Mathematics and Statistics Vol. 8(6), pp. 762 - 772
DOI: 10.13189/ms.2020.080617
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Rainfall Modelling using Generalized Extreme Value Distribution with Cyclic Covariate

Jasmine Lee Jia Min , Syafrina Abdul Halim ^*
Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, 43400, Selangor, Malaysia

ABSTRACT

Increased flood risk is recognized as one of the most significant threats in most parts of the world, resulting in severe flooding events which have caused significant property and human life losses. As there is an increase in the number of extreme flash flood events observed in Klang Valley, Malaysia recently, this paper focuses on modelling extreme daily rainfall within 30 years from year 1975 toyear 2005 in Klang Valley using generalized extreme value (GEV) distribution. Cyclic covariate is introduced in the distribution because of the seasonal rainfall variation in the series. One stationary (GEV) and three nonstationary models (NSGEV1, NSGEV2, and NSGEV3) are constructed to assess the impact of cyclic covariates on the extreme daily rainfall events. The better GEV model is selected using Akaike's information criterion (AIC), bayesian information criterion (BIC) and likelihood ratio test (LRT). The return level is then computed using the selected fitted GEV model. Results indicate that the NSGEV3 model with cyclic covariate trend presented in location and scale parameters provides better fits the extreme rainfall data. The results showed the capability of the nonstationary GEV with cyclic covariates in capturing the extreme rainfall events. The findings would be useful for engineering design and flood risk management purposes.

KEYWORDS
Covariate, Cyclic, Generalized Extreme Value, Rainfall, Stationary

Cite This Paper in IEEE or APA Citation Styles
(a). IEEE Format:
[1] Jasmine Lee Jia Min , Syafrina Abdul Halim , "Rainfall Modelling using Generalized Extreme Value Distribution with Cyclic Covariate," Mathematics and Statistics, Vol. 8, No. 6, pp. 762 - 772, 2020. DOI: 10.13189/ms.2020.080617.

(b). APA Format:
Jasmine Lee Jia Min , Syafrina Abdul Halim (2020). Rainfall Modelling using Generalized Extreme Value Distribution with Cyclic Covariate. Mathematics and Statistics, 8(6), 762 - 772. DOI: 10.13189/ms.2020.080617.