Threshold models for river flow extremes

Grigg, Olivia Ann Jane and Tawn, Jonathan Angus (2012) Threshold models for river flow extremes. Environmetrics, 23 (4). pp. 295-305. ISSN 1180-4009

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Abstract

We model extreme river flow data from five UK rivers with distinct hydrological properties. The data exhibit significant and complex nonstationarity, which we model using a nonlinear function of hydrological covariates corresponding to soil saturation, latent flow of the river and rainfall. We additionally consider season as a covariate, although the hydrological covariates explain most of the seasonal effect directly. The standard approach to modelling data of this kind is to fix a threshold and to model exceedances of this threshold using the generalised Pareto distribution. We identify a number of problems with this approach in nonstationary cases. To overcome these issues, we propose the use of a censored generalised extreme value distribution for threshold exceedances. The data analysis illustrates a number of features of model fit and in particular the stability of the model parameters and return levels to threshold choice.

Item Type:
Journal Article
Journal or Publication Title:
Environmetrics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2613
Subjects:
ID Code:
76759
Deposited By:
Deposited On:
23 Nov 2015 11:16
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 09:28