Tuesday, 2 August 2011

Wseas Transactions

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Transactions: INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES
Transactions ID Number: 17-221
Full Name: Alina Barbulescu
Position: Associate Professor
Age: ON
Sex: Female
Address: Ovidius University of Constanta, Faculty of Mathematics and Computers Science
Country: ROMANIA
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E-mail address: alinadumitriu@yahoo.com
Other E-mails: emma.barbulescu@yahoo.com
Title of the Paper: Mathematical models for extreme monthly precipitation
Authors as they appear in the Paper: Alina Barbulescu, Judicael Deguenon
Email addresses of all the authors: alinadumitriu@yahoo.com, tjudy73@yahoo.com
Number of paper pages: 8
Abstract: In this article we present the results of modeling the extreme monthly precipitation series collected in the period January 1965 – December 2005, at ten hydro-meteorological stations situated in Dobrudja, a region from the South - Eastern part of Romania. The main model used was the Generalized Pareto Distribution. For the non-stationary series, determined by KPSS test, the existence of cyclical (harmonic) trends has also been studied and a GPD re - parameterization by the orthogonal method has been done, using the scale as Poisson parameter, in the case of cyclical trend existence. The comparison between the models, done by the likelihood – ratio test, proved that only in two cases (Medgidia and Corugea series) the reparameterized model was better.
Keywords: Extreme values, Generalized Pareto Distribution, Maximum likelihood, Ratio likelihood.
EXTENSION of the file: .pdf
Special (Invited) Session: GPD Models for Extreme Rainfall in Dobrudja
Organizer of the Session: 658-383
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