Joint modeling of annual maximum precipitation across different duration levels
Loading...
Date
2016
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Summarizing a series of rainfall events for different duration levels by their annual maxima provides
valuable information. These statistics are e.g. the design base of urban drainage systems. Investigating
an entire set of duration levels, the dependence among them has to be taken into account. We propose
an approach where a set of generalized extreme value distributions and a D-vine copula are
exibly
parameterized by the set of duration levels of interest. A priori, it is not necessary to fix the duration
levels nor the number of duration levels. This joint model produces increasing values for both, longer
duration levels and larger return periods. In a sample application, we show that this model is
exible
enough to capture variations across the duration levels while reproducing the correlation structure of
the data. A joint probabilistic model allows to study a new set of design questions where conditional
probabilities or joint return periods are of interest. This is for instance the case when nested sub-
basins are studied. An urban area within a larger catchment will be sensitive to annual maxima of
shorter durations due to high intensities while the enclosing catchment is prone to annual maxima of
long durations due to huge volumes. A risk analysis of the entire catchment requires a joint study of
both and an approach where the duration levels' dependence is taken into account.