scholarly journals A bayesian analysis of the annual maximum temperature using generalized extreme value distribution

MAUSAM ◽  
2021 ◽  
Vol 72 (3) ◽  
pp. 607-618
Author(s):  
CHERAITIA HASSEN

The annual maximum temperature was modeled using the Generalized Extreme Value (GEV) distribution to Jijel weather station. The Mann-Kendall (MK) and Kwiatkowski Phillips, Schmidt and Shin (KPSS) tests suggest a stationary model without linear trend in the location parameter. The Kurtosis and the Skewness statistics indicated that the normality assumption was rejected. The Likelihood Ratio test was used to determine the best model and the goodness-of-fit tests showed that our data is suitable with a stationary Gumbel distribution. The Maximum Likelihood estimation method and the Bayesian approach using the Monte Carlo method by Markov Chains (MCMC) were used to find the parameters of the Gumbel distribution and the return levels were obtained for different periods. JEL Classification: C1, C13, C46, C490.

2021 ◽  
Vol 36 ◽  
pp. 01010
Author(s):  
Nurfatini Mohd Supian ◽  
Husna Hasan

The issues on global warming have become very popular and been discussed both locally and internationally. This phenomenon due to the temperature rises will increase the variability of climate and more natural disasters were expected to occur. Increasing of global temperature will affect the agricultural sector, increase some of the infectious diseases that may lead to high mortality rates in humans, high demand for electricity, water and food which eventually affecting the economy of Malaysia. Hence, this work aims to study the best fitted probability distribution that describes the annual maximum temperature recorded at seventeen meteorological stations in Malaysia. The Normal, Lognormal, Gamma, Weibull and Generalized Skew Logistic distributions are considered using the maximum likelihood estimation method to estimate the parameters. The goodness of fit test and model selection criteria such as Kolmogorov-Smirnov and AndersonDarling tests, Corrected Akaike Information Criterion and Bayesian Information Criterion are used to measure the accuracy of the predicted data using theoretical probability distributions. The results show that most of the stations favour the Generalized Skew Logistic distribution as the best fitted probability distribution. Also, some stations favour the Normal, Lognormal as well as Weibull distribution as the best fitted distribution to describe the annual maximum temperature.


2020 ◽  
Author(s):  
Łukasz Gruss ◽  
Jaroslav Pollert Jr. ◽  
Jaroslav Pollert Sr. ◽  
Mirosław Wiatkowski ◽  
Stanisław Czaban

Abstract. In hydrology, statistics of extremes play an important role in the use of time series analysis as well as in planning, design and operation of hydrotechnical structures and water systems. In particular, probability distributions are used to estimate and forecast floods. However, in order to use distributions, the data must be random, with a change-point and should not have a trend. Unfortunately, the data being analyzed are not independent, which is very often due to the anthropogenic impact, among other factors. In situations where various processes generate rainfall and floods in river basins, the use of mixed distributions is recommended. However, an accurate estimation of multiple parameters derived from a mixture of distributions can be difficult, which is the biggest disadvantage of this approach. Therefore, as an alternative, we propose a new extension of the GEV distribution – the Dual Gamma Generalized Extreme Value Distribution (GGEV) developed by Nascimento, Bourguignony and Leão (2016). We compared this distribution with selected 3-parameter distributions: Pearson type III, Log-Normal, Weibull and Generalized Extreme Value. In addition, various methods of estimating 3-parameter distributions were used. As a case study, rivers from Poland and the Czech Republic were investigated, because this has a significant impact on water management in the Upper Oder basin due to the strategic water reservoirs and other hydrotechnical constructions, either existing or planned. Currently, there are no clearly indicated distributions for the Upper Oder basin. Therefore, our aim was to approximate them. Two methods were used, namely the Annual Maximum (AM) and the Peaks Over Threshold (POT). In the latter case, two methods for determining the threshold were used, namely: the Mean of the Annual Maximum River Flows (MAMRF) and the Hill plot. Hence, the basic 3-parameter Weibull distribution, with parameters estimated using the modified method of moments and the maximum likelihood estimation, yielded a better fit to the observation series in the AM and POT methods. For the AM and POT (MAMRF, Hill plot) methods, the GGEV turned out to be the best-fitted distribution according to the Mean Absolute Relative Error (MARE). The GGEV distribution can be used as an alternative to mixed distributions in various samples, both homogeneous and heterogeneous. This distribution turned out to be the best fit especially for the sample whose independence is affected by the presence of a GGEV water reservoir.


2021 ◽  
Vol 12 (23) ◽  
pp. 61-71
Author(s):  
Mykola Pashynskyi ◽  
◽  
Victor Pashynskyi ◽  
Evgeniy Klymenko ◽  
◽  
...  

The aim of this work is to improve a method for determining the characteristic values of climatic loads according to a probabilistic model of the annual maxima sequence, by choosing a rational type of generalized extreme value distribution law. An analysis is provided regarding the suitability of using four types of distributions for describing a data collection of maximum values of climatic loads. Using example data from the meteorological stations of Ukraine, it is found that for coefficients of variation smaller than 0.85–1.0, it is advisable to use the double exponential Gumbel distribution (generalized extreme value distribution type-I), and at higher values of the coefficient of variation, it is advisable to use the Weibull distribution (generalized extreme value distribution type-III). Recommendations are provided for considering the accuracy in the estimations of the characteristic values of loads according to the probabilistic model for the annual maximum value series.


Author(s):  
Silvie Kozlovská ◽  
Jakub Šácha ◽  
František Toman

The sum of design precipitation of a selected repetition period, provided that it is evenly distributed over the river basin area, is a basic input for the calculation of the direct outflow volume by the curve number method. It is necessary to determine the design precipitation for each location using the statistical methods and the longest available data series on daily precipitation sums, or more specifically their annual maximums. This paper deals with the determination of design precipitation from data of eight stations of the Czech Hydrometeorological Institute for the period 1961–2013. From a series of annual maximum values of daily precipitation sums, N‑year design precipitations were calculated using two methods (Gumbel and generalized extreme value distributions). The conformity of both models with empirical distribution of values was statistically tested to evaluate which of the models gave more accurate results. In these cases, it was more appropriate to use the generalized extreme value distribution. Finally, the newly calculated characteristics were compared with the design values used by Šamaj et al. (1985), where significant differences were found.


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