Revealing hidden persistence in maximum rainfall records

ABSTRACT

Clustering of extremes is critical for hydrological design and risk management and challenges the popular assumption of independence of extremes. We investigate the links between clustering of extremes and long-term persistence, else Hurst-Kolmogorov (HK) dynamics, in the parent process exploring the possibility of inferring the latter from the former. We find that (a) identifiability of persistence from maxima depends foremost on the choice of the threshold for extremes, the skewness and kurtosis of the parent process, and less on sample size; and (b) existing indices for inferring dependence from series of extremes are biased downward when applied to non-Gaussian processes. We devise a probabilistic index based on the probability of occurrence of peak-over-threshold events across multiple scales, which can reveal clustering, linking it to the persistence of the parent process. Its application shows that rainfall extremes may exhibit noteworthy departures from independence and consistency with an HK model.