Peaks over threshold method in comparison with block-maxima method for estimating high return levels of several Northern Moravia precipitation and discharges series

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Title:Peaks over threshold method in comparison with block-maxima method for estimating high return levels of several Northern Moravia precipitation and discharges series
Creators:
Jarušková, Daniela; jarus at mat dot fsv dot cvut dot cz; Department of Mathematics, Faculty of Civil Engineering, Czech Technical University, Thákurova 7, CZ – 166 29 Praha 6, Czech Republic
Hanek, Martin; Department of Statistics and Probability, Faculty of Mathematics and Physics, Charles University, Sokolovská 83, CZ – 186 75 Praha 8, Czech Republic
Journal or Publication Title:
Journal of Hydrology and Hydromechanics, 54, 4, pp. 309-319
Uncontrolled Keywords:Precipitation and Discharges Series, High Return Levels, Peaks Over Threshold Method, Block-Maxima Method, Choice of Threshold, Declustering, Splitting the Series into More Homogeneous Parts

Abstract

The peaks over threshold method (POT method) is an alternative to the block-maxima method for estimating return levels (these are the levels that are exceeded by a daily precipitation, resp. by a daily average discharge, only with a given small probability; in statistical language they are called high quantiles) when the studied series are not long enough. The paper compares both methods for precipitation and discharges series of Northern Moravia. It is shown how to overcome problems in the POT method caused by autocorrelation and seasonality.

Official URL: http://147.213.145.2/vc/vc1.asp

Title:Peaks over threshold method in comparison with block-maxima method for estimating high return levels of several Northern Moravia precipitation and discharges series
Translated title:Porovnání odhadu kvantilů s dlouhou dobou opakování metodou špiček nad prahem s metodou blokových maxim pro srážkové a průtokové řady ze severní Moravy
Creators:
Jarušková, Daniela; jarus at mat dot fsv dot cvut dot cz; Department of Mathematics, Faculty of Civil Engineering, Czech Technical University, Thákurova 7, CZ – 166 29 Praha 6, Czech Republic
Hanek, Martin; Department of Statistics and Probability, Faculty of Mathematics and Physics, Charles University, Sokolovská 83, CZ – 186 75 Praha 8, Czech Republic
Uncontrolled Keywords:Precipitation and Discharges Series, High Return Levels, Peaks Over Threshold Method, Block-Maxima Method, Choice of Threshold, Declustering, Splitting the Series into More Homogeneous Parts
Subjects:T Technology > TA Engineering (General). Civil engineering (General)
Divisions:Mathematics, Physics and Earth Sciences > Institute of Hydrodynamics > Journal of Hydrology and Hydromechanics
Journal or Publication Title:Journal of Hydrology and Hydromechanics
Volume:54
Number:4
Page Range:pp. 309-319
ISSN:0042-790X
Publisher:Institute of Hydrology of the Slovak Academy of Sciences and the Institute of Hydrodynamics of the Academy of Sciences of the Czech Republic
Related URLs:
URLURL Type
http://avi.lib.cas.cz/node/55Publisher
ID Code:5934
Item Type:Article
Deposited On:11 Jun 2010 14:44
Last Modified:11 Jun 2010 12:44

Citation

Jarušková, Daniela; Hanek, Martin (2006) Peaks over threshold method in comparison with block-maxima method for estimating high return levels of several Northern Moravia precipitation and discharges series. Journal of Hydrology and Hydromechanics, 54 (4). pp. 309-319. ISSN 0042-790X

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