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1.
Automated threshold selection methods for extreme wave analysis 总被引：2，自引：0，他引：2
The study of the extreme values of a variable such as wave height is very important in flood risk assessment and coastal design. Often values above a sufficiently large threshold can be modelled using the Generalized Pareto Distribution, the parameters of which are estimated using maximum likelihood. There are several popular empirical techniques for choosing a suitable threshold, but these require the subjective interpretation of plots by the user.In this paper we present a pragmatic automated, simple and computationally inexpensive threshold selection method based on the distribution of the difference of parameter estimates when the threshold is changed, and apply it to a published rainfall and a new wave height data set. We assess the effect of the uncertainty associated with our threshold selection technique on return level estimation by using the bootstrap procedure. We illustrate the effectiveness of our methodology by a simulation study and compare it with the approach used in the JOINSEA software. In addition, we present an extension that allows the threshold selected to depend on the value of a covariate such as the cosine of wave direction. 相似文献
2.
选取中国东部1961—2012年夏季5—9月无缺测429站逐日降水资料,利用广义帕雷托分布(GPD)拟合,研究中国东部52 a以及El Nio发展年和衰减年极端降水的统计特征,并分析其成因。结果表明:1)中国东部降水阈值呈由东南向西北递减的态势,且基本为线性增加趋势。2)华南地区尺度参数最大,出现极端降水的概率大。黄河以南地区尺度参数变化趋势正值较多,出现极端降水的概率增加。3)El Nio发展年夏季,西太平洋上有气旋环流异常,中国东南部受气旋西侧的异常偏北气流影响,多地阈值偏小,只有福建东南部及黑龙江中西部易发生破纪录的极端降水。4)El Nio衰减年夏季,西太平洋上为异常反气旋环流,中国东南部受反气旋西侧的异常偏南气流影响,多地阈值偏大,广东中东部及皖鄂赣交界处发生洪涝灾害的可能性增大。 相似文献
3.
The devastating 1999 Marmara and Düzce earthquakes led to a significant increase in the earthquake studies in Turkey in geological,
engineering and financial aspects. Extreme Value Theory (EVT) has a range of applications from stock market changes to natural
disasters like floods and hurricanes. Here EVT is fitted to the ordinary and earthquake reinsurance claims of Turkey. 相似文献
4.
利用广东省86个国家气象观测站建站以来近70a的逐月最大风速序列和近20a(1999—2018年)的逐月最大风速序列,基于POT抽样法,分别采用三参数广义帕累托分布函数对各站的重现期风速进行了概率计算,计算过程中三参数广义帕累托分布函数分别采用矩估计(MOM)、极大似然估计(MLE)、似然矩估计(LM)和概率权矩估计(PWM)等4种参数估计方法,结合表征参数估计优良性的指标:均方根误差RMSE、拟合相对偏差和显著性水平为0.05的科莫戈洛夫检验拟合适度指标K_f对拟合效果进行检验,结果表明:基于POT抽样的概率权矩估计(PWM)拟合效果最好。 相似文献
5.
导线覆冰极值的概率分布模拟及其应用试验 总被引：2，自引：0，他引：2
利用南方地区多个气象站和电力部门观冰站的导线覆冰逐日冰厚资料,将广义极值分布和广义帕雷托分布引入导线覆冰的概率模型研究中,通过超门限覆冰次数的泊松分布拟合检验,结合H ill图解,提出了基于超门限峰值法门限值的确定方法;对两种分布在导线覆冰极值模型拟合的适用性研究表明,广义帕雷托分布对各站覆冰冰厚极值的拟合精度最高;重现期冰厚极值估计随样本长度的变化分析表明,广义帕雷托分布模型极值估计的稳定性比广义极值分布强,一般样本容量达到25 a左右时,广义帕雷托分布重现期冰厚极值的估计趋于稳定,可以作为短序列下估计导线覆冰极值的较好方法。 相似文献
6.
A numerical simulation of kinetic friction function in the fracture process of rocks in the framework of General Particle Dynamics (GPD) is performed in this paper. The frictional algorithm is implemented into the General Particle Dynamics code (GPD) to describe frictional behavior of particles, where frictional forces among discrete particles are formulated using the principle of balance of two forces based on ideal plastic contact between two surfaces of solids. In General Particle Dynamics code (GPD), interaction among discrete particles is formulated using the virtual-bond method. Fractures of virtual bonds among particles are determined through the Hoek-Brown damage evolution law of rock materials. Three numerical cases are to verify the stability and accuracy of the numerical algorithm. Then, the numerical results are compared with analytical solutions and experimental results. It is found that the numerical results are in good agreement with the experimental ones. 相似文献
7.
