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Uncertainties in partial duration series modelling of extremes related to the choice of the threshold value

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dc.creator Beguería, Santiago
dc.date 2008-06-24T07:59:45Z
dc.date 2008-06-24T07:59:45Z
dc.date 2005-03
dc.date.accessioned 2017-01-31T01:46:11Z
dc.date.available 2017-01-31T01:46:11Z
dc.identifier Journal of Hydrology, Volume 303, Issues 1-4, 1 March 2005, Pages 215-230
dc.identifier 0022-1694
dc.identifier http://hdl.handle.net/10261/5248
dc.identifier 10.1016/j.jhydrol.2004.07.015
dc.identifier.uri http://dspace.mediu.edu.my:8181/xmlui/handle/10261/5248
dc.description The final version is available at: http://www.sciencedirect.com/science/journal/00221694
dc.description Partial duration series modelling is a robust tool with which to model hydrologic extremes, but because of several technical problems it remains underused. The most important obstacle is the choice of the threshold value, a matter that is currently under investigation by several authors. The truncation value affects the basic assumptions of the model, including arrival times and exceedance magnitudes. This paper considers changes in parameter and quantile estimates as a function of the threshold value (sampling variability). Simulated and real data were used to test the consistency of the model, and a new modelling procedure based on increasing threshold censoring is proposed to overcome these problems. Poisson arrivals and Generalised Pareto exceedances were assumed, and the suitability of this model at different threshold values has been also addressed.
dc.description Funding for this research was provided by the following projects: ‘hydrological processes in semi-natural Mediterranean areas’ (PROHISEM, REN2001-2268-C02-01/HID), ‘hydrological processes in Pirenaic catchments related to the changes in land use and climatic fluctuations’ (PIRIHEROS, REN2003-08678/HID), funded by the Spanish CICYT.
dc.description Peer reviewed
dc.format 1028435 bytes
dc.format application/pdf
dc.language eng
dc.publisher Elsevier
dc.rights openAccess
dc.subject Frequency analysis
dc.subject Extreme rainfall events
dc.subject Peaks over threshold
dc.subject Partial duration series
dc.subject Threshold value
dc.subject Generalised Pareto distribution
dc.subject Threshold stability
dc.title Uncertainties in partial duration series modelling of extremes related to the choice of the threshold value
dc.type Artículo

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