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Article

A Probabilistic Model for Maximum Rainfall Frequency Analysis

1
Hydrology and Water Resources Engineering Department, Institute of Meteorology and Water Management—National Research Institute, Ul. Podleśna 61, 01-673 Warszawa, Poland
2
Department of Bioresource Engineering, McGill University, 21 111 Lakeshore, Sainte-Anne-de-Bellevue, QC H9X3V9, Canada
*
Author to whom correspondence should be addressed.
Submission received: 1 September 2021 / Revised: 20 September 2021 / Accepted: 22 September 2021 / Published: 28 September 2021
(This article belongs to the Special Issue Hydrology in Water Resources Management)

Abstract

:
As determining the probability of the exceedance of maximum precipitation over a specified duration is critical to hydrotechnical design, particularly in the context of climate change, a model was developed to perform a frequency analysis of maximum precipitation of a specified duration. The PMAXΤP model (Precipitation MAXimum Time (duration) Probability) harbors a pair of computational modules fulfilling different roles: (i) statistical analysis of precipitation series, and (ii) estimation of maximum precipitation for a specified duration and its probability of exceedance. The input data consist of homogeneous 30-element series of precipitation values for 16 different durations: 5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, and 4320 min, obtained through Annual Maximum Precipitation (AMP) and Peaks-Over-Threshold (POT) approaches. The statistical analysis of the precipitation series includes: (i) detecting outliers using the Grubbs-Beck test; (ii) checking for the random variable’s independence using the Wald-Wolfowitz test and the Anderson serial correlation coefficient test; (iii) checking the random variable’s stationarity using nonparametric tests, e.g., the Kruskal-Wallis test and Spearman rank correlation coefficient test for trends of mean and variance; (iv) identifying the trend of the random variables using correlation and regression analysis, including an evaluation of the form of the trend function; and (v) checking for the internal correlation of the random variables using the Anderson autocorrelation coefficient test. To estimate maximum precipitations of a specified duration and with a specified probability of exceedance, three-parameter theoretical probability distributions were used: a shifted gamma distribution (Pearson type III), a log-normal distribution, a Weibull distribution (Fisher-Tippett type III), a log-gamma distribution, as well as a two-parameter Gumbel distribution. The best distribution was selected by: (i) maximum likelihood estimation of parameters; (ii) tests of the hypothesis of goodness of fit of the theoretical probability distribution function with the empirical distribution using Pearson’s χ2 test; (iii) selection of the best-fitting function within each type according to the criterion of minimum Kolmogorov distance; (iv) selection of the most credible probability distribution function from the set of various types of best-fitting functions according to the Akaike information criterion; and (v) verification of the most credible function using single-dimensional tests of goodness of fit: the Kolmogorov-Smirnov test, the Anderson-Darling test, the Liao-Shimokawa test, and Kuiper’s test. The PMAXTP model was tested on data from two meteorological stations in northern Poland (Chojnice and Bialystok) drawn from a digital database of high-resolution precipitation records for the period of 1986 to 2015, available for 100 stations in Poland (i.e., the Polish Atlas of Rainfall Intensities (PANDa)). Values of maximum precipitation with a specified probability of exceedance obtained from the PMAXTP model were compared with values obtained from the probabilistic Bogdanowicz-Stachý model. The comparative analysis was based on the standard error of fit, graphs of the density function for the probability of exceedance, and estimated quantile errors. The errors of fit were lower for the PMAXTP compared to the Bogdanowicz-Stachý model. For both stations, the smallest errors were obtained for the quantiles determined on the basis of maximum precipitation POT using PMAXTP.

1. Introduction

A frequency analysis of values of maximum precipitation of a specified duration and probability of exceedance is an essential part of engineering [1]. Given the significant impact of maximum precipitation on various spheres of human activity (e.g., the economy, agriculture, industry, and the environment), such an analysis is widely applied, particularly in the context of observed climate change [2,3].
A widely used tool in the statistical description of rare meteorological (climatic) events is the extreme value theorem (EVT). Two probability distributions are used when employing the EVT: the generalized extreme value distribution (GEV) and the generalized Pareto distribution (GPD) [4,5]. Encompassing three families of distributions (Gumbel (G), Fréchet (F), and Weibull (WE)), the GEV distribution offers the advantage of high accuracy of fit to observed precipitation data [6]. Commonly used methods for the estimation of the unknown parameters of theoretical probability distributions include: maximum likelihood, L-moments, and the Bayesian method [7,8,9]. Ragulina and Reitan [10] proposed a Bayesian hierarchical model approach to the selection of a GEV distribution, where Bayesian inference was applied both to parameter estimation and model selection. For most locations in Japan investigated by Yuan et al. [11], a log-Pearson type 3 distribution (LGA) proved to be the best-fitting theoretical probability distribution for annual maximum hourly precipitation data. Młyński et al. [12] found that among the G, GA, WE, log-normal (LN), and GEV distributions, the latter best described annual maximum daily precipitation in Poland’s upper Vistula basin.
An assumption of the EVT is that the random variables subjected to analysis show stationarity, i.e., the statistical properties of the mechanism generating these variables remain unchanged over time. Such conditions are rarely encountered in nature, and extreme events are increasingly of a nonstationary nature. In the case of maximum precipitation, its natural variation is overlaid by changes in climate and human intervention in land use (e.g., reduction in soil drainage). In this situation, time series of maximum precipitation values exhibit non-stationarity in the form of long-term trends and/or periodic fluctuations. In recent years, it has become increasingly common to analyze the frequency of nonstationary phenomena using the theory of nonstationary extreme value (NSEV). Katz et al. [13] extended the traditional approach to a frequency analysis to deal with nonstationary cases, where it is assumed that there is a constant probability of the occurrence of an extreme event with values that vary with time. Likewise, Adlouni et al. [14] developed a method for estimating a GEV distribution under nonstationary conditions. Parameters of the distribution were estimated by the maximum likelihood method (MLM), and the covariance of the observed variables was included in the parameters of the probability distribution.
Another approach, used in engineering practice for estimating values of maximum precipitation with a specified duration and probability of exceedance, is regionalization. In Poland, Bogdanowicz and Stachý [15,16] used a clustering procedure for a series of annual maximum precipitation values to distinguish three precipitation regions. In these regions, annual maximum values were described using a WE extreme value distribution. Satisfying the assumptions of independence, stationarity, and identity of probability distribution, Shahzadi et al. [17] used a regional analysis of flooding frequency and a Monte Carlo method to divide the territory of Pakistan into three homogeneous subregions. The estimation of parameters followed the L-moments method, while quantile estimation was carried out using GA, GEV, GPA, generalized normal (GNO), and generalized logistic (GLO) distributions.
Quantiles of an extreme value distribution are usually estimated directly from a random sample of annual maximum precipitation (AMP) values. In view of the shortness of the time series, alternative solutions were used, thereby enabling statistical inference to be carried out based on a broader set of information than the annual maxima. Examples include analyses of seasonal maxima and models of annual maxima with different seasonal variances. In these models, the probabilistic description is usually based on mixed distributions. Earlier research on mixed distributions assumed the same probability density function for the distinguished seasons (homogeneous mixed distributions). An example of this approach is the two-population general extreme value distribution (TPGEV), based on the assumption of GEV-GEV distributions [18], gamma-gamma distributions (GA-GA), and log-normal-log-normal distributions (LN-LN) [19,20]. However, hydrometeorological variables are composed of different types of probability density functions.
Numerous studies on non-homogeneous mixed distributions have led to an improvement of the characteristics of the analyzed variables through the use of two-component models, such as the mixed gamma-Gumbel distribution (GA-G) [21] or the two-component generalized extreme value distribution (TCGEV) composed of a GEV and a Gumbel (G) distribution [22]. A GA-GP mixed distribution, incorporating a gamma distribution [23] and generalized Pareto distribution (GP), is commonly used. It serves mainly to model meteorological situations featuring both dry and wet periods. Another approach to the frequency analysis of maximum precipitation is the determination of the relationship between the intensity of precipitation and duration, and between duration and frequency of occurrence. For the modeling of two-dimensional dependences, the use of copula functions is recommended as a method of estimation of a two-dimensional distribution function [24,25]. In recent years, analyses have been made of a multidimensional dependence structure of extreme precipitation event variables using vine copula functions. The method involves the step-by-step mixing of two-dimensional copulas, which leads to a simplification of the estimation of multidimensional distribution functions [26].
Although there have been many attempts at using models for nonstationary series of extreme events [27,28,29,30,31,32,33,34], engineering practice shows that the assumption of the stationarity of time series is still widely adopted.
The purpose of this paper is to present the PMAXTP model for a frequency analysis of maximum precipitation with a specified duration and probability of exceedance, together with the results of testing the model against data from two meteorological stations located in northern Poland: Chojnice and Białystok. Values of maximum precipitation with a specified duration and probability of exceedance were estimated for two time series: (i) a 30-year series of annual maximum precipitation (AMP) values from the period 1986–2015 and (ii) a 30-element series of maximum precipitation values from the period 1986–2015 obtained by means of peaks-over-threshold (POT) analysis. The 30 highest values from the obtained set were used for further analyses. Computations were performed for 16 different durations: 5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, and 4320 min. The results given by the PMAXTP model were compared with those obtained with the probabilistic Bogdanowicz-Stachý model of maximum precipitation [15,16], which is in common use in Polish engineering practice.

