Non-Parametric Frequency Analysis of Hydrological Extreme ...
Transcript of Non-Parametric Frequency Analysis of Hydrological Extreme ...
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Non-Parametric Frequency Analysis
of Hydrological Extreme Events
Kaoru TAKARA and Kenichiro KOBAYASHI
Disaster Prevention Research Institute
Kyoto University, Japan
2010/09/21
HydroPredict 2010, 2nd International Interdisciplinary Conference on Predictions for Hydrology, Ecology, and Water Resources Management: Changes and Hazards Caused by Direct Human Interventions and Climate Change 20–23 September 2010; Prague, Czech Republic
Invited Paper
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River planning and design of
flood control facilities
are based upon hydrological prediction
(HydroPredict !! ):
• Design rainfall / design flood
• T-year return period
(T= 5, 10, 20, 30, 50, 100, 150, 200, …)
• Frequency analysis
• Probabilistic/stochastic approaches
• Stationary or non-stationary?
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Today’s talk
Part-1: Brief review of “Parametric” method
Part-2: “Non-parametric” method for long-
term extreme-value series combined with
the bootstrap resampling -- New idea
Part-3: Trend analysis and How to consider
Climate Change effect
- Non-parametric method with unequal
occurrence probability -- New idea
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HYDROLOGIC FREQUENCY
ANALYSIS
Traditional “Parametric” Approach Using Probability Distribution Functions (PDFs)
Part-1: Brief review of “Parametric” method
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Frequency analysis of
hydrological extreme events
X
x1,x2, ,xN
Hydrological variable
(Extreme event)
Its realizations
(Observed data)
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Issues of frequency analysis
(1) data characteristics (homogeneity, independence),
(2) sample size (effect of years of records on accuracy
and appropriate estimation method),
(3) parameter estimation (selection of parameter values of
distribution functions),
(4) model evaluation (selection of a distribution), and
(5) accuracy of quantile estimates (unbiasedness,
estimation error).
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Non-exceedance probability
F : cumulative probability distribution function
f : probability density function
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Relative
frequency
x O
x O
f(x)
Probability
Density function
(p.d.f.)
data collection and classification
approximation
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F(x)
xp
p 1
x O
f(x)
x O
xp
p
Non-exceedance
probability
1-p
Exceedance
probability
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LN(3) and GEV(3)
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Probability distribution F,
non-exceedance probability p
and return period T
For annual maximum series, n=1:
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F(x)
f(x)
x xp
p 1
x O
O
xp
p
Non-exceedance
probability
1-p
Exceedance
probability
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Non-exceedance probability p
and return period T
T (year) p
2 0.5
10 0.9
20 0.95
50 0.98
100 0.99
200 0.995
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Discharge (m3/s)
Example of
fitting discharge
data to
lognormal (LN)
distribution
x0.99 = 3600 m3/s
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http://www.jice.or.jp/sim/t1/200608150.html
Hydrological Statistics Utility Ver. 1.5
See JICE (Japan Institute of Construction Engineering)
LN Prob. paper
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Gumbel probability paper (JICE)
http://www.jice.or.jp/sim/t1/200608150.html
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T GEV Gumbel SQRTET
20 252.0 245.1 245.5
30 276.2 262.5 266.6
50 308.8 284.3 294.1
100 357.1 313.7 333.1
150 387.7 330.9 356.9
200 410.7 343.0 374.2
T-year 2-day rainfall at the Anegawa river basin with three different distributions
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Quantile estimates (T-year events) Depend on: - Combination of data, - Number of data (sample size), - Probability Distribution, and - Parameter estimation method Used
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Today’s talk
Part-2: “Non-parametric” method for long-
term extreme-value series combined with
the bootstrap resampling -- New idea
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HYDROLOGIC FREQUENCY
ANALYSIS
New “Non-Parametric” Approach
No PDFs !
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New era for hydrological
frequency analysis
• Sample size is getting larger.
Extreme-value samples with N>100 years.
• How can we consider Climate Change effect ?
No more return period?
What is the non-stationary analysis?
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Sample size (Record length)
In 1950’s it is often said that hydrological
samples have only 10- to 50-year records.
• This was true.
But …
Now we are in 2010.
