Extreme value analysis in the Danube lower basin discharge time series in the twentieth century |
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| Authors: | C Mares Ileana Mares Antoaneta Stanciu |
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| Institution: | 1. National Institute of Hydrology and Water Management, Sos. Bucuresti-Ploiesti 97, Bucharest, 013686, Romania
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| Abstract: | The daily discharge time series in the lower Danube basin (Orsova) have been considered for the 1900–2005 period. The extreme value theory (EVT) is applied for the study of daily discharges incorporating some covariates. Two methods are applied for fitting the data to an extreme value distribution: block maxima and peaks over thresholds (POT). Using the block maxima approach associated with the use of the generalised extreme value (GEV) distribution, monthly and seasonal maxima of daily discharge for 1900–2005 have been analysed. Separately the monthly maxima of daily discharge for the 1958–2001 was analysed in order to be compatible with atmospheric circulation available from ERA-40. For performing parameter estimation, the maximum likelihood estimation (MLE) method was used. From the three possible types of GEV distribution, a Weibull distribution fits both the monthly and seasonal maxima of the daily discharges very well. The North Atlantic Oscillation (NAO) and the first ten principal components (PC) of the decomposition in multi-variate empirical orthogonal functions (MEOF) of three atmospheric fields (sea level pressure, 500 hPa and 500–1000 hPa thickness) over the Atlantic-European region (ERA-40), have been introduced as covariates. An improvement over the model without the covariate is found by incorporating NAO as the covariate in location parameter, especially for the spring maxima having the NAO as predictor during the winter. Related to atmospheric circulation influence, the most significant results are obtained by incorporating the first 10 PCs of the MEOF in the location parameter of GEV distribution within a month before the month of the discharge level. Regarding the POT approach associated with generalised Pareto distribution (GPD), different thresholds have been tested for daily discharges in the period 1900–2005, where the maxima were fitted by a bounded (or beta) distribution. |
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