2. Problem Formulation and Methodology

The PMAXTP model for a frequency analysis of maximum precipitation with a specified duration and probability of exceedance was developed with the use of the method of alternative events (MAE), which serves to compute annual maximum flows with a specified probability of exceedance [35]. The overall scheme of the PMAXTP model is shown in Figure 1. The model contains two computational modules, one that performs a statistical analysis of series of precipitation data, and another that estimates maximum precipitation with a given duration and probability of exceedance. The latter includes an estimation of parameters of the distributions by the maximum likelihood method, verification of goodness of fit by Pearson’s χ2 test, selection of the best-fitting probability distribution function within each distribution type according to the criterion of minimum Kolmogorov distance, selection of the most credible function according to the Akaike information criterion (AIC), and determination of the quantile confidence interval with regard to the randomness of the series of observations. The results returned by the PMAXTP model are values of maximum precipitation with a specified duration τ (min) ∈ {5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, 4320} and a given probability of exceedance p (%) ∈ {99.9, 99.5, 99, 98.5, 98, 95, 90, 80, 70, 60, 50, 40, 30, 20, 10, 5, 3, 2, 1, 0.5, 0.3, 0.2, 0.1, 0.05, 0.03, 0.02, 0.01}.
An analysis of the homogeneity of the random variables of series of maximum precipitation with different durations was performed by genetic (physical) methods and by statistical methods [35,36]. The identification of the trend of the analyzed random variables and evaluation of the form of the trend function were carried out by correlation and regression analysis, where the dependent variable is the maximum precipitation selected by the AMP or POT method, and the independent variable is the time (τ). The correlation was analyzed using the nonparametric Spearman rank correlation test [37] and the parametric Pearson linear correlation coefficient test [38]. In regression analysis, the global Fisher-Snedecor F-test [39] tests three equivalent null hypotheses: the significance of the slope, the significance of the coefficient of determination, and the significance of the linear relationship between the analyzed variables. Verification is performed for the null hypothesis that the independent variable (time τ) has no effect on the analyzed dependent variable, which here is the maximum precipitation ( P τ AMP and P τ POT ) . An evaluation of the form of the trend function is performed using scatter plots of the analyzed random variables with respect to time (τ). These provide a visual assessment and an evaluation of the form of the trend function: linear, power, exponential, etc.
The internal correlation of the analyzed random variable was checked using the Anderson autocorrelation coefficient test [40]. This analysis identifies the occurrence of periodic fluctuations and their effect on the variation of the analyzed variables. The results are presented numerically and graphically for a specified lag, with an indication of the autocorrelation coefficients and an evaluation of white noise (standard error) for the confidence level assumed (α).
The computation of the maximum precipitation with a specified probability of exceedance is performed using probabilistic models of the properties of the random variables P τ AMP and P τ POT . An analysis of the properties of random maximum precipitations served as the basis for the acceptance of potential probability distribution models: e.g., G, GA, LN, log-gamma (LGA), and WE. The first four models are three-parameter distributions with the following parameters: α (α > 0), λ (λ > 0) or μ (μ > 0), and ε (εx ≤ + ∞), representing, respectively, the parameters of scale, shape, and position, i.e., the lower (left-hand) limit of the probability distribution (see details in Appendix A).
The PMAXTP model assumes that each type of distribution is represented by a family of functions fi(x), shifted with respect to each other, each of which has a certain fixed lower limit (εi) satisfying 0 ε i < min 1 j n x j , where n is the size of the random sample. The value of εi may take values ranging from 0 up to the minimum value of the variable (X) in the random sample x 1 , x 2 ,   ,   x n . Hence, the lower limit (εi) of the ith specific function in the family of a selected type of distributions is the discriminant of that function within the family, and is not subject to estimation. In the G distribution, described by Equations (A9) and (A10) in Appendix A, only two parameters appear: the scale α and the shape μ.
The parameters of probability density functions were estimated by the MLM using dedicated software [41]. The procedure was as follows:
(i)
Estimation of parameters of four types of functions belonging to the probability distribution families GA, WE, LGA, and LN for a fixed value and range of variation of the distribution lower limit εi for the ith function belonging to the family of the selected probability distribution. In the case of the G distribution, the parameters are estimated for a single function; there is no distribution lower limit (ε).
(ii)
Obtainment of i sets of estimated values of parameters for each selected probability distribution function by the solution of systems of equations according to explicit formulas, or the determination of a set of parameter values using Brent’s or Newton’s numerical methods [42].
(iii)
Check of the goodness of fit of the selected theoretical distribution with the empirical distribution using Pearson’s χ2 test [43] at a significance level α = 0.05.
(iv)
Formation of a set of noncontradictory probability distribution functions from all probability distribution functions for which the hypothesis of goodness of fit was not rejected. Sets of noncontradictory functions are formed separately for each selected probability distribution function type: GA, WE, LGA, and LN.
(v)
Selection of the best-fitting function within each distribution type. For each theoretical distribution type used, there may exist many noncontradictory functions with different lower limit values εi. A single function is selected for each distribution type (GA, WE, LGA, LN) according to the criterion of minimum Kolmogorov distance, min(Dmax) [35,44]. The probability distribution function for which, within a given distribution type, the Kolmogorov distance Dmax attains its minimum value is called the best-fitting function in the sense of the Kolmogorov distance criterion. These single functions, identified for each of the distribution types used, form the set of best-fitting functions.
(vi)
Selection of the most credible probability distribution function from the set of best-fitting functions of particular types (GA, WE, LGA, LN, G), performed by computing the value of the Akaike information criterion (AIC) [45] for each of those functions. The most credible function is taken to be the function with the smallest AIC value.
(vii)
Verification of the most credible distribution of maximum precipitation values, P τ AMP and P τ POT , was based on nonparametric tests used to analyze the goodness-of-fit of a theoretical mathematical model to an empirical model. The verification of the distributions was concentrated on their tail part. The tails of the distributions are significant in terms of the occurrence of extreme values of the random variable, that is, values with a very low probability of exceedance. Thus, to evaluate the goodness-of-fit of the distributions, the following single-dimensional statistical tests were used: the Kolmogorov-Smirnov test (DK-S) [46,47], the Anderson-Darling test (DA-D) [48], the Liao-Shimokawa test (DL-S) [49], and Kuiper’s test (DK) [50]. (For details, see Appendix B.) The DK-S test may be used for the verification of large deviations of a theoretical cumulative probability distribution from the empirical distribution. The DA-D test is sensitive to deviations in the tail part, while the DL-S test represents a weighted mean distance between the theoretical and empirical probability distributions in the whole range of the analyzed random variable, and is regarded as the most suitable for verification of the Gumbel and Weibull distributions [49]. The DK test was used to verify the goodness-of-fit of the distribution in its central part, as well as in the lower and upper parts of the tail of the distribution.
(viii)
Selection of a probabilistic model, performed by comparing the estimated quantile errors resulting from the randomness of the sample of maximum precipitations with a specified duration τ selected by the AMP and POT methods ( P τ AMP and P τ POT ) .