重现期波高是港口海岸及海洋工程设计中不可回避的一个重要设计参数,尤其对深水海港、海上平台、海底油气管道、沿海核电站等重大涉海工程设计具有巨大的经济价值和深远的社会效益。但是,现有重现期波高推算缺乏统一的计算方法,导致计算结果相差悬殊。研究重现期波高的统一化计算方法,分析重现期波高计算中存在的各种不确定因素,提出减少这些不确定因素的新方法,建立误差小、应用方便、方法统一的重现期波高计算方法。基于澳大利亚悉尼站的长期连续观测波浪数据,研究发现:广义帕累托函数(generalized Pareto distribution III,GPD-III)和威布尔(Weibull)是重现期波高计算的最佳候选极值分布函数,新推导的函数形状参数计算公式较好提高重现期波高的计算精度,极值波高数据的分析方法和样本大小是影响重现期波高计算精确度的两个重要因素,短期波浪资料和年极值法可能高估重现期波高值。逐个风暴的极值波高数据分析法及最佳候选极值分布函数GPD-III和Weibull建议应用于涉海工程设计的重现期波高推算。 相似文献
8.
Youcun Liu Miaojie Lu Xueli Huo Yonghong Hao Hongkai Gao Yan Liu Yonghui Fan Yuhuan Cui Francois Metivier 《水文研究》2016,30(3):424-432
Global climate change models have predicted the intensification of extreme events, and these predictions are already occurring. For disaster management and adaptation of extreme events, it is essential to improve the accuracy of extreme value statistical models. In this study, Bayes' Theorem is introduced to estimate parameters in Generalized Pareto Distribution (GPD), and then the GPD is applied to simulate the distribution of minimum monthly runoff during dry periods in mountain areas of the Ürümqi River, Northwest China. Bayes' Theorem treats parameters as random variables and provides a robust way to convert the prior distribution of parameters into a posterior distribution. Statistical inferences based on posterior distribution can provide a more comprehensive representation of the parameters. An improved Markov Chain Monte Carlo (MCMC) method, which can solve high‐dimensional integral computation in the Bayes equation, is used to generate parameter simulations from the posterior distribution. Model diagnosis plots are made to guarantee the fitted GPD is appropriate. Then based on the GPD with Bayesian parameter estimates, monthly runoff minima corresponding to different return periods can be calculated. The results show that the improved MCMC method is able to make Markov chains converge faster. The monthly runoff minima corresponding to 10a, 25a, 50a and 100a return periods are 0.60 m3/s, 0.44 m3/s, 0.32 m3/s and 0.20 m3/s respectively. The lower boundary of 95% confidence interval of 100a return level is below zero, which implies that the Ürümqi River is likely to cease to flow when 100a return level appears in dry periods. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
9.
以CCMP风场(1988年1月~2010年12月)为驱动,本文采用第三代海浪数值模式SWAN对中国海海区进行风浪场的数值模拟,并利用浮标资料对驱动风场和计算有效波高进行验证。根据模拟的结果分别采用广义帕雷托分布(GPD)和常用的广义极值分布(GEV)拟合累积频率曲线并进行效果检验,进而分析和比较2种分布的优缺点,并运用广义帕雷托分布(GPD)模型进行重现期波要素的推算,分析GPD模型的应用前景。 相似文献
10.
Abstract Intensity–Duration–Frequency (IDF) curves for precipitation constitute a probabilistic tool and have proven useful in water resources management. In particular, IDF curves for precipitation enable questions on the extreme character of precipitation to be answered. The construction of IDF curves for precipitation is difficult or impossible in tropical areas due to the lack of long-term extreme precipitation data. A technique is proposed to overcome this shortcoming by combining limited high-frequency information on rainfall extremes with long-term daily rainfall information. It may be regarded as an extension of Koutsoyiannis' approach. Using this technique, IDF curves for precipitation are produced for Lubumbashi in Congo. Citation Van de Vyver, H. & Demarée, G. R. (2010) Construction of Intensity–Duration–Frequency (IDF) curves for precipitation at Lubumbashi, Congo, under the hypothesis of inadequate data. Hydrol. Sci. J. 55(4), 555–564. 相似文献