We have large samples with N>100 at
many locations in the world.
20 years later much more !!
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No PDFs Non-parametric
Proposing
• a non-parametric method estimating 100-year events based on a sample with a size N>100.
• To verify the estimation accuracy with a computer intensive statistics (CIS) method: the bootstrap resampling.
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Gumbel probability paper (JICE)
http://www.jice.or.jp/sim/t1/200608150.html
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Plot on the Gumbel
probability paper
The Ane-gawa River basin
two-day rainfall
• Sample size N=108>100
• Parametric method
- Gumbel: 313 mm
(bad fitting)
- GEV: 357 mm
- Log-Pearson III: 373 mm
-SQRT-ET-max: 333 mm
• Graphical method with the empirical distribution
x0.99 = 440 mm
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100-year rainfall by parametric
methods and graphical method
with empirical distribution (yellow)
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Hydrologic Frequency Analysis
1. Data Collection (AMS or PDS)
2. Checking Data (Homogeniety and I.I.D.)
3. Enumerate Candidate Models (Many models)
4. Fitting Models to Data (Parameter Estimation)
5. Goodness-of-Fit Evaluation (Criteria)
6. Stability of Quantiles (T-year events)
(Resampling)
7. Final Model Selection (Criterion)
If we use empirical distribution, analysis becomes simpler.
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Method of “Non-Parametric”
Analysis
• Probability plot on a normal-scale paper
• Plotting position formula giving a non-exceedance probability to the i-th data
Here, we compare the differences of
- Weibull: Fi = i/(N+1)
- Cunnane: Fi = (i-0.4)/(N+0.2)
• Linear interpolation of the plotted points
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Empirical distribution
plotted on a normal-
scale paper
Top: all data
Bottom: enlargement
of a part of non-
exceedance
probability p>0.90
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Plotting position formula
Fi i
N 1 2
α = 0 : Weibull
α = 0.25 : Adamowski (1981)
α = 0.375 : Blom
α = 0.4 : Cunnane (1978)
α = 0.44 : Gringorten
α = 0.5 : Hazen (1914)
Gives non-
exceedance
probability of
the i-th order
statistics with
sample size: N
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Annual maxima of 2-day
precipitation in the Ane
River (1886-2003, N=108)
• Weibull Plot
• X0.99 = 537 mm
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Annual maxima of 2-day
precipitation in the Ane
River (1886-2003, N=108)
• Cunnane Plot
• X(0.99)=462.9 mm
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Annual maxima of 2-
day precipitation in the
Ane River (1886-
2003, N=108)
• Cunnane Plot
x0.99= 463 mm
• Weibull Plot
x0.99= 537 mm
The Weibull plot gives larger quantile (T-year event) estimates.
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Bootstrap resampling
• A random resampling from the original dataset with data {x1, … , xN} generates a sample with the same size of N. The generated
sample is described as {x1*, … , xN*} . This set of data is called
bootstrap sample.
• Repeating the operation in the previous step independently many
times (B times), we can obtain a statistic G for each of the
bootstrap samples.
• Using this bootstrap sample, we can obtain a statistic. The
statistic obtained for the i-th bootstrap sample is written as Gi.
• The average value of Gi is the bootstrap estimate of the statistic .
• The bootstrap estimate of the variance in the statistic is Var{Gi}.
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A sample with size of N =8
Resample 8 data with repetition producing B samples
Statistics
(mean, standard error, quatile, etc.)
x1 ,x2 ,x3 ,x4 ,x5 ,x6 ,x7 ,x8
x1*
, x2*
, x2*
, x4*
, x5
* , x5
* , x7
* , x8
* x1
* , x3
* , x3
* ,
x4*
, x4*
, x6*
, x7
* , x8
*
x2*
, x2*
, x4*
, x6
* , x6
* , x6
* ,
x6*
, x7*
Bootstrap samples
(B sets)
Ψ *1
Estimation
Ψ *2 Ψ*3
Estimate the mean
bootstrap estimate Ψ * ・ Estimate variance (standard error)
sB ^ bootstrap error (standard error)
Estimation Estimation
Bootstrap resampling
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100-year rainfall estimated by
the non-parametric method
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Result of the bootstrap
resampling
• Number of bootstrap samples:
B=100 ~ 10000
• B should be B>2000 to obtain stable quantile estimates
• Cunnane Plot
x0.99 = 430 mm
• Weibull Plot
x0.99 = 470 mm
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Result of the bootstrap
resampling
Bootstrap Standard
Error
• Cunnane Plot
• Weibull Plot
• SX(0.99) 〜100 mm
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Results summary (Part-2)
• Non-parametric method (using the empirical
distribution) could be useful for samples
larger than the return period considered.
