INFLUENCE OF WEAK TRENDS ON EXCEEDANCE PROBABILITY

Authors
PORPORATO A RIDOLFI L
Citation
A. Porporato et L. Ridolfi, INFLUENCE OF WEAK TRENDS ON EXCEEDANCE PROBABILITY, Stochastic hydrology and hydraulics, 12(1), 1998, pp. 1-14
Citations number
18
Categorie Soggetti
Statistic & Probability","Water Resources","Engineering, Environmental","Statistic & Probability","Engineering, Civil
Journal title
Stochastic hydrology and hydraulics → ACNP
ISSN journal
09311955
Volume
12
Issue
1
Year of publication
1998
Pages
1 - 14
Database
ISI
SICI code
0931-1955(1998)12:1<1:IOWTOE>2.0.ZU;2-R
Abstract
Studying the hypothetical case of a trend superimposed on a random sta tionary variable, we highlight the strong influence of possible non-st ationarities on exceedance probability. After a general outline, the s ubject is analytically developed using the Gumbel distribution, emphas izing the quick increase of the exceedance probability over time in th e presence of weak rising trends, and its sensitive underestimation wh ere the non-stationarity goes unnoticed or is considered negligible. F inally the work is applied to hydrological series of rainfall and rive r flow.