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Prediction of extreme rainfall with a generalized extreme value distribution

일반화 극단 분포를 이용한 강우량 예측

  • Sung, Yong Kyu (Department of Statistics, Kyungpook National University) ;
  • Sohn, Joong K. (Department of Statistics, Kyungpook National University)
  • Received : 2013.04.21
  • Accepted : 2013.07.18
  • Published : 2013.07.31

Abstract

Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.

집중 호우로 인한 피해가 증가하면서 다양한 기법들을 이용하여 강우량 예측에 대한 관심이 높아졌다. 최근에는 극단분포를 활용하여 강우량을 예측하려는 시도가 늘고 있다. 본 연구에서는 일반화 극단 분포를 활용하여 실제 서울시의 1973년부터 2010년까지 7월달의 사후예측분포를 생성하고, 수치적인 계산을 위해서 MCMC (Markov chain Monte Carlo)알고리즘을 활용하였다. 이 연구를 통해서 사후예측분포의 점추정값들을 비교하였고 2011년 7월달의 자료와 비교해 봤을 때 집중 호우의 확률이 증가한 것을 알 수 있었다.

Keywords

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