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1.
The effects of climate change and population growth in recent decades are leading us to consider their combined and potentially extreme consequences, particularly regarding hydrological processes, which can be modeled using a generalized extreme value (GEV) distribution. Most of the GEV models were based on a stationary assumption for hydrological processes, in contrast to the nonstationary reality due to climate change and human activities. In this paper, we present the nonstationary generalized extreme value (NSGEV) distribution and use it to investigate the risk of Niangziguan Springs discharge decreasing to zero. Rather than assuming the location, scale, and shape parameters to be constant as one might do for a stationary GEV distribution analysis, the NSGEV approach can reflect the dynamic processes by defining the GEV parameters as functions of time. Because most of the GEV model is designed to evaluate maxima (e.g. flooding, represented by positive numbers), and spring discharge cessation is a ?minima’, we deduced an NSGEV model for minima by applying opposite numbers, i.e. negative instead of positive numbers. The results of the model application to Niangziguan Springs showed that the probability of zero discharge at Niangziguan Springs will be 1/80 in 2025, and 1/10 in 2030. After 2025, the rate of decrease in spring discharge will accelerate, and the probability that Niangziguan Springs will cease flowing will dramatically increase. The NSGEV model is a robust method for analysing karst spring discharge. Copyright © 2013 John Wiley & Sons, Ltd.  相似文献   

2.
Parameters in a generalized extreme value (GEV) distribution are specified as a function of covariates using a conditional density network (CDN), which is a probabilistic extension of the multilayer perceptron neural network. If the covariate is time or is dependent on time, then the GEV‐CDN model can be used to perform nonlinear, nonstationary GEV analysis of hydrological or climatological time series. Owing to the flexibility of the neural network architecture, the model is capable of representing a wide range of nonstationary relationships. Model parameters are estimated by generalized maximum likelihood, an approach that is tailored to the estimation of GEV parameters from geophysical time series. Model complexity is identified using the Bayesian information criterion and the Akaike information criterion with small sample size correction. Monte Carlo simulations are used to validate GEV‐CDN performance on four simple synthetic problems. The model is then demonstrated on precipitation data from southern California, a series that exhibits nonstationarity due to interannual/interdecadal climatic variability. Copyright © 2009 Her Majesty the Queen in right of Canada. Published by John Wiley & Sons, Ltd.  相似文献   

3.
Extreme rainfalls in South Korea result mainly from convective storms and typhoon storms during the summer. A proper way for dealing with the extreme rainfalls in hydrologic design is to consider the statistical characteristics of the annual maximum rainfall from two different storms when determining design rainfalls. Therefore, this study introduced a mixed generalized extreme value (GEV) distribution to estimate the rainfall quantile for 57 gauge stations across South Korea and compared the rainfall quantiles with those from conventional rainfall frequency analysis using a single GEV distribution. Overall, these results show that the mixed GEV distribution allows probability behavior to be taken into account during rainfall frequency analysis through the process of parameter estimation. The resulting rainfall quantile estimates were found to be significantly smaller than those determined using a single GEV distribution. The difference of rainfall quantiles was found to be closely correlated with the occurrence probability of typhoon and the distribution parameters.  相似文献   

4.
The paper deals with the probability estimates of temperature extremes (annual temperature maxima and heat waves) in the Czech Republic. Two statistical methods of probability estimations are compared; one based on the stochastic modelling of time series of the daily maximum temperature (TMAX) using the first-order autoregressive (AR(1)) model, the other consisting in fitting the extreme value distribution to the sample of annual temperature peaks.The AR(1) model is able to reproduce the main characteristics of heat waves, though the estimated probabilities should be treated as upper limits because of deficiencies in simulating the temperature variability inherent to the AR(1) model. Theoretical extreme value distributions do not yield good results when applied to maximum annual lengths of heat waves and periods of tropical days (TMAX 30°C), but it is the best method for estimating the probability and recurrence time of annual one-day temperature extremes. However, there are some difficulties in the application: the use of the two-parameter Gumbel distribution and the three-parameter generalized extreme value (GEV) distribution may lead to different results, particularly for long return periods. The resulting values also depend on the chosen procedure of parameter estimation. Based on our findings, the shape parameter testing for the GEV distribution and the L moments technique for parameter estimation may be recommended.The application of the appropriate statistical tools indicates that the heat wave and particularly the long period of consecutive tropical days in 1994 were probably a more rare event than the record-breaking temperatures in July 1983 exceeding 40°C. An improvement of the probability estimate of the 1994 heat wave may be expected from a more sophisticated model of the temperature series.  相似文献   

