A comparative study of the adaptive choice of thresholds in extreme hydrologic events |
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Authors: | Myoung-Jin Um Woncheol Cho Jun-Haeng Heo |
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Institution: | (1) Department of Civil Engineering, Yonsei University, Sinchon-dong, Seodaemun-gu, Seoul, Korea;(2) School of Civil and Environmental Engineering, Yonsei University, Seoul, Korea |
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Abstract: | In the hydrologic analysis of extreme events such as precipitation or floods, the data can generally be divided into two types:
partial duration series and annual maximum series. Partial duration series analysis is a robust method to analyze hydrologic
extremes, but the adaptive choice of an optimal threshold is challenging. The main goal of this paper was to determine the
best method for choosing optimal thresholds. Ten semi-parametric tail index estimators were applied to find the optimal threshold
of a 24-h duration precipitation period using data from the Korean Meteorological Administration. The mean square errors of
the 10 estimators were calculated to determine the optimal threshold using a semi-parametric bootstrap method. A modified
generalized Jackknife estimator determined the best performance in this study among the 10 estimators evaluated with regard
to estimating the mean square error of the shape estimator for the generalized Pareto distribution. |
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Keywords: | |
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