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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 許耀文(Yao-Wen Hsu) | |
| dc.contributor.author | Jessica Lauren | en |
| dc.contributor.author | 劉盈希 | zh_TW |
| dc.date.accessioned | 2022-11-24T03:28:42Z | - |
| dc.date.available | 2021-09-02 | |
| dc.date.available | 2022-11-24T03:28:42Z | - |
| dc.date.copyright | 2021-09-02 | |
| dc.date.issued | 2021 | |
| dc.date.submitted | 2021-08-24 | |
| dc.identifier.citation | References Alam, M., Emura, K., Farnham, C., Yuan, J. (2018). Best-Fit Probability Distributions and Return Periods for Maximum Monthly Rainfall in Bangladesh. Climate, 6(1), 9. doi:10.3390/cli6010009 Balkema, A., Haan, L. (1974). Residual Life Time at Great Age. Annals of Probability, 2, 792-804. Beguería, S. (2005). Uncertainties in partial duration series modeling of extremes related to the choice of the threshold value. Journal of Hydrology, 303, 215-230. Bezak, N., Brilly, M., Šraj, M. (2014). Comparison between the peaks-over-threshold method and the annual maximum method for flood frequency analysis. Hydrological Sciences Journal, 59, 959 - 977. Bouwer L.M. (2019) Observed and Projected Impacts from Extreme Weather Events: Implications for Loss and Damage. In: Mechler R., Bouwer L., Schinko T., Surminski S., Linnerooth-Bayer J. (eds) Loss and Damage from Climate Change. Climate Risk Management, Policy and Governance. Springer, Cham. https://doi.org/10.1007/978-3-319-72026-5_3 Clauset, A., Shalizi, C., Newman, M. (2009). Power-Law Distributions in Empirical Data. SIAM Rev., 51, 661-703. Coles, S., Bawa, J., Trenner, L., Dorazio, P. (2001). An introduction to statistical modeling of extreme values (Vol. 208): Springer. D'Agostino, R., Stephens, M. (1986). Goodness-of-Fit-Techniques. Davison, A., Smith, R. (1990). Models for Exceedances over High Thresholds. Journal of the Royal Statistical Society. Series B (Methodological), 52(3), 393-442. Fisher, R. A., Tippett, L. H. C. (1928). Limiting forms of the frequency distribution of the largest or smallest member of a sample. Paper presented at the Mathematical Proceedings of the Cambridge Philosophical Society. Giorgi, F., Im, E., Coppola, E., Diffenbaugh, N., Gao, X., Mariotti, L., Shi, Y. (2011). Higher Hydroclimatic Intensity with Global Warming. Journal of Climate, 24, 5309-5324. Gnedenko, B. (1943). Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire. Annals of Mathematics, 44(3), 423-453. doi:10.2307/1968974 Hall, P. (1990). Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. Journal of multivariate analysis, 32(2), 177-203. Hawkins, D. (1977). Testing a Sequence of Observations for a Shift in Location. Journal of the American Statistical Association, 72, 180-186. Jenkinson, A. F. (1955). The frequency distribution of the annual maximum (or minimum) values of meteorological elements. Quarterly Journal of the Royal Meteorological Society, 81(348), 158-171. doi:10.1002/qj.49708134804 Karabörk, M.Ç., Kahya, E., Komuscu, A.U. (2007). Analysis of Turkish precipitation data: homogeneity and the Southern Oscillation forcings on frequency distributions. Hydrological Processes, 21, 3203-3210. Katz, R. W., Parlange, M. B., Naveau, P. (2002). Statistics of extremes in hydrology. Advances in Water Resources, 25(8-12), 1287-1304. doi:10.1016/S0309-1708(02)00056-8 Laio, F. (2004). Cramer–von Mises and Anderson-Darling goodness of fit tests for extreme value distributions with unknown parameters. Water Resources Research, 40(9). doi:https://doi.org/10.1029/2004WR003204 