Search results for "Extreme value theory"
showing 10 items of 20 documents
Northern Hemisphere extratropical cyclones: A comparison of detection and tracking methods and different reanalyses
2008
Abstract The applicability of three different cyclone detection and tracking schemes is investigated with reanalysis datasets. First, cyclone climatologies and cyclone characteristics of the 40-yr ECMWF Re-Analysis (ERA-40) are compared with the NCEP–NCAR dataset using one method. ERA-40 shows systematically more cyclones, and therefore a higher cyclone center density, than the NCEP–NCAR reanalysis dataset. Geostrophically adjusted geopotential height gradients around cyclone centers, a measure of cyclone intensity, are enhanced in ERA-40 compared with the NCEP–NCAR reanalysis dataset. The variability of the number of cyclones per season is significantly correlated between the two reanalysi…
Estimation of sub-hourly DDF curves using scaling properties of hourly and sub-hourly data at partially gauged site
2005
Abstract In urban drainage systems, knowledge of short-duration rainfall events can be considered as one of the most critical elements when their hydrological behaviour wants to be investigated. The temporal resolution of rainfall data usually available for practical applications is often lower than the data requested for the design procedures or mathematical models application, greatly affecting their reliability. Moreover, when high resolution rain gauges are available in the catchment, the registration period cannot be sufficiently long for obtaining practically usable statistical analyses. The present study proposes a method for estimating the distribution of sub-hourly extreme rainfall…
Quantifying transport into the lowermost stratosphere using simultaneous in-situ measurements of SF<sub>6</sub> and CO&am…
2009
Abstract. The seasonality of transport and mixing of air into the lowermost stratosphere (LMS) is studied using distributions of mean age of air and a mass balance approach, based on in-situ observations of SF6 and CO2 during the SPURT (Spurenstofftransport in der Tropopausenregion, trace gas transport in the tropopause region) aircraft campaigns. Combining the information of the mean age of air and the water vapour distributions we demonstrate that the tropospheric air transported into the LMS above the extratropical tropopause layer (ExTL) originates predominantly from the tropical tropopause layer (TTL). The concept of our mass balance is based on simultaneous measurements of the two pas…
Controlling false match rates in record linkage using extreme value theory
2011
AbstractCleansing data from synonyms and homonyms is a relevant task in fields where high quality of data is crucial, for example in disease registries and medical research networks. Record linkage provides methods for minimizing synonym and homonym errors thereby improving data quality. We focus our attention to the case of homonym errors (in the following denoted as ‘false matches’), in which records belonging to different entities are wrongly classified as equal. Synonym errors (‘false non-matches’) occur when a single entity maps to multiple records in the linkage result. They are not considered in this study because in our application domain they are not as crucial as false matches. Fa…
Diffuse UV erythemal radiation experimental values
2007
[1] Measurements of diffuse UV erythemal radiation (UVER) using a shadowband have been corrected using the models proposed by Drummond (1956), LeBaron et al. (1990), and Batlles et al. (1995). Two different methods were used to validate these models: intercomparison with an Optronic OL754 spectroradiometer and comparison with the values simulated by two radiative transfer codes, SMARTS and SBDART. For this comparison only clear days have been used. The corrected experimental values were analyzed in order to study the average values of the diffuse UVER fraction in relation to the clearness index kt. These varied between 62%, for kt close to 0.8, and 93% for kt of 0.2–0.3. Finally, a study of…
Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation
2013
Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normally distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalised assumption of normally distributed financial returns. Thus it is crucial to model distribution tails properly so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey …
Flood Frequency Analysis for Sicily, Italy
2006
In this paper a regional flood frequency analysis based on the two-component extreme value TCEV distribution is developed using flood data recorded in Sicily. The hierarchical approach, characterized by three investigation levels for estimating the parameters of the theoretical distribution, is discussed first. The highest level of homogeneity hypothesis with regard to the skewness coefficient was verified by using a Monte Carlo technique and taking account of the separation effect proposed by Matalas et al. in 1975. This analysis also showed 1 the inability of the generalized extreme value model to reproduce the empirical cumulative distribution function CDF of the skewness coefficients, a…
Property loss potentials for European midlatitude storms in a changing climate
2007
[1] Winter storms of the midlatitudes are an important factor for property losses caused by natural hazards over Europe. The storm series in early 1990 and late 1999 led to enormous economic damages and insured claims. Although significant trends in North Atlantic/European storm activity have not been identified for the last few decades, recent studies provide evidence that under anthropogenic climate change the number of extreme storms could increase, whereas the total number of cyclones may be slightly reduced. In this study, loss potentials derived from an ensemble of climate models using a simple storm damage model under climate change conditions are shown. For the United Kingdom and Ge…
Use of L-moments approach for regional flood frequency analysis in Sicily, Italy
2008
Extremely great floods are among environmental events with the most disastrous consequences for the entire world. Estimates of their return periods and design values are of great importance in hydrologic modeling, engineering practice for water resources and reservoirs design and management, planning for weather-related emergencies, etc. Regional flood frequency analysis resolves the problem of estimating the extreme flood events for catchments having short data records or ungauged catchments. This paper analyzes annual maximum peak flood discharge data recorded from more than 50 stream flow gauging sites in Sicily, Italy, in order to derive regional flood frequency curves. First these data…
Derivation of flood frequency curves in poorly gauged Mediterranean catchments using a simple stochastic hydrological rainfall-runoff model
2007
In this paper a Monte Carlo procedure for deriving frequency distributions of peak flows using a semi-distributed stochastic rainfall-runoff model is presented. The rainfall-runoff model here used is very simple one, with a limited number of parameters and practically does not require any calibration, resulting in a robust tool for those catchments which are partially or poorly gauged. The procedure is based on three modules: a stochastic rainfall generator module, a hydrologic loss module and a flood routing module. In the rainfall generator module the rainfall storm, i.e. the maximum rainfall depth for a fixed duration, is assumed to follow the two components extreme value (TCEV) distribu…