Extreme value analysis in the Danube lower basin discharge time series in the twentieth century

2008 ◽  
Vol 95 (3-4) ◽  
pp. 223-233 ◽  
Author(s):  
C. Mares ◽  
Ileana Mares ◽  
Antoaneta Stanciu
Keyword(s):  
Twentieth Century ◽  
Time Series ◽  
Extreme Value ◽  
Extreme Value Analysis ◽  
Discharge Time ◽  
Value Analysis

scholarly journals Characteristics of Extreme Value Statistics of Annual Maximum Monthly Precipitation in East Asia Calculated Using an Earth System Model of Intermediate Complexity

Atmosphere ◽  
2020 ◽  
Vol 11 (12) ◽  
pp. 1273
Author(s):  
Tosiyuki Nakaegawa ◽  
Takuro Kobashi ◽  
Hirotaka Kamahori
Keyword(s):  
Time Series ◽  
Extreme Precipitation ◽  
Extreme Value ◽  
Nonstationary Time Series ◽  
Return Level ◽  
Extreme Value Statistics ◽  
Extreme Value Analysis ◽  
Monthly Precipitation ◽  
Annual Maximum ◽  
Value Analysis

Extreme precipitation is no longer stationary under a changing climate due to the increase in greenhouse gas emissions. Nonstationarity must be considered when realistically estimating the amount of extreme precipitation for future prevention and mitigation. Extreme precipitation with a certain return level is usually estimated using extreme value analysis under a stationary climate assumption without evidence. In this study, the characteristics of extreme value statistics of annual maximum monthly precipitation in East Asia were evaluated using a nonstationary historical climate simulation with an Earth system model of intermediate complexity, capable of long-term integration over 12,000 years (i.e., the Holocene). The climatological means of the annual maximum monthly precipitation for each 100-year interval had nonstationary time series, and the ratios of the largest annual maximum monthly precipitation to the climatological mean had nonstationary time series with large spike variations. The extreme value analysis revealed that the annual maximum monthly precipitation with a return level of 100 years estimated for each 100-year interval also presented a nonstationary time series which was normally distributed and not autocorrelated, even with the preceding and following 100-year interval (lag 1). Wavelet analysis of this time series showed that significant periodicity was only detected in confined areas of the time–frequency space.

scholarly journals Wind and Wave Extremes from Atmosphere and Wave Model Ensembles

2018 ◽  
Vol 31 (21) ◽  
pp. 8819-8842 ◽  
Author(s):  
Alberto Meucci ◽  
Ian R. Young ◽  
Øyvind Breivik
Keyword(s):  
Time Series ◽  
Wind Speed ◽  
Wave Height ◽  
Significant Wave Height ◽  
Wave Model ◽  
Extreme Value ◽  
Extreme Value Analysis ◽  
Ensemble Forecasts ◽  
Value Analysis ◽  
Model Ensembles

The present work develops an innovative approach to wind speed and significant wave height extreme value analysis. The approach is based on global atmosphere–wave model ensembles, the members of which are propagated in time from the best estimate of the initial state, with slight perturbations to the initial conditions, to estimate the uncertainties connected to model representations of reality. The low correlation of individual ensemble member forecasts at advanced lead times guarantees their independence and allows us to perform inference statistics. The advantage of ensemble probabilistic forecasts is that it is possible to synthesize an equivalent dataset of duration far longer than the simulation period. This allows the use of direct inference statistics to obtain extreme value estimates. A short time series of six years (from 2010 to 2016) of ensemble forecasts is selected to avoid major changes to the model physics and resolution and thus ensure stationarity. This time series is used to undertake extreme value analysis. The study estimates global wind speed and wave height return periods by selecting peaks from ensemble forecasts from +216- to +240-h lead time from the operational ensemble forecast dataset of the European Centre for Medium-Range Weather Forecasts (ECMWF). The results are compared with extreme value analyses performed on a commonly used reanalysis dataset, ERA-Interim, and buoy data. The comparison with traditional methods demonstrates the potential of this novel approach for statistical analysis of significant wave height and wind speed ocean extremes at the global scale.

scholarly journals The transformed-stationary approach: a generic and simplified methodology for non-stationary extreme value analysis

