An update on multivariate return periods in hydrology
Many hydrological studies are devoted to the identification of events that are expected to occur on average within a certain time span. While this topic is well established in the univariate case, recent advances focus on a multivariate characterization of events based on copulas. Following a pr...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
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Copernicus Publications
2016-05-01
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| Series: | Proceedings of the International Association of Hydrological Sciences |
| Online Access: | https://www.proc-iahs.net/373/175/2016/piahs-373-175-2016.pdf |
| _version_ | 1818487861455880192 |
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| author | B. Gräler A. Petroselli S. Grimaldi B. De Baets N. Verhoest |
| author_facet | B. Gräler A. Petroselli S. Grimaldi B. De Baets N. Verhoest |
| author_sort | B. Gräler |
| collection | DOAJ |
| description | Many hydrological studies are devoted to the identification of events that
are expected to occur on average within a certain time span. While this topic
is well established in the univariate case, recent advances focus on a
multivariate characterization of events based on copulas. Following a
previous study, we show how the definition of the survival Kendall return
period fits into the set of multivariate return periods.<br><br>Moreover, we preliminary investigate the ability of the multivariate return
period definitions to select maximal events from a time series. Starting from
a rich simulated data set, we show how similar the selection of events from a
data set is. It can be deduced from the study and theoretically underpinned
that the strength of correlation in the sample influences the differences
between the selection of maximal events. |
| first_indexed | 2024-12-10T16:43:25Z |
| format | Article |
| id | doaj.art-c4219fbaa6354cb28041a9e6a6d57936 |
| institution | Directory Open Access Journal |
| issn | 2199-8981 2199-899X |
| language | English |
| last_indexed | 2024-12-10T16:43:25Z |
| publishDate | 2016-05-01 |
| publisher | Copernicus Publications |
| record_format | Article |
| series | Proceedings of the International Association of Hydrological Sciences |
| spelling | doaj.art-c4219fbaa6354cb28041a9e6a6d579362022-12-22T01:41:09ZengCopernicus PublicationsProceedings of the International Association of Hydrological Sciences2199-89812199-899X2016-05-0137317517810.5194/piahs-373-175-2016An update on multivariate return periods in hydrologyB. Gräler0A. Petroselli1S. Grimaldi2B. De Baets3N. Verhoest4Institute of Hydrology, Ruhr University Bochum, Bochum, GermanyDipartimento di scienze agrarie e forestali (DAFNE Department), University of Tuscia, Tuscia, ItalyDipartimento per la innovazione nei sistemi biologici agroalimentari e forestali (DIBAF Department), University of Tuscia, Tuscia, ItalyDepartment of Mathematical Modelling, Statistics and Bioinformatics, Ghent University, Ghent, BelgiumLaboratory of Hydrology and Water Management, Ghent University, Ghent, BelgiumMany hydrological studies are devoted to the identification of events that are expected to occur on average within a certain time span. While this topic is well established in the univariate case, recent advances focus on a multivariate characterization of events based on copulas. Following a previous study, we show how the definition of the survival Kendall return period fits into the set of multivariate return periods.<br><br>Moreover, we preliminary investigate the ability of the multivariate return period definitions to select maximal events from a time series. Starting from a rich simulated data set, we show how similar the selection of events from a data set is. It can be deduced from the study and theoretically underpinned that the strength of correlation in the sample influences the differences between the selection of maximal events.https://www.proc-iahs.net/373/175/2016/piahs-373-175-2016.pdf |
| spellingShingle | B. Gräler A. Petroselli S. Grimaldi B. De Baets N. Verhoest An update on multivariate return periods in hydrology Proceedings of the International Association of Hydrological Sciences |
| title | An update on multivariate return periods in hydrology |
| title_full | An update on multivariate return periods in hydrology |
| title_fullStr | An update on multivariate return periods in hydrology |
| title_full_unstemmed | An update on multivariate return periods in hydrology |
| title_short | An update on multivariate return periods in hydrology |
| title_sort | update on multivariate return periods in hydrology |
| url | https://www.proc-iahs.net/373/175/2016/piahs-373-175-2016.pdf |
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