Automatic threshold and run parameter selection: a climatology for extreme hourly precipitation in Switzerland

S Fukutome,M Süveges,M A Liniger

doi:10.1007/s00704-014-1180-5

Abstract

Abstract Extreme value analyses of a large number of relatively short time series are in increasing demand in environmental sciences and design. Here, we present an automated procedure for the peaks-over-threshold (POT) approach to extreme value theory and use it to provide a climatology of extreme hourly precipitation in Switzerland. The POT approach fits the generalized Pareto distribution (GPD) to independent exceedances above some high threshold. To guarantee independence, the time series is pruned: exceedances separated by less than a fixed interval called the run parameter are considered a cluster, and all but the cluster maxima are discarded. We propose the automation of an existing graphical method for joint selection of threshold and run parameter. Hourly precipitation is analyzed at 59 stations of the MeteoSwiss observational network over the period 1981–2010. The four seasons are considered separately. When necessary, a simple detrending is applied. Results suggest that unnecessarily large run parameters have adverse effects on the estimation of the GPD parameters. The proposed method yields mean cluster sizes that reflect the seasonal and geographical variation of lag dependence of hourly precipitation. The climatology, as represented by the return level maps and Alpine cross-section, mirror known aspects of the Swiss climate. Unlike for daily precipitation, summer thunderstorm tracks are visible in the seasonal frequency of events, rather than in the amplitude of rare events.

Highlights

Peaks-over-threshold (POT) analysis (Davison and Smith 1990) is an approach to extreme value theory that, as its name indicates, uses the observations exceeding a high threshold to elicit information regarding the behavior of extremes
We propose a simple automation of the method developed by Süveges and Davison (2010), which tests all pairs of thresholds and run parameters for misspecification of the model for inter-exceedance times
information matrix test (IMT) selection is applied to hourly precipitation at the 59 selected stations, but is first presented here at one station in detail

Summary

Introduction

Peaks-over-threshold (POT) analysis (Davison and Smith 1990) is an approach to extreme value theory that, as its name indicates, uses the observations exceeding a high threshold to elicit information regarding the behavior of extremes Since it takes into account more than one value per year, it lends itself well to the analysis of time series covering only a short period. We propose a “blind” selection procedure that allows the analysis to be performed automatically at a large number of stations. We apply it to hourly precipitation in Switzerland. Since the 1980s, MeteoSwiss has at its disposal a network of automatic stations that record precipitation at 10-min intervals, providing a collection of relatively long time series of precipitation at sub-daily resolution

Methods

Results

Discussion

Conclusion