extreme value analysis
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MAUSAM ◽  
2022 ◽  
Vol 73 (1) ◽  
pp. 59-70
Author(s):  
N. VIVEKANANDAN

Estimation of rainfall for a given return period is of utmost importance for planning and design of minor and major hydraulic structures. This can be achieved through Extreme Value Analysis (EVA) of rainfall by fitting Extreme Value family of Distributions (EVD) such as Generalized Extreme Value, Extreme Value Type-1, Extreme Value Type-2 and Generalized Pareto to the series of observed Annual 1-Day Maximum Rainfall (AMR) data. Based on the intended applications and the variate under consideration, Method of Moments (MoM), Maximum Likelihood Method (MLM) and L-Moments (LMO) are used for determination of parameters of probability distributions. The adequacy of fitting EVD to the AMR series was evaluated by quantitative assessment using Goodness-of-Fit (viz., Chi-square and Kolmogorov-Smirnov) and diagnostic test (viz., D-index) tests and qualitative assessment by the fitted curves of the estimated rainfall. The paper presents a study on intercomparison of EVD (using MoM, MLM and LMO) adopted in EVA of rainfall with illustrative example and the results obtained thereof. 


2022 ◽  
Vol 8 ◽  
Author(s):  
Eun-Young Lee ◽  
Kyung-Ae Park

Extreme value analysis (EVA) has been extensively used to understand and predict long-term return extreme values. This study provides the first approach to EVA using satellite-observed sea surface temperature (SST) data over the past decades. Representative EVA methods were compared to select an appropriate method to derive SST extremes of the East/Japan Sea (EJS). As a result, the peaks-over-threshold (POT) method showed better performance than the other methods. The Optimum Interpolation Sea Surface Temperature (OISST) database was used to calculate the 100-year-return SST values in the EJS. The calculated SST extremes were 1.60–3.44°C higher than the average value of the upper 5th-percentile satellite-observed SSTs over the past decades (1982–2018). The monthly distribution of the SST extremes was similar to the known seasonal variation of SSTs in the EJS, but enhanced extreme SSTs exceeding 2°C appeared in early summer and late autumn. The calculated 100-year-return SSTs were compared with the simulation results of the Coupled Model Intercomparison Project 5 (CMIP5) climate model. As a result, the extreme SSTs were slightly smaller than the maximum SSTs of the model data with a negative bias of –0.36°C. This study suggests that the POT method can improve our understanding of future oceanic warming based on statistical approaches using SSTs observed by satellites over the past decades.


Atmosphere ◽  
2022 ◽  
Vol 13 (1) ◽  
pp. 95
Author(s):  
Phil J. Watson

This paper provides an Extreme Value Analysis (EVA) of the hourly water level record at Fort Denison dating back to 1915 to understand the statistical likelihood of the combination of high predicted tides and the more dynamic influences that can drive ocean water levels higher at the coast. The analysis is based on the Peaks-Over-Threshold (POT) method using a fitted Generalised Pareto Distribution (GPD) function to estimate extreme hourly heights above mean sea level. The analysis highlights the impact of the 1974 East Coast Low event and rarity of the associated measured water level above mean sea level at Sydney, with an estimated return period exceeding 1000 years. Extreme hourly predictions are integrated with future projections of sea level rise to provide estimates of relevant still water levels at 2050, 2070 and 2100 for a range of return periods (1 to 1000 years) for use in coastal zone management, design, and sea level rise adaptation planning along the NSW coastline. The analytical procedures described provide a step-by-step guide for practitioners on how to develop similar baseline information from any long tide gauge record and the associated limitations and key sensitivities that must be understood and appreciated in applying EVA.


Abstract This study investigates how extreme precipitation scales with dew point temperature across the Northeast U.S., both in the observational record (1948-2020) and in a set of downscaled climate projections in the state of Massachusetts (2006-2099). Spatiotemporal relationships between dew point temperature and extreme precipitation are assessed, and extreme precipitation – temperature scaling rates are evaluated on annual and seasonal scales using non-stationary extreme value analysis for annual maxima and partial duration series, respectively. A hierarchical Bayesian model is then developed to partially pool data across sites and estimate regional scaling rates, with uncertainty. Based on the observations, the estimated annual scaling rate is 5.5% per °C, but this varies by season, with most non-zero scaling rates in summer and fall and the largest rates (∼7.3% per °C) in the summer. Dew point temperatures and extreme precipitation also exhibit the most consistent regional relationships in the summer and fall. Downscaled climate projections exhibited different scaling rates compared to the observations, ranging between -2.5 and 6.2% per °C at an annual scale. These scaling rates are related to the consistency between trends in projected precipitation and dew point temperature over the 21st century. At the seasonal scale, climate models project larger scaling rates for the winter compared to the observations (1.6% per °C). Overall, the observations suggest that extreme daily precipitation in the Northeast U.S. only thermodynamic scales with dew point temperature in the warm season, but climate projections indicate some degree of scaling is possible in the cold season under warming.


