An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales

Curceac, S. and Atkinson, P.M. and Milne, A. and Wu, L. and Harris, P. (2020) An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales. Journal of Hydrology, 585: 124845. ISSN 0022-1694

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This study investigated core components of an extreme value methodology for the estimation of high-flow frequencies from agricultural surface water run-off. The Generalized Pareto distribution (GPD) was used to model excesses in time-series data that resulted from the ‘Peaks Over Threshold’ (POT) method. First, the performance of eight different GPD parameter estimators was evaluated through a Monte Carlo experiment. Second, building on the estimator comparison, two existing automated GPD threshold selection methods were evaluated against a proposed approach that automates the threshold stability plots. For this second experiment, methods were applied to discharge measured at a highly-instrumented agricultural research facility in the UK. By averaging fine-resolution 15-minute data to hourly, 6-hourly and daily scales, we were also able to determine the effect of scale on threshold selection, as well as the performance of each method. The results demonstrate the advantages of the proposed threshold selection method over two commonly applied methods, while at the same time providing useful insights into the effect of the choice of the scale of measurement on threshold selection. The results can be generalised to similar water monitoring schemes and are important for improved characterisations of flood events and the design of associated disaster management protocols.

Item Type:
Journal Article
Journal or Publication Title:
Journal of Hydrology
Additional Information:
This is the author’s version of a work that was accepted for publication in Journal of Hydrology. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Hydrology, 585, 2020 DOI: 10.1016/j.jhydrol.2020.124845
Uncontrolled Keywords:
?? flood frequency analysisgeneralized pareto distributiongrassland agriculturepeaks over thresholdscale effectsthreshold selectionagriculturedisaster preventiondisastersflood controlfloodspareto principlesurface watersgeneralized pareto distributionsfrequen ??
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Deposited On:
06 Apr 2020 09:00
Last Modified:
20 Jul 2024 00:42