On the use of GEV distribution: A case study of temperature in Malaysia

Author

Hasan, H.B. ; Salam, N.B. ; Kassim, S.B.

Author_Institution

Sch. of Math. Sci., Univ. Sains Malaysia, Minden, Malaysia

fYear

2012

fDate

10-12 Sept. 2012

Firstpage

1

Lastpage

6

Abstract

Extreme maximum temperature of several stations in Malaysia is modeled by fitting monthly maximums to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are used to detect stochastic trends. The Mann-Kendall (MK) test suggests a non-stationary model. Three models are considered for stations with trend. The Likelihood Ratio test shows that Malacca station favours Model 2 (linear in the location parameter) and Kuantan station favours Model 2 and Model 3 (the logarithm of the scale parameter). The Kolmogorov-Smirnov (KS) goodness-of-fit test shows that monthly maximums converge to the GEV distribution. The return period, that is the period where the temperature exceeds the monthly maximum temperature is obtained.

Keywords

atmospheric temperature; stochastic processes; GEV distribution; Kolmogorov-Smirnov goodness-of-fit test; Kuantan station; Malacca station; Malaysia; Mann-Kendall test; Phillips Perron test; augmented Dickey Fuller test; extreme maximum temperature; generalized extreme value distribution; likelihood ratio test; nonstationary model; Biological system modeling; Data models; Global warming; Market research; Meteorology; Temperature distribution; Extreme Temperature; Generalized Extreme Value; Return Level;

fLanguage

English

Publisher

ieee

Conference_Titel

Statistics in Science, Business, and Engineering (ICSSBE), 2012 International Conference on

Conference_Location

Langkawi

Print_ISBN

978-1-4673-1581-4

Type

conf

DOI

10.1109/ICSSBE.2012.6396634

Filename

6396634