Sains Malaysiana 41(11)(2012): 1389–1401
Analysis
of T-Year Return Level for Partial Duration Rainfall Series
(Analisis Tahap Ulangan T-Tahun bagi Siri Hujan Tempoh
Separa)
Wendy Ling Shin
Yie* & Noriszura Ismail
School
of Mathematical Sciences, Faculty of Science and Technology,
Universiti
Kebangsaan Malaysia, 43600 Bangi, Selangor Darul Ehsan, Malaysia
Received: 30 September 2011
/ Accepted: 29 May 2012
ABSTRACT
This paper aims to estimate the Generalized Pareto Distribution (GPD)
parameters and predicts the T-year return levels of extreme rainfall events
using the partial duration series (PDS) method based on the hourly
rainfall data of five stations in Peninsular Malaysia. In particular, the GPD parameters
are estimated using five methods namely the method of Moments (MOM),
the probability weighted moments (PWM), the L-moments (LMOM),
the trimmed L-moments (TLMOM) and the maximum likelihood (ML)
and the performance of the T-year return level of each estimation method is
analyzed based on the RMSE measure obtained from Monte Carlo
simulation. In addition, we suggest the weighted average model, a model which
assigns the inverse variance of several methods as weights, to estimate the
T-year return level. This paper contributes to the hydrological literatures in
terms of three main elements. Firstly, we suggest the use of hourly rainfall
data as an alternative to provide a more detailed and valuable information for
the analysis of extreme rainfall events. Secondly, this study applies five
methods of parametric approach for estimating the GPD parameters
and predicting the T-year return level. Finally, in this study we propose the
weighted average model, a model that assigns the inverse variance of several
methods as weights, for the estimation of the T-year return level.
Keywords: Generalized Pareto Distribution; parameter estimation;
partial duration series; T-year return level
ABSTRAK
Kajian ini bertujuan menganggar parameter Taburan Pareto Teritlak
(GPD)
dan meramal tahap ulangan T-tahun bagi kejadian hujan melampau menggunakan
kaedah siri tempoh separa (PDS) berdasarkan data hujan per jam
untuk lima stesen di Semenanjung Malaysia. Secara
khususnya, parameter GPD dianggar melalui lima kaedah iaitu
momen (MOM), momen kebarangkalian berpemberat (PWM),
L-momen (LMOM), TL-momen (TLMOM)
dan kebolehjadian maksimum (ML) dan prestasi tahap ulangan
T-tahun untuk setiap kaedah dianalisis berdasarkan ukuran RMSE yang
diperoleh melalui simulasi Monte Carlo. Selain itu, kajian ini mencadangkan
model purata berpemberat, iaitu suatu model yang mewakilkan pemberat setiap kaedah
dengan songsangan varian untuk menganggar tahap ulangan T-tahun. Kajian ini menyumbang kepada literatur hidrologi melalui tiga
elemen utama. Pertama, kami mencadangkan penggunaan
data hujan per jam sebagai alternatif untuk memberikan maklumat yang lebih
bermakna dan menyeluruh bagi analisis kejadian hujan melampau. Kedua,
dalam kajian ini kami menggunakan lima kaedah daripada
pendekatan berparameter untuk menganggar parameter GPD dan
meramal tahap ulangan T-tahun. Akhir sekali, kami mencadangkan model purata
berpemberat, iaitu suatu model yang mewakilkan pemberat setiap kaedah dengan
songsangan varian untuk penganggaran tahap ulangan T-tahun.
Kata kunci: Penganggaran parameter; siri tempoh
separa; Taburan Pareto Teritlak; tahap ulangan T-tahun
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*Corresponding author; email: lingshinyie@gmail.com
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