5.
Hans Van de Vyver 《水文研究》2018,32(11):1635-1647
Rainfall intensity–duration–frequency (IDF) curves are a standard tool in urban water resources engineering and management. They express how return levels of extreme rainfall intensity vary with duration. The simple scaling property of extreme rainfall intensity, with respect to duration, determines the form of IDF relationships. It is supposed that the annual maximum intensity follows the generalized extreme value (GEV) distribution. As well known, for simple scaling processes, the location parameter and scale parameter of the GEV distribution obey a power law with the same exponent. Although, the simple scaling hypothesis is commonly used as a suitable working assumption, the multiscaling approach provides a more general framework. We present a new IDF relationship that has been formulated on the basis of the multiscaling property. It turns out that the GEV parameters (location and scale) have a different scaling exponent. Next, we apply a Bayesian framework to estimate the multiscaling GEV model and to choose the most appropriate model. It is shown that the model performance increases when using the multiscaling approach. The new model for IDF curves reproduces the data very well and has a reasonable degree of complexity without overfitting on the data.  相似文献   

6.
The index flood procedure coupled with the L‐moments method is applied to the annual flood peaks data taken at all stream‐gauging stations in Turkey having at least 15‐year‐long records. First, screening of the data is done based on the discordancy measure (Di) in terms of the L‐moments. Homogeneity of the total geographical area of Turkey is tested using the L‐moments based heterogeneity measure, H, computed on 500 simulations generated using the four parameter Kappa distribution. The L‐moments analysis of the recorded annual flood peaks data at 543 gauged sites indicates that Turkey as a whole is hydrologically heterogeneous, and 45 of 543 gauged sites are discordant which are discarded from further analyses. The catchment areas of these 543 sites vary from 9·9 to 75121 km2 and their mean annual peak floods vary from 1·72 to 3739·5 m3 s?1. The probability distributions used in the analyses, whose parameters are computed by the L‐moments method are the general extreme values (GEV), generalized logistic (GLO), generalized normal (GNO), Pearson type III (PE3), generalized Pareto (GPA), and five‐parameter Wakeby (WAK). Based on the L‐moment ratio diagrams and the |Zdist|‐statistic criteria, the GEV distribution is identified as the robust distribution for the study area (498 gauged sites). Hence, for estimation of flood magnitudes of various return periods in Turkey, a regional flood frequency relationship is developed using the GEV distribution. Next, the quantiles computed at all of 543 gauged sites by the GEV and the Wakeby distributions are compared with the observed values of the same probability based on two criteria, mean absolute relative error and determination coefficient. Results of these comparisons indicate that both distributions of GEV and Wakeby, whose parameters are computed by the L‐moments method, are adequate in predicting quantile estimates. Copyright © 2011 John Wiley & Sons, Ltd.  相似文献   

7.
Abstract

Abstract A complete regional analysis of daily precipitations is carried out in the southern half of the province of Quebec, Canada. The first step of the regional estimation procedure consists of delineating the homogeneous regions within the area of study and testing for homogeneity within each region. The delineation of homogeneous regions is based on using L-moment ratios. A simulation-based testing of statistical homogeneity allows one to verify the inter-site variability. The second step of the procedure deals with the identification of the regional distribution and the estimation of its parameters. The General Extreme Value (GEV) distribution was identified as an appropriate parent distribution. This distribution has already been recommended by several previous research studies for regional frequency analysis of precipitation extremes. The parameters of the GEV distribution are estimated based on the computation of the regional L-CV, L-CS and the mean of annual maximal daily precipitations. The third step consists of the estimation of precipitation quantiles corresponding to various return periods. The final procedure allows for the estimation of these quantiles at sites where no precipitation information is available. The use of a jack-knife resampling procedure with data from the province of Quebec allows one to demonstrate the robustness and efficiency of the regional estimation procedure. Values of the root mean square error were below 10% for a return period of 20 years, and 20% for a return period of 100 years.  相似文献   

8.
Abstract

Abstract A parameter estimation method is proposed for fitting the generalized extreme value (GEV) distribution to censored flood samples. Partial L-moments (PL-moments), which are variants of L-moments and analogous to ?partial probability weighted moments?, are defined for the analysis of such flood samples. Expressions are derived to calculate PL-moments directly from uncensored annual floods, and to fit the parameters of the GEV distribution using PL-moments. Results of Monte Carlo simulation study show that sampling properties of PL-moments, with censoring flood samples of up to 30% are similar to those of simple L-moments, and also that both PL-moment and LH-moments (higher-order L-moments) have similar sampling properties. Finally, simple L-moments, LH-moments, and PL-moments are used to fit the GEV distribution to 75 annual maximum flow series of Nepalese and Irish catchments, and it is found that, in some situations, both LH- and PL-moments can produce a better fit to the larger flow values than simple L-moments.  相似文献   