Lang, M., T. B. M. J. Ouarda, et al. (1999). Towards operational guidelines for over-threshold modeling. Journal of Hydrology, 225, 103-117. Martins, E., Stedinger, J. (2000). Generalized maximum‐likelihood generalized extreme‐value quantile estimators for hydrologic data. Water Resources Research, 36, 737-744. Michele, C.D. (2019). Advances in Deriving the Exact Distribution of Maximum Annual Daily Precipitation. Water, 11, 2322. Min, S., Zhang, X., Zwiers, F., Hegerl, G. (2011). Human contribution to more-intense precipitation extremes. Nature, 470, 378-381. Mo, C., Ruan, Y., He, J., Jin, J., Liu, P., Sun, G. (2019). Frequency analysis of precipitation extremes under climate change. International Journal of Climatology, 39, 1373-1387. Ouarda, T., Cunderlik, J., St-Hilaire, A., Barbet, M., Bruneau, P., Bobée, B. (2006). Data-based comparison of seasonality-based regional flood frequency methods. Journal of Hydrology, 330, 329-339. Papalexiou, S. M., Koutsoyiannis, D. (2013). Battle of extreme value distributions : A global survey on extreme daily rainfall. Water Resources Research, 49(1), 187-201. doi:10.1029/2012WR012557 Pettitt, A. (1979). A Non‐Parametric Approach to the Change‐Point Problem. Journal of The Royal Statistical Society Series C-applied Statistics, 28, 126-135. Sahin, S., Cigizoglu, H.K. (2010). Homogeneity analysis of Turkish meteorological data set. Hydrological Processes, 24, 981-992. Santos, E.B., Lúcio, P., Silva, C.M. (2015). Estimating return periods for daily precipitation extreme events over the Brazilian Amazon. Theoretical and Applied Climatology, 126, 585-595. Siswanto, S., van Oldenborgh, G.J., van der Schrier, G., Jilderda, R. and van den Hurk, B. (2016), Temperature, extreme precipitation, and diurnal rainfall changes in the urbanized Jakarta city during the past 130 years. Int. J. Climatol., 36: 3207-3225. https://doi.org/10.1002/joc.4548 Smith, R. (1984). Threshold Methods for Sample Extremes. Stephens, M. (1970). Use of the Kolmogorov-Smirnov, Cramer-Von Mises and Related Statistics without Extensive Tables. Journal of the royal statistical society series b-methodological, 32, 115-122. Svensson, C., Jones, D.A. (2010). Review of rainfall frequency estimation methods. Journal of Flood Risk Management, 3, 296-313. Van Den Besselaar, E. J. M., Klein Tank, A. M. G., Van Der Schrier, G., Abass, M. S., Baddour, O., Van Engelen, A. F., Freire, A., Hechler, P., Laksono, B. I., , Jilderda, R., Foamouhoue, A. K., Kattenberg, A., Leander, R., Güingla, R. M., Mhanda, A. S., Nieto, J. J., , Suwondo, A., Swarinoto, Y. S., Verver, G. (2015). International Climate Assessment Dataset: Climate Services across Borders, Bulletin of the American Meteorological Society, 96(1), 16-21. Retrieved Jul 29, 2021, from https://journals.ametsoc.org/view/journals/bams/96/1/bams-d-13-00249.1.xml Wald, A., Wolfowitz, J. (1943). An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation. Annals of Mathematical Statistics, 14, 378-388. Ward, P. J., Pauw, W. P., Buuren, M. W., Van, and Marfai, M. A. (2013). Governance of flood risk management in a time of climate change: the cases of Jakarta and Rotterdam. Env. Polit. 22, 518–536. doi: 10.1080/09644016.2012.683155 Westra, S., Alexander, L. V., Zwiers, F. W. (2013). Global Increasing Trends in Annual Maximum Daily Precipitation, Journal of Climate, 26(11), 3904-3918. Willems, P. (2013). Multidecadal oscillatory behaviour of rainfall extremes in Europe. Climatic Change, 120, 931-944. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/81063 | - |
