Publication detail

Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves

HOLEŠOVSKÝ, J. FUSEK, M. MICHÁLEK, J.

Czech title

Automatizované metody výběru prahu pro parametrické a neparametrické odhady IDF křivek

English title

Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves

Type

conference paper

Language

en

Original abstract

When dealing with extreme values estimation, the threshold models are often used. However, a proper threshold selection is one of the problems which have to be solved. In this paper, we concentrate on this issue in order to compare an automated threshold selection based on multiple-threshold model with double bootstrap technique based on semi-parametric estimation. A case study is carried out to evaluate estimations of intensity-duration-frequency curves which represent commonly used hydrological tool. A special attention is also paid to the assessment of an impact of the series length on the estimation quality.

Czech abstract

Při odhadech extrémních hodnot jsou často využívány prahové modely, ačkoli vhodná volba prahu patří k obtížným a ne zcela vyřešeným problémům. V tomto příspěvku se soustředíme na srovnání dvou automatizovaných přístupů pro výběr prahu, a sice pomocí víceprahového modelu (Multiple-Threshold Model) a techniky dvojitého bootstrapu. Obě metody jsou také aplikovány za účelem odhadu tzv. IDF křivek, které patří mezi významné hydrologické nástroje. Zvláštní důraz je kladen především na srovnání obou přístupů a kvality jejich odhadů vzhledem k rozsahu uvažovaných výběrů.

English abstract

When dealing with extreme values estimation, the threshold models are often used. However, a proper threshold selection is one of the problems which have to be solved. In this paper, we concentrate on this issue in order to compare an automated threshold selection based on multiple-threshold model with double bootstrap technique based on semi-parametric estimation. A case study is carried out to evaluate estimations of intensity-duration-frequency curves which represent commonly used hydrological tool. A special attention is also paid to the assessment of an impact of the series length on the estimation quality.

Keywords in Czech

teorie extrémních hodnot; výběr prahu; IDF křivky; bootstrap

Keywords in English

extreme value theory; threshold selection; IDF curves; bootstrap

RIV year

2014

Released

28.11.2014

Location

Athens

ISBN

978-1-61804-256-9

ISSN

2227-4588

Book

Mathematical Methods in Science and Engineering

Pages from–to

114–118

Pages count

5

BIBTEX


@inproceedings{BUT110889,
  author="Jan {Holešovský} and Michal {Fusek} and Jaroslav {Michálek},
  title="Automated threshold selection for parametric and non-parametric estimates of intensity-duration-frequency curves",
  booktitle="Mathematical Methods in Science and Engineering",
  year="2014",
  month="November",
  pages="114--118",
  address="Athens",
  isbn="978-1-61804-256-9",
  issn="2227-4588"
}