Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan

Type of content
Discussion / Working Papers
Publisher's DOI/URI
Thesis discipline
Degree name
Publisher
University of Canterbury. Department of Economics and Finance
Journal Title
Journal ISSN
Volume Title
Language
Date
2012
Authors
Chu, L-F.
McAleer, M.
Wang, S-H.
Abstract

This paper has two primary purposes. First, we fit the annual maximum daily rainfall data for 6 rainfall stations, both with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in Taiwan, and detect the changes between the two phases for extreme rainfall. The non-stationary model means that the location parameter in the GEV distribution is a linear function of time to detect temporal trends in maximum rainfall. Second, we compute the future behavior of stationary models for the return levels of 10, 20, 50 and 100-years based on the period 1960-2010. In addition, the 95% confidence intervals of the return levels are provided. This is the first investigation to use generalized extreme value distributions to model extreme rainfall in Taiwan.

Description
Working paper No. 19/2012
Citation
Chu, L-F., McAleer, M., Wang, S-H. (2012) Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan..
Keywords
generalized extreme value, extreme rainfall, return level, statistical modelling.
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Fields of Research::49 - Mathematical sciences::4905 - Statistics::490510 - Stochastic analysis and modelling
Fields of Research::37 - Earth sciences::3701 - Atmospheric sciences::370108 - Meteorology
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