• Non-parametric method applied to the
original sample overestimates the 100-year
quantile (463 mm for the Ane River). Bias
correction could be done by the bootstrap
resampling (430 mm).
• Weibull’s plot tends to overestimate (470
mm). Cunnane’s plot is recommended (430
mm).
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How can we treat long-term
extreme events?
• Parametric method using probability
distribution functions – traditional method
• Non-parametric method using empirical
distribution (Takara, 2006)
• Resampling methods such as the jackknife
and bootstrap can be used for bias
correction and estimation of accuracy of
quantile (T-year event) estimates
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Today’s talk
Part-3: Trend analysis and How to consider
Climate Change effect
- Non-parametric method with unequal
occurrence probability -- New idea
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106-year annual maximum rainfall sequences at 50 observatories (1901-2006) and 101-year sequence at Naha with missing data during the war.
51 JMA meteorological observatories
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Locations indicating increasing trend by the Mann-Kendall Test
0
50
100
150
200
1900 1920 1940 1960 1980 2000
Fushiki
year
0
50
100
150
200
1900 1920 1940 1960 1980 2000
Fukushima
year
福島:Z=4.04, β=0.50
伏木:Z=2.29, β=0.19
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0
50
100
150
200
250
300
1900 1920 1940 1960 1980 2000
Sakai
year
0
100
200
300
400
500
1900 1920 1940 1960 1980 2000
Nagasaki
year
Locations indicating increasing trend by the Mann-Kendall Test
境:Z=2.39, β=0.30
長崎:Z=4.29, β=0.50
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0
100
200
300
400
500
600
700
1900 1920 1940 1960 1980 2000
Kochi
year
0
100
200
300
400
500
1900 1920 1940 1960 1980 2000
Kumamoto
year
Locations indicating increasing trend by the Mann-Kendall Test
高知:Z=4.27, β=0.50
熊本:Z=3.12, β=0.53
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0
50
100
150
200
1900 1920 1940 1960 1980 2000
Akita
year
Locations indicating decreasing trend by the Mann-Kendall Test
秋田:Z=-2.03, β=-0.15
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6 locations (Fukushima 福島、Fushiki 伏木、Sakai 境、Nagasaki 長崎、 Kumamoto 熊本、Kochi 高知) showed increasing trend. 1 location (Akita 秋田) decreasing.
Mann-Kendall Test Results (3)
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Non-parametric: 330.7 mm
Gumbel Probability Paper (Cunnane Plot)
y = 0.0247x - 2.1453
0 50 100 150 200 250 300 350 400 450
Daily Precipitation (mm) at Nagoya, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
Nagoya
2000
Gumbel Probability Paper (Cunnane Plot)
y = 0.0247x - 2.1453
0 50 100 150 200 250 300 350 400 450
Daily Precipitation (mm) at Nagoya, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
2000
0.99
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Non-parametric 303.4 mm
Gumbel Probability Paper (Cunnane Plot)
y = 0.0277x - 2.1225
0 50 100 150 200 250 300 350 400
Daily Precipitation (mm) at Maebashi, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
Maebashi
Gumbel Probability Paper (Cunnane Plot)
y = 0.0277x - 2.1225
0 50 100 150 200 250 300 350 400
Daily Precipitation (mm) at Maebashi, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
1947
0.99
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Non-parametric: 580.5 mm
Gumbel Probability Paper (Cunnane Plot)
y = 0.0154x - 2.4201
0 50 100 150 200 250 300 350 400 450 500 550 600 650
Daily Precipitation (mm) at Kochi, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
Kochi
Gumbel Probability Paper (Cunnane Plot)
y = 0.0154x - 2.4201
0 50 100 150 200 250 300 350 400 450 500 550 600 650
Daily Precipitation (mm) at Kochi, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
1998
0.99
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Non-parametric: 272.4 mm
Gumbel Probability Paper (Cunnane Plot)
y = 0.0304x - 2.5845
0 50 100 150 200 250 300 350
Daily Precipitation (mm) at Iida, Xi
Pro
bab
ility
, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
Iida
Gumbel Probability Paper (Cunnane Plot)