2016 ◽  
Vol 20 (9) ◽  
pp. 3527-3547 ◽  
Author(s):  
Lorenzo Mentaschi ◽  
Michalis Vousdoukas ◽  
Evangelos Voukouvalas ◽  
Ludovica Sartini ◽  
Luc Feyen ◽  
...  
Keyword(s):  
Time Series ◽  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Stationary Time Series ◽  
Alternative Methods ◽  
Extreme Value Analysis ◽  
Accurate Estimation ◽  
Residual Water ◽  
Value Analysis

Abstract. Statistical approaches to study extreme events require, by definition, long time series of data. In many scientific disciplines, these series are often subject to variations at different temporal scales that affect the frequency and intensity of their extremes. Therefore, the assumption of stationarity is violated and alternative methods to conventional stationary extreme value analysis (EVA) must be adopted. Using the example of environmental variables subject to climate change, in this study we introduce the transformed-stationary (TS) methodology for non-stationary EVA. This approach consists of (i) transforming a non-stationary time series into a stationary one, to which the stationary EVA theory can be applied, and (ii) reverse transforming the result into a non-stationary extreme value distribution. As a transformation, we propose and discuss a simple time-varying normalization of the signal and show that it enables a comprehensive formulation of non-stationary generalized extreme value (GEV) and generalized Pareto distribution (GPD) models with a constant shape parameter. A validation of the methodology is carried out on time series of significant wave height, residual water level, and river discharge, which show varying degrees of long-term and seasonal variability. The results from the proposed approach are comparable with the results from (a) a stationary EVA on quasi-stationary slices of non-stationary series and (b) the established method for non-stationary EVA. However, the proposed technique comes with advantages in both cases. For example, in contrast to (a), the proposed technique uses the whole time horizon of the series for the estimation of the extremes, allowing for a more accurate estimation of large return levels. Furthermore, with respect to (b), it decouples the detection of non-stationary patterns from the fitting of the extreme value distribution. As a result, the steps of the analysis are simplified and intermediate diagnostics are possible. In particular, the transformation can be carried out by means of simple statistical techniques such as low-pass filters based on the running mean and the standard deviation, and the fitting procedure is a stationary one with a few degrees of freedom and is easy to implement and control. An open-source MATLAB toolbox has been developed to cover this methodology, which is available at https://github.com/menta78/tsEva/ (Mentaschi et al., 2016).

scholarly journals Non-stationary Extreme Value Analysis: a simplified approach for Earth science applications

2016 ◽  
Author(s):  
Lorenzo Mentaschi ◽  
Michalis Vousdoukas ◽  
Evangelos Voukouvalas ◽  
Ludovica Sartini ◽  
Luc Feyen ◽  
...  
Keyword(s):  
Time Series ◽  
Extreme Values ◽  
Extreme Value ◽  
Stationary Time Series ◽  
Alternative Methods ◽  
Extreme Value Analysis ◽  
Accurate Estimation ◽  
Residual Water ◽  
Value Analysis ◽  
Simplified Approach

Abstract. Statistical approaches to study extreme events require by definition long time series of data. The climate is subject to natural and anthropogenic variations at different temporal scales, leaving their footprint on the frequency and intensity of climatic and hydrological extremes, therefore assumption of stationarity is violated and alternative methods to conventional stationary Extreme Value Analysis (EVA) need to be adopted. In this study we introduce the Transformed-Stationary (TS) methodology for non-stationary EVA. This approach consists in (i) transforming a non-stationary time series into a stationary one to which the stationary EVA theory can be applied; and (ii) reverse-transforming the result into a non-stationary extreme value distribution. As a transformation we propose and discuss a simple time-varying normalization of the signal and show that it allows a comprehensive formulation of non stationary GEV/GPD models with constant shape parameter. A validation of the methodology is carried out on time series of significant wave height, residual water level, and river discharge, which show varying degrees of long-term and seasonal variability. The results from the proposed approach are comparable with the ones from (a) a stationary EVA on quasi-stationary slices of non stationary series and (b) the previously applied non stationary EVA approach. However, the proposed technique comes with advantages in both cases, as in contrast to (a) it uses the whole time horizon of the series for the estimation of the extremes, allowing for a more accurate estimation of large return levels; and with respect to (b) it decouples the detection of non-stationary patterns from the fitting of the extreme values distribution. As a result the steps of the analysis are simplified and intermediate diagnostics are possible. In particular the transformation can be carried out by means of simple statistical techniques such as low-pass filters based on running mean and standard deviation, and the fitting procedure is a stationary one with a few degrees of freedom and easy to implement and control. An open-source MATLAB toolbox has been developed to cover this methodology, available at https://bitbucket.org/menta78/tseva.

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