Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
AbstractThis 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.
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Bibliographic InfoPaper provided by Kyoto University, Institute of Economic Research in its series KIER Working Papers with number 837.
Date of creation: Dec 2012
Date of revision:
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Postal: Yoshida-Honmachi, Sakyo-ku, Kyoto 606-8501
Web page: http://www.kier.kyoto-u.ac.jp/eng/index.html
More information through EDIRC
Generalized extreme value; Extreme rainfall; Return level; Statistical modelling.;
Other versions of this item:
- Lan-Fen Chu & Michael McAleer & Szu-Hua Wang, 2012. "Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan," Tinbergen Institute Discussion Papers 13-004/III, Tinbergen Institute.
- Lan-Fen Chu & Michael McAleer & Szu-Hua Wang, 2012. "Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 2012-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Chu, L-F. & McAleer, M.J. & Wang, S-H., 2012. "Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan," Econometric Institute Research Papers EI 2012-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Lan-Fen Chu & Michael McAleer & Szu-Hua Wang, 2012. "Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan," Working Papers in Economics 12/19, University of Canterbury, Department of Economics and Finance.
- 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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-07 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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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