On the use of partial probability weighted moments in the analysis of hydrological extremes

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.     

Rainfall frequency analysis using a mixed GEV distribution: a case study for annual maximum rainfalls in South Korea

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.     

Assessing possible changes in flood frequency due to climate change in mid‐sized watersheds in New York State,USA

The frequency of flooding is often presumed to increase with climate change because of projected increases in rainfall intensities. In this paper, using 50‐plus years of historical discharge and meteorological data from three watersheds in different physiographic regions of New York State, USA, we find that annual maximum stream discharges are associated with 20% or less of the annual maximum rainfall events. Instead of rainfall events, approximately 20% of annual maximum stream discharges are associated with annual maximum snowmelt events while 60% of annual maximum discharges are associated with moderate rainfall amounts and very wet soil conditions. To explore the potential for changes in future flood risk, we employed a compound frequency distribution that assumes annual maximum discharges can be modelled by combining the cumulative distribution functions of discharges resulting from annual maximum rainfall, annual maximum snowmelt, and occurrences of moderate rain on wet soils. Basing on a compound frequency distribution comprised of univariate general extreme value (GEV) and gamma distributions, we found that a hypothetical 20% increase in the magnitude of rainfall‐related stream discharge results in little change in 96th percentile annual maximum discharge. For the 99th percentile discharge, two waterbodies in our study had a 10% or less increase in annual maximum discharge when annual maximum rainfall‐related discharges increased 20% while the third waterbody had a 16% increase in annual maximum discharges. Additionally, in some cases, annual maximum discharges could be offset by a reduction in the discharge resulting from annual maximum snowmelt events. While only intended as a heuristic tool to explore the interaction among different flood‐causing mechanisms, use of a compound flood frequency distribution suggests a case can be made that not all waterbodies in humid, cold regions will see extensive changes in flooding due to increased rainfall intensities. Copyright © 2011 John Wiley & Sons, Ltd.     

Identification of changes in heavy rainfall events in Ontario,Canada

To assess whether changes in the frequency of heavy rainfall events are occurring over time, annual maximum records from 21 rainfall gauges in Ontario are examined using frequency analysis methods. Relative RMSE and related boxplots are used to characterize assessment for selecting distributions; the Gumbel distribution is verified as one of the most suitable distributions to provide accurate quantile estimates. Records were divided into two time periods, and tested using the Mann-Kendall test and lag-1 autocorrelations to ensure that data in each period are identically distributed. The confidence intervals of design rainfalls for each return period (2, 5, 10, and 25-year) are derived by using resampling method, and compared at 90 % confidence levels. The changes in heavy rainfall intensities are tested at gauges across the Province of Ontario. Several significant decreases in heavy rainfall intensities are identified in central and southern Ontario. Increases in heavy rainfall intensities are identified in gauges at Sioux Lookout and Belleville. The sensitivity analysis of changes identified with respect to the year of splitting indicates changes are occurring during the 1980s and 1990s.     

Probability Estimates of Extreme Temperature Events: Stochastic Modelling Approach vs. Extreme Value Distributions

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.     

Statistics of extremes and estimation of extreme rainfall: I. Theoretical investigation / Statistiques de valeurs extrêmes et estimation de précipitations extrêmes: I. Recherche théorique

Abstract

Abstract The Gumbel distribution has been the prevailing model for quantifying risk associated with extreme rainfall. Several arguments including theoretical reasoning and empirical evidence are supposed to support the appropriateness of the Gumbel distribution. These arguments are examined thoroughly in this work and are put into question. Specifically, theoretical analyses show that the Gumbel distribution is quite unlikely to apply to hydrological extremes and its application may misjudge the risk, as it underestimates seriously the largest extreme rainfall amounts. Besides, it is shown that hydrological records of typical length (some decades) may display a distorted picture of the actual distribution, suggesting that the Gumbel distribution is an appropriate model for rainfall extremes while it is not. In addition, it is shown that the extreme value distribution of type II (EV2) is a more consistent alternative. Based on the theoretical analysis, in the second part of this study an extensive empirical investigation is performed using a collection of 169 of the longest available rainfall records worldwide, each having 100–154 years of data. This verifies the inappropriateness of the Gumbel distribution and the appropriateness of EV2 distribution for rainfall extremes.     

Beta-�� distribution and its application to hydrologic events

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.     

