A unified statistical model for hydrological variables including the selection of threshold for the peak over threshold method

[1] This paper explores the use of a mixture model for determining the marginal distribution of hydrological variables, consisting of a truncated central distribution that is representative of the central or main-mass regime, which for the cases studied is a lognormal distribution, and of two generalized Pareto distributions for the maximum and minimum regimes, representing the upper and lower tails, respectively. The thresholds defining the limits between these regimes and the central regime are parameters of the model and are calculated together with the remaining parameters by maximum likelihood. After testing the model with a simulation study we concluded that the upper threshold of the model can be used when applying the peak over threshold method. This will yield an automatic and objective identification of the threshold presenting an alternative to existing methods. The model was also applied to four hydrological data series: two mean daily flow series, the Thames at Kingston (United Kingdom), and the Guadalfeo River at Orgiva (Spain); and two daily precipitation series, Fort Collins (CO, USA), and Orgiva (Spain). It was observed that the model improved the fit of the data series with respect to the fit obtained with the lognormal (LN) and, in particular, provided a good fit for the upper tail. Moreover, we concluded that the proposed model is able to accommodate the entire range of values of some significant hydrological variables.

[1]  G. Évin,et al.  Two‐component mixtures of normal, gamma, and Gumbel distributions for hydrological applications , 2011 .

[2]  D. Dupuis Exceedances over High Thresholds: A Guide to Threshold Selection , 1999 .

[3]  Philippe Naveau,et al.  A statistical rainfall‐runoff mixture model with heavy‐tailed components , 2009 .

[4]  B. Gouldby,et al.  Statistical simulation of flood variables: incorporating short‐term sequencing , 2008 .

[5]  Andreas Schumann,et al.  Modeling of daily precipitation at multiple locations using a mixture of distributions to characterize the extremes , 2009 .

[6]  Lee Fawcett,et al.  Improved estimation for temporally clustered extremes , 2007 .

[7]  Johan Segers,et al.  Inference for clusters of extreme values , 2003 .

[8]  Malcolm R Leadbetter,et al.  On a basis for 'Peaks over Threshold' modeling , 1991 .

[9]  Miguel A. Losada,et al.  Non-stationary wave height climate modeling and simulation , 2011 .

[10]  Philippe Naveau,et al.  Stochastic downscaling of precipitation: From dry events to heavy rainfalls , 2007 .

[11]  A. Frigessi,et al.  A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection , 2002 .

[12]  Jonathan A. Tawn,et al.  Statistical models for overdispersion in the frequency of peaks over threshold data for a flow series , 2010 .

[13]  Bernard Bobée,et al.  Towards operational guidelines for over-threshold modeling , 1999 .

[14]  S. Coles,et al.  An Introduction to Statistical Modeling of Extreme Values , 2001 .

[15]  H. Akaike A new look at the statistical model identification , 1974 .

[16]  J. Pickands Statistical Inference Using Extreme Order Statistics , 1975 .

[17]  The effect of temporal dependence on the estimation of the frequency of extreme ocean climate events , 2006, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[18]  Richard L. Smith,et al.  Models for exceedances over high thresholds , 1990 .

[19]  Asunción Baquerizo,et al.  Surface Seiche Formation on a Shallow Reservoir in Complex Terrain , 2011 .

[20]  Julian Stander,et al.  Automated threshold selection methods for extreme wave analysis , 2009 .

[21]  T. Marsh,et al.  The 1894 Thames flood—a reappraisal , 2005 .

[22]  C. Cunnane,et al.  A note on the Poisson assumption in partial duration series models , 1979 .

[23]  A. O'Hagan,et al.  Accounting for threshold uncertainty in extreme value estimation , 2006 .

[24]  S. Kotz,et al.  Parameter estimation of the generalized Pareto distribution—Part II , 2010 .

[25]  Hedibert Freitas Lopes,et al.  Data driven estimates for mixtures , 2004, Comput. Stat. Data Anal..

[26]  M. Parlange,et al.  Statistics of extremes in hydrology , 2002 .

[27]  Antonio Moñino,et al.  An energy balance snowmelt model in a Mediterranean site , 2009 .

[28]  H. Madsen,et al.  Comparison of annual maximum series and partial duration series methods for modeling extreme hydrologic events: 1. At‐site modeling , 1997 .

[29]  Richard W. Katz,et al.  Improving the simulation of extreme precipitation events by stochastic weather generators , 2008 .

[30]  Carlo De Michele,et al.  Extremes in Nature : an approach using Copulas , 2007 .

[31]  D. Gamerman,et al.  Bayesian analysis of extreme events with threshold estimation , 2004 .

[32]  J. Hosking,et al.  Parameter and quantile estimation for the generalized pareto distribution , 1987 .

[33]  Lee Fawcett,et al.  Markov chain models for extreme wind speeds , 2006 .

[34]  M. Losada,et al.  The hydrological response of baseflow in fractured mountain areas , 2009 .

[35]  J. Smith,et al.  Estimating the upper tail of flood frequency distributions , 1987 .

[36]  B. Gouldby,et al.  A simulation method for flood risk variables , 2007 .