y = 0.0304x - 2.5845
0 50 100 150 200 250 300 350
Daily Precipitation (mm) at Iida, Xi
Pro
bab
ility
, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
1961
0.99
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Non-parametric: 167.2 mm
Fukushima
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Non-parametric: 285.4 mm
Gumbel Probability Paper (Cunnane Plot)
y = 0.0292x - 2.5457
0 50 100 150 200 250 300
Daily Precipitation (mm) at Kyoto, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
Kyoto
Gumbel Probability Paper (Cunnane Plot)
y = 0.0292x - 2.5457
0 50 100 150 200 250 300
Daily Precipitation (mm) at Kyoto, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
1959
0.99
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Non-parametric: 419.1 mm
Gumbel Probability Paper (Cunnane Plot)
y = 0.018x - 2.1178
0 50 100 150 200 250 300 350 400 450
Daily Precipitation (mm) at Nagasaki in the Toyo Riverbasin, Xi
Pro
babi
lity,
Fi
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uced
var
iate
, Si
0.999
0.990
0.995
0.500
0.950
0.980
Nagasaki
Gumbel Probability Paper (Cunnane Plot)
y = 0.018x - 2.1178
0 50 100 150 200 250 300 350 400 450
Daily Precipitation (mm) at Nagasaki in the Toyo Riverbasin, Xi
Pro
babi
lity,
Fi
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uced
var
iate
, Si
0.999
0.990
0.995
0.500
0.950
0.980
1982
0.99
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Non-stationary Non-Parametric
Hydrological Frequency Analysis
Incorporating Climate Change Effect
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Extreme events are
brought by a global
climate system
A working hypothesis: “The global climate system is changing.”
If so, how we can deal with historical extreme events?
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0
50
100
150
200
1900 1920 1940 1960 1980 2000
Akita
year
106-year annual maximum rainfall series at Akita
Akita
57
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106-year annual maximum rainfall series at Nagoya
Nagoya
58
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0
100
200
300
400
500
600
700
1900 1920 1940 1960 1980 2000
Kochi
year
0
100
200
300
400
500
1900 1920 1940 1960 1980 2000
Kumamoto
year
106-year annual maximum rainfall series at Kochi and Kumamoto
Kochi
Kumamoto
59
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Parametric
method with
Gumbel
probability
paper
60
Example: a 108-year sequence of annual maximum 2-day rainfalls in the Anegawa river basin (1886-2003)
360 mm
440 mm
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Gumbel
X100= 168 mm
Non-Parametric (one time)
X100= 182 mm
秋田 Akita
1937
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Gumbel
X100= 280 mm
Non-Parametric (one time)
X100= 330.7 mm
名古屋 Nagoya
Gumbel Probability Paper (Cunnane Plot)
y = 0.0247x - 2.1453
0 50 100 150 200 250 300 350 400 450
Daily Precipitation (mm) at Nagoya, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
2000
0.99
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Gumbel:
X100= 445 mm
Non-Parametric (one time):
X100= 580 mm
高知 Kochi
Gumbel Probability Paper (Cunnane Plot)
y = 0.0154x - 2.4201
0 50 100 150 200 250 300 350 400 450 500 550 600 650
Daily Precipitation (mm) at Kochi, Xi
Pro
bab
ility, F
i
-3
-2
-1
0
1
2
3
4
5
6
7
8
Red
uce
d v
aria
te, S
i
0.999
0.990
0.995
0.500
0.950
0.980
1998
0.99
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Non-parametric
method proposed
by Takara (2006)
463 mm
A 108-year sequence of annual maximum 2-day rainfalls in the Ane River basin
Step 1: Plot annual maximum series (N>T) with normal axes, using Cunnane plotting position formula: (i-0.4)/(N+0.2) . Step 2: Connect all the points to obtain the empirical distribution. Step 3: Estimate a quantile xT with Non-exceedance probability F(x)=1-1/T (T: return period) by linear-interpolation. Step 4: Correction of the bias of quantile estimates by the Bootstrap: xT = 430 mm
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Extreme events are
brought by a global
climate system
A working hypothesis: “The global climate system is changing.”
