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Evaluation of classical spatial-analysis schemes of extreme rainfall

Author

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  • Davide Ceresetti

    (LTHE - Laboratoire d'étude des transferts en hydrologie et environnement - OSUG - Observatoire des Sciences de l'Univers de Grenoble - UJF - Université Joseph Fourier - Grenoble 1 - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - INSU - CNRS - Institut national des sciences de l'Univers - IRSTEA - Institut national de recherche en sciences et technologies pour l'environnement et l'agriculture - USMB [Université de Savoie] [Université de Chambéry] - Université Savoie Mont Blanc - CNRS - Centre National de la Recherche Scientifique - IRD - Institut de Recherche pour le Développement - INSU - CNRS - Institut national des sciences de l'Univers - INPG - Institut National Polytechnique de Grenoble - CNRS - Centre National de la Recherche Scientifique)

  • Eugen Ursu

    (GREThA - Groupe de Recherche en Economie Théorique et Appliquée - UB - Université de Bordeaux - CNRS - Centre National de la Recherche Scientifique, MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems - Inria Grenoble - Rhône-Alpes - Inria - Institut National de Recherche en Informatique et en Automatique - LJK - Laboratoire Jean Kuntzmann - UPMF - Université Pierre Mendès France - Grenoble 2 - UJF - Université Joseph Fourier - Grenoble 1 - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - CNRS - Centre National de la Recherche Scientifique - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology)

  • Julie Carreau

    (LSCE - Laboratoire des Sciences du Climat et de l'Environnement [Gif-sur-Yvette] - UVSQ - Université de Versailles Saint-Quentin-en-Yvelines - INSU - CNRS - Institut national des sciences de l'Univers - Université Paris-Saclay - CNRS - Centre National de la Recherche Scientifique - DRF (CEA) - Direction de Recherche Fondamentale (CEA) - CEA - Commissariat à l'énergie atomique et aux énergies alternatives)

  • Sandrine Anquetin

    (LTHE - Laboratoire d'étude des transferts en hydrologie et environnement - OSUG - Observatoire des Sciences de l'Univers de Grenoble - UJF - Université Joseph Fourier - Grenoble 1 - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - INSU - CNRS - Institut national des sciences de l'Univers - IRSTEA - Institut national de recherche en sciences et technologies pour l'environnement et l'agriculture - USMB [Université de Savoie] [Université de Chambéry] - Université Savoie Mont Blanc - CNRS - Centre National de la Recherche Scientifique - IRD - Institut de Recherche pour le Développement - INSU - CNRS - Institut national des sciences de l'Univers - INPG - Institut National Polytechnique de Grenoble - CNRS - Centre National de la Recherche Scientifique)

  • Jean-Dominique Creutin

    (LTHE - Laboratoire d'étude des transferts en hydrologie et environnement - OSUG - Observatoire des Sciences de l'Univers de Grenoble - UJF - Université Joseph Fourier - Grenoble 1 - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - INSU - CNRS - Institut national des sciences de l'Univers - IRSTEA - Institut national de recherche en sciences et technologies pour l'environnement et l'agriculture - USMB [Université de Savoie] [Université de Chambéry] - Université Savoie Mont Blanc - CNRS - Centre National de la Recherche Scientifique - IRD - Institut de Recherche pour le Développement - INSU - CNRS - Institut national des sciences de l'Univers - INPG - Institut National Polytechnique de Grenoble - CNRS - Centre National de la Recherche Scientifique)

  • Laurent Gardes

    (IRMA - Institut de Recherche Mathématique Avancée - UNISTRA - Université de Strasbourg - CNRS - Centre National de la Recherche Scientifique)

  • Stéphane Girard

    (MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems - Inria Grenoble - Rhône-Alpes - Inria - Institut National de Recherche en Informatique et en Automatique - LJK - Laboratoire Jean Kuntzmann - UPMF - Université Pierre Mendès France - Grenoble 2 - UJF - Université Joseph Fourier - Grenoble 1 - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - CNRS - Centre National de la Recherche Scientifique - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology)

  • Gilles Molinie

    (LTHE - Laboratoire d'étude des transferts en hydrologie et environnement - OSUG - Observatoire des Sciences de l'Univers de Grenoble - UJF - Université Joseph Fourier - Grenoble 1 - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - INSU - CNRS - Institut national des sciences de l'Univers - IRSTEA - Institut national de recherche en sciences et technologies pour l'environnement et l'agriculture - USMB [Université de Savoie] [Université de Chambéry] - Université Savoie Mont Blanc - CNRS - Centre National de la Recherche Scientifique - IRD - Institut de Recherche pour le Développement - INSU - CNRS - Institut national des sciences de l'Univers - INPG - Institut National Polytechnique de Grenoble - CNRS - Centre National de la Recherche Scientifique)

Abstract

Extreme rainfall is classically estimated using raingauge data at raingauge locations. An important related issue is to assess return levels of extreme rainfall at ungauged sites. Classical methods consist in interpolating extreme-value models. In this paper, such methods are referred to as regionalization schemes. Our goal is to evaluate three classical regionalization schemes. Each scheme consists of an extreme-value model (block maxima, peaks over threshold) taken from extreme-value theory plus a method to interpolate the parameters of the statistical model throughout the Cévennes-Vivarais region. From the interpolated parameters, the 100-yr quantile level can be estimated over this whole region. A reference regionalization scheme is made of the couple block maxima/kriging, where kriging is an optimal interpolation method. The two other schemes differ from the reference by replacing either the extreme-value model block maxima by peaks over threshold or kriging by a neural network interpolation procedure. Hyper-parameters are selected by cross-validation and the three regionalization schemes are compared by double cross-validation. Our evaluation criteria are based on the ability to interpolate the 100-yr return level both in terms of precision and spatial distribution. It turns out that the best results are obtained by the regionalization scheme combining the peaks-over-threshold method with kriging.

Suggested Citation

  • Davide Ceresetti & Eugen Ursu & Julie Carreau & Sandrine Anquetin & Jean-Dominique Creutin & Laurent Gardes & Stéphane Girard & Gilles Molinie, 2012. "Evaluation of classical spatial-analysis schemes of extreme rainfall," Post-Print hal-00780197, HAL.
  • Handle: RePEc:hal:journl:hal-00780197
    DOI: 10.5194/nhess-12-3229-2012
    Note: View the original document on HAL open archive server: https://hal.science/hal-00780197
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    References listed on IDEAS

    as
    1. Gardes, Laurent & Girard, Stéphane, 2008. "A moving window approach for nonparametric estimation of the conditional tail index," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2368-2388, November.
    2. Abdelaati Daouia & Laurent Gardes & Stéphane Girard & Alexandre Lekina, 2011. "Kernel estimators of extreme level curves," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 311-333, August.
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    Cited by:

    1. Jonathan El Methni & Laurent Gardes & Stéphane Girard, 2014. "Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 988-1012, December.

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