3. Study Area and Data

The PMAXTP model was tested on data from two meteorological stations located in Poland: Chojnice and Bialystok (Figure 2, black hexagons). The choice of stations was based on the availability of long series of historical data and current meteorological observations.
Data were drawn from the Rain-Brain database, created under the Development and Implementation of a Polish Atlas of Rainfall Intensities (PANDa) project [51] carried out in 2016 and 2017 by Poland’s Institute of Meteorology and Water Management—National Research Institute (IMGW—PIB). Under the PANDa project, a series of depths of precipitation having specific durations were subjected to qualitative assessment, including a comparison of digital records with analog data (from Hellmann rain gauges), and information was drawn from a system of ground-based radars operating in the measurement and observation network of the IMGW—PIB. The observations were verified with respect to the occurrence of meteorological configurations which might cause rainfall of a given quantity in specified pressure conditions, characteristic of the analyzed region.
The study was based on the 30 highest precipitation depth values for 16 specified durations, τ = {5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, 4320} (minutes) for the two precipitation stations mentioned above.
Two methods were used to select maximum precipitation values: AMP [1,2,52] and POT [53]. Under the AMP method, a single maximum precipitation value was selected for the year, independent of its duration. A defect of the AMP method is that it fails to take into account all the high precipitation depth values occurring in a given year. In the POT method, it is possible to take into account all high precipitation depth values in a given year, i.e., the method selects these values that exceed a threshold determined a priori. The analyses were based on events with values not less than P min , τ POT = 3.5τ0.275 [51]. Thus, threshold values P τ MAX (mm) were set for precipitation with specified durations (τ), as given in Table 1 [51]. The subsequent analyses used 30-element series of maximum precipitation data, selected by both methods.