| dc.description.abstract | 極值理論主要針對罕見極端事件並使用統計框架進行分析與建模，而其也被廣泛應用於氣候領域的研究。本研究以極值理論為主要方法論，透過一系列統計檢定基本假設來進行更穩健的統計建模，既針對極端氣候的統計模擬提供更加嚴謹的研究框架，以便應用於極端氣候之研究議題。 隨著地球暖化，氣候急遽變化，有越來越多人的居住環境飽受極端氣候侵擾，如強降雨等自然災害加劇所見。因此，需要評估脆弱度並儘早規劃防治對策，以降低災害風險以及減緩極端氣候的負面衝擊，特別是在應對機制有限且遭受災害極大損失的地區，例如印尼首都雅加達。因此，科學研究對於滿足這些需求至關重要。 本研究將使用極值理論在兩種不同的方法下探討雅加達的日降雨量，即塊極大值模型 (block maxima)，配適廣義極值 (Generalized Extreme Value) 分配；以及配適廣義柏拉圖(Generalized Pareto)分配的越檻高峰模型 (peaks-over-threshold)。分配參數的進一步估計將基於最大概似估計，而極端降雨量的最佳擬合分配將透過一系列診斷檢定確定。此外，我們將研究豪雨的重現期 (return period) 以及不同時間間隔重現期的變化。 本研究的目的是從統計的觀點，提供關於極端降雨量發生可能性的資訊，有助於製定、規劃和實施適當風險減緩策略，以應對因氣候變化導致的不斷變化的極端降雨事件。 | zh_TW |
| dc.description.provenance | Made available in DSpace on 2022-11-24T03:28:42Z (GMT). No. of bitstreams: 1 U0001-2208202100430500.pdf: 1783393 bytes, checksum: a052644d1cc97202bd187fa5aa272398 (MD5) Previous issue date: 2021 | en |
| dc.description.tableofcontents | Contents Acknowledgments i 中文摘要 ii Abstract iii 1. Introduction 1 2. Literature Review 4 3. Research Methodology 8 3.1 Theorem of Fisher-Tippet-Gnedenko 8 3.2 Generalized Extreme Value Distribution 8 3.3 Theorem of Pickands-Balkema-de Haan 10 3.4 Generalized Pareto Distribution 10 3.5 Test for Stationarity and Trend 11 3.5.1 Kwiatkowski-Phillips-Schmidt-Shin (KPSS) 11 3.5.2 Mann-Kendall 12 3.6 Parameter Estimation 12 3.7 Model Adequacy 12 3.7.1 Graphical diagnostics 13 3.7.1.1 P-P plot 13 3.7.1.2 Q-Q plot 13 3.7.2 Goodness-of-fit tests 13 3.7.2.1 Kolmogorov-Smirnov (K-S) 14 3.7.2.2 Cramér von Mises (CvM) 14 3.7.2.3 Anderson-Darling (AD) 15 4. Empirical Study 16 4.1 Data Description 16 4.2 Block Maxima Approach 17 4.2.1 Summary of statistics 17 4.2.2 Tests for stationarity and trend 18 4.2.3 Parameter estimation 19 4.3 Peaks-over-Threshold approach 20 4.3.1 Threshold selection 20 4.3.1.1 Mean excess plot 21 4.3.1.2 Parameter stability plot 22 4.3.2 Summary of statistics 23 4.3.3 Tests for stationarity and trend 24 4.3.4 Parameter estimation 25 5. Results and Discussion 26 5.1 Model Selection and Diagnostics 26 5.1.1 Diagnostic plots 26 5.1.2 Goodness-of-fit Tests 28 5.2 Exceedance Probability 29 5.3 Return Level and Return Period 30 5.4 Return Period in Different Time Intervals 32 5.5 Research Implications 34 6. Conclusion 36 References 40 | |
| dc.language.iso | en | |
| dc.subject | 重現期 | zh_TW |
| dc.subject | 極端降雨量 | zh_TW |
| dc.subject | 氣候變遷 | zh_TW |
| dc.subject | 塊極大值 | zh_TW |
| dc.subject | 極值理論 | zh_TW |
| dc.subject | 越檻高峰 | zh_TW |
| dc.subject | climate change | en |
| dc.subject | extreme value theory (EVT) | en |
| dc.subject | block maxima | en |
| dc.subject | peaks-over-threshold | en |
| dc.subject | return period | en |
| dc.subject | extreme rainfall | en |
| dc.title | 應用極值理論探討印尼極端降雨量-以雅加達省為例 | zh_TW |
| dc.title | Application of Extreme Value Theory to Extreme Rainfall Analysis in Indonesia: A Case Study of Jakarta Province | en |
| dc.date.schoolyear | 109-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 蔡宛珊(Hsin-Tsai Liu),荷世平(Chih-Yang Tseng) | |
| dc.subject.keyword | 極值理論,塊極大值,越檻高峰,重現期,極端降雨量,氣候變遷, | zh_TW |
| dc.subject.keyword | extreme value theory (EVT),block maxima,peaks-over-threshold,return period,extreme rainfall,climate change, | en |
| dc.relation.page | 44 | |
| dc.identifier.doi | 10.6342/NTU202102578 | |
| dc.rights.note | 同意授權(限校園內公開) | |
| dc.date.accepted | 2021-08-25 | |
| dc.contributor.author-dept | 共同教育中心 | zh_TW |
| dc.contributor.author-dept | 統計碩士學位學程 | zh_TW |
| 顯示於系所單位： | 統計碩士學位學程 | |
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