9.
Stationarity is often assumed for frequency analysis of low flows in water resources management and planning. However, many studies have shown that flow characteristics, particularly the frequency spectrum of extreme hydrologic events, were modified by climate change and human activities. Thus, the conventional frequency analysis that fails to consider the nonstationary characteristics may lead to costly design. The analysis presented in this paper was based on the more than 100 years of daily flow data from the Yichang gauging station 44 km downstream of the Three Gorges Dam. The Mann–Kendall trend test under the scaling hypothesis showed that the annual low flows had a significant monotonic trend, whereas an abrupt change point was identified in 1936 by the Pettitt test. The climate‐informed low‐flow frequency analysis and the divided and combined method were employed to account for the impacts from related climate variables and nonstationarities in annual low flows. Without prior knowledge of the probability density function for the gauging station, six distribution functions including the generalized extreme values (GEV), Pearson Type III, Gumbel, Gamma, Lognormal and Weibull distributions have been tested to find the best fit, in which the local likelihood method is used to estimate the parameters. Analyses show that GEV had the best fit for the observed low flows. This study has also shown that the climate‐informed low‐flow frequency analysis is able to exploit the link between climate indices and low flows, which would account for the dynamic feature for reservoir management and provide more accurate and reliable designs for infrastructure and water supply. Copyright © 2014 John Wiley & Sons, Ltd.  相似文献   

10.
This paper proposes a stochastic approach to model temperature dynamic and study related risk measures. The dynamic of temperatures can be modelled by a mean-reverting process such as an Ornstein–Uhlenbeck one. In this study, we estimate the parameters of this process thanks to daily observed suprema of temperatures, which are the only data gathered by some weather stations. The expression of the cumulative distribution function of the supremum is obtained thanks to the law of the hitting time. The parameters are estimated by a least square method quantiles based on this function. Theoretical results, including mixing property and consistency of model parameters estimation, are provided. The parameters estimation is assessed on simulated data and performed on real ones. Numerical illustrations are given for both data. This estimation will allow us to estimate risk measures, such as the probability of heat wave and the mean duration of an heat wave.  相似文献   

11.
The conventional approach to the frequency analysis of extreme precipitation is complicated by non-stationarity resulting from climate variability and change. This study utilized a non-stationary frequency analysis to better understand the time-varying behavior of short-duration (1-, 6-, 12-, and 24-h) precipitation extremes at 65 weather stations scattered across South Korea. Trends in precipitation extremes were diagnosed with respect to both annual maximum precipitation (AMP) and peaks-over-threshold (POT) extremes. Non-stationary generalized extreme value (GEV) and generalized Pareto distribution (GPD) models with model parameters made a linear function of time were applied to AMP and POT respectively. Trends detected using the Mann–Kendall test revealed that the stations showing an increasing trend in AMP extremes were concentrated in the mountainous areas (the northeast and southwest regions) of South Korea. Trend tests on POT extremes provided fairly different results, with a significantly reduced number of stations showing an increasing trend and with some stations showing a decreasing trend. For most of stations showing a statistically significant trend, non-stationary GEV and GPD models significantly outperformed their stationary counterparts, particularly for precipitation extremes with shorter durations. Due to a significant-increasing trend in the POT frequency found at a considerable number of stations (about 10 stations for each rainfall duration), the performance of modeling POT extremes was further improved with a non-homogeneous Poisson model. The large differences in design storm estimates between stationary and non-stationary models (design storm estimates from stationary models were significantly lower than the estimates of non-stationary models) demonstrated the challenges in relying on the stationary assumption when planning the design and management of water facilities. This study also highlighted the need of caution when quantifying design storms from POT and AMP extremes by showing a large discrepancy between the estimates from those two approaches.  相似文献   

12.
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13.
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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 work presents statistical methods for estimating the distribution parameters of rare, strong earthquakes. Using the two main theorems of extreme value theory (EVT), the distribution of T-maximum (the maximum magnitude over the time period T). Two methods for estimating the parameters of this distribution are proposed using the Generalized Pareto Distribution (GPD) and the General Extreme Value Distribution (GEV). In addition, the that allow the determination of the distribution of the T-maximum for an arbitrary value of T are proposed. The approach being used clarifies the nature of the instability of the widely accepted M max parameter. In the work, instead of unstable values of the M max parameter, the robust parameter Q T (q), the q level quantile for the distribution of the T-maximum, is proposed to be used. The described method has been applied to the Harvard Catalogue of Seismic Moments of 1977–2006 and to the Magnitude Catalogue for Fennoscandia in 1900–2005. Moreover, the estimates of parameters of the corresponding GPD and GEV distributions, in particular, the most interesting shape parameter and the values of the M max and Q T (q) parameters are given.  相似文献   

