Revealing hidden persistence in maximum rainfall records

T. Iliopoulou, and D. Koutsoyiannis, Revealing hidden persistence in maximum rainfall records, Hydrological Sciences Journal, 64 (14), 1673–1689, doi:10.1080/02626667.2019.1657578, 2019.



Clustering of extremes is critical for hydrological design and risk management and challenges the popular assumption of independence of extremes. We investigate the links between clustering of extremes and long-term persistence, else Hurst-Kolmogorov (HK) dynamics, in the parent process exploring the possibility of inferring the latter from the former. We find that (a) identifiability of persistence from maxima depends foremost on the choice of the threshold for extremes, the skewness and kurtosis of the parent process, and less on sample size; and (b) existing indices for inferring dependence from series of extremes are downward biased when applied to non-Gaussian processes. We devise a probabilistic index based on the probability of occurrence of peak-over-threshold events across multiple scales, which can reveal clustering, linking it to the persistence of the parent process. Its application shows that rainfall extremes may exhibit noteworthy departures from independence and consistency with an HK model.

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Our works referenced by this work:

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14. Y. Markonis, and D. Koutsoyiannis, Scale-dependence of persistence in precipitation records, Nature Climate Change, 6, 399–401, doi:10.1038/nclimate2894, 2016.
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16. P. Dimitriadis, Hurst-Kolmogorov dynamics in hydroclimatic processes and in the microscale of turbulence, PhD thesis, Department of Water Resources and Environmental Engineering – National Technical University of Athens, 2017.
17. T. Iliopoulou, S.M. Papalexiou, Y. Markonis, and D. Koutsoyiannis, Revisiting long-range dependence in annual precipitation, Journal of Hydrology, 556, 891–900, doi:10.1016/j.jhydrol.2016.04.015, 2018.
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20. T. Iliopoulou, D. Koutsoyiannis, and A. Montanari, Characterizing and modeling seasonality in extreme rainfall, Water Resources Research, 54 (9), 6242–6258, doi:10.1029/2018WR023360, 2018.
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Our works that reference this work:

1. F. Lombardo, F. Napolitano, F. Russo, and D. Koutsoyiannis, On the exact distribution of correlated extremes in hydrology, Water Resources Research, 55 (12), 10405–10423, doi:10.1029/2019WR025547, 2019.
2. T. Iliopoulou, and D. Koutsoyiannis, Projecting the future of rainfall extremes: better classic than trendy, Journal of Hydrology, 588, doi:10.1016/j.jhydrol.2020.125005, 2020.
3. D. Koutsoyiannis, Stochastics of Hydroclimatic Extremes - A Cool Look at Risk, ISBN: 978-618-85370-0-2, 333 pages, Kallipos, Athens, 2021.
4. P. Dimitriadis, D. Koutsoyiannis, T. Iliopoulou, and P. Papanicolaou, A global-scale investigation of stochastic similarities in marginal distribution and dependence structure of key hydrological-cycle processes, Hydrology, 8 (2), 59, doi:10.3390/hydrology8020059, 2021.

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Tagged under: Extremes, Stochastics