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Premium A parametric Bayesian combination of local and regional information in flood frequency analysis
Author(s)
Seidou O.,
Ouarda T. B. M. J.,
Barbet M.,
Bruneau P.,
Bobée B.
Publication year2006
Publication title
water resources research
Resource typeJournals
PublisherAmerican Geophysical Union
Because of their impact on hydraulic structure design as well as on floodplain management, flood quantiles must be estimated with the highest precision given available information. If the site of interest has been monitored for a sufficiently long period (more than 30–40 years), at‐site frequency analysis can be used to estimate flood quantiles with a fair precision. Otherwise, regional estimation may be used to mitigate the lack of data, but local information is then ignored. A commonly used approach to combine at‐site and regional information is the linear empirical Bayes estimation: Under the assumption that both local and regional flood quantile estimators have a normal distribution, the empirical Bayesian estimator of the true quantile is the weighted average of both estimations. The weighting factor for each estimator is conversely proportional to its variance. We propose in this paper an alternative Bayesian method for combining local and regional information which provides the full probability density of quantiles and parameters. The application of the method is made with the generalized extreme values (GEV) distribution, but it can be extended to other types of extreme value distributions. In this method the prior distributions are obtained using a regional log linear regression model, and then local observations are used within a Markov chain Monte Carlo algorithm to infer the posterior distributions of parameters and quantiles. Unlike the empirical Bayesian approach the proposed method works even with a single local observation. It also relaxes the hypothesis of normality of the local quantiles probability distribution. The performance of the proposed methodology is compared to that of local, regional, and empirical Bayes estimators on three generated regional data sets with different statistical characteristics. The results show that (1) when the regional log linear model is unbiased, the proposed method gives better estimations of the GEV quantiles and parameters than the local, regional, and empirical Bayes estimators; (2) even when the regional log linear model displays a severe relative bias when estimating the quantiles, the proposed method still gives the best estimation of the GEV shape parameter and outperforms the other approaches on higher quantiles provided the relative bias is the same for all quantiles; and (3) the gain in performance with the new approach is considerable for sites with very short records.
Subject(s)bayesian probability , econometrics , estimator , mathematics , quantile , statistics
Language(s)English
SCImago Journal Rank1.863
H-Index217
eISSN1944-7973
pISSN0043-1397
DOI10.1029/2005wr004397

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