2016
DOI: 10.5194/hess-2016-65
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Non-stationary Extreme Value Analysis: a simplified approach for Earth science applications

Abstract: Abstract. Statistical approaches to study extreme events require by definition long time series of data. The climate is subject to natural and anthropogenic variations at different temporal scales, leaving their footprint on the frequency and intensity of climatic and hydrological extremes, therefore assumption of stationarity is violated and alternative methods to conventional stationary Extreme Value Analysis (EVA) need to be adopted. In this study we introduce the Transformed-Stationary (TS) methodology for… Show more

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Cited by 20 publications
(19 citation statements)
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“…The resulting storm surge level and H s time series are combined to generate η CE time series according to Eq. ( 2 ) and η CE values for different return periods are obtained using a stationary version of a non-stationary extreme value analysis package 42 . Even though the 100-year return period is discussed in the manuscript, the dataset includes also data for the 5, 10, 20, 50, 200, 500, 1000 year events.…”
Section: Methodsmentioning
confidence: 99%
See 2 more Smart Citations
“…The resulting storm surge level and H s time series are combined to generate η CE time series according to Eq. ( 2 ) and η CE values for different return periods are obtained using a stationary version of a non-stationary extreme value analysis package 42 . Even though the 100-year return period is discussed in the manuscript, the dataset includes also data for the 5, 10, 20, 50, 200, 500, 1000 year events.…”
Section: Methodsmentioning
confidence: 99%
“…Following, non-stationary extreme value statistical analysis 42 is applied to obtain η CE values for different return periods. Similar to η tide , the final η CE projections are obtained after adjusting the reanalysis values according to the relative changes obtained from the CMIP5 simulations (equation 5 ).…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…Waves and storm surges were combined into η w − ss time series obtained according to equation (2), and to which non‐stationary extreme value statistical analysis (EVA) was applied [ Mentaschi et al , ]. The statistical analysis consisted in (1) applying a time‐varying normalization to transform the non‐stationary time series into a stationary one, to which the stationary EVA theory was applied; and (2) reverse‐transforming the result into a non‐stationary extreme value distribution.…”
Section: Methodsmentioning
confidence: 99%
“…Subsequently, non-stationary extreme value statistical analysis (EVA) was applied to the 30-year η W-SS time series allowing the estimation of extreme η W-SS values for different return periods. The statistical analysis consisted in (i) transforming a non-stationary time series into a stationary one to which the stationary EVA theory can be applied, and (ii) reverse-transforming the result into a non-stationary extreme value distribution; this is described in detail in Mentaschi et al (2016). The values presently considered correspond to the 100-year present-day event along the European coastline (Fig.…”
Section: Total Water Level Datamentioning
confidence: 99%