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An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales

An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales
An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales
This study investigated core components of an extreme value methodology for the estimation of high-flow frequencies from agricultural surface water run-off. The Generalized Pareto distribution (GPD) was used to model excesses in time-series data that resulted from the ‘Peaks Over Threshold’ (POT) method. First, the performance of eight different GPD parameter estimators was evaluated through a Monte Carlo experiment. Second, building on the estimator comparison, two existing automated GPD threshold selection methods were evaluated against a proposed approach that automates the threshold stability plots. For this second experiment, methods were applied to discharge measured at a highly-instrumented agricultural research facility in the UK. By averaging fine-resolution 15-minute data to hourly, 6-hourly and daily scales, we were also able to determine the effect of scale on threshold selection, as well as the performance of each method. The results demonstrate the advantages of the proposed threshold selection method over two commonly applied methods, while at the same time providing useful insights into the effect of the choice of the scale of measurement on threshold selection. The results can be generalised to similar water monitoring schemes and are important for improved characterisations of flood events and the design of associated disaster management protocols.
Flood frequency analysis, Generalized pareto distribution, Grassland agriculture, Peaks over threshold, Scale effects, Threshold selection
0022-1694
Curceac, Stelian
f0d6970d-8760-4bf0-9dc2-78ac97b72768
Atkinson, Peter M.
96e96579-56fe-424d-a21c-17b6eed13b0b
Milne, Alice
022aff61-9f53-4d88-8ff6-99feaee69f58
Wu, Lianhai
5f148a37-b58f-463d-90c2-82690af0cfc3
Harris, Paul
84e584b8-1be0-4569-aa1a-fff57b91b1ca
Curceac, Stelian
f0d6970d-8760-4bf0-9dc2-78ac97b72768
Atkinson, Peter M.
96e96579-56fe-424d-a21c-17b6eed13b0b
Milne, Alice
022aff61-9f53-4d88-8ff6-99feaee69f58
Wu, Lianhai
5f148a37-b58f-463d-90c2-82690af0cfc3
Harris, Paul
84e584b8-1be0-4569-aa1a-fff57b91b1ca

Curceac, Stelian, Atkinson, Peter M., Milne, Alice, Wu, Lianhai and Harris, Paul (2020) An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales. Journal of Hydrology, 585, [124845]. (doi:10.1016/j.jhydrol.2020.124845).

Record type: Article

Abstract

This study investigated core components of an extreme value methodology for the estimation of high-flow frequencies from agricultural surface water run-off. The Generalized Pareto distribution (GPD) was used to model excesses in time-series data that resulted from the ‘Peaks Over Threshold’ (POT) method. First, the performance of eight different GPD parameter estimators was evaluated through a Monte Carlo experiment. Second, building on the estimator comparison, two existing automated GPD threshold selection methods were evaluated against a proposed approach that automates the threshold stability plots. For this second experiment, methods were applied to discharge measured at a highly-instrumented agricultural research facility in the UK. By averaging fine-resolution 15-minute data to hourly, 6-hourly and daily scales, we were also able to determine the effect of scale on threshold selection, as well as the performance of each method. The results demonstrate the advantages of the proposed threshold selection method over two commonly applied methods, while at the same time providing useful insights into the effect of the choice of the scale of measurement on threshold selection. The results can be generalised to similar water monitoring schemes and are important for improved characterisations of flood events and the design of associated disaster management protocols.

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More information

Accepted/In Press date: 12 March 2020
e-pub ahead of print date: 13 March 2020
Published date: 1 June 2020
Keywords: Flood frequency analysis, Generalized pareto distribution, Grassland agriculture, Peaks over threshold, Scale effects, Threshold selection

Identifiers

Local EPrints ID: 443547
URI: http://eprints.soton.ac.uk/id/eprint/443547
ISSN: 0022-1694
PURE UUID: d22513fa-07c2-4ff2-8e2f-a6b8fbfeac56
ORCID for Peter M. Atkinson: ORCID iD orcid.org/0000-0002-5489-6880

Catalogue record

Date deposited: 28 Aug 2020 16:32
Last modified: 17 Mar 2024 02:40

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Contributors

Author: Stelian Curceac
Author: Peter M. Atkinson ORCID iD
Author: Alice Milne
Author: Lianhai Wu
Author: Paul Harris

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