16.
This paper considers a problem of analyzing temporal and spatial structure of particulate matter (PM) data with emphasizing high-level \(\text {PM}_{10}\). The proposed method is based on a combination of a generalized extreme value (GEV) distribution and a multiscale concept from scaling property theory used in hydrology. In this study, we use hourly \(\text {PM}_{10}\) data observed for 5 years on 25 stations located in Seoul metropolitan area, Korea. For our analysis, we calculate monthly maximum values for various duration times and area coverages at each station, and show that their distribution follows a GEV distribution. In addition, we identify that the GEV parameters of \(\text {PM}_{10}\) maxima hold a new scaling property, termed ‘piecewise linear scaling property’ for certain duration times. By using this property, we construct a 12-month return level map of hourly \(\text {PM}_{10}\) data at any arbitrary d-hour duration. Furthermore, we extend our study to understand spatio-temporal multiscale structure of \(\text {PM}_{10}\) extremes over different temporal and spatial scales.  相似文献   

17.
Ugo Moisello 《水文研究》2007,21(10):1265-1279
The use of partial probability weighted moments (PPWM) for estimating hydrological extremes is compared to that of probability weighted moments (PWM). Firstly, estimates from at‐site data are considered. Two Monte Carlo analyses, conducted using continuous and empirical parent distributions (of peak discharge and daily rainfall annual maxima) and applying four different distributions (Gumbel, Fréchet, GEV and generalized Pareto), show that the estimates obtained from PPWMs are better than those obtained from PWMs if the parent distribution is unknown, as happens in practice. Secondly, the use of partial L‐moments (obtained from PPWMs) as diagnostic tools is considered. The theoretical partial L‐diagrams are compared with the experimental data. Five different distributions (exponential, Pareto, Gumbel, GEV and generalized Pareto) and 297 samples of peak discharge annual maxima are considered. Finally, the use of PPWMs with regional data is investigated. Three different kinds of regional analyses are considered. The first kind is the regression of quantile estimates on basin area. The study is conducted applying the GEV distribution to peak discharge annual maxima. The regressions obtained with PPWMs are slightly better than those obtained with PWMs. The second kind of regional analysis is the parametric one, of which four different models are considered. The congruence between local and regional estimates is examined, using peak discharge annual maxima. The congruence degree is sometimes higher for PPWMs, sometimes for PWMs. The third kind of regional analysis uses the index flood method. The study, conducted applying the GEV distribution to synthetic data from a lognormal joint distribution, shows that better estimates are obtained sometimes from PPWMs, sometimes from PWMs. All the results seem to indicate that using PPWMs can constitute a valid tool, provided that the influence of ouliers, of course higher with censored samples, is kept under control. Copyright © 2007 John Wiley & Sons, Ltd.  相似文献   

18.
《水文科学杂志》2013,58(3):550-567
Abstract

The multivariate extension of the logistic model with generalized extreme value (GEV) marginals is applied to provide a regional at-site flood estimate. The maximum likelihood estimators of the parameters were obtained numerically by using a multivariable constrained optimization algorithm. The asymptotic results were checked by distribution sampling techniques in order to establish whether or not those results can be utilized for small samples. A region in northern Mexico with 21 gauging stations was selected to apply the model. Results were compared with those obtained by the most popular univariate distributions, the bivariate approach of the logistic model and three regional methods: station-year, index flood and L-moments. These show that there is a reduction in the standard error of fit when estimating the parameters of the marginal distribution with the trivariate distribution instead of its univariate and bivariate counterpart, and differences between at-site and regional at-site design events can be significant as return period increases.  相似文献   

19.
本文对广义极值分布模型的构建机理进行了深入详细的阐述,给出了逻辑意义更加合理的的重现期和重现水平定义,以及相关的地震危险性评价指标。在此基础上,应用构建模型对巴颜喀拉块体中部的地震危险性做了客观的评价,得出巴颜喀拉块体中部每年的平均最大发震为Ms5.1,每20年发生Ms6.0以上强震可能性超过97%,Ms7.5左右的超强震约100年一遇,块体内部孕育地震的能量积累迅速。  相似文献   

20.
A statistical study was made of the temporal trend in extreme rainfall in the region of Extremadura (Spain) during the period 1961–2009. A hierarchical spatio-temporal Bayesian model with a GEV parameterization of the extreme data was employed. The Bayesian model was implemented in a Markov chain Monte Carlo framework that allows the posterior distribution of the parameters that intervene in the model to be estimated. The results show a decrease of extreme rainfall in winter and spring and a slight increase in autumn. The uncertainty in the trend parameters obtained with the hierarchical approach is much smaller than the uncertainties obtained from the GEV model applied locally. Also found was a negative relationship between the NAO index and the extreme rainfall in Extremadura during winter. An increase was observed in the intensity of the NAO index in winter and spring, and a slight decrease in autumn.  相似文献   

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