Application of a conditional approach for multivariate extreme values to flood risk

Wyncoll, David; Gouldby, Ben; Hames, Dominic

Abstract

Flood risk is a function of probability and consequence. Flooding events can arise from different sources, pluvial, fluvial, groundwater and coastal flooding. Sometimes flooding at a specific location arises from a single source in isolation. Often however, flooding arises as a combination of two or more flood source variables (eg rainfall, river flows, surges and wave heights) interacting. Moreover, flood events can be spatially diverse and it is necessary to model the dependence between extreme events over large spatial areas. Often the variables are partially dependent and assumptions of full dependence or complete independence are difficult to justify.
The application of multivariate extreme value analysis methods, that seek to capture the extreme dependence between different variables, has been the subject of a significant amount of research within the context of flood risk analysis. Examples include extreme, fluvial flows at confluences, estuarine water levels, metrological surges, waves and sea levels. The approaches that have been applied however, have been restrictive in terms of the number of variables that have been considered and the spatial extents. The restrictions have often been imposed by the assumptions within the modelling of dependence between the variables in the upper tail. A multivariate extreme value method has been developed that uses a conditional approach, Heffernan & Tawn (2004). The approach involves transformation of the variables to scales more suited to modelling extreme dependence, prior to fitting a multivariate regression model. There is increasing evidence to suggest that this methodology is capable of providing more robust results to a wide range of environmental variables and flood risk related problems.

• Presentation Conference Type: Conference Paper (Published)
• Conference Name: 1st International Short Conference on Advances in Extreme Value Analysis and Application to Natural Hazards (EVAN 2013)
• Start Date: Sep 18, 2013
• End Date: Sep 20, 2013
• Online Publication Date: May 21, 2014
• Publication Date: May 21, 2014
• Deposit Date: Sep 12, 2023
• Pages: 87-96
• Edition: 1st
• Book Title: Proceedings of the 1st International Short Conference on Advances in Extreme Value Analysis and Application to Natural Hazards (EVAN 2013)
• Public URL: https://uwe-repository.worktribe.com/output/11103194