Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 2012-01-07
Number: 13-004/III
Author-Name: Lan-Fen Chu
Author-Workplace-Name: National Science and Technology Center for Disaster Reduction (NCDR)
Author-Name: Michael McAleer
Author-Workplace-Name: Erasmus University Rotterdam, Kyoto University Japan, Complutense University of Madrid
Author-Name: Szu-Hua Wang
Author-Workplace-Name: Chinese Cultural University, Taiwan
Title: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
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.
Classification-JEL: Q54, Q51, Q57
Keywords: Generalized extreme value, Extreme rainfall, Return level, Statistical modelling
File-Url: https://papers.tinbergen.nl/13004.pdf
File-Format: application/pdf
File-Size: 186455 bytes
Handle: RePEc:tin:wpaper:20130004