IDEAS home Printed from https://ideas.repec.org/p/ems/eureir/38692.html
   My bibliography  Save this paper

Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan

Author

Listed:
  • Chu, L-F.
  • McAleer, M.J.
  • Wang, S-H.

Abstract

This 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.

Suggested Citation

  • 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.
    • Handle: RePEc:ems:eureir:38692
    as

    Download full text from publisher

    File URL: https://repub.eur.nl/pub/38692/EI2012-36.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Demetris Koutsoyiannis & George Baloutsos, 2000. "Analysis of a Long Record of Annual Maximum Rainfall in Athens, Greece, and Design Rainfall Inferences," 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. 22(1), pages 29-48, July.
    2. O. Yul Kwon, 2007. "South Korea," Chapters, in: Anis Chowdhury & Iyanatul Islam (ed.), Handbook on the Northeast and Southeast Asian Economies, chapter 2, Edward Elgar Publishing.
    Full references (including those not matched with items on IDEAS)

    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. 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.
    2. Shu-Ling Chen & Hyeongwoo Kim, 2011. "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," International Economic Journal, Taylor & Francis Journals, vol. 25(2), pages 239-250.
    3. Jonas Smit Andersen & Sara Maria Lerer & Antje Backhaus & Marina Bergen Jensen & Hjalte Jomo Danielsen Sørup, 2017. "Characteristic Rain Events: A Methodology for Improving the Amenity Value of Stormwater Control Measures," Sustainability, MDPI, vol. 9(10), pages 1-18, October.
    4. Long Wan & Jinxing Zhou & Hongyan Guo & Ming Cui & Yuguo Liu, 2016. "Trend of water resource amount, drought frequency, and agricultural exposure to water stresses in the karst regions of South 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(1), pages 23-42, January.
    5. Kenji Kushida, 2011. "Leading without Followers: How Politics and Market Dynamics Trapped Innovations in Japan’s Domestic “Galapagos” Telecommunications Sector," Journal of Industry, Competition and Trade, Springer, vol. 11(3), pages 279-307, September.
    6. Khaled Haddad & Ataur Rahman, 2014. "Derivation of short-duration design rainfalls using daily rainfall statistics," 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. 74(3), pages 1391-1401, December.
    7. Ioannis M. Kourtis & Ioannis Nalbantis & George Tsakiris & Basil Ε. Psiloglou & Vassilios A. Tsihrintzis, 2023. "Updating IDF Curves Under Climate Change: Impact on Rainfall-Induced Runoff in Urban Basins," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(6), pages 2403-2428, May.
    8. Amir AghaKouchak & Nasrin Nasrollahi, 2010. "Semi-parametric and Parametric Inference of Extreme Value Models for Rainfall Data," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 24(6), pages 1229-1249, April.
    9. Matteo Gentilucci & Alessandro Rossi & Niccolò Pelagagge & Domenico Aringoli & Maurizio Barbieri & Gilberto Pambianchi, 2023. "GEV Analysis of Extreme Rainfall: Comparing Different Time Intervals to Analyse Model Response in Terms of Return Levels in the Study Area of Central Italy," Sustainability, MDPI, vol. 15(15), pages 1-25, July.
    10. I. E. Okorie & A. C. Akpanta & J. Ohakwe & D. C. Chikezie & C. U. Onyemachi & M. C. Ugwu, 2019. "A Note on Modeling the Maxima of Lagos Rainfall," Annals of Data Science, Springer, vol. 6(2), pages 341-359, June.
    11. Kenji Kushida & Jonathan Murray & John Zysman, 2011. "Diffusing the Cloud: Cloud Computing and Implications for Public Policy," Journal of Industry, Competition and Trade, Springer, vol. 11(3), pages 209-237, September.
    12. Françoise Nicolas, 2009. "Negotiating a Korea – EU free trade agreement: easier said than done," Asia Europe Journal, Springer, vol. 7(1), pages 23-42, February.
    13. Grogan, Louise, 2013. "Household formation rules, fertility and female labour supply: Evidence from post-communist countries," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1167-1183.
    14. Hakan Aksu & Mahmut Cetin & Hafzullah Aksoy & Sait Genar Yaldiz & Isilsu Yildirim & Gulsah Keklik, 2022. "Spatial and temporal characterization of standard duration-maximum precipitation over Black Sea Region in Turkey," 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. 111(3), pages 2379-2405, April.
    15. Emmanuel Afuecheta & Chigozie Utazi & Edmore Ranganai & Chibuzor Nnanatu, 2023. "An Application of Extreme Value Theory for Measuring Financial Risk in BRICS Economies," Annals of Data Science, Springer, vol. 10(2), pages 251-290, April.
    16. Yungho Weng & Chih-Hai Yang & Yi-Ju Huang, 2009. "Intellectual property rights and U.S. information goods exports: the role of imitation threat," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 33(2), pages 109-134, May.

    More about this item

    Keywords

    Q51; Q54; Q57; extreme rainfall; generalized extreme value; return level; statistical modelling;
    All these keywords.

    JEL classification:

    • Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
    • 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

    Statistics

    Access and download statistics

    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:ems:eureir:38692. 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: RePub (email available below). General contact details of provider: https://edirc.repec.org/data/feeurnl.html .

    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.