4. Results and Discussion

4.1. Results of Analysis of Homogeneity for the PMAXTP Model

An analysis was made of the genetic, time, and measurement homogeneity of the precipitation series from the stations in Chojnice and Bialystok. Based on a visual assessment of the measurement series and information contained in IMGW—PIB reports (Meteorological Yearbooks and Precipitation Yearbooks Report [51]), no significant factors were found that might have an impact on the genetic homogeneity of the series of maximum precipitation values observed in the years 1986–2015.
An analysis was made of the statistical properties of the series of precipitation measurements from Chojnice and Bialystok using nonparametric significance tests [35,36]. The results are presented in Table 2, Table 3, Table 4, Table 5 and Table 6. Table 2 and Table 3 contain the results of outlier detection using the Grubbs-Beck test [54,55], checking for the independence of the analyzed random variable using the Wald-Wolfowitz test (Test of Series) and Anderson serial autocorrelation coefficient test [40,55,56], and checking the stationarity of the analyzed random variable using the Kruskal-Wallis test and Spearman rank correlation coefficient test for the trends of mean and variance [57,58]. The final column of Table 2 and Table 3 indicates genetically and statistically homogeneous series of maximum precipitation data selected by the AMP and POT methods.
In the case of P τ AMP , the Grubbs-Beck test detected outliers for precipitation with the duration τ = 360 and τ = 720 min, at both the Chojnice station (Table 2) and the Bialystok station (Table 3). In Table 2 and Table 3, for a positive test result (+), the number of the outlier in the chronological sequence and the quantity of precipitation are also given. For the P τ POT series at Chojnice (Table 2), outliers were detected for τ   {15, 30} and τ   {120, …, 4320} min, while at Bialystok (Table 3), outliers were detected for τ   {5, …, 15}, τ   {60, …, 360} and τ   {2160, …, 4320} min. Based on the theorem developed by Neyman and Scott [59] stating that the families of LN, G, and WE distributions—these being the distributions assumed as potential models describing the maximum precipitation values—are entirely susceptible to the occurrence of outliers in a random sample, it was concluded that the occurrence of the detected outliers should be considered entirely natural, and such elements were not removed from the measurement series.
Table 2. Results of nonhomogeneity analysis of AMP and POT precipitation series from Chojnice meteorological station; (−)/(+) denotes, respectively, negative and positive test results; √—denotes homogenous series.
Table 2. Results of nonhomogeneity analysis of AMP and POT precipitation series from Chojnice meteorological station; (−)/(+) denotes, respectively, negative and positive test results; √—denotes homogenous series.
τ
(min)
Grubbs-Beck Test
±Outliers (mm)
Test of SeriesKruskal-Wallis
Test
Spearman Rank Correlation TestHomogeneity of Precipitation
P τ MAX
for Trend
of Mean
for Trend
of Variance
AMPPOTAMPPOTAMPPOTAMPPOTAMPPOTAMPPOT
5(−)(−)(−)(−)(−)(−)(−)(−)(−)(−)
10(−)(−)(−)(−)(−)(−)(−)(−)(−)(−)
15(−)(+) [5] = 24.5(−)(−)(+)(−)(+)(−)(+)(−)
30(−)(+) [4] = 33.7(−)(−)(+)(−)(+)(−)(+)(−)
45(−)(−)(−)(−)(+)(−)(+)(−)(+)(+)
60(−)(−)(−)(−)(+)(−)(+)(−)(−)(+)
90(−)(−)(−)(−)(+)(−)(+)(−)(−)(−)
120(−)(+) [19] = 42.9(−)(−)(+)(−)(+)(−)(−)(−)
180(−)(+) [19] = 48.4(−)(−)(+)(−)(+)(−)(+)(−)
360(+) [25] = 60.3(+) [24] = 60.3(−)(−)(+)(−)(+)(−)(+)(−)
720(+) [4] = 11.8
[25] = 67.7
(+) [24] = 67.6(−)(−)(−)(−)(−)(−)(−)(−)
1080(+) [4] = 11.8(+) [24] = 71.9(−)(−)(−)(−)(−)(−)(−)(−)
1440(−)(+) [25] = 71.9(−)(−)(−)(−)(−)(−)(−)(−)
2160(−)(+) [20] = 80.5(−)(−)(−)(−)(−)(−)(−)(−)
2880(−)(+) [22] = 87.2(−)(−)(−)(−)(−)(−)(−)(−)
4320(−)(+) [21] = 87.9(−)(−)(−)(−)(−)(−)(−)(−)
Table 3. Results of nonhomogeneity analysis of AMP and POT precipitation series from Bialystok meteorological station; (−)/(+) denotes, respectively, negative and positive test results; √—denotes homogenous series.
Table 3. Results of nonhomogeneity analysis of AMP and POT precipitation series from Bialystok meteorological station; (−)/(+) denotes, respectively, negative and positive test results; √—denotes homogenous series.
τ
(min)
Grubbs-Beck Test
±Outliers (mm)
Test of SeriesKruskal-Wallis
Test
Spearman Rank Correlation TestHomogeneity of Precipitation
P τ MAX
for Trend of Meanfor Trend
of Variance
AMPPOTAMPPOTAMPPOTAMPPOTAMPPOTAMPPOT
5(−)(+) [15] = 15.5(−)(−)(+)(−)(+)(−)(−)(−)
10(−)(+) [15] = 22.3(−)(−)(+)(−)(+)(−)(−)(−)
15(−)(+) [17] = 24.6(−)(−)(+)(+)(+)(−)(−)(+)
30(−)(−)(−)(−)(+)(+)(+)(−)(−)(+)
45(−)(−)(−)(−)(+)(−)(+)(−)(−)(−)
60(−)(−)(−)(−)(+)(−)(+)(−)(−)(−)
90(−)(+) [22] = 42.0(−)(−)(+)(−)(+)(−)(−)(−)
120(−)(+) [23] = 47.7(−)(−)(+)(−)(+)(−)(−)(+)
180(−)(+) [23] = 52.2(−)(−)(+)(−)(+)(−)(−)(−)
360(+) [4] = 10.89
[25] = 67.70
(+) [23] = 67.7(−)(−)(+)(+)(+)(+)(−)(−)
720(+) [25] = 73.90(+) [21] = 73.9(−)(−)(+)(−)(+)(−)(−)(−)
1080(−)(+) [20] = 79.6(−)(−)(+)(−)(+)(−)(−)(−)
1440(−)(+) [23] = 84.50(−)(−)(+)(+)(+)(+)(−)(−)
2160(−)(+) [21] = 101.30(−)(−)(+)(−)(+)(−)(−)(−)
2880(−)(+) [20] = 106.20(−)(−)(+)(−)(+)(−)(−)(−)
4320(−)(−)(−)(−)(+)(−)(+)(−)(−)(−)
For all observed values of maximum precipitation P τ AMP and P τ POT (Table 2 and Table 3), the Wald-Wolfowitz test (Test of Series) and the Anderson serial correlation coefficient test showed that the analyzed measurement series were random and formed a simple sample, i.e., the random variables were independent variables. The significance level α = 0.05 used in the test took account of the size of the random sample, n = 30. For series of length greater than 30, a lower value may be taken as the test significance level (e.g., α = 0.01). For the detection of outliers with the Grubbs-Beck test, the higher value α = 0.10 was used, on the assumption that series of measurements of meteorological phenomena may be characterized by greater anthropogenic impact.
The stationarity of the measurement series was checked using the Kruskal-Wallis test and Spearman rank correlation test for the trends of the mean and variance. According to the Kruskal-Wallis test, in the P τ AMP series from both Chojnice and Bialystok, jumps in the mean were detected, with the exception of the observations for τ = 5 and τ   {720, …, 4320} min at Chojnice. In the case of the P τ POT precipitation values, most of the observations were stationary, with the exception of τ = 5 at Chojnice and τ   {15, 30} and τ = 1440 min at Bialystok.
The Spearman’s rank correlation test for the trends of mean and variance revealed nonstationarity mainly for the P τ AMP precipitation values. In the case of P τ POT , nonstationary observations were the exception. For example, in the observations from Chojnice for τ = 10 min and τ   {45, 60} min, a trend was detected in the mean and variance, respectively, while for the Bialystok data, such trends were detected, respectively, for τ   {360, 1440} and τ = 120 min.
The results of correlation testing and the identification of the trend of maximum precipitation for the AMP and POT series are given in Table 4, Table 5 and Table 6. The identification of the trend of the analyzed random variables was performed using the nonparametric Spearman rank correlation test [37] and the parametric Pearson linear correlation coefficient test [38]. An analysis was made of the correlation between the studied random variables ( P τ AMP and P τ POT ) and the time variable τ (Table 4). Positive and negative values indicate upward and downward trends, respectively. Spearman’s coefficient also indicates the strength of the trend. The closer the values are to 1.0, the stronger is the relationship between the analyzed random variable and the time variable τ. Pearson’s coefficient indicates proportionality, that is, linear dependence between variables, while Spearman’s coefficient indicates any monotonic relationship, even if nonlinear. Figures shown in bold type in Table 4 indicate significant correlations, with the probability p ≤ 0.05. Strong dependences between the observed maximum precipitation values and the independent variable τ were recorded in the case of P τ AMP at both Chojnice and Bialystok.
Table 4. Correlations between the maximum precipitation variables and time τ for the Chojnice and Bialystok stations. Bold values of Spearman’s rank correlation and Pearson’s linear correlation coefficients are significant at p < 0.05 for n = 30, where n is the size of the sample.
Table 4. Correlations between the maximum precipitation variables and time τ for the Chojnice and Bialystok stations. Bold values of Spearman’s rank correlation and Pearson’s linear correlation coefficients are significant at p < 0.05 for n = 30, where n is the size of the sample.
τ
(min)
510153045609012018036072010801440216028804320
Nonparametric Spearman rank correlation coefficient test for CHOJNICE station
P τ AMP 0.2770.3090.3960.4810.4520.4720.4390.4950.5160.4580.1980.1000.1360.1120.2060.220
P τ POT 0.175−0.449−0.181−0.270−0.019−0.169−0.129−0.046−0.3190.036−0.201−0.203−0.226−0.326−0.285−0.340
Parametric Pearson linear correlation coefficient test for CHOJNICE station
P τ AMP 0.2670.2970.2900.2920.3030.3350.3880.4340.4250.3870.2990.1860.1590.1010.1890.210