2022 ◽  
Author(s):  
Leigh R. MacPherson ◽  
Arne Arns ◽  
Svenja Fischer ◽  
Fernando J. Méndez ◽  
Jürgen Jensen

Abstract. Extreme value analysis seeks to assign probabilities to events which deviate significantly from the mean and is thus widely employed in disciplines dealing with natural hazards. In terms of extreme sea levels (ESLs), these probabilities help to define coastal flood risk which guides the design of coastal protection measures. While tide gauge and other systematic records are typically used to estimate ESLs, combining systematic data with historical information has been shown to reduce uncertainties and better represent statistical outliers. This paper introduces a new method for the incorporation of historical information in extreme value analysis which outperforms other commonly used approaches. Monte-Carlo Simulations are used to evaluate a posterior distribution of historical and systematic ESLs based on the prior distribution of systematic data. This approach is applied at the German town of Travemünde, providing larger ESL estimates compared to those determined using systematic data only. We highlight a potential to underestimate ESLs at Travemünde when historical information is disregarded, due to a period of relatively low ESL activity for the duration of the systematic record.


2021 ◽  
Author(s):  
Takuma Naoi ◽  
Yuki Kagawa ◽  
Kimiko Nagino ◽  
Shinsuke Niwa ◽  
Kumiko Hayashi

In the long axon of a neuron, cargo transport between the cell body and terminal synaptic region are mainly supported by the motor proteins kinesin and dynein, which are nano-sized drivers. Synaptic materials packed as cargos are anterogradely transported to the synaptic region by kinesin, whereas materials accumulated at the axon terminals are returned to the cell body by dynein. Extreme value analysis, typically used for disaster prevention in our society, was applied to analyze the velocity of kinesin and dynein nanosized drivers to disclose their physical properties in living cells.


2021 ◽  
Author(s):  
Fabiana Castino ◽  
Bodo Wichura

<p>The current European standard for snow loads on structures relies on characteristic values (i.e., snow loads with an annual probability of exceedance of 0.02 and referred to as the 50-year mean return levels) derived for Germany in 2005 using about 350 snow water-equivalent (SWE) time series from ground stations operated by the German National Weather Service (DWD) [<em>DIN EN 1991-1-3/NA:2019-04</em>, 2019]. Here we present a methodology for generating a new ground snow-loads map for Germany, which aims at improving the relative coarse spatial resolution and reducing uncertainties and inconsistencies at national borders of the actual standard. Our methodology is based on (1) high-quality and homogeneous snow-cover time series, including both daily snow-depth (from about 6000 stations in Germany and in neighbouring countries) and three-weekly water-equivalent observation (from about 10<sup>3</sup> German stations) over the period from 1950 to 2020, (2) an integrated model combining an empirical regression model for snow bulk density and the semi-empirical multi-level ΔSNOW model for generating accurate daily SWE values from 6000 snow-depth time series [<em>Castino et al.</em>, 2022], (3) the spatial interpolation of both daily snow-depth and modelled-SWE time series using a universal-kriging method to generate high spatial-resolution (~1km<sup>2</sup>) rasterised daily snow loads over the period from 1950 to 2020, and (4) the extreme value analysis of the rasterized daily snow loads for estimating the characteristic values at high spatial resolution for the entire German territory. The uncertainties of the obtained characteristic snow-load values will be estimated using a leave-one-out cross validation based on a selection of observed-SWE time series representative of the diversity of the regional snow climatology in Germany. Finally, the characteristic values of the snow-load map generated with this methodology will be compared with the current German standard.   </p> <p> </p> <p><strong>References</strong></p> <p>Castino, F., H. Schellander, B. Wichura, and M. Winkler (2022), SWE modelling: comparison between different approaches applied to Germany, abstract submitted to D-A-CH MeteorologieTagung - 21-25.03.2022, Leipzig.</p> <p>DIN EN 1991-1-3/NA:2019-04 (2019), Nationaler Anhang - National festgelegte Parameter - Eurocode 1: Einwirkungen auf Tragwerke - Teil 1-3: Allgemeine Einwirkungen - Schneelasten, edited, p. 22, Deutsches Institut für Normung e.V., Beuth-Verlag, Berlin.</p>


Author(s):  
Markus Reinert ◽  
Lucia Pineau‐Guillou ◽  
Nicolas Raillard ◽  
Bertrand Chapron

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