Intensity-duration-frequency curve

Last updated

An intensity-duration-frequency curve (IDF curve) is a mathematical function that relates the intensity of an event (e.g. rainfall) with its duration and frequency of occurrence. [1] Frequency is the inverse of the probability of occurrence. These curves are commonly used in hydrology for flood forecasting and civil engineering for urban drainage design. However, the IDF curves are also analysed in hydrometeorology because of the interest in the time concentration or time-structure of the rainfall, [2] [3] but it is also possible to define IDF curves for drought events. [4] [5] Additionally, applications of IDF curves to risk-based design are emerging outside of hydrometeorology, for example some authors developed IDF curves for food supply chain inflow shocks to US cities. [6]

Contents

Mathematical approaches

The IDF curves can take different mathematical expressions, theoretical or empirically fitted to observed event data. For each duration (e.g. 5, 10, 60, 120, 180 ... minutes), the empirical cumulative distribution function (ECDF), and a determined frequency or return period is set. Therefore, the empirical IDF curve is given by the union of the points of equal frequency of occurrence and different duration and intensity [7] Likewise, a theoretical or semi-empirical IDF curve is one whose mathematical expression is physically justified, but presents parameters that must be estimated by empirical fits.

Empirical approaches

There is a large number of empirical approaches that relate the intensity (I), the duration (t) and the return period (p), from fits to power laws such as:

In hydrometeorology, the simple power law (taking ) is used as a measure of the time-structure of the rainfall: [2]

where is defined as an intensity of reference for a fixed time , i.e. , and is a non-dimensional parameter known as n-index. [2] [3] In a rainfall event, the equivalent to the IDF curve is called Maximum Averaged Intensity (MAI) curve. [11]

Theoretical approaches

To get an IDF curves from a probability distribution, it is necessary to mathematically isolate the total amount or depth of the event, which is directly related to the average intensity and the duration , by the equation , and since the return period is defined as the inverse of , the function is found as the inverse of , according to:

where the Pareto distribution constant has been redefined as, since it is a valid distribution for a specific duration of the event, it has been taken as.
Note that for y , the generalized Pareto distribution retrieves the simple form of the Pareto distribution, with . However, with the exponential distribution is retrieved.

Related Research Articles

<span class="mw-page-title-main">Normal distribution</span> Probability distribution

In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is

<span class="mw-page-title-main">Multivariate normal distribution</span> Generalization of the one-dimensional normal distribution to higher dimensions

In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. One definition is that a random vector is said to be k-variate normally distributed if every linear combination of its k components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated real-valued random variables each of which clusters around a mean value.

<span class="mw-page-title-main">Pareto distribution</span> Probability distribution

The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power-law probability distribution that is used in description of social, quality control, scientific, geophysical, actuarial, and many other types of observable phenomena; the principle originally applied to describing the distribution of wealth in a society, fitting the trend that a large portion of wealth is held by a small fraction of the population. The Pareto principle or "80-20 rule" stating that 80% of outcomes are due to 20% of causes was named in honour of Pareto, but the concepts are distinct, and only Pareto distributions with shape value of log45 ≈ 1.16 precisely reflect it. Empirical observation has shown that this 80-20 distribution fits a wide range of cases, including natural phenomena and human activities.

<span class="mw-page-title-main">Log-normal distribution</span> Probability distribution

In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable X is log-normally distributed, then Y = ln(X) has a normal distribution. Equivalently, if Y has a normal distribution, then the exponential function of Y, X = exp(Y), has a log-normal distribution. A random variable which is log-normally distributed takes only positive real values. It is a convenient and useful model for measurements in exact and engineering sciences, as well as medicine, economics and other topics (e.g., energies, concentrations, lengths, prices of financial instruments, and other metrics).

<span class="mw-page-title-main">Geometric Brownian motion</span> Continuous stochastic process

A geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift. It is an important example of stochastic processes satisfying a stochastic differential equation (SDE); in particular, it is used in mathematical finance to model stock prices in the Black–Scholes model.

