Global S&T Development Trend Analysis Platform of Resources and Environment
DOI | 10.1002/2016WR019426 |
Peaks Over Threshold (POT): A methodology for automatic threshold estimation using goodness of fit p-value | |
Solari, Sebastian1; Eguen, Marta2; Jose Polo, Maria3; Losada, Miguel A.4 | |
2017-04-01 | |
发表期刊 | WATER RESOURCES RESEARCH
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ISSN | 0043-1397 |
EISSN | 1944-7973 |
出版年 | 2017 |
卷号 | 53期号:4 |
文章类型 | Article |
语种 | 英语 |
国家 | Uruguay; Spain |
英文摘要 | Threshold estimation in the Peaks Over Threshold (POT) method and the impact of the estimation method on the calculation of high return period quantiles and their uncertainty (or confidence intervals) are issues that are still unresolved. In the past, methods based on goodness of fit tests and EDF-statistics have yielded satisfactory results, but their use has not yet been systematized. This paper proposes a methodology for automatic threshold estimation, based on the Anderson-Darling EDF-statistic and goodness of fit test. When combined with bootstrapping techniques, this methodology can be used to quantify both the uncertainty of threshold estimation and its impact on the uncertainty of high return period quantiles. This methodology was applied to several simulated series and to four precipitation/river flow data series. The results obtained confirmed its robustness. For the measured series, the estimated thresholds corresponded to those obtained by nonautomatic methods. Moreover, even though the uncertainty of the threshold estimation was high, this did not have a significant effect on the width of the confidence intervals of high return period quantiles. |
领域 | 资源环境 |
收录类别 | SCI-E |
WOS记录号 | WOS:000403682600019 |
WOS关键词 | EXTREMES ; STATISTICS ; MODELS ; TESTS ; RISK |
WOS类目 | Environmental Sciences ; Limnology ; Water Resources |
WOS研究方向 | Environmental Sciences & Ecology ; Marine & Freshwater Biology ; Water Resources |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://119.78.100.173/C666/handle/2XK7JSWQ/22003 |
专题 | 资源环境科学 |
作者单位 | 1.Univ Republica, Inst Fluid Mech & Environm Engn, Montevideo, Uruguay; 2.Univ Granada, IISTA, Fluvial Dynam & Hydrol, Granada, Spain; 3.Univ Cordoba, Andalusian Inst Earth Syst Res, Cordoba, Spain; 4.Univ Granada, Environm Flux Dynam, IISTA, Granada, Spain |
推荐引用方式 GB/T 7714 | Solari, Sebastian,Eguen, Marta,Jose Polo, Maria,et al. Peaks Over Threshold (POT): A methodology for automatic threshold estimation using goodness of fit p-value[J]. WATER RESOURCES RESEARCH,2017,53(4). |
APA | Solari, Sebastian,Eguen, Marta,Jose Polo, Maria,&Losada, Miguel A..(2017).Peaks Over Threshold (POT): A methodology for automatic threshold estimation using goodness of fit p-value.WATER RESOURCES RESEARCH,53(4). |
MLA | Solari, Sebastian,et al."Peaks Over Threshold (POT): A methodology for automatic threshold estimation using goodness of fit p-value".WATER RESOURCES RESEARCH 53.4(2017). |
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