P τ POT 0.209−0.299−0.255−0.331−0.124−0.235−0.142−0.068−0.2220.0900.046−0.045−0.114−0.205−0.145−0.193
Nonparametric Spearman rank correlation coefficient test for BIAŁYSTOK station
P τ AMP 0.5840.5520.5530.5240.4710.4770.4820.4580.4820.4540.4700.4150.4580.4330.4170.366
P τ POT 0.1810.0070.2220.2270.0420.0560.1370.2710.1940.4340.3150.2360.4070.2510.0670.353
Parametric Pearson linear correlation coefficient test for BIAŁYSTOK station
P τ AMP 0.4480.4900.4890.4270.3990.3960.4280.4110.4660.4680.4860.4570.4560.4510.4340.423
P τ POT 0.1310.0540.1740.1150.0180.0060.1020.1680.1950.3750.3680.3040.3710.2280.1290.364
The form of the trend function was assessed using regression analysis (Table 5 and Table 6), where the dependent variable is the maximum precipitation and the independent variable is the time τ. Table 5 and Table 6 give the results of the regression analysis, including the following indicators: Pearson’s correlation coefficient r, the coefficient of determination r2, the Fisher-Snedecor global F-test [60], the test probability p resulting from the latter test, the size of the random sample n, and the standard error of estimation S(E). Statistically significant regression coefficients for the analyzed variables are identified according to the criterion for statistical significance adopted in the model, with α = 0.05. This means that the regression coefficients are significant for a test probability p ≤ 0.05.
The global F-test tests three equivalent null hypotheses: H0: β1 = 0 (significance of the slope); H0: r2 = 0 (significance of the coefficient of determination); and H0: y = β1x+ β0 (significance of the linear relationship between the analyzed variables), where β1 is the slope; β0 is a free term; and x and y denote the independent and dependent variables, respectively. Verification is made of the null hypothesis that the independent variable x (in Table 5 and Table 6, the independent variable is time, τ) does not influence the analyzed dependent variable y (in Table 5 and Table 6, the dependent variables are P 5 AMP , …,   P 4320 AMP and P 5 POT , …,   P 4320 POT ). If, in the course of verification, the null hypothesis is rejected, the regression coefficient is assessed as significant, meaning that τ has a significant influence on the analyzed dependent variable. Examples of random variables with no trend and showing a trend are given in Table 5 and Table 6, respectively, for observations from Chojnice and Bialystok.
Table 5. Results of simple regression analysis for the Chojnice station, where the dependent variables are P τ AMP and P τ POT , and the independent variable is time (τ), for n = 30, where r is Pearson’s correlation coefficient; r2 is the coefficient of determination; F(1,n) is the Fisher-Snedecor test; S(E) is the standard error of estimation; and p (p-value) is the value of the test probability. Bold type indicates significance of regression parameters, namely the existence (for p ≤ 0.05) of a significant linear trend coefficient.
Table 5. Results of simple regression analysis for the Chojnice station, where the dependent variables are P τ AMP and P τ POT , and the independent variable is time (τ), for n = 30, where r is Pearson’s correlation coefficient; r2 is the coefficient of determination; F(1,n) is the Fisher-Snedecor test; S(E) is the standard error of estimation; and p (p-value) is the value of the test probability. Bold type indicates significance of regression parameters, namely the existence (for p ≤ 0.05) of a significant linear trend coefficient.
τ P τ AMP —CHOJNICE P τ POT —CHOJNICE
rr2F(1,n = 28)S(E)prr2F(1,n = 28)S(E)p
50.2660.0712.1422.2780.1540.2080.0431.2741.3740.268
100.2970.0882.7183.7800.1100.2990.0892.7512.6410.108
150.2960.0872.6914.8720.1120.2550.0651.9493.7540.173
300.2920.0852.6096.9160.1170.3310.1093.4475.3960.073
450.3020.0922.8247.2440.1030.1240.0150.4405.7570.512
600.3350.1123.5457.2440.0700.2340.0551.6345.5960.211
900.3880.1514.9677.3990.0340.1420.0200.5775.7620.453
1200.4340.1886.5137.6230.0160.0670.0040.1285.9830.722
1800.4250.1816.1818.0890.0190.2210.0491.4476.4890.238
3600.3860.1494.9269.0470.0340.0900.0080.2297.4840.635
7200.2980.0892.7449.8570.1080.0460.0020.0597.5240.808
10800.1850.0340.99812.2410.3260.0450.0020.0569.4650.813
14400.1580.0250.72613.2630.4010.1130.0120.36610.3370.550
21600.1010.0100.28915.1390.5940.2040.0421.22611.3380.277
28800.1880.0351.03515.5890.3170.1450.0210.60411.9860.443
43200.2090.0431.28716.3870.2660.1930.0371.08612.1900.306
Table 6. Results of simple regression analysis for the Bialystok station, where the dependent variables are P τ AMP and P τ POT , and the independent variable is time (τ), for n = 30, where r is Pearson’s correlation coefficient; r2 is the coefficient of determination; F(1,n) is the Fisher-Snedecor test; S(E) is the standard error of estimation; and p (p-value) is the value of the test probability. Bold type indicates significance of regression parameters, namely the existence (for p ≤ 0.05) of a significant influence of the variable τ on the analyzed dependent variable.
Table 6. Results of simple regression analysis for the Bialystok station, where the dependent variables are P τ AMP and P τ POT , and the independent variable is time (τ), for n = 30, where r is Pearson’s correlation coefficient; r2 is the coefficient of determination; F(1,n) is the Fisher-Snedecor test; S(E) is the standard error of estimation; and p (p-value) is the value of the test probability. Bold type indicates significance of regression parameters, namely the existence (for p ≤ 0.05) of a significant influence of the variable τ on the analyzed dependent variable.
τ P τ AMP —BIALYSTOK P τ POT —BIALYSTOK
rr2F(1,n = 28)S(E)prr2F(1,n = 28)S(E)p
50.4890.2408.8462.4070.0060.2530.0641.9151.8400.177
100.49010.2408.8793.3520.0060.0830.0070.1972.9790.660
150.4890.2398.8264.1470.0060.1970.0391.1373.4540.295
300.4250.1816.2325.7680.0190.0610.0040.1044.8540.749
450.3990.1595.3096.8160.0280.1060.0110.3235.4070.574
600.3970.1575.2486.8250.029−0.0170.00030.0085.1240.928
900.4270.1836.2697.5130.0180.1130.0120.3635.8660.551
1200.4090.1675.6288.2850.0240.1420.0200.5766.4560.454
1800.4650.2167.7298.1950.0090.1450.0210.6056.8370.443
3600.4660.2177.7739.8750.0090.3010.0912.8018.6840.105
7200.4870.2378.70810.8280.0060.3680.1354.39010.0320.045
10800.4590.2127.51312.1860.0100.3760.1424.62411.6150.040
14400.4580.2107.46513.7170.0110.3670.1344.35012.6330.046
21600.4540.2067.26716.7960.0120.2870.0832.53115.3120.123
28800.4360.1916.60018.1900.0160.1930.0371.08816.5660.306
43200.4260.1826.21721.7150.0180.3590.1294.15219.3190.515
Values shown in bold type in Table 5 and Table 6 indicate the presence of a significant influence of time τ on the analyzed random variable. In these cases, the estimated regression slope coefficients β1 are significantly different from zero. At Chojnice, the observations of maximum precipitation showed a trend only in the case of P τ AMP for the durations τ   {90, …, 360} min. At Bialystok, however, in all of the analyzed observations of maximum precipitation P τ AMP and in three cases of P τ POT (τ   {720, …, 1440} min), an upward trend was detected. The test probability p determined for the computed regression coefficients was below the assumed significance level α = 0.05.
An assessment of the form of the trend function (linear, power, exponential, etc.) was made using scatter plots of the analyzed random variables with respect to time τ (Figure 3). The scatter plots of P 10 AMP , P 30 AMP , and P 60 AMO showed a clear linear upward trend, while those for the variables P 10 POT , P 30 POT , and P 60 POT showed, respectively, small upward and downward trends. In this case, the slope β1 was close to 0, and the test probabilities ( P 10 POT : p = 0.660; P 30 POT : p = 0.749; P 60 POT : p = 0.928) were substantially higher than the significance level α = 0.05 used in the analysis. In the annual data, seasonal (monthly or daily) fluctuations were not analyzed. If the analyzed series of values of P τ AMP or P τ POT contain a trend or periodic fluctuations, they cannot be used as an input in the computational procedures of the PMAXTP method.
An analysis was made of the internal correlation of the series of random variables P τ AMP and P τ POT using Anderson’s test [40]. An autocorrelation analysis was performed for lags up to 25 (Figure 4). The greatest autocorrelation coefficients were detected for P 1080 AMP with lag = 1 (ρ = 0.358) and for P 90 POT with lag = 4 (ρ = 0.417). Other autocorrelation values were not large and lay within the confidence interval for the assumed significance level α = 0.05. This is a sufficient condition to conclude a lack of correlation; that is, that the analyzed random variables are independent. An analysis of the autocorrelation plots (Figure 4) also showed an absence of periodic fluctuations.
Nonhomogeneity analysis, performed using genetic and statistical methods, showed that most of the observations of maximum precipitation selected by the POT method satisfied the homogeneity requirements, except for the observations for duration τ = {10, 45, 60} min at Chojnice and τ = {15, 30, 120, 1440} min at Bialystok (Table 2 and Table 3). Most of the maximum precipitation observations selected by the AMP method are nonhomogeneous; exceptions are the P τ AMP observations from Chojnice with duration τ = 5 and τ = {720, …, 4320} min.