<span class="mw-page-title-main">Logistic distribution</span> Continuous probability distribution

In probability theory and statistics, the logistic distribution is a continuous probability distribution. Its cumulative distribution function is the logistic function, which appears in logistic regression and feedforward neural networks. It resembles the normal distribution in shape but has heavier tails. The logistic distribution is a special case of the Tukey lambda distribution.

The Gram–Charlier A series, and the Edgeworth series are series that approximate a probability distribution in terms of its cumulants. The series are the same; but, the arrangement of terms differ. The key idea of these expansions is to write the characteristic function of the distribution whose probability density function f is to be approximated in terms of the characteristic function of a distribution with known and suitable properties, and to recover f through the inverse Fourier transform.

In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals with the question of how to approximate the actual covariance matrix on the basis of a sample from the multivariate distribution. Simple cases, where observations are complete, can be dealt with by using the sample covariance matrix. The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space of covariance matrices is viewed as an extrinsic convex cone in Rp×p; however, measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. In addition, if the random variable has a normal distribution, the sample covariance matrix has a Wishart distribution and a slightly differently scaled version of it is the maximum likelihood estimate. Cases involving missing data, heteroscedasticity, or autocorrelated residuals require deeper considerations. Another issue is the robustness to outliers, to which sample covariance matrices are highly sensitive.

In probability theory and statistics, the generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions. By the extreme value theorem the GEV distribution is the only possible limit distribution of properly normalized maxima of a sequence of independent and identically distributed random variables. Note that a limit distribution needs to exist, which requires regularity conditions on the tail of the distribution. Despite this, the GEV distribution is often used as an approximation to model the maxima of long (finite) sequences of random variables.

<span class="mw-page-title-main">Scaled inverse chi-squared distribution</span> Probability distribution

The scaled inverse chi-squared distribution is the distribution for x = 1/s2, where s2 is a sample mean of the squares of ν independent normal random variables that have mean 0 and inverse variance 1/σ2 = τ2. The distribution is therefore parametrised by the two quantities ν and τ2, referred to as the number of chi-squared degrees of freedom and the scaling parameter, respectively.

Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst of cases. ES is an alternative to value at risk that is more sensitive to the shape of the tail of the loss distribution.

<span class="mw-page-title-main">Generalized Pareto distribution</span> Family of probability distributions often used to model tails or extreme values

In statistics, the generalized Pareto distribution (GPD) is a family of continuous probability distributions. It is often used to model the tails of another distribution. It is specified by three parameters: location , scale , and shape . Sometimes it is specified by only scale and shape and sometimes only by its shape parameter. Some references give the shape parameter as .

In financial mathematics, tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with the more general value at risk. It quantifies the expected value of the loss given that an event outside a given probability level has occurred.

The term generalized logistic distribution is used as the name for several different families of probability distributions. For example, Johnson et al. list four forms, which are listed below.

<span class="mw-page-title-main">Viscoplasticity</span> Theory in continuum mechanics

Viscoplasticity is a theory in continuum mechanics that describes the rate-dependent inelastic behavior of solids. Rate-dependence in this context means that the deformation of the material depends on the rate at which loads are applied. The inelastic behavior that is the subject of viscoplasticity is plastic deformation which means that the material undergoes unrecoverable deformations when a load level is reached. Rate-dependent plasticity is important for transient plasticity calculations. The main difference between rate-independent plastic and viscoplastic material models is that the latter exhibit not only permanent deformations after the application of loads but continue to undergo a creep flow as a function of time under the influence of the applied load.

<span class="mw-page-title-main">Wrapped normal distribution</span>

In probability theory and directional statistics, a wrapped normal distribution is a wrapped probability distribution that results from the "wrapping" of the normal distribution around the unit circle. It finds application in the theory of Brownian motion and is a solution to the heat equation for periodic boundary conditions. It is closely approximated by the von Mises distribution, which, due to its mathematical simplicity and tractability, is the most commonly used distribution in directional statistics.

In statistics, identifiability is a property which a model must satisfy for precise inference to be possible. A model is identifiable if it is theoretically possible to learn the true values of this model's underlying parameters after obtaining an infinite number of observations from it. Mathematically, this is equivalent to saying that different values of the parameters must generate different probability distributions of the observable variables. Usually the model is identifiable only under certain technical restrictions, in which case the set of these requirements is called the identification conditions.