Analyse statistique des séquences sèches dans un bassin du nord de la Tunisie / Statistical analysis of dry events in a northern Tunisian basin

Abstract

A comparative statistical study of dry events during the rainy season is presented. In particular, we carried out statistical processing of the daily records of raingauges in the downstream basin of Lake Ichkeul, in the north of Tunisia. The climate is characterized by a rainy season lasting from the autumn until spring. The Poisson distribution was applied to describe the number of rainfall events, and negative binomial distribution was applied for the length of the dry events, in the rainy season. Since rainfall events are shorter, their duration follows a geometrical distribution, as theoretically required. For planning purposes, the longest seasonal dry spells associated with the various statistical recurrence periods are derived on the basis of the fitted GEV functions. A hydrological year starts at the beginning of the first rainfall event of a given season. The length of hydrological year is determined by the time interval between the start dates of two subsequent rainy seasons. The beginning of the hydrological year occurs on average toward mid-September, but the probability of it occurring before 15 September exceeds 40%. Spatial analysis of dry events is also done. A significant fraction of the dry events occurred for at least two stations simultaneously. Furthermore, 4.5% of the dry events have been observed at all three stations. The analysis of the dry events gives an alternative method to examine the dry spell phenomenon.     

A multiscaling‐based intensity–duration–frequency model for extreme precipitation

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.     

Partial L-moments for the analysis of censored flood samples / Utilisation des L-moments partiels pour l’analyse d’échantillons tronqués de crues

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.     

Application of Fourier series in managing the seasonality of convective and monsoon rainfall

ABSTRACT

This study assesses the performance of Fourier series in representing seasonal variations of the tropical rainfall process in Malaysia. Fourier series are incorporated into a spatial-temporal stochastic model in an attempt to make the model parsimonious and, at the same time, capture the annual variation of rainfall distribution. In view of Malaysia’s main rainfall regime, the model is individually fitted for two regions with distinctive rainfall profiles: one being an urban area receiving rainfall from convective activities whilst the other receives rainfall from monsoonal activities. Since both regions are susceptible to floods, the study focuses on the rainfall process at fine resolution. Fourier series equations are developed to represent the model’s parameters to describe their annual periodicity. The number of significant harmonics for each parameter is determined by inspecting the cumulative fraction of total variance explained by the significant harmonics. Results reveal that the number of significant harmonics assigned for the parameters is slightly higher in the region with monsoonal rains. The overall simulation results show that the proposed model is capable of generating tropical rainfall series from convective and monsoonal activities.

Editor D. Koutsoyiannis Associate editor K. Hamed     

Daily rainfall projections from general circulation models with a downscaling nonhomogeneous hidden Markov model (NHMM) for south‐eastern Australia

An ensemble of stochastic daily rainfall projections has been generated for 30 stations across south‐eastern Australia using the downscaling nonhomogeneous hidden Markov model, which was driven by atmospheric predictors from four climate models for three IPCC emissions scenarios (A1B, A2, and B1) and for two periods (2046–2065 and 2081–2100). The results indicate that the annual rainfall is projected to decrease for both periods for all scenarios and climate models, with the exception of a few scenarios of no statistically significant changes. However, there is a seasonal difference: two downscaled GCMs consistently project a decline of summer rainfall, and two an increase. In contrast, all four downscaled GCMs show a decrease of winter rainfall. Because winter rainfall accounts for two‐thirds of the annual rainfall and produces the majority of streamflow for this region, this decrease in winter rainfall would cause additional water availability concerns in the southern Murray–Darling basin, given that water shortage is already a critical problem in the region. In addition, the annual maximum daily rainfall is projected to intensify in the future, particularly by the end of the 21st century; the maximum length of consecutive dry days is projected to increase, and correspondingly, the maximum length of consecutive wet days is projected to decrease. These changes in daily sequencing, combined with fewer events of reduced amount, could lead to drier catchment soil profiles and further reduce runoff potential and, hence, also have streamflow and water availability implications. Copyright © 2012 John Wiley & Sons, Ltd.     

Evaluating the performance of climate models in reproducing the hydrological characteristics of rainfall events

ABSTRACT

Rainfall events largely control hydrological processes occurring on and in the ground, but the performance of climate models in reproducing rainfall events has not been investigated enough to guide selection among the models when making hydrological projections. We proposed to compare the durations, intensities, and pause periods, as well as depths of rainfall events when assessing the accuracy of general circulation models (GCMs) in reproducing the hydrological characteristics of observed rainfall. We also compared the sizes of design storm events and the frequency and severity of drought to demonstrate the consequences of GCM selection. The results show that rainfall and extreme hydrological event projections could significantly vary depending on climate model selection and weather stations, suggesting the need for a careful and comprehensive evaluation of GCM in the hydrological analysis of climate change. The proposed methods are expected to help to improve the accuracy of future hydrological projections for water resources planning.     

