. Geophys 171:1599–1624, 2014). The crucial point of earthquake magnitudes is the poor convergence of their tail distribution to the GPD, and not the earthquake process over time.  相似文献   

17.
The paper generalizes results of study of the intermittency pattern in some wave processes of the burst type in the high-latitude magnetosphere of the Earth. Based on the analysis of distributions of amplitudes and interpeak intervals, it is shown that generation regimes of magnetic impulse events, ipclpulsation burst series, and Pi3 pulsations possess the properties of intermittent processes and are associated with the development of plasma turbulence in their generation regions. The degree of turbulence of the high-latitude magnetosphere plasma is estimated at a qualitative level. Burst-type structures whose behavior corresponds to a typical intermittent process are discovered in variations of the ancient geomagnetic field.  相似文献   

18.
—Regional seismograms were collected to image the lateral variations of Lg coda Q at 1 Hz (Q 0?) and its frequency dependence <(eta)> in the Middle East using a back-projection method. The data include 124 vertical-component traces recorded at 10 stations during the period 1986–1996. The resulting images reveal lateral variations in both Q 0 and <eta>. In the Turkish and Iranian Plateaus, a highly deformed and tectonically active region, Q 0 ranges between about 150 and 300, with the lowest values occurring in western Anatolia where extremely high heat flow has been measured. The low Q 0 values found in this region agree with those found in other tectonically active regions of the world. Throughout most of the Arabian Peninsula, a relatively stable region, Q 0 varies between 350 and 450, being highest in the shield area and lowest in the eastern basins. All values are considerably lower than those found in most other stable regions. Low Q values throughout the Middle East may be caused by interstitial fluids that have migrated to the crust from the upper mantle, where they were probably generated by hydrothermal reactions at elevated temperatures known to occur there. Low Q 0 values (about 250) are also found in the Oman folded zone, a region with thick sedimentary deposits. <eta> varies inversely with Q 0 throughout most of the Middle East, with lower values (0.4–0.5) in the Arabian Peninsula and higher values (0.6–0.8) in Iran and Turkey. Q 0 and <eta> are both low in the Oman folded zone and western Anatolia.  相似文献   

19.
This paper discusses some aspects of flood frequency analysis using the peaks-over-threshold model with Poisson arrivals and generalized Pareto (GP) distributed peak magnitudes under nonstationarity, using climate covariates. The discussion topics were motivated by a case study on the influence of El Niño–Southern Oscillation on the flood regime in the Itajaí river basin, in Southern Brazil. The Niño3.4 (DJF) index is used as a covariate in nonstationary estimates of the Poisson and GP distributions scale parameters. Prior to the positing of parametric dependence functions, a preliminary data-driven analysis was carried out using nonparametric regression models to estimate the dependence of the parameters on the covariate. Model fits were evaluated using asymptotic likelihood ratio tests, AIC, and Q–Q plots. Results show statistically significant and complex dependence relationships with the covariate on both nonstationary parameters. The nonstationary flood hazard measure design life level (DLL) was used to compare the relative performances of stationary and nonstationary models in quantifying flood hazard over the period of records. Uncertainty analyses were carried out in every step of the application using the delta method.  相似文献   

20.
The presence of a phenomenological relationship between high velocity regions in the Benioff zone and sources of relatively strong earthquakes (M ≥ 6) was established for the first time from the comparison of such earthquakes with the velocity structure of central Kamchatka in the early 1970s. It was found that, in the region with P wave velocities of 8.1–8.5 km/s, the number of M ≥ 6 earthquakes over 1926–1965 was 2.5 times greater than their number in the region with velocities of 7.5–8.0 km/s. Later (in 1979), within the southern Kurile area, Sakhalin seismologists established that regions with V P = 7.3–7.7 km/s are associated with source zones of M = 7.0–7.6 earthquakes and regions with V P = 8.1–8.4 km/s are associated with M = 7.9–8.4 earthquakes. In light of these facts, we compared the positions of M = 7.0–7.4 earthquake sources in the Benioff zone of southern Kamchatka over the period 1907–1993 with the distribution of regions of high P velocities (8.0–8.5 to 8.5–9.0 km/s) derived from the interpretation of arrival time residuals at the Shipunskii station from numerous weak earthquakes in this zone (more than 2200 events of M = 2.3–4.9) over the period 1983–1995. This comparison is possible only in the case of long-term stability of the velocity field within the Benioff zone. This stability is confirmed by the relationship between velocity parameters and tectonics in the southern part of the Kurile arc, where island blocks are confined to high velocity regions in the Benioff zone and the straits between islands are confined to low velocity regions. The sources of southern Kamchatka earthquakes with M = 7.0–7.4, which are not the strongest events, are located predominantly within high velocity regions and at their boundaries with low velocity regions; i.e., the tendency previously established for the strongest earthquakes of the southern Kuriles and central Kamchatka is confirmed. However, to demonstrate more definitely their association with regions of high P wave velocities, a larger statistics of such earthquakes is required. On the basis of a direct correlation between P wave velocities and densities, the distributions of density, bulk modulus K, and shear modulus μ in the upper mantle of the Benioff zone of southern Kamchatka are obtained for the first time. Estimated densities vary from 3.6–3.9 g/cm3 in regions of high V P values to 3.0–3.2 g/cm3 for regions of low V P values. The bulk modulus K in the same velocity regions varies from (1.4–1.8) × 1012 to (0.8–1.1) × 1012 dyn/cm2, respectively, and the shear modulus μ varies from (0.8–1.0) × 1012 to (0.5–0.7) × 1012 dyn/cm2, respectively. Examination of the spatial correlation of the source areas of southern Kamchatka M = 7.0–7.4 earthquakes with the distribution of elastic moduli in the Benioff zone failed to reveal any relationship between their magnitudes and the moduli because of the insufficient statistics of the earthquakes used.  相似文献   

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