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    Rights statement: This is the author’s version of a work that was accepted for publication in Journal of Hydrology. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Hydrology, 585, 2020 DOI: 10.1016/j.jhydrol.2020.124845

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An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales

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An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales. / Curceac, S.; Atkinson, P.M.; Milne, A. et al.
In: Journal of Hydrology, Vol. 585, 124845, 01.06.2020.

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Curceac S, Atkinson PM, Milne A, Wu L, Harris P. An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales. Journal of Hydrology. 2020 Jun 1;585:124845. Epub 2020 Mar 13. doi: 10.1016/j.jhydrol.2020.124845

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@article{7e5d11b460a94bd5ae8267a60967acf5,
title = "An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales",
abstract = "This study investigated core components of an extreme value methodology for the estimation of high-flow frequencies from agricultural surface water run-off. The Generalized Pareto distribution (GPD) was used to model excesses in time-series data that resulted from the {\textquoteleft}Peaks Over Threshold{\textquoteright} (POT) method. First, the performance of eight different GPD parameter estimators was evaluated through a Monte Carlo experiment. Second, building on the estimator comparison, two existing automated GPD threshold selection methods were evaluated against a proposed approach that automates the threshold stability plots. For this second experiment, methods were applied to discharge measured at a highly-instrumented agricultural research facility in the UK. By averaging fine-resolution 15-minute data to hourly, 6-hourly and daily scales, we were also able to determine the effect of scale on threshold selection, as well as the performance of each method. The results demonstrate the advantages of the proposed threshold selection method over two commonly applied methods, while at the same time providing useful insights into the effect of the choice of the scale of measurement on threshold selection. The results can be generalised to similar water monitoring schemes and are important for improved characterisations of flood events and the design of associated disaster management protocols. ",
keywords = "Flood frequency analysis, Generalized pareto distribution, Grassland agriculture, Peaks over threshold, Scale effects, Threshold selection, Agriculture, Disaster prevention, Disasters, Flood control, Floods, Pareto principle, Surface waters, Generalized Pareto Distributions, Frequency estimation, agricultural research, extreme event, flood frequency, frequency analysis, grassland, Gross Domestic Product, methodology, Monte Carlo analysis, runoff, scale effect, spatial distribution, threshold, United Kingdom",
author = "S. Curceac and P.M. Atkinson and A. Milne and L. Wu and P. Harris",
note = "This is the author{\textquoteright}s version of a work that was accepted for publication in Journal of Hydrology. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Hydrology, 585, 2020 DOI: 10.1016/j.jhydrol.2020.124845",
year = "2020",
month = jun,
day = "1",
doi = "10.1016/j.jhydrol.2020.124845",
language = "English",
volume = "585",
journal = "Journal of Hydrology",
issn = "0022-1694",
publisher = "Elsevier Science B.V.",

}

RIS

TY - JOUR

T1 - An evaluation of automated GPD threshold selection methods for hydrological extremes across different scales

AU - Curceac, S.

AU - Atkinson, P.M.

AU - Milne, A.

AU - Wu, L.

AU - Harris, P.

N1 - This is the author’s version of a work that was accepted for publication in Journal of Hydrology. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Hydrology, 585, 2020 DOI: 10.1016/j.jhydrol.2020.124845

PY - 2020/6/1

Y1 - 2020/6/1

N2 - This study investigated core components of an extreme value methodology for the estimation of high-flow frequencies from agricultural surface water run-off. The Generalized Pareto distribution (GPD) was used to model excesses in time-series data that resulted from the ‘Peaks Over Threshold’ (POT) method. First, the performance of eight different GPD parameter estimators was evaluated through a Monte Carlo experiment. Second, building on the estimator comparison, two existing automated GPD threshold selection methods were evaluated against a proposed approach that automates the threshold stability plots. For this second experiment, methods were applied to discharge measured at a highly-instrumented agricultural research facility in the UK. By averaging fine-resolution 15-minute data to hourly, 6-hourly and daily scales, we were also able to determine the effect of scale on threshold selection, as well as the performance of each method. The results demonstrate the advantages of the proposed threshold selection method over two commonly applied methods, while at the same time providing useful insights into the effect of the choice of the scale of measurement on threshold selection. The results can be generalised to similar water monitoring schemes and are important for improved characterisations of flood events and the design of associated disaster management protocols.

AB - This study investigated core components of an extreme value methodology for the estimation of high-flow frequencies from agricultural surface water run-off. The Generalized Pareto distribution (GPD) was used to model excesses in time-series data that resulted from the ‘Peaks Over Threshold’ (POT) method. First, the performance of eight different GPD parameter estimators was evaluated through a Monte Carlo experiment. Second, building on the estimator comparison, two existing automated GPD threshold selection methods were evaluated against a proposed approach that automates the threshold stability plots. For this second experiment, methods were applied to discharge measured at a highly-instrumented agricultural research facility in the UK. By averaging fine-resolution 15-minute data to hourly, 6-hourly and daily scales, we were also able to determine the effect of scale on threshold selection, as well as the performance of each method. The results demonstrate the advantages of the proposed threshold selection method over two commonly applied methods, while at the same time providing useful insights into the effect of the choice of the scale of measurement on threshold selection. The results can be generalised to similar water monitoring schemes and are important for improved characterisations of flood events and the design of associated disaster management protocols.

KW - Flood frequency analysis

KW - Generalized pareto distribution

KW - Grassland agriculture

KW - Peaks over threshold

KW - Scale effects

KW - Threshold selection

KW - Agriculture

KW - Disaster prevention

KW - Disasters

KW - Flood control

KW - Floods

KW - Pareto principle

KW - Surface waters

KW - Generalized Pareto Distributions

KW - Frequency estimation

KW - agricultural research

KW - extreme event

KW - flood frequency

KW - frequency analysis

KW - grassland

KW - Gross Domestic Product

KW - methodology

KW - Monte Carlo analysis

KW - runoff

KW - scale effect

KW - spatial distribution

KW - threshold

KW - United Kingdom

U2 - 10.1016/j.jhydrol.2020.124845

DO - 10.1016/j.jhydrol.2020.124845

M3 - Journal article

VL - 585

JO - Journal of Hydrology

JF - Journal of Hydrology

SN - 0022-1694

M1 - 124845

ER -