If so, how we can deal with historical extreme events?
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Question:
Equal probability ?
x1,x2, ,xN
Traditional frequency analysis has been dealing with the realizations with equal probability of 1/N. Is this OK under global climate change situation?
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Equal probability
to
Unequal probability
x1,x2, ,xN
p(x1) p(x2) p(xN )
p(x1) p(x2) p(xN )
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Recent climatic system affects
recent events more
p(x1) p(x2) p(xN )
p(x1) p(x2) p(xN ) 1
N
1
N
1
1
N
1
N
Unequal Occurrence Probability
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Bootstrap estimate for different Bootstrap sample sizes NB And Omega (100-year daily rainfall at Nagoya)
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Bootstrap error for different Bootstrap sample sizes NB (100-year daily rainfall at Nagoya)
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Results of new “Non-Parametric” method
Method Gumbel Non-
parametric
(one time)
Non-parametric with the Bootstrap
(Bootstrap samples = 3000)
Equal occurrence probability Unequal occurrence
probability
Location ω= 0.0 ω= 0.1 ω= 0.5
Akita
(1901-2006)
168 182 172.9
(14.7)
172.3
(13.8)
166.9
(10.0)
Nagoya
(1901-2006)
280 331 311.1
(89.7)
317.7
(90.4)
343.9
(86.4)
Kochi
(1901-2006)
445 580 529.6
(89.9)
538.6
(87.1)
560.7
(81.2)
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Results Summary
• This presentation proposed a new idea for
dealing with extreme rainfall events, which
are affected by the global climatic system.
• The global climatic change effect is
considered as the unequal occurrence
probability (UOP) concept.
• Non-parametric frequency analysis method
is successfully combined with the UOP
concept.
• Further discussion is necessary to
understand what the results indicate.
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Conclusions • Basic theory of parametric hydrological frequency analysis
was briefly reviewed.
• For samples with N>T, a non-parametric method combined
with the Bootstrap resampling could give better T-year
estimates than the parametric method.
• Based on a trend analysis Man-Kendall test for long-term
(106 years) annual maximum rainfall series at 51 locations in
Japan, 6 locations indicated increasing trend, while only one
location showed decreasing trend.
• The non-parametric method is modified for adapting the
climate change effect by introducing “Non-equal probability
of occurrence”, which means that the recent events have
more possibility to recur. The probability weighting factor
OMEGA should be connected to Climate Change scenarios
such as A1B and B2.
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TREND ANALYSES OF HYDROLOGIC EXTREME EVENTS
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2000 Year
1890 Year
Number Of events (times)
Short-term rainfall is amplified
(Example of Nagoya City)
Time
名古屋市
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6 3 0 6 3 0 3 1 2 9 6 1 2 1 0 0 1 3 3 4 10 6 60
50
100
150
200
250
300
350
400
450
1979
1981
1983
1985
1987
1989
1991
1993
1995
1997
1999
2001
発生数
50mm/h以上 100mm/h以上
Number of heavy rainfalls (AMeDAS data)
More than 50 mm/h and 100 mm/h (red)
No. Of Events
(Year)
AMeDAS has 1300+ raingauges all over Japan.
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1
4
1
2 2
0
4
2
0
2
1
2
7
5
1
2
0 0 0
1
2 2
3
8
5 5
2
4
5
1
4
0
3
0
5
10
1980 1985 1990 1995 2000 2005
1976~1986
1987~1997
1998~2008
Daily rainfall over 200 mm is significantly increasing
Recent Change in Climate
日降水量200mm以上の日数
0
2
4
6
8
10
12
14
16
18
1900 1910 1920 1930 1940 1950 1960 1970 1980 1990 2000 2010
年
年間合計日数
Average
3.5 days
1901~1930
1978~2007
Hourly rainfall over 100 mm is increasing
Incidence of daily rainfall over 200mm per year
Average
5.1 days
(year )
( N
um
be
r of in
cid
en
ce
)
Incidence of hourly rainfall over 100mm per year
( N
um
be
r of in
cid
en
ce
)
(year )
Average
1.7 days
Average
2.0 days
Average
3.6 days
Source: JMA
Source: JMA
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Precipitation records in the World and
in Japan and the probable maximum
precipitation (PMP)
187 mm /hr in 1982 1317 mm /24hr in 2004
12160 mm /12 month in
1998.10-1999.9
Recent record-breaking precipitations in Japan
are also indicated.
