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Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan

Author

Listed:
  • Lan-Fen Chu

    (National Science and Technology Center for Disaster Reduction (NCDR) Taiwan)

  • Michael McAleer

    (Econometric Institute Erasmus School of Economics Erasmus University Rotterdam and Tinbergen Institute The Netherlands and Institute of Economic Research Kyoto University Japan and Department of Quantitative Economics Complutense University of Madrid Spain)

  • Szu-Hua Wang

    (Department of Urban Affairs and Environmental Planning Chinese Cultural University Taiwan)

Abstract

This paper has two primary purposes. First, we fit the annual maximum daily rainfall data for 6 rainfall stations, both with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in Taiwan, and detect the changes between the two phases for extreme rainfall. The non-stationary model means that the location parameter in the GEV distribution is a linear function of time to detect temporal trends in maximum rainfall. Second, we compute the future behavior of stationary models for the return levels of 10, 20, 50 and 100-years based on the period 1960-2010. In addition, the 95% confidence intervals of the return levels are provided. This is the first investigation to use generalized extreme value distributions to model extreme rainfall in Taiwan.

Suggested Citation

  • Lan-Fen Chu & Michael McAleer & Szu-Hua Wang, 2012. "Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan," KIER Working Papers 837, Kyoto University, Institute of Economic Research.
    • Handle: RePEc:kyo:wpaper:837
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    File URL: http://www.kier.kyoto-u.ac.jp/DP/DP837.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Generalized extreme value; Extreme rainfall; Return level; Statistical modelling.;
    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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