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  4. Modeling all exceedances above a threshold using an extremal dependence structure: Inferences on several flood characteristics
 
research article

Modeling all exceedances above a threshold using an extremal dependence structure: Inferences on several flood characteristics

Ribatet, M.
•
Ouarda, T. B. M. J.
•
Sauquet, E.
Show more
2009
Water Resources Research

Flood quantile estimation is of great importance for several types of engineering studies and policy decisions. However, practitioners must often deal with the limited availability of data and with short-length observation series. Thus, the information must be used optimally. During the last decades, to make better use of available data, inferential methodology has evolved from annual maxima modeling to peaks over a threshold. To mitigate the lack of data, peaks over a threshold are sometimes combined with additional information, mostly regional or historical information. However, the most important information for the practitioner remains the data available at the target site. In this study, a model that allows inference on the whole time series is introduced. In particular, the proposed model takes into account the dependence between successive extreme observations using an appropriate extremal dependence structure. Results show that this model leads to more accurate flood peak quantile estimates than conventional estimators. In addition, as the time dependence is taken into account, inferences on other flood characteristics can be performed. An illustration is given with flood duration data. Our analysis shows that the accuracy of the proposed models to estimate flood duration is related to specific catchment characteristics. Some suggestions to increase the flood duration predictions are presented.

  • Details
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Type
research article
DOI
10.1029/2007WR006322
Web of Science ID

WOS:000264233900001

Author(s)
Ribatet, M.
Ouarda, T. B. M. J.
Sauquet, E.
Gresillon, J. -M.
Date Issued

2009

Publisher

American Geophysical Union

Published in
Water Resources Research
Volume

45

Issue

3

Article Number

W03407

Subjects

Markov-Chain Models

•

Frequency-Analysis

•

Distributions

•

Duration

•

Values

•

Independence

•

Statistics

•

Events

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SB  
Available on Infoscience
November 30, 2010
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/60390
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