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79
Increase of CO2 concentration in the air causes air temperature rise.
More frequent heavy rains and droughts
Serious debris flow Frequent floods Frequent high tides and
coastal erosions
Stronger typhoons
Change in evapotranspiration
Impacts of GW on water-related disasters (MLIT)
Increase of river flow
Melting of glaciers, ice caps and ice sheets
Thermal expansion of sea water
Precipitation increase
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51 JMA raingauges with a long history
106 years (1901-2006)
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0.0
100.0
200.0
300.0
400.0
500.0
600.0
700.0
1901 1911 1921 1931 1941 1951 1961 1971 1981 1991 2001
äœë™îN
îNç
ëÂìÝ
âJó
[m
m]
ëOã¥
ñºå¦âÆ
çÇím
î—ìc
ïüìá
ãûìs
Annual Maximum series at Maebashi, Nagoya, Kochi, Iida,
Fukushima and Kyoto: 1901-2006
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0.0
100.0
200.0
300.0
400.0
500.0
600.0
700.0
1901 1911 1921 1931 1941 1951 1961 1971 1981 1991 2001
äœë™îN
îNç
ëÂìÝ
âJó
[mm
]
ëOã¥
ñºå¦âÆ
çÇím
Annual Maximum series at Maebashi (Black),
Nagoya (red) and Kochi (yellow):1901-2006
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0.0
50.0
100.0
150.0
200.0
250.0
300.0
350.0
1901 1911 1921 1931 1941 1951 1961 1971 1981 1991 2001
äœë™îN
îNç
ëÂìÝ
âJó
[mm
]
î—ìc
ïüìá
ãûìs
Annual Maximum series at Iida (blue),
Fukushima (red) and Kyoto (yellow): 1901-
2006
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The year of the maximum daily
precipitation event
Two-decade period # Locations Location names
1901-1920 7 Yamagata, Takayama, Matsumoto, Hamamatsu,
Shimonoseki, Tokushima, Naze
1921-1940 6 Akita, Ishinomaki, Fukui, Mito, Miyazaki,
Ishigakijima
1941-1960 13 Asahikawa, Utsunomiya, Maebashi, Kumagaya,
Kofu, Tokyo, Yokohama, Kyoto, Osaka,
Matsuyama, Fukuoka, Kumamoto, Naha
1961-1980 7 Suttsu, Tsuruga, Gifu, Tsuruga, Gifu, Iida,
Hikone, Kobe, Kure
1981-2000 14 Abashiri, Sapporo, Obihiro, Nemuro, Miyako,
Fukushima, Nagoya, Hamada, Wakayama,
Tadotsu, Kochi, Oita, Nagasaki, Kagoshima
2001-2006 4 Fushiki, Nagano, Tsu, Sakai
More than half (26) of the 51 locations have the historical maximum event before 1960.
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Estrangement of the maximum of annual
maximum series of daily precipitation
e xmax x
s
x
s
: mean of annual maxima
: sample standard deviation
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Statistics at some locations
City name Maximum (mm) Year of event Estrangement
Nagoya 428.0 2000 6.67
Kochi 628.5 1998 5.59
Iida 325.3 1961 5.52
Maebashi 338.7 1947 5.50
Nagasaki 448.0 1982 4.35
Kyoto 288.6 1959 4.34
Fukushima 169.5 1986 2.57
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Mann-Kendall Test (1)
Mann-Kendall Test verifies the trend in a time series statistically.
