Statistical Modelling of Extreme Rainfall in Taiwan
AbstractIn this paper, the annual maximum daily rainfall data from 1961 to 2010 are modelled for 18 stations in Taiwan. We fit the rainfall data with stationary and non-stationary generalized extreme value distributions (GEV), and estimate their future behaviour based on the best fitting model. The non-stationary model means that the parameter of location of the GEV distribution is formulated as linear and quadratic functions of time to detect temporal trends in the maximum rainfall. Future behavior refers to the return level and the return period of the extreme rainfall. The 10, 20, 50 and 100-years return levels and their 95% confidence intervals of the return levels stationary models are provided. The return period is calculated based on the record-high (ranked 1st) extreme rainfall brought by the top 10 typhoons for each station in Taiwan. The estimates show that non-stationary model with increasing trend is suitable for the Kaohsiung, Hengchun, Taitung and Dawu stations. The Kaohsing and Hengchun stations have greater trends than the other two stations, showing that the positive trend extreme rainfall in the southern region is greater than in the eastern region of Taiwan. In addition, the Keelung, Anbu, Zhuzihu, Tamsui, Yilan, Taipei, Hsinchu, Taichung, Alishan, Yushan and Tainan stations are fitted well with the Gumbel distribution, while the Sun Moon Lake, Hualien and Chenggong stations are fitted well with the GEV distribution.
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Bibliographic InfoPaper provided by University of Canterbury, Department of Economics and Finance in its series Working Papers in Economics with number 13/09.
Length: 20 pages
Date of creation: 01 Feb 2013
Date of revision:
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Extreme theory; Extreme rainfall; Return level; Typhoon;
Other versions of this item:
- Lan-Fen Chu & Michael McAleer & Ching-Chung Chang, 2012. "Statistical Modelling of Extreme Rainfall in Taiwan," KIER Working Papers 835, Kyoto University, Institute of Economic Research.
- Chu, L-F. & McAleer, M.J. & Chang, C-C., 2012. "Statistical Modelling of Extreme Rainfall in Taiwan," Econometric Institute Research Papers EI 2012-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Lan-Fen Chu & Michael McAleer & Ching-Chung Chang, 2012. "Statistical Modelling of Extreme Rainfall in Taiwan," Documentos de Trabajo del ICAE 2012-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Lan-Fen Chu & Michael McAleer & Ching-Chung Chang, 2013. "Statistical Modelling of Extreme Rainfall in Taiwan," Tinbergen Institute Discussion Papers 13-006/III, Tinbergen Institute.
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters
- Q51 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Valuation of Environmental Effects
- Q57 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Ecological Economics
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- Demetris Koutsoyiannis & George Baloutsos, 2000. "Analysis of a Long Record of Annual Maximum Rainfall in Athens, Greece, and Design Rainfall Inferences," Natural Hazards, International Society for the Prevention and Mitigation of Natural Hazards, vol. 22(1), pages 29-48, July.
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