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
Diserahkan: 30 September 2011 / Diterima: 29 Mei 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
RUJUKAN
Ashkar, F. & Tatsambon, C.N. 2007. Revisiting some estimation methods for
the generalized Pareto distribution. Journal of Hydrology 346: 136-143.
Balkema, A. & de Haan, L. 1974. Residula life time at great age. The annals of Probability 2: 792-804.
Begueria, S. 2005. Uncertainties in partial duration series modeling of extremes related to
the choice of the threshold value. Journal of Hydrology 303: 215-230.
Coles, S. & Dixon, M.J. 1999. Likelihood-based
inference for extreme value models. Extremes 2 (1): 5-23.
Coles, S., Pericchi,
L.R. & Sisson, S. 2003. A fully probabilistic approach to
extreme rainfall modelling. Journal of Hydrology 273: 35-50.
Cunnane, C. 1973. A particular comparison of annual maxima and partial duration
series methods of flood frequency prediction. Journal of Hydrology 18:
257-271.
Davison, A.C. 1984.
Modelling excesses over high thresholds, with an application. In: Statistical
Extremes and Applications, ed. J. Tiago de Oliveira. Dordrecht: Reidel. pp.
461-482.
Davison, A.C. &
Smith, R.L. 1990. Models for exceedances over high
thresholds. Journal of the Royal Statistical Society 52 (3):
393-442.
Deni, S.M., Suhaila, J.,
Zin, W.Z.W. & Jemain, A.A. 2009. Trends of wet spells
over Peninsular Malaysia during monsoon seasons. Sains Malaysiana 38(2):
133-142.
Elamir, E.A. &
Seheult, A.H. 2003. Trimmed L-moments. Computational Statistics & Data
Analysis 43: 299-314.
Floris,
M., D’Alpaos, A., Squarzoni, C., Genevois, R., & Marani, M. 2010. Recent changes in
rainfall characteristics and their influence on thresholds for debris flow
triggering in the Dolomitic area of Cortina d’Ampezzo, North-Eastern Italian
Alps. Natural Hazards Earth System 10: 571-580.
Harasawa, H. &
Nishioka, S.E. 2003. Climate Change on Japan. Tokyo: KokonShoin Publications.
Harris, R.I. 1999. Improvements to the ‘method of independent storms’. J.
Wind Eng. Ind. Aerodyn. 80: 1-30.
Hosking, J.R.M. &
Wallis, J.R. 1987. Parameter and quantile estimation for the
generalized Pareto distribution. Technometrics 29: 339-349.
Hosking, J.R.M. 1990.
L-moments: Analysis and estimation of distributions using linear combinations
of order statistics. Journal of Royal Statistical Society 52: 105-124.
IPCC 2001. The Scientific Basis. Contribution of Working Group I to
the Second Assessment Report of the Intergovernment Panel on Climate Change. New
York: Cambridge University Press.
IPCC 2007. Climate
Change 2007- The Physical Basis. United Kingdom: Cambridge University
Press.
Juárez, S.F. &
Schucany, W.R. 2004. Robust and efficient estimation of the
generalized Pareto distribution. Extremes 7: 237-251.
Katz, R., Parlange, M.
& Naveau, P. 2002. Statistics of extremes in hydrology. Advance Water Resources 25: 1287-1304.
Kouchak, A.A. &
Nasrollahi, N. 2010. Semi-parametric and parametric inference of extreme value
models for rainfall data. Water Resources Management 24: 1229-1249.
Lana,
X., Burgueno, A., Martinez, M.D. & Serra, C. 2006. Statistical
distribution and sampling strategies for the analysis of extreme dry spells in
Catalonia (NE Spain). Journal of Hydrology 324: 94-114.
Lang,
M., Ouarda, T.B.M.J. & Bobee, B. 1999. Towards operational
guidelines for over-threshold modelling. Journal of Hydrology 225:
103-117.
Li, Y., Cai, W. &
Campbell, E.P. 2005. Statistical modelling of extreme
rainfall in southwest Western Australia. Journal of Climate 18:
852-863.
Madsen, H., Rasmussen,
P.F. & Rosbjerg, D. 1997. Comparison of annual maximum
series and partial duration series for modelling extreme hydrologic events, 1. At-site modelling. Water Resources Research 33: 747-757.
Moharram,
S.H., Gosain, A.K. & Kapoor, P.N. 1993. A
comparative study for the estimators of the generalized Pareto distribution. Journal of Hydrology 150: 169-185.
Pandey, M.D., Van
Gelder, P.H.A.J.M. & Vrijling, J.K. 2003. Bootstrap simulations for
evaluating the uncertainty associated with peaks-over-threshold estimates of
extreme wind velocity. Environmetrics 14: 27-43.
Pickands, J. 1975. Statistical
inference using extreme order statistics. Annals of Statistics 3:
119-130.
Rasmussen, P.F., Ashkar, F.,
Rosbjerg, D. & Bobee, B. 1994. The POT method for flood
estimation: A review. Stochastic and Statistical Methods in Hydrology and
Environmental Engineering, Extreme Values: Floods and Droughts 1: 15-26.
Smith, R.L. 1986.
Extreme value theory based on the r largest annual events. Journal of
Hydrology 86: 27-43.
Smith, R.L. 2001. Extreme value statistics in meteorology and environment. Environmental
Statistics 8: 300-357.
Todorovic, P. 1978.
Stochastic models of floods. Water Resources Research 20: 914-920.
USWRC 1976. Guidelines
for determining flood flow frequency. Washington, DC: United States Water
Resources Council, Bulletin 17, Hydrl. Comm. 73pp.
Zin, W.Z.W., Jemain,
A.A., Ibrahim, K., Suhaila, J. & Deni, S.M. 2009. A comparative study of
extreme rainfall in Peninsular Malaysia: With reference to partial duration and
annual extreme series. Sains Malaysiana 38(5): 751-760.
Zin, W.Z.W. &
Jemain, A.A. 2010. Statistical distributions of extreme dry
spell in Peninsular Malaysia. Theoretical & Applied Climatology 102(3-4):
253-264.
Zin, W.Z.W., Suhaila,
J., Deni, S.M. & Jemain, A.A. 2010. Recent changes in extreme rainfall
events in Peninsular Malaysia: 1971-2005. Theoretical & Applied
Climatology 99(34): 303-314.
*Pengarang
untuk surat-menyurat; email: lingshinyie@gmail.com
|