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Thread Subject:
recurrence frequency estimation

Subject: recurrence frequency estimation

From: edward kabanyas

Date: 4 Sep, 2011 12:44:14

Message: 1 of 3

Hi all,

I would like to ask your share about the recurrence frequency analysis in Matlab. As far as I know, the recurrence frequency is the time interval of an event will be repeated again in the coming time such as used in flooding or earthquake prediction.

For example (only example but real data also hourly), I have hourly rainfall data in mm during one years observation. I want to calculate the recurrence frequency of one per day, one per two days, one per weeks, one per months. The number of sample is 10,000 in minute interval.

To calculate the recurrence, assumed 1 years data (365 days), we sort data (10,000 samples) from a large to a small and take the 365th data, don't we ? Or another way ?

For one per months, we sort the data from a large to a small and the 12th data, or another correct way ?

Thanks for sharing..

Edward

Subject: recurrence frequency estimation

From: TideMan

Date: 4 Sep, 2011 20:19:29

Message: 2 of 3

On Sep 5, 12:44 am, "edward kabanyas" <djuky_...@yahoo.com> wrote:
> Hi all,
>
> I would like to ask your share about the recurrence frequency analysis in Matlab. As far as I know, the recurrence frequency is the time interval of an event will be repeated again in the coming time such as used in flooding or earthquake prediction.
>
> For example (only example but real data also hourly), I have hourly rainfall data in mm during one years observation. I want to calculate the recurrence frequency of one per day, one per two days, one per weeks, one per months. The number of sample is 10,000 in minute interval.
>
> To calculate the recurrence, assumed 1 years data (365 days), we sort data (10,000 samples) from a large to a small and take the 365th data, don't we ? Or another way ?
>
> For one per months, we sort the data from a large to a small and the 12th data, or another correct way ?
>
> Thanks for sharing..
>
> Edward

No.
You first must reshape the data into blocks of 1 day, 1 month, 1 year,
or whatever, then take the maximum of each block and sort the maxima.
Then, you need a mapping formula for the probabilty.
Here is Gringorten's for annual flood data:
p_i=(i-a)/(n+0.12)
where p_i is the Annual Exceedance Probability (inverse of recurrence
interval) for the ith position, a is a constant, usually 0.44, and n
is the number of data. An AEP of 0.01 is the 100-year flood.
You plot your sorted maxima as a function of p_i.

Subject: recurrence frequency estimation

From: edward kabanyas

Date: 5 Sep, 2011 10:26:11

Message: 3 of 3

TideMan <mulgor@gmail.com> wrote in message <3ce8f936-00e4-4d46-932e-0aba08c03375@b34g2000prf.googlegroups.com>...
> On Sep 5, 12:44 am, "edward kabanyas" <djuky_...@yahoo.com> wrote:
> > Hi all,
> >
> > I would like to ask your share about the recurrence frequency analysis in Matlab. As far as I know, the recurrence frequency is the time interval of an event will be repeated again in the coming time such as used in flooding or earthquake prediction.
> >
> > For example (only example but real data also hourly), I have hourly rainfall data in mm during one years observation. I want to calculate the recurrence frequency of one per day, one per two days, one per weeks, one per months. The number of sample is 10,000 in minute interval.
> >
> > To calculate the recurrence, assumed 1 years data (365 days), we sort data (10,000 samples) from a large to a small and take the 365th data, don't we ? Or another way ?
> >
> > For one per months, we sort the data from a large to a small and the 12th data, or another correct way ?
> >
> > Thanks for sharing..
> >
> > Edward
>
> No.
> You first must reshape the data into blocks of 1 day, 1 month, 1 year,
> or whatever, then take the maximum of each block and sort the maxima.
> Then, you need a mapping formula for the probabilty.
> Here is Gringorten's for annual flood data:
> p_i=(i-a)/(n+0.12)
> where p_i is the Annual Exceedance Probability (inverse of recurrence
> interval) for the ith position, a is a constant, usually 0.44, and n
> is the number of data. An AEP of 0.01 is the 100-year flood.
> You plot your sorted maxima as a function of p_i.

Hi TideMan,

thanks for reply. I want to calculate the recurrence of cloud with certain size, is it acceptable to use Gringorten equation for mapping formula for the probabilty ? What I understand, to get the value of certain recurrence frequencies we can use interpolation procedure of the plot, can we ?

Thanks for help

Edward

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