The impact of seasonal flood peak dependence on annual maxima design quantiles

If the maximum annual peak flow series are a mixture of summer and winter flows, a seasonal approach to flood frequency analysis is necessary. While considering seasonal maxima as mutually independent events, the annual maxima distribution is defined as the product of seasonal distributions. However, if the independency assumption does not hold, a bivariate approach with dependent margins should be applied, i.e. the copula approach. The impact of dependency on design quantiles is investigated here in the context of the Fréchet-Hoeffding inequality defining copula bounds and the definition of dependency. The results of the two approaches are compared using six catchments in the San River basin, where in four cases the dependency of seasonal maxima has been identified as positive significant and no strong dominance of any one season is observed. The product model leads to higher estimates of design quantiles than do models where the dependency is taken into account and, therefore, is safe.

EDITOR R. Woods ASSOCIATE EDITOR A. Fiori     

Assessing sub-daily rainstorm variability and its effects on flood processes in the Yangtze River Delta region

ABSTRACT

Taking a representative catchment of the Yangtze River Delta region as the study area, this research evaluated sub-daily rainstorm variability and its potential effects on flood processes based on an integrated approach of the HEC-HMS model and design storm hyetographs. The results show that the intensities of rainfall on sub-daily scale are getting more extreme. The annual maximum 1-, 2- and 3-hour rainstorms followed significant upward trends with increases of 0.32, 0.43 and 0.44 mm per year, respectively, while the annual maximum 6-, 12- and 24-h events had non-significant rising trends. The detected significant trends in short-duration rainstorms were then used to redesign storm hyetographs to drive the HEC-HMS model, the results show that these changes in short-duration rainstorm characteristics would increase the flood peak discharge and flood volume. These findings indicate that regional flood control capabilities must be improved to manage the adverse impacts of rainfall variation under changing environments.     

Non-stationary frequency analysis of extreme precipitation in South Korea using peaks-over-threshold and annual maxima

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.     

A spatial temporal downscaling approach to development of IDF relations for Perth airport region in the context of climate change

ABSTRACT

Downscaling of climate projections is the most adapted method to assess the impacts of climate change at regional and local scales. This study utilized both spatial and temporal downscaling approaches to develop intensity–duration–frequency (IDF) relations for sub-daily rainfall extremes in the Perth airport area. A multiple regression-based statistical downscaling model tool was used for spatial downscaling of daily rainfall using general circulation models (GCMs) (Hadley Centre’s GCM and Canadian Global Climate Model) climate variables. A simple scaling regime was identified for 30 minutes to 24 hours duration of observed annual maximum (AM) rainfall. Then, statistical properties of sub-daily AM rainfall were estimated by scaling an invariant model based on the generalized extreme value distribution. RMSE, Nash-Sutcliffe efficiency coefficient and percentage bias values were estimated to check the accuracy of downscaled sub-daily rainfall. This proved the capability of the proposed approach in developing a linkage between large-scale GCM daily variables and extreme sub-daily rainfall events at a given location. Finally IDF curves were developed for future periods, which show similar extreme rainfall decreasing trends for the 2020s, 2050s and 2080s for both GCMs.

Editor M.C. Acreman; Associate editor S. Kanae     

Robust flood statistics: comparison of peak over threshold approaches based on monthly maxima and TL-moments

ABSTRACT

Flood quantile estimation based on partial duration series (peak over threshold, POT) represents a noteworthy alternative to the classical annual maximum approach since it enlarges the available information spectrum. Here the POT approach is discussed with reference to its benefits in increasing the robustness of flood quantile estimations. The classical POT approach is based on a Poisson distribution for the annual number of exceedences, although this can be questionable in some cases. Therefore, the Poisson distribution is compared with two other distributions (binomial and Gumbel-Schelling). The results show that only rarely is there a difference from the Poisson distribution. In the second part we investigate the robustness of flood quantiles derived from different approaches in the sense of their temporal stability against the occurrence of extreme events. Besides the classical approach using annual maxima series (AMS) with the generalized extreme value distribution and different parameter estimation methods, two different applications of POT are tested. Both are based on monthly maxima above a threshold, but one also uses trimmed L-moments (TL-moments). It is shown how quantile estimations based on this “robust” POT approach (rPOT) become more robust than AMS-based methods, even in the case of occasional extraordinary extreme events.

Editor M.C. Acreman Associate editor A. Viglione     

Frequency analysis of climate extreme events in Zanjan, Iran

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.     

Trivariate generalized extreme value distribution in flood frequency analysis

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.