IDEAS home Printed from https://ideas.repec.org/a/spr/nathaz/v77y2015i2p1037-1053.html
   My bibliography  Save this article

GAMLSS-based nonstationary modeling of extreme precipitation in Beijing–Tianjin–Hebei region of China

Author

Listed:
  • Dong-dong Zhang
  • Deng-hua Yan
  • Yi-Cheng Wang
  • Fan Lu
  • Shao-hua Liu

Abstract

Due to the climate variability and the intensification of human activities, the hydrological time series no longer satisfies the hypothesis of stationarity. In this study, a framework for precipitation frequency analysis is developed based on the Generalized Additive Models for Location, Scale and Shape parameters (GAMLSS), a tool for modeling time series under nonstationary condition. Based on the 12 stations in Beijing–Tianjin–Hebei region of China, two approaches to nonstationary modeling in GAMLSS were applied to the annual maximum daily precipitation records. The results of the first approach, in which the parameters of the selected distributions are modeled as a function of time only, show the presence of clear nonstationarities in the annual maximum daily precipitation. In the second approach, the parameters of the precipitation distributions are modeled as functions of seven climate indices. The results show that the model using the second method captures more adequately the dispersion of precipitation values than the model using the first method. The application of nonstationary analysis shows the differences between the nonstationary quantiles and their stationary equivalents, which suggests the urgent need for nonstationary modeling of extreme precipitation in Beijing–Tianjin–Hebei region of China. Copyright Springer Science+Business Media Dordrecht 2015