For x1, x2, …, xn (xj , j=1, …, n), Mann-Kendall statistics S is defined
as
01
00
01
)sgn(
)sgn(S
1
1 1
kj
kj
kj
kj
n
k
n
kj
kj
xx
xx
xx
xx
where
xx
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k
j
jjj tttnnnSVAR
118
)52)(1(
18
)52)(1(][
0E[S]
0][
1
00
0][
1
SifSVAR
S
Sif
SifSVAR
S
Z
Mann-Kendall Test (2)
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Mann-Kendall Test
Z>1.96 : Increasing trend with a confidence level of 95% Z<-1.96 : Decreasing trend with a confidence level of 95%
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Mann-Kendall Test Results(1) S Z Beta 90% significance 95% significance
Asahikawa 旭川 135 0.37 0.03 1.64 1.96
Abashiri 網走 106 0.29 0.02 1.64 1.96
Sapporo 札幌 400 1.09 0.09 1.64 1.96
Obihiro 帯広 295 0.80 0.07 1.64 1.96
Nemuro 根室 231 0.63 0.06 1.64 1.96
Suttsu 寿都 553 1.51 0.09 1.64 1.96
Akita 秋田 -744 -2.03 -0.15 1.64 1.96
Miyako 宮古 257 0.70 0.08 1.64 1.96
Yamagata 山形 252 0.69 0.05 1.64 1.96
Ishnomaki 石巻 -305 -0.83 -0.07 1.64 1.96
Fukushima 福島 1481 4.04 0.50 1.64 1.96
Fushiki 伏木 841 2.29 0.19 1.64 1.96
Nagano 長野 203 0.55 0.03 1.64 1.96
Utsunomiya 宇都宮 359 0.98 0.11 1.64 1.96
Fukui 福井 185 0.50 0.05 1.64 1.96
Takayama 高山 -84 -0.23 0.00 1.64 1.96
Mtasumoto 松本 250 0.68 0.04 1.64 1.96
Maebashi 前橋 83 0.22 0.03 1.64 1.96
Kumagaya 熊谷 83 0.22 0.03 1.64 1.96
Mito 水戸 525 1.43 0.14 1.64 1.96
Tsuruga 敦賀 -472 -1.29 -0.12 1.64 1.96
Gifu 岐阜 163 0.44 0.05 1.64 1.96
Nagoya 名古屋 -20 -0.05 -0.01 1.64 1.96
Iida 飯田 11 0.03 0.00 1.64 1.96
Kofu 甲府 -422 -1.15 -0.12 1.64 1.96
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Mann-Kendall Test Results (2) S Z Beta 90% significance 95% significance
Tsu 津 -56 -0.15 -0.03 1.64 1.96
Hamamatsu 浜松 -249 -0.68 -0.08 1.64 1.96
Tokyo 東京 126 0.34 0.05 1.64 1.96
Yokohama 横浜 332 0.90 0.15 1.64 1.96
Sakai 境 876 2.39 0.30 1.64 1.96
Hamada 浜田 444 1.21 0.12 1.64 1.96
Kyoto 京都 588 1.60 0.14 1.64 1.96
Hikone 彦根 203 0.55 0.03 1.64 1.96
Shimonoseki 下関 254 0.69 0.07 1.64 1.96
Kure 呉 550 1.50 0.17 1.64 1.96
Kobe 神戸 131 0.35 0.04 1.64 1.96
Osaka 大阪 455 1.24 0.11 1.64 1.96
Wakayama 和歌山 -259 -0.70 -0.09 1.64 1.96
Fukuoka 福岡 464 1.26 0.17 1.64 1.96
Oita 大分 166 0.45 0.07 1.64 1.96
Nagasaki 長崎 1573 4.29 0.50 1.64 1.96
Kumamoto 熊本 1144 3.12 0.53 1.64 1.96
Kagoshima 鹿児島 491 1.34 0.21 1.64 1.96
Miyazaki 宮崎 -63 -0.17 -0.03 1.64 1.96
Matsuyama 松山 195 0.53 0.05 1.64 1.96
Tadotsu 多度津 146 0.40 0.04 1.64 1.96
Kochi 高知 1564 4.27 0.50 1.64 1.96
Tokushima 徳島 554 1.51 0.24 1.64 1.96
Naze 名瀬 -172 -0.47 -0.13 1.64 1.96
Ishigakijima 石垣島 441 1.20 0.21 1.64 1.96
Naha 那覇 56 0.15 0.03 1.64 1.96