Bayesian flood frequency analysis in the light of model and parameter uncertainties

The specific objective of the paper is to propose a new flood frequency analysis method considering uncertainty of both probability distribution selection (model uncertainty) and uncertainty of parameter estimation (parameter uncertainty). Based on Bayesian theory sampling distribution of quantiles or design floods coupling these two kinds of uncertainties is derived, not only point estimator but also confidence interval of the quantiles can be provided. Markov Chain Monte Carlo is adopted in order to overcome difficulties to compute the integrals in estimating the sampling distribution. As an example, the proposed method is applied for flood frequency analysis at a gauge in Huai River, China. It has been shown that the approach considering only model uncertainty or parameter uncertainty could not fully account for uncertainties in quantile estimations, instead, method coupling these two uncertainties should be employed. Furthermore, the proposed Bayesian-based method provides not only various quantile estimators, but also quantitative assessment on uncertainties of flood frequency analysis.

[1]  Jery R. Stedinger,et al.  Generalized Maximum Likelihood Pareto‐Poisson estimators for partial duration series , 2001 .

[2]  George Kuczera,et al.  Combining site and regional flood information using a Bayesian Monte Carlo approach , 2009 .

[3]  P. Gelder,et al.  Selection of Probability Distributions with a Case Study on Extreme Oder River Discharges , 2022 .

[4]  Giuliano Di Baldassarre,et al.  Model selection techniques for the frequency analysis of hydrological extremes , 2009 .

[5]  Wilson H. Tang,et al.  Bayesian Frequency Analysis , 1980 .

[6]  Sang Ug Kim,et al.  Identification of uncertainty in low flow frequency analysis using Bayesian MCMC method , 2008 .

[7]  J. Stedinger Frequency analysis of extreme events , 1993 .

[8]  H. Haario,et al.  An adaptive Metropolis algorithm , 2001 .

[9]  Daniel R. H. O'Connell,et al.  Nonparametric Bayesian flood frequency estimation , 2005 .

[10]  Lawrence L. Kupper,et al.  Probability, statistics, and decision for civil engineers , 1970 .

[11]  T. V. Hromadka,et al.  Approximate confidence intervals for design floods for a single site using a neural network , 1999 .

[12]  Taha B. M. J. Ouarda,et al.  Approximate Confidence Intervals for Quantiles of Gamma and Generalized Gamma Distributions , 1998 .

[13]  Kaz Adamowski,et al.  Asymptotic variance of flood quantile in log Pearson Type III distribution with historical information , 1993 .

[14]  Jery R. Stedinger,et al.  Bayesian MCMC flood frequency analysis with historical information , 2005 .

[15]  George Kuczera,et al.  Comprehensive at‐site flood frequency analysis using Monte Carlo Bayesian inference , 1999 .

[16]  Mathieu Ribatet,et al.  A regional Bayesian POT model for flood frequency analysis , 2007, 0802.0433.

[17]  Eric F. Wood,et al.  A Bayesian approach to analyzing uncertainty among flood frequency models , 1975 .

[18]  T. E. Unny,et al.  Model uncertainty in flood frequency analysis and frequency‐based design , 1976 .

[19]  Ataur Rahman,et al.  Selection of the best fit flood frequency distribution and parameter estimation procedure: a case study for Tasmania in Australia , 2011 .

[20]  E. Chbab BAYESIAN FREQUENCY ANALYSIS OF EXTREME RIVER DISCHARGES , 2000 .

[21]  D. Rubin,et al.  Inference from Iterative Simulation Using Multiple Sequences , 1992 .

[22]  Daniel R. H. O'Connell,et al.  Bayesian flood frequency analysis with paleohydrologic bound data , 2002 .

[23]  G. Kuczera Combining site‐specific and regional information: An empirical Bayes Approach , 1982 .

[24]  Eric F. Wood,et al.  Bayesian inference and decision making for extreme hydrologic events , 1975 .

[25]  Bruno Merz,et al.  Separating natural and epistemic uncertainty in flood frequency analysis , 2005 .

[26]  Jery R. Stedinger,et al.  Confidence Intervals for Design Events , 1983 .

[27]  J. Stedinger,et al.  Flood Frequency Analysis With Historical and Paleoflood Information , 1986 .

[28]  Jery R. Stedinger,et al.  Confidence Interval for Design Floods with Estimated Skew Coefficient , 1991 .

[29]  W. L. Lane,et al.  An algorithm for computing moments‐based flood quantile estimates when historical flood information is available , 1997 .

[30]  W. L. Lane,et al.  Confidence intervals for expected moments algorithm flood quantile estimates , 2001 .

[31]  Taha B. M. J. Ouarda,et al.  A parametric Bayesian combination of local and regional information in flood frequency analysis , 2006 .

[32]  Jery R. Stedinger,et al.  Historical information in a generalized Maximum Likelihood Framework with partial duration and annual maximum series , 2001 .