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Statistical Modelling of Extreme Rainfall in Taiwan

Author

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  • Chu, L-F.
  • McAleer, M.J.
  • Chang, C-C.

Abstract

In this paper, the annual maximum daily rainfall data from 1961 to 2010 are modelled for 18 stations in Taiwan. We fit the rainfall data with stationary and non-stationary generalized extreme value distributions (GEV), and estimate their future behaviour based on the best fitting model. The non-stationary model means that the parameter of location of the GEV distribution is formulated as linear and quadratic functions of time to detect temporal trends in the maximum rainfall. Future behavior refers to the return level and the return period of the extreme rainfall. The 10, 20, 50 and 100-years return levels and their 95% confidence intervals of the return levels stationary models are provided. The return period is calculated based on the record-high (ranked 1st) extreme rainfall brought by the top 10 typhoons for each station in Taiwan. The estimates show that non-stationary model with increasing trend is suitable for the Kaohsiung, Hengchun, Taitung and Dawu stations. The Kaohsing and Hengchun stations have greater trends than the other two stations, showing that the positive trend extreme rainfall in the southern region is greater than in the eastern region of Taiwan. In addition, the Keelung, Anbu, Zhuzihu, Tamsui, Yilan, Taipei, Hsinchu, Taichung, Alishan, Yushan and Tainan stations are fitted well with the Gumbel distribution, while the Sun Moon Lake, Hualien and Chenggong stations are fitted well with the GEV distribution.

Suggested Citation

  • Chu, L-F. & McAleer, M.J. & Chang, C-C., 2012. "Statistical Modelling of Extreme Rainfall in Taiwan," Econometric Institute Research Papers EI 2012-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Handle: RePEc:ems:eureir:38691
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    References listed on IDEAS

    as
    1. O. Yul Kwon, 2007. "South Korea," Chapters, in: Anis Chowdhury & Iyanatul Islam (ed.), Handbook on the Northeast and Southeast Asian Economies, chapter 2, Edward Elgar Publishing.
    2. Demetris Koutsoyiannis & George Baloutsos, 2000. "Analysis of a Long Record of Annual Maximum Rainfall in Athens, Greece, and Design Rainfall Inferences," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 22(1), pages 29-48, July.
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    More about this item

    Keywords

    extreme rainfall; extreme theory; return level; typhoon;
    All these keywords.

    JEL classification:

    • Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
    • Q51 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Valuation of Environmental Effects
    • Q57 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Ecological Economics

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