Scaling of Precipitation Extremes Modelled by Generalized Pareto Distribution

Precipitation extremes are often modelled with data from annual maximum series or peaks over threshold series. The Generalized Pareto Distribution (GPD) is commonly used to fit the peaks over threshold series. Scaling of precipitation extremes from larger time scales to smaller time scales when the extremes are modelled with the GPD is burdened with difficulties arising from varying thresholds for different durations. In this study, the scale invariance theory is used to develop a disaggregation model for precipitation extremes exceeding specified thresholds. A scaling relationship is developed for a range of thresholds obtained from a set of quantiles of non-zero precipitation of different durations. The GPD parameters and exceedance rate parameters are modelled by the Bayesian approach and the uncertainty in scaling exponent is quantified. A quantile based modification in the scaling relationship is proposed for obtaining the varying thresholds and exceedance rate parameters for shorter durations. The disaggregation model is applied to precipitation datasets of Berlin City, Germany and Bangalore City, India. From both the applications, it is observed that the uncertainty in the scaling exponent has a considerable effect on uncertainty in scaled parameters and return levels of shorter durations.