Suggested Citation

  • Dong-dong Zhang & Deng-hua Yan & Yi-Cheng Wang & Fan Lu & Shao-hua Liu, 2015. "GAMLSS-based nonstationary modeling of extreme precipitation in Beijing–Tianjin–Hebei region of China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(2), pages 1037-1053, June.
  • Handle: RePEc:spr:nathaz:v:77:y:2015:i:2:p:1037-1053
    DOI: 10.1007/s11069-015-1638-5
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11069-015-1638-5
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s11069-015-1638-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ousmane Seidou & Andrea Ramsay & Ioan Nistor, 2012. "Climate change impacts on extreme floods II: improving flood future peaks simulation using non-stationary frequency analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 60(2), pages 715-726, January.
    2. Stasinopoulos, D. Mikis & Rigby, Robert A., 2007. "Generalized Additive Models for Location Scale and Shape (GAMLSS) in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 23(i07).
    3. Bruce A. McCarl & Xavier Villavicencio & Ximing Wu, 2008. "Climate Change and Future Analysis: Is Stationarity Dying?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(5), pages 1241-1247.
    4. J. Rolf Olsen & James H. Lambert & Yacov Y. Haimes, 1998. "Risk of Extreme Events Under Nonstationary Conditions," Risk Analysis, John Wiley & Sons, vol. 18(4), pages 497-510, August.
    5. R. A. Rigby & D. M. Stasinopoulos, 2005. "Generalized additive models for location, scale and shape," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(3), pages 507-554, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. L Liu & Z. X. Xu, 2016. "Regionalization of precipitation and the spatiotemporal distribution of extreme precipitation in southwestern China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 80(2), pages 1195-1211, January.
    2. Jenq-Tzong Shiau, 2020. "Effects of Gamma-Distribution Variations on SPI-Based Stationary and Nonstationary Drought Analyses," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(6), pages 2081-2095, April.
    3. Linhan Yang & Jianzhu Li & Aiqing Kang & Shuai Li & Ping Feng, 2020. "The Effect of Nonstationarity in Rainfall on Urban Flooding Based on Coupling SWMM and MIKE21," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(4), pages 1535-1551, March.
    4. Junqiang Yao & Moyan Li & Qing Yang, 2018. "Moisture sources of a torrential rainfall event in the arid region of East Xinjiang, China, based on a Lagrangian model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 92(1), pages 183-195, November.
    5. Sara Hashempour Motlagh Shirazi & Davar Khalili & Shahrokh Zand-Parsa & Amin Shirvani, 2022. "Spatio-temporal variability of extreme precipitation characteristics under different climatic conditions in Fars province, Iran," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(9), pages 11348-11368, September.
    6. Javad Bazrafshan & Somayeh Hejabi, 2018. "A Non-Stationary Reconnaissance Drought Index (NRDI) for Drought Monitoring in a Changing Climate," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(8), pages 2611-2624, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jianzhu Li & Yuming Lei & Senming Tan & Colin D. Bell & Bernard A. Engel & Yixuan Wang, 2018. "Nonstationary Flood Frequency Analysis for Annual Flood Peak and Volume Series in Both Univariate and Bivariate Domain," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(13), pages 4239-4252, October.
    2. Jianzhu Li & Senming Tan, 2015. "Nonstationary Flood Frequency Analysis for Annual Flood Peak Series, Adopting Climate Indices and Check Dam Index as Covariates," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(15), pages 5533-5550, December.
    3. Yixuan Wang & Jianzhu Li & Ping Feng & Rong Hu, 2015. "A Time-Dependent Drought Index for Non-Stationary Precipitation Series," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(15), pages 5631-5647, December.
    4. Panayi, Efstathios & Peters, Gareth W. & Danielsson, Jon & Zigrand, Jean-Pierre, 2018. "Designating market maker behaviour in limit order book markets," Econometrics and Statistics, Elsevier, vol. 5(C), pages 20-44.
    5. Gauss Cordeiro & Josemar Rodrigues & Mário Castro, 2012. "The exponential COM-Poisson distribution," Statistical Papers, Springer, vol. 53(3), pages 653-664, August.
    6. Christian Kleiber & Achim Zeileis, 2016. "Visualizing Count Data Regressions Using Rootograms," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 296-303, July.
    7. Matteo Malavasi & Gareth W. Peters & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang & Georgy Sofronov, 2021. "Cyber Risk Frequency, Severity and Insurance Viability," Papers 2111.03366, arXiv.org, revised Mar 2022.
    8. Lucio Masserini & Matilde Bini & Monica Pratesi, 2017. "Effectiveness of non-selective evaluation test scores for predicting first-year performance in university career: a zero-inflated beta regression approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(2), pages 693-708, March.
    9. Tong, Edward N.C. & Mues, Christophe & Thomas, Lyn, 2013. "A zero-adjusted gamma model for mortgage loan loss given default," International Journal of Forecasting, Elsevier, vol. 29(4), pages 548-562.
    10. Alexander Silbersdorff & Kai Sebastian Schneider, 2019. "Distributional Regression Techniques in Socioeconomic Research on the Inequality of Health with an Application on the Relationship between Mental Health and Income," IJERPH, MDPI, vol. 16(20), pages 1-28, October.
    11. Tong, Edward N.C. & Mues, Christophe & Brown, Iain & Thomas, Lyn C., 2016. "Exposure at default models with and without the credit conversion factor," European Journal of Operational Research, Elsevier, vol. 252(3), pages 910-920.
    12. Micha{l} Narajewski & Florian Ziel, 2020. "Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories," Papers 2005.01365, arXiv.org, revised Aug 2020.
    13. D. Chiru Naik & Sagar Rohidas Chavan & P. Sonali, 2023. "Incorporating the climate oscillations in the computation of meteorological drought over India," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 117(3), pages 2617-2646, July.
    14. Shuhui Guo & Lihua Xiong & Jie Chen & Shenglian Guo & Jun Xia & Ling Zeng & Chong-Yu Xu, 2023. "Nonstationary Regional Flood Frequency Analysis Based on the Bayesian Method," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(2), pages 659-681, January.
    15. Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2018. "Vulnerability to poverty revisited: Flexible modeling and better predictive performance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(3), pages 439-454, September.
    16. Kuntz, Laura-Chloé, 2020. "Beta dispersion and market timing," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 235-256.
    17. Epstein, Leonardo D. & Inostroza-Quezada, Ignacio E. & Goodstein, Ronald C. & Choi, S. Chan, 2021. "Dynamic effects of store promotions on purchase conversion: Expanding technology applications with innovative analytics," Journal of Business Research, Elsevier, vol. 128(C), pages 279-289.
    18. Serinaldi, Francesco, 2011. "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, vol. 33(6), pages 1216-1226.
    19. Yolanda M. Gómez & Diego I. Gallardo & Marcelo Bourguignon & Eduardo Bertolli & Vinicius F. Calsavara, 2023. "A general class of promotion time cure rate models with a new biological interpretation," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(1), pages 66-86, January.
    20. Christophe Croux & Irène Gijbels & Ilaria Prosdocimi, 2012. "Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models," Biometrics, The International Biometric Society, vol. 68(1), pages 31-44, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:nathaz:v:77:y:2015:i:2:p:1037-1053. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.