Estimating 10000-year return values from short time series

نویسندگان

  • H. W. van den Brink
  • G. P. Können
چکیده

The distribution of outliers is used as a tool for finding the extreme value distribution of meteorological parameters and to provide return values for large return periods from short records. Its potential is demonstrated for five cases. For extreme winds in the Northern Hemisphere (NH) the method shows that appropriately transformed annual maximum wind speeds can be described by a Gumbel distribution; for extreme waves it rejects the proposed adoption of an exponential distribution and points to a Gumbel distribution; for extreme daily European precipitation R it confirms the theoretically predicted value k = 2/3 in its Weibull distribution and it also justifies the application of the Gumbel distribution to R2/3 up to return periods of about 50 000 years; for seasonal precipitation in the Netherlands it highlights enhanced extreme precipitation in the coastal area in December-January-February (DJF) and failure of the k = 2/3 hypothesis outside June-July-August (JJA); for sea levels in the Southern North Sea it points to the Gumbel distribution and provides improved estimates for the 104-return value of the sea level at coastal stations, which is elaborated for the Dutch tidal station Scheveningen. Copyright  2009 Royal Meteorological Society

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Optimization of runoff Coefficient and Concentration Time in Estimating Flood Discharge Values by SCS Method (Case Study: Catchment Basin of Kohanrood River)

Estimation of floods in a basin with various return periods is one of the effective management strategies for reducing flood damage. One of the methods for estimating flood discharge is to make synthetic unit hydrograph using the physical characteristics of the basin. The more accurate inputs of the model, the more validated results. Hence, in basins in which Instantaneous peak discharge is rec...

متن کامل

Barley Productivity Decomposition in Iran: Comparison of TT, GI, MGI, and GTTI Approaches

In this paper, the authors present new indices for estimating technical change, return to scale, and TFP growth, as well as its decomposition. These indices, Modified General Index (MGI), Generalized Modified General Index (GMGI), and General Time Trend index (GTTI), are generalization of General Index approaches. These approaches were used for productivity decomposition of Iran's barely produc...

متن کامل

پیش‌بینی خشکسالی هیدرولوژیک با استفاده از سری‌های زمانی

INTRODUCTION Hydrologic drought in the sense of deficient river flow is defined as the periods that river flow does not meet the needs of planned programs for system management. Drought is generally considered as periods with insignificant precipitation, soil moisture and water resources for sustaining and supplying the socioeconomic activities of a region. Thus, it is difficult to give a univ...

متن کامل

Statistical regularities in the return intervals of volatility

We discuss recent results concerning statistical regularities in the return intervals of volatility in financial markets. In particular, we show how the analysis of volatility return intervals, defined as the time between two volatilities larger than a given threshold, can help to get a better understanding of the behavior of financial time series. We find scaling in the distribution of return ...

متن کامل

Robustness of systematic risk across time scales

In this paper we propose a new approach to estimating the systematic risk (the beta of an asset) in a capital asset pricing model (CAPM). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-by-scale basis. At each scale, the wavelet variance of the market return and the wavelet covariance between the market return and a portfolio are ca...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009