Quantile Mixture and Probability Mixture Models in a Multi-Model Approach to Flood Frequency Analysis

The classical approach to flood frequency analysis (FFA) may result in significant jumps in the estimates of upper quantiles along with the lengthening series of measurements. Our proposal is a multi-model approach, also called the aggregation technique, which has turned out to be an effective metho...

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Main Authors: Iwona Markiewicz, Ewa Bogdanowicz, Krzysztof Kochanek
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Water
Subjects:
Online Access:https://www.mdpi.com/2073-4441/12/10/2851
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author Iwona Markiewicz
Ewa Bogdanowicz
Krzysztof Kochanek
author_facet Iwona Markiewicz
Ewa Bogdanowicz
Krzysztof Kochanek
author_sort Iwona Markiewicz
collection DOAJ
description The classical approach to flood frequency analysis (FFA) may result in significant jumps in the estimates of upper quantiles along with the lengthening series of measurements. Our proposal is a multi-model approach, also called the aggregation technique, which has turned out to be an effective method for the modeling of maximum flows, in large part eliminating the disadvantages of traditional methods. In this article, we present a probability mixture model relying on the aggregation the probabilities of non-exceedance of a constant flow value from the candidate distributions; and we compare it with the previously presented model of quantile mixture, which consists in aggregating the quantiles of the same order from individual models. Here, we defined an asymptotic standard error of design quantiles for both statistical models in two versions: without the bias of quantiles from candidate distributions with respect to aggregated quantiles and with taking it into account. The simulation experiment indicates that the latter version is more accurate and allows for reducing the quantile bias with respect to the unknown population quantile. For the case study, the 0.99 quantiles are determined for both variants of aggregation along with the assessment of its accuracy. The differences between the two proposed aggregation methods are discussed.
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spelling doaj.art-8f5b9ac171974fb5aed01548cce3b8c32023-11-20T16:54:18ZengMDPI AGWater2073-44412020-10-011210285110.3390/w12102851Quantile Mixture and Probability Mixture Models in a Multi-Model Approach to Flood Frequency AnalysisIwona Markiewicz0Ewa Bogdanowicz1Krzysztof Kochanek2Institute of Geophysics, Polish Academy of Sciences, Księcia Janusza 64, 01-452 Warsaw, PolandInstitute of Geophysics, Polish Academy of Sciences, Księcia Janusza 64, 01-452 Warsaw, PolandInstitute of Geophysics, Polish Academy of Sciences, Księcia Janusza 64, 01-452 Warsaw, PolandThe classical approach to flood frequency analysis (FFA) may result in significant jumps in the estimates of upper quantiles along with the lengthening series of measurements. Our proposal is a multi-model approach, also called the aggregation technique, which has turned out to be an effective method for the modeling of maximum flows, in large part eliminating the disadvantages of traditional methods. In this article, we present a probability mixture model relying on the aggregation the probabilities of non-exceedance of a constant flow value from the candidate distributions; and we compare it with the previously presented model of quantile mixture, which consists in aggregating the quantiles of the same order from individual models. Here, we defined an asymptotic standard error of design quantiles for both statistical models in two versions: without the bias of quantiles from candidate distributions with respect to aggregated quantiles and with taking it into account. The simulation experiment indicates that the latter version is more accurate and allows for reducing the quantile bias with respect to the unknown population quantile. For the case study, the 0.99 quantiles are determined for both variants of aggregation along with the assessment of its accuracy. The differences between the two proposed aggregation methods are discussed.https://www.mdpi.com/2073-4441/12/10/2851floodmaximum flowstatistical modeldesign quantilemodels aggregationstandard error
spellingShingle Iwona Markiewicz
Ewa Bogdanowicz
Krzysztof Kochanek
Quantile Mixture and Probability Mixture Models in a Multi-Model Approach to Flood Frequency Analysis
Water
flood
maximum flow
statistical model
design quantile
models aggregation
standard error
title Quantile Mixture and Probability Mixture Models in a Multi-Model Approach to Flood Frequency Analysis
title_full Quantile Mixture and Probability Mixture Models in a Multi-Model Approach to Flood Frequency Analysis
title_fullStr Quantile Mixture and Probability Mixture Models in a Multi-Model Approach to Flood Frequency Analysis
title_full_unstemmed Quantile Mixture and Probability Mixture Models in a Multi-Model Approach to Flood Frequency Analysis
title_short Quantile Mixture and Probability Mixture Models in a Multi-Model Approach to Flood Frequency Analysis
title_sort quantile mixture and probability mixture models in a multi model approach to flood frequency analysis
topic flood
maximum flow
statistical model
design quantile
models aggregation
standard error
url https://www.mdpi.com/2073-4441/12/10/2851
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AT ewabogdanowicz quantilemixtureandprobabilitymixturemodelsinamultimodelapproachtofloodfrequencyanalysis
AT krzysztofkochanek quantilemixtureandprobabilitymixturemodelsinamultimodelapproachtofloodfrequencyanalysis