The Gumbel mixed model for flood frequency analysis
ABSTRACT Many hydrological engineering planning, design, and management problems require a detailed knowledge of flood event characteristics, such as flood peak, volume and duration. Flood frequency analysis often focuses on flood peak values, and hence, provides a limited assessment of flood events. This paper proposes the use of the Gumbel mixed model, the bivariate extreme value distribution model with Gumbel marginals, to analyze the joint probability distribution of correlated flood peaks and volumes, and the joint probability distribution of correlated flood volumes and durations. Based on the marginal distributions of these random variables, the joint distributions, the conditional probability functions, and the associated return periods are derived. The model is tested and validated using observed flood data from the Ashuapmushuan river basin in the province of Quebec, Canada. Results indicate that the model is suitable for representing the joint distributions of flood peaks and volumes, as well as flood volumes and durations.
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ABSTRACT: Copula dependence functions have shown their usefulness to environmental hydrological applications such as rainfall frequency analysis. In this paper we illustrate the utility of the Generalized Diagonal Band copula with two-sided power generating densities (GDB-TSP) in modeling rainfall return periods. Using QQ plots, in addition to, the Cramer-von Misés and Kolmogorov-Smirnov test statistics we show an improvement in using the GDB-TSP model over a traditional distribution approach using the Gumbel mixed model. A comparison of both models produces different results depending on the rainfall regime and returns period under consideration.
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ABSTRACT: In the reliability engineering and design of offshore structures probabilistic approaches are frequently adopted. They require the estimation of extreme quantiles of oceanographic data based on the statistical information. Due to strong correlation between such random variables as e.g. wave heights and wind speeds, application of the multivariate, or bivariate in the simplest case, extreme value theory is sometimes necessary. The paper focuses on the extension of the ACER method for prediction of extreme value statistics to the case of bivariate time series. Using the ACER method it is possible to provide an estimate of the exact extreme value distribution of a univariate time series. This is obtained by introducing a cascade of conditioning approximations to the exact extreme value distribution. When this cascade has converged, an estimate of the exact distribution has been obtained. In this paper it will be shown how the univariate ACER method can be extended in a natural way to also cover the case of bivariate data. Application of the bivariate ACER method will also be demonstrated at the measured coupled wind speed and wave height data.32nd International Conference on Ocean, Offshore and Arctic Engineering (OMAE2013); 06/2013
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ABSTRACT: Univariate frequency analyses are widely used in practical hydrologic design. However, a storm event is usually characterized by amount, intensity, and duration of the storm. To fully understand these characteristics and to use them appropriately in hydrologic design, a multivariate statistical approach is necessary. This study applied a Gumbel mixed model to a bivariate storm frequency analysis using hourly rainfall data collected for 46 years at the Seoul rainfall gauge station in Korea. This study estimated bivariate return periods of a storm such as joint return periods and conditional return periods based on the estimation of joint cumulative distribution functions of storm characteristics. These information on statistical behaviors of a storm can be of great usefulness in the analysis and assessment of the risk associated with hydrologic design problems.Journal of The Korean Society of Civil Engineers. 01/2009; 29(2B).