4.2. Computation of Maximum Precipitation with Specified Probability of Exceedance Using the PMAXTP Method

Parameters of the probability distributions of the analyzed random variables were estimated for the two adopted methods of selection of maximum precipitations, P τ AMP and P τ POT (for details, see Section 2). The most credible distribution was selected for the analyzed random variable by minimizing the value of the Akaike information criterion (AIC) [45]. Calculations were performed for three-parameter (α, λ or μ, ε; Equations (A1), (A3), (A5) and (A7) in Appendix A) probability distributions GA, WE, LGA, and LN, and for the two-parameter (α, μ; Equation (A9) in Appendix A) G distribution. Sample results obtained at each stage of the procedure are given in Table 7. The most credible theoretical probability distribution for precipitation   P 5 AMP at the Chojnice station was found to be GA, while for   P 5 POT , it was found to be WE. At the Bialystok station, the most credible theoretical distribution for   P 5 POT was determined to be LGA.
Verification of the distributions of maximum precipitation identified as most credible at the meteorological stations in Chojnice and Bialystok was performed by means of nonparametric tests of goodness of fit: DK−S, DA−D, DL−S, and DK (defined by Equations (A11)–(A14) in Appendix B). For purposes of inference, a significance level of α = 0.05 was arbitrarily selected. This is a consequence of the fact that the value of the significance level of a test is closely related to the size (length) of the random sample on whose basis the parameters of the theoretical distributions are estimated. In the present analysis, the series contained n = 30 elements, which means that the significance level can be taken to be at most α = 0.05. Verification was performed for the most credible theoretical probability distributions, which are shown in Table 8 for maximum precipitation with specified duration τ, together with the results obtained in single-dimensional statistical tests and the critical values, respectively for P τ AMP and P τ POT at the Chojnice station and P τ POT at Bialystok. All of the tests failed to reject the null hypothesis on the goodness of fit of the theoretical distribution with the empirical distribution, for the analyzed variables P τ AMP and P τ POT , with the exception of the DA−D test in relation to the maximum precipitation P 90 POT at Chojnice (value shown in bold type in Table 8). The least of the maximum distances between values of the theoretical and empirical cumulative probability distributions, particularly in the tail part, was situated decidedly below the critical value of the DA−D test defined at a significance level of α = 0.05, which signifies rejection of the hypothesis of the goodness of fit of the theoretical and empirical distributions.
The results obtained from the PMAXTP model for the values of maximum precipitation with a specified probability of exceedance were compared with the results from the Bogdanowicz-Stachý model [1,2]. In the latter model, the procedure for computing the values of maximum precipitation with a specified probability of exceedance p consisted of:
(i)
regionalization of maximum precipitation;
(ii)
estimation of parameters of the probability distribution function depending on the identified region and selected duration.
The procedure of the Bogdanowicz-Stachý model conforms to the recommendations of the World Meteorological Organization [61]. The input data originated from 20 meteorological stations situated in latitudinal strips running along the coast, lake districts, lowland parts, and southern upland parts of Poland. Mountain areas were omitted, due to the absence of stations monitoring precipitation at all altitudes. The maximum quantity of precipitation with a specified duration and specified probability of exceedance was determined using the formula (A16) in Appendix C, taking account of the regionalization of the meteorological stations in Chojnice and Bialystok.
Quantile values determined using the PMAXTP and Bogdanowicz-Stachý models were compared using statistical and graphical measures. According to the regionalization carried out by Bogdanowicz and Stachý, the Chojnice meteorological station belongs to the north-west region for precipitation with durations in the range <5, >60 min, to the central region for durations in the range <60, >720 min, and to the southern/coastal region for durations in the range <720, >4320 min. The Bialystok station, located in the north-east of Poland, belongs to the central region irrespective of the duration of precipitation being considered.
For a comparison of the results given by the two models, i.e., PMAXTP and Bogdanowicz-Stachý, various statistical measures can be used [62]. In our study, we used the standard error of fit S(E), which is shown in Table 9. The error is given by the following formula [63]:
S E   =   i = 1 i = m P τ i M A X P ^ τ i M A X   m l   ¯
where P τ , i MAX is the observed maximum precipitation selected by the AMP or POT method for a specified duration (τ); P ^ τ , i MAX is the estimated maximum precipitation from the PMAXTP or Bogdanowicz-Stachý model; m = 30 is the size of the random sample formed from empirical quantiles for m = 30 selected probabilities p   {96.8, 93.6, 90.3, 87.1, 83.9, 80.7, 77.4, 74.2, 70.9, 67.7, 64.5, 61.3, 58.1, 54.8, 51.6, 48.4, 45.2, 41.9, 38.7, 35.5, 32.3, 29.0, 25.8, 22.6, 19.4, 16.1, 12.9, 9.7, 6.5, 3.2} % and the corresponding theoretical distributions computed using the PMAXTP and Bogdanowicz-Stachý methods. Finally, l is the number of parameters of the theoretical probability distribution according to the density function (Equations (A1), (A3), (A5), (A7) and (A9) in Appendix A).
Computations of the error S(E) were performed separately for specified durations τ of maximum precipitation. The value of the standard error of fit increased with increasing values of τ for both models. The smallest errors were obtained for the quantiles determined from the maximum precipitation values selected using the POT method and the PMAXTP model. An exception was the quantiles determined for the AMP values at the Chojnice station for duration τ equal to 720 and 4320 min. The errors of fit of the theoretical to the empirical distributions in the Bogdanowicz-Stachý model for precipitation values selected by the AMP method were on average 210% greater than those obtained with the PMAXTP model, and for the POT precipitation values, the errors were 300% greater. The most frequently selected most credible theoretical probability distribution for random samples of both AMP and POT maximum precipitation values, and for both the Bialystok and the Chojnice stations, was the WE distribution.
Figure 5, Figure 6, Figure 7, Figure 8, Figure 9 and Figure 10 show a comparison of the functions for the probability of exceedance of maximum precipitations P τ AMP or P τ POT determined using the models, for Chojnice (Figure 5, Figure 6 and Figure 7) and Bialystok (Figure 8, Figure 9 and Figure 10). The plots contain density functions of probability distributions computed only for homogeneous observations of precipitation selected by the AMP and POT methods, in accordance with the results shown in Table 2, Table 3 and Table 8. The diagrams show comparisons of: (i) the most credible probability functions for maximum precipitation determined by the PMAXTP model for the AMP observation series (orange solid line) and for maximum precipitation selected by the POT method (blue solid line); (ii) upper limits of confidence intervals (orange and blue dotted lines); (iii) observations of AMP and POT maximum precipitation (orange and blue squares); and (iv) the probability function determined using the probabilistic Bogdanowicz-Stachý model (red solid line).
At the Chojnice station, for practically all of the analyzed durations of maximum precipitation, the quantile values from the Bogdanowicz-Stachý model are markedly higher than the observed precipitations and values of corresponding quantiles from the PMAXTP model, in relation to the maximum precipitations selected both by the AMP method (orange squares and solid line) and by the POT method (blue squares and solid line). The differences between the quantiles are particularly visible in the central region and in the region of the upper tails of the probability distributions. Similar maximum quantile values were obtained for precipitation with duration τ = {15, 30, 180, 1080} min. At Chojnice, the AMP values were described by the models GA and WE, while for description of the POT maximum precipitation values, the WE distribution was selected for short durations τ, and GA and LGA for medium and long durations.
At the Bialystok station, in the case of maximum precipitations with duration τ = {5, 45, 60, 90, 180} min (Figure 8 and Figure 9), the quantile values determined using the Bogdanowicz-Stachý model (red solid line) are markedly higher than the corresponding quantiles obtained using the PMAXTP model for the maximum precipitations determined by the POT method (blue squares and solid line). Differences between quantiles are particularly visible in the central region and in the region of the upper tails of the probability distributions. The closest results for quantiles of POT maximum precipitations calculated using the PMAXTP method and from the Bogdanowicz-Stachý model were obtained for precipitation with duration τ = {720, 1080} min (Figure 9). For maximum precipitation with such durations, the most credible theoretical distribution was WE, while for short durations, τ = {5, 10} min, the respective distributions were LGA and GA. For maximum precipitation selected by the POT method with duration τ = {2160, …, 4320} min, the Bogdanowicz-Stachý model returned markedly lower quantile values than the PMAXTP method.
The final element of the verification of maximum precipitation values was a comparison of the estimated quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variables P τ AMP and P τ POT at the meteorological station in Chojnice (Figure 11, Figure 12 and Figure 13) and for P τ POT at the meteorological station in Bialystok (Figure 14, Figure 15 and Figure 16).
The largest errors for values of maximum precipitation with high probabilities, such as 99.0 and 99.9, at the Chojnice station were observed for maximum precipitations selected using the AMP method (Figure 11 for τ = 5, Figure 12 for τ = {720, 1080}, Figure 13 for τ = {1440, …, 2160} min)—markedly higher errors for the AMP series than for the POT series at Chojnice. The largest errors for values of maximum precipitation with low probabilities, such as 0.01 and 0.001, were recorded for the Chojnice station (Figure 12 for τ = {720, 1080} and Figure 13 for τ = {1440, …, 2160} min) for POT precipitations (markedly higher errors for the POT series than for the AMP series at Chojnice). The smallest differences in the quantile error in the entire range of theoretical occurrence of maximum precipitation were observed at Chojnice (Figure 13 for τ = {2880, 4320} min).
Calculations were made for 100 total rainfall measuring sites in Poland (Figure 17). Calculated characteristics of maximum rainfall totals, i.e., quantile values for p(%) ∈ {99.9, 99.5, 99, 98.5, 98, 95, 90, 80, 70, 60, 50, 40, 30, 20, 10, 5, 3, 2, 1, 0.5, 0.3, 0.2, 0.1, 0.05, 0.03, 0.02, 0.01} of a specified duration, τ(min) ∈ {5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, 4320}, upper limits of the confidence interval and quantile errors were interpolated by the Thiessen Polygons (TP) method, which allowed for the assignment of certain areas for which measuring sites are representative as well as for the proportional division and distribution of sites within Poland. Higher resolution calculations can be achieved using Gaussian geostatistical simulation models [64] that accept any simple kriging model [65] or residual kriging model [66].
Interpolation also can be performed using the Inverse Distance Weighted (IDW) method, which uses a linearly weighted set of sampling points to determine mesh node values by using reverse weighted distance values. The weight is a function of the inverse distance, and the interpolated surface should be a variable surface depending on the position of the point [67]. An example of interpolating the maximum precipitation value P τ AMP with a duration of τ = 30 min with a probability p = 1% calculated using the IDW method is shown in Figure 18 (left part).
The IDW is a deterministic interpolation method because it is directly based on surrounding measured values. Another example is the set of geostatistical methods, such as the Kriging methods (right part of Figure 18), which include autocorrelation, which represents the statistical relationship between the measured points, thus providing a certain measure of reliability or accuracy of the forecast. The Kriging method is most suitable when one knows that there is spatial distance correlation or directional deviation in the data being analyzed.

