Non-stationary lognormal model development and comparison with the non-stationary GEV model;Développement du modèle log-normal non-stationnaire et comparaison avec le modèle GEV non-stationnaire

Hydrological Sciences Journal

Volumn 54, Issue 6, 2009, Pages 1141-1156

  Aissaoui Fqayeh, I ^a   El Adlouni, S ^b   Ouarda, T B M J ^a   St Hilaire, A ^a  

^a CENTRE EAU TERRE ENVIRONNEMENT   (Canada)

^b INSEA   (Morocco)

Author keywords

Annual maximum precipitation; Lognormal model; Maximum likelihood estimator; Non stationary model; Quantiles

Indexed keywords

ATMOSPHERIC PRESSURE; CODES (SYMBOLS); FLOODS; INTELLIGENT SYSTEMS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; RAIN; VARIATIONAL TECHNIQUES;

ANNUAL MAXIMUM PRECIPITATION; LOG-NORMAL MODEL; MAXIMUM LIKELIHOOD ESTIMATOR; NON-STATIONARY MODEL; QUANTILES;

FLOOD CONTROL;

ESTIMATION METHOD; FLOOD FREQUENCY; MAXIMUM LIKELIHOOD ANALYSIS; MONTE CARLO ANALYSIS; NUMERICAL MODEL; PRECIPITATION (CLIMATOLOGY);

CALIFORNIA; UNITED STATES;

EID: 75449106035     PISSN: 02626667     EISSN: None     Source Type: Journal    
DOI: 10.1623/hysj.54.6.1141     Document Type: Article

References (21)

1. Chen, H. & Rao, A. (2002) Testing hydrologic time series for stationarity. J. Hydrol. Engng 7(2), 129-136.
2. Clarke, R. T. (2002a) Estimating time trends in Gumbel-distributed data by means of generalized linear models. Water Resour. Res. 38(7), 1111, doi:10.1029/2001WR000917.
3. Clarke, R. T. (2002b) Estimating trends in data from the Weibull and a generalized extreme value distribution. Water Resour. Res. 38(6), 1089, doi:10.1029/2001WR000575.
4. Coles, G. S. (2001) An Introduction to Statistical Modeling of Extreme Value. Springer-Verlag, Heidelberg, Germany.
5. Davison, A. C. & Ramesh, N. I. (2000) Local likelihood smoothing of sample extremes. J. Roy. Statist. Soc. Ser. B, Statistics in Society 62(1), 191-208.
6. El Adlouni, S., Ouarda, T. B. M. J., Zhang, X., Roy, R. & Bobée, B. (2007) Generalized maximum likelihood estimators of the non-stationary GEV model parameters. Water Resour. Res. 43, W03410, doi:10.1029/2005WR004545.
7. El Adlouni, S., Bobée, B. & Ouarda, T. B. M. J. (2008) On the tails of extreme event distributions. J. Hydrol. 355, 16-33.
8. Faucher, D., Ouarda, T. B. M. J. & Bobée, B. (1997) Revue bibliographique des tests de stationnarité. INRS-Eau Rapport de Recherche no. R-499. INRS, Québec, Canada.
9. Hobijn, B. (2004) Generalizations of the KPSS-test for stationarity. Statistica Neerlandica 58(4), 483-502.
10. Hosking, J. R. M. (1990) L-moments: analysis and estimation of distributions using linear combinations of order statistics. J. Roy Statist. Soc. 52, 105-124.
11. Katz, R. W., Parlange, M. B. & Naveau, P. (2002) Statistics of extremes in hydrology. Adv. Water Resour. 25, 1287-1304.
12. Kim, K.-D. & Heo, J.-H. (2002) Comparative study of flood quantiles estimation by non parametric models. J. Hydrol. 260, 176-193.
13. Koenkar, R. & Bassett, G. S. (1978) Regression quantiles. Econometrica 46, 33-50.
14. Kouider, A. Gingras, H., Ouarda, T. B. M. J., Ristic-Rudolf, Z. & Bobée, B. (2002) Analyse fréquentielle locale et régionale et cartographie des crues au Québec. Raport no. R-627-el, INRS-ETE, Ste-Foy, Canada.
15. Leurent, F. (1998) Les valeurs du temps des automobilistes à Marseille en 1995. Recherche - Transports - Sécurité 60, 19-38.
16. Martin, E. S. & Stedinger, J. R. (2000) Generalized maximum likelihood GEV quantile estimators for hydrologic data. Water Resour. Res. 36(3), 737-744.
17. Önöz, B. & Bayazit, M. (2003) The power of statistical tests for trend detection. Turkish J. Engng Environ. Sci. 27, 247-251.
18. Ouarda, T. B. M. J., Ashkar, F., Bensaid, E. & Hourani, I. (1994) Distributions statistiques utilisées en hydrologie: trans- formations et propriétés asymptotiques. Département de Mathématique, Université de Moncton, Canada.
19. Sankarasubramanian, A. & Lall, U. (2003) Flood quantiles and changing climate: seasonal forecasts and causal relations. Water Resour. Res. 39(5), 1134.
20. USWRC (US Water Resources Council) (1982) Guidelines for Determining Flood Flow Frequency. Bulletin 17B, Hydrology Committee, USWRC, Washington, DC, USA.
21. Zhang, X., Harvey, K. D., Hogg, W. D. & Yuzyk, T. R. (2001) Trends in Canadian streamflow. Water Resour. Res. 37(4), 987-999.