<i>q</i>-exponential distribution

The q-exponential distribution is a probability distribution arising from the maximization of the Tsallis entropy under appropriate constraints, including constraining the domain to be positive. It is one example of a Tsallis distribution. The q-exponential is a generalization of the exponential distribution in the same way that Tsallis entropy is a generalization of standard Boltzmann–Gibbs entropy or Shannon entropy. The exponential distribution is recovered as

<span class="mw-page-title-main">Log-Cauchy distribution</span>

In probability theory, a log-Cauchy distribution is a probability distribution of a random variable whose logarithm is distributed in accordance with a Cauchy distribution. If X is a random variable with a Cauchy distribution, then Y = exp(X) has a log-Cauchy distribution; likewise, if Y has a log-Cauchy distribution, then X = log(Y) has a Cauchy distribution.

The modified lognormal power-law (MLP) function is a three parameter function that can be used to model data that have characteristics of a log-normal distribution and a power law behavior. It has been used to model the functional form of the initial mass function (IMF). Unlike the other functional forms of the IMF, the MLP is a single function with no joining conditions.

References

  1. Koutsoyiannis, D.; Kozonis, D.; Manetas, A. (1998). "A mathematical framework for studying rainfall intensity-duration-frequency relationships". Journal of Hydrology. 206 (1–2): 118–135. Bibcode:1998JHyd..206..118K. doi:10.1016/S0022-1694(98)00097-3.
  2. 1 2 3 Monjo, R. (2016). "Measure of rainfall time structure using the dimensionless n-index". Climate Research. 67 (1): 71–86. Bibcode:2016ClRes..67...71M. doi: 10.3354/cr01359 . (pdf)
  3. 1 2 Monjo, R; Locatelli, L; Milligan, J; Torres, L; Velasco, M; Gaitán, E; Pórtoles, J; Redolat, D; Russo, B; Ribalaygua, J. (2023). Estimation of future extreme rainfall in Barcelona (Spain) under monofractal hypothesis. International Journal of Climatology. doi:10.1002/joc.8072
  4. Heidari, Hadi; Arabi, Mazdak; Ghanbari, Mahshid; Warziniack, Travis (June 2020). "A Probabilistic Approach for Characterization of Sub-Annual Socioeconomic Drought Intensity-Duration-Frequency (IDF) Relationships in a Changing Environment". Water. 12 (6): 1522. doi: 10.3390/w12061522 .
  5. Monjo, R.; Royé, D., and Martin-Vide, J. (2020): Meteorological drought lacunarity around the world and its classification, Earth Syst. Sci. Data, 12, 741–752, doi:10.5194/essd-12-741-2020
  6. Gomez, Michael; Mejia, Alfonso; Ruddell, Benjamin L.; Rushforth, Richard R. (July 2021). "Supply chain diversity buffers cities against food shocks". Nature. 595 (7866): 250–254. Bibcode:2021Natur.595..250G. doi: 10.1038/s41586-021-03621-0 . ISSN   1476-4687. PMID   34234337. S2CID   235768350.
  7. Témez, J. (1978): Cálculo Hidrometeorológico de caudales máximos en pequeñas cuencas naturales. Dirección General de Carreteras. Madrid. España. 111p.
  8. Sherman, C. (1931): Frequency and intensity of excessive rainfall at Boston, Massachusetts, Transactions, American Society of Civil Engineers, 95, 951–960.
  9. Chow, V. T. (1962): Hydrologic determination of waterway areas for drainage structures in small drainage basins, Engrg. Experimental Station, Univ. of Illinois, Urbana, I11, Illinois, bulletin No. 462.
  10. Aparicio, F. (1997): Fundamentos de Hidrología de Superficie. Balderas, México, Limusa. 303 p.
  11. Moncho, R.; Belda. F; Caselles, V. (2010): Climatic study of the exponent “n” in IDF curves: application for the Iberian Peninsula. Tethys, nº6: 3–14. DOI: 10.3369/tethys.2009.6.01 (pdf) Archived 2011-01-01 at the Wayback Machine