5. Conclusions

This paper described the PMAXTP model for a frequency analysis of maximum precipitation with a specified duration. It consists of two modules: statistical and computational. The first step selects values of maximum precipitation of a specified duration, which is conducted using two different methods: Annual Maximum Precipitation (AMP) and Peaks-Over-Threshold (POT). The advantage of the POT method is that it selects a larger number of observations of precipitation with the highest values in a given year, which leads to a better estimation of the characteristics of maximum precipitation with a specified duration and probability of exceedance. This is a significant issue in the design of drainage structures, particularly when they are at high risk of damage. The statistical module enables an analysis of the homogeneity of the series of measurements of maximum precipitation that serve as the input to the computational module, in which the mathematical models used for parameter estimation require a simple random sample, that is, one that satisfies the assumptions of independence and stationarity.
The computational module enables the selection of the best (the most credible) theoretical probability distribution by means of: (i) estimation of the parameters of four types of distributions belonging to the families gamma (GA), Weibull (WE), log-gamma (LGA), log-normal (LN), and Gumbel function (G); (ii) test of the hypothesis of goodness of fit of the theoretical probability distribution function with the empirical distribution using Pearson’s χ2 test; (iii) selection of the best-fitting function in each distribution type according to the criterion of minimum Kolmogorov distance; (iv) selection of the most credible distribution function from the set of best-fitting functions of various types; and (v) verification of the most credible distributions of precipitations P τ AMP and P τ POT using the single-dimensional tests DK−S, DA−D, DL−S, and DK.
The PMAXTP model was tested on data from two meteorological stations in Poland (Chojnice and Bialystok) representing two regions characterized by different spatial variability of maximum precipitation. The results were compared with those given by the Bogdanowicz-Stachý model—which to date has frequently been used in engineering practice in Poland—based on estimated values of the quantile error resulting from the randomness of the sample of maximum precipitation values computed for the tested stations.
In general, the errors of fit for the theoretical to the empirical distribution for the PMAXTP model were lower than the errors for the Bogdanowicz-Stachý model. The smallest errors were obtained for the quantiles determined on the basis of maximum precipitation POT using the PMAXTP model for both analyzed stations.
The following detailed conclusions may be drawn from the results:
  • Most of the observations of maximum precipitation selected by the POT method satisfied the requirement of homogeneity, with the exception of the observations with durations τ = {10, 45, 60} min at Chojnice and τ = {15, 30, 120, 1440} min at Bialystok.
  • Most of the observations selected by the AMP method did not satisfy the requirement of homogeneity, with the exception of the observations with durations τ = 5 min and τ = {720, …, 4320} min at Chojnice.
  • Errors of fit of the theoretical to the empirical distributions for the Bogdanowicz-Stachý model were on average 210% higher than the errors for the PMAXTP model in the case of the precipitation P τ AMP , and 300% higher in the case of P τ POT .
  • The smallest errors were obtained for the quantiles determined on the basis of observations of maximum precipitation P τ POT obtained using the PMAXTP model.
  • For the meteorological station in Chojnice, practically all of the quantile values determined by the Bogdanowicz-Stachý model were markedly higher than those obtained by the PMAXTP model and the quantiles of the empirical precipitations P τ AMP and P τ POT , while for the station in Bialystok, the Bogdanowicz-Stachý model gave higher quantile values for τ = {5, …, 180} min and markedly lower values for τ = {2160, …, 4320} min.
  • The greatest errors for the low quantiles, i.e., the values of maximum precipitation that are exceeded with high probability, were observed for the precipitation values for P τ AMP , and the greatest errors for high quantiles, i.e., the values of maximum precipitation that are exceeded with low probability, were observed for the precipitation values for P τ POT .

Author Contributions

Conceptualization, B.O.-Z. and M.C.; methodology, B.O.-Z. and M.C.; software, M.C. and B.O.-Z.; validation, B.O.-Z., T.T. and J.A.; formal analysis, B.O.-Z. and M.C.; investigation, M.C. and B.O.-Z.; resources, Institute of Meteorology and Water Management–National Research Institute; data curation, Institute of Meteorology and Water Management–National Research Institute; writing—original draft preparation, M.C., B.O.-Z., T.T. and J.A.; writing—review and editing, M.C., B.O.-Z., T.T. and J.A.; visualization, M.C.; supervision, B.O.-Z. and T.T.; project administration, B.O.-Z.; funding acquisition, B.O.-Z. All authors have read and agreed to the published version of the manuscript.

Funding

This research received no external funding.

Institutional Review Board Statement

Not applicable.

Informed Consent Statement

Not applicable.

Acknowledgments

The authors acknowledge the financial and data support provided by the Polish Hydrological and Meteorological Service at the Institute of Meteorology and Water Management—National Research Institute.

Conflicts of Interest

The authors declare no conflict of interest.

Appendix A. The Density Function f(x) and the Quantile Function xp

The density function f(x) and the quantile function xp of the three-parameter GA distribution are written as [68]:
f x   = x ε λ 1 α λ Γ λ exp x ε α
x p = ε + α t p λ
where Γ λ = 0 t λ 1 exp t d t is Euler’s gamma function; x is an observation of the random variable X; x p is a quantile of the theoretical GA distribution; and t p λ is a quantile of the standardized gamma distribution, with probability of exceedance p.
The WE distribution is defined as [68]:
f x   = λ α x ε α λ 1 exp x ε α λ
x p = α ln 1 1 p 1 λ + ε
The LGA distribution [69] is represented by the equations:
f x   = ln x ln ε λ 1 α λ Γ λ x exp ln x ln ε α
x p =   ε exp α t p λ
The log-normal distribution (LN) [70] is represented as:
f x   = 1 x ε α 2 π exp 1 2 ln x ε μ α 2
x p = exp μ + α 2 erf 2 1 p 1 +   ε
where: erf(…) is the Gauss error function, and other symbols have the same meanings as above, except that xp denotes a quantile of the theoretical WE, LGA, and LN distributions, respectively.
The Gumbel distribution [71] is written as:
f x   = 1 α exp x μ α exp x μ α
x p = α   ln ln 1 p + μ
where xp is a quantile of the theoretical G distribution.

Appendix B. The Goodness-of-Fit Tests

The following are nonparametric goodness-of-fit tests used to test the goodness of fit of a mathematical model (theoretical distribution) with observations (empirical distribution).
The Kolmogorov-Smirnov statistic DK−S [46]:
D K S = max 1 < i n δ ^ i , gdzie : δ ^ i = max i n F 0 x i ; θ ^ ,   F 0 x i ; θ ^ i 1 n
where n is the size of the random sample, and F 0 x i ; θ ^ is the distribution function of the theoretical probability distribution for the estimated parameter vector θ ^ .
The Anderson-Darling statistic DA−D [48]:
D A D = n 1 n i = 1 n 2 i 1 l n F 0 x i ; θ ^ + 2 n + 1 2 i l n 1 F 0 x n + 1 i ; θ ^
The Liao-Shimokawa statistic DL−S [49]:
D L S = 1 n i = 1 n max i n F 0 x i ; θ ^ , F 0 x i ; θ ^ i 1 n F 0 x i ; θ ^ 1 F 0 x i ; θ ^
The Kuiper statistic DK [50]:
D K = max 1 < i n δ ^ i + + max 1 < i n δ ^ i
where δ ^ i + =   max i n F 0 x i ; θ ^ ; δ ^ i =   max F 0 x i ; θ ^ i 1 n .

Appendix C. Formulas Used in the Probabilistic Model of Maximum Precipitation of Bogdanowicz and Stachý Model

The Weibull probability distribution (extreme value type 3, EV3), f(x), and quantile of maximum precipitation xp are given as follows [1,2]:
f x = λ θ ε x ε θ ε λ 1 exp x ε θ ε λ
x p = ε + α ln p 1 λ
where ε is the lowest bound; ε(τ) = 1.42τ0.33; θ is the quantile with probability of exceedance 1/e = 0.367…; λ is a shape parameter; and α = θε is a scale parameter.

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Figure 1. Overall scheme of the PMAXTP model.
Figure 1. Overall scheme of the PMAXTP model.
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Figure 2. Location of the Chojnice and Bialystok meteorological stations in Poland.
Figure 2. Location of the Chojnice and Bialystok meteorological stations in Poland.
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Figure 3. Scatter plots of dependent random variables observed at the Bialystok station: P 10 POT , P ao POT , P 60 POT and P 10 AMP , P 30 AMP , P 60 AMP with respect to the independent variable time (τ), with indication of the simple regression equation, coefficient of determination (r2), linear correlation coefficient (r), and test probability (p) compared with the assumed significance level α < 0.05.
Figure 3. Scatter plots of dependent random variables observed at the Bialystok station: P 10 POT , P ao POT , P 60 POT and P 10 AMP , P 30 AMP , P 60 AMP with respect to the independent variable time (τ), with indication of the simple regression equation, coefficient of determination (r2), linear correlation coefficient (r), and test probability (p) compared with the assumed significance level α < 0.05.
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Figure 4. Autocorrelation function of random variables observed at Bialystok: P 10 POT , P 30 POT , and P 60 POT for lags of up to 25 elements in a series, with indication of autocorrelation coefficients, calculated white noise (standard error), and confidence level α.
Figure 4. Autocorrelation function of random variables observed at Bialystok: P 10 POT , P 30 POT , and P 60 POT for lags of up to 25 elements in a series, with indication of autocorrelation coefficients, calculated white noise (standard error), and confidence level α.
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Figure 5. Plots of functions of probability of exceedance for the random variables P τ AMP and/or P τ POT , where τ = {5, 15, 30, 120} min, for the most credible probability distributions, with indicated upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Chojnice meteorological station.
Figure 5. Plots of functions of probability of exceedance for the random variables P τ AMP and/or P τ POT , where τ = {5, 15, 30, 120} min, for the most credible probability distributions, with indicated upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Chojnice meteorological station.
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Figure 6. Plots of functions of probability of exceedance for the random variables P τ AMP and/or P τ POT , where τ = {180, 360, 720, 1080} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Chojnice meteorological station.
Figure 6. Plots of functions of probability of exceedance for the random variables P τ AMP and/or P τ POT , where τ = {180, 360, 720, 1080} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Chojnice meteorological station.
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Figure 7. Plots of functions of probability of exceedance for the random variables P τ AMP and P τ POT , where τ = {1440, 2160, 2880, 4320} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Chojnice meteorological station.
Figure 7. Plots of functions of probability of exceedance for the random variables P τ AMP and P τ POT , where τ = {1440, 2160, 2880, 4320} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Chojnice meteorological station.
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Figure 8. Plots of functions of probability of exceedance for the random variables P τ POT where τ = {5, 10, 45, 60} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Bialystok meteorological station.
Figure 8. Plots of functions of probability of exceedance for the random variables P τ POT where τ = {5, 10, 45, 60} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Bialystok meteorological station.
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Figure 9. Plots of functions of probability of exceedance for the random variables P τ POT where τ = {90, 180, 720, 1080} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Bialystok meteorological station.
Figure 9. Plots of functions of probability of exceedance for the random variables P τ POT where τ = {90, 180, 720, 1080} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Bialystok meteorological station.
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Figure 10. Plots of functions of probability of exceedance for the random variables P τ POT where τ = {2160, 2880, 4320} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Bialystok meteorological station.
Figure 10. Plots of functions of probability of exceedance for the random variables P τ POT where τ = {2160, 2880, 4320} min, for the most credible probability distributions, with indication of upper limits of quantile confidence intervals according to the PMAXTP method, compared with the model of Bogdanowicz and Stachý, for the Bialystok meteorological station.
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Figure 11. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variables P τ AMP and P τ POT with durations τ = {5, 15, 30, 120} min, for the Chojnice meteorological station.
Figure 11. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variables P τ AMP and P τ POT with durations τ = {5, 15, 30, 120} min, for the Chojnice meteorological station.
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Figure 12. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP method for the random variables P τ AMP and P τ POT with durations τ = {180, 360, 720, 1080} min, for the Chojnice meteorological station.
Figure 12. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP method for the random variables P τ AMP and P τ POT with durations τ = {180, 360, 720, 1080} min, for the Chojnice meteorological station.
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Figure 13. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP method for the random variables P τ AMP and P τ POT with durations τ = {1440, 2160, 2880, 4320} min, for the Chojnice meteorological station.
Figure 13. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP method for the random variables P τ AMP and P τ POT with durations τ = {1440, 2160, 2880, 4320} min, for the Chojnice meteorological station.
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Figure 14. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variable P τ POT with durations τ = {5, 10, 45, 60} min, for the Bialystok meteorological station.
Figure 14. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variable P τ POT with durations τ = {5, 10, 45, 60} min, for the Bialystok meteorological station.
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Figure 15. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variable P τ POT with durations τ = {90, 180, 720, 1080} min, for the Bialystok meteorological station.
Figure 15. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variable P τ POT with durations τ = {90, 180, 720, 1080} min, for the Bialystok meteorological station.
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Figure 16. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variable P τ POT with durations τ = {2160, 2880, 4320} min, for the Bialystok meteorological station.
Figure 16. Comparison of estimated values of quantile error resulting from the randomness of the sample of maximum precipitations computed using the PMAXTP model for the random variable P τ POT with durations τ = {2160, 2880, 4320} min, for the Bialystok meteorological station.
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Figure 17. Thiessen Polygons based on precipitation measurement sites in Poland.
Figure 17. Thiessen Polygons based on precipitation measurement sites in Poland.
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Figure 18. Interpolation of maximum precipitations computed using the PMAXTP model for the random variable P τ AMP with durations τ = 30 min with probability of exceedance p = 1% using IDW method (left part) and kriging method (right part) for the Bialystok and Chojnice meteorological stations.
Figure 18. Interpolation of maximum precipitations computed using the PMAXTP model for the random variable P τ AMP with durations τ = 30 min with probability of exceedance p = 1% using IDW method (left part) and kriging method (right part) for the Bialystok and Chojnice meteorological stations.
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Table 1. Minimum quantity of precipitation P min , τ POT (mm) taken as a threshold in the POT method.
Table 1. Minimum quantity of precipitation P min , τ POT (mm) taken as a threshold in the POT method.
τ
(min)
510153045609012018036072010801440216028804320
P min , τ POT
(mm)
5.46.67.48.910.010.812.113.114.617.721.423.925.928.931.335.0
Table 7. Sample results of the procedure to select probability distributions for maximum precipitation values P τ AMP and P τ POT for τ = 5 min. GA—gamma distribution; WE—Weibull; LN—log-normal; LGA—log-gamma; G—Gumbel; χ2—Pearson’s χ2 goodness-of-fit test; min(Dmax)—Kolmogorov’s minimum distance criterion. Bold values represent the most credible distributions according to the Akaike information criterion (AIC).
Table 7. Sample results of the procedure to select probability distributions for maximum precipitation values P τ AMP and P τ POT for τ = 5 min. GA—gamma distribution; WE—Weibull; LN—log-normal; LGA—log-gamma; G—Gumbel; χ2—Pearson’s χ2 goodness-of-fit test; min(Dmax)—Kolmogorov’s minimum distance criterion. Bold values represent the most credible distributions according to the Akaike information criterion (AIC).
PrecipitationProbability Distribution
TypeParametersχ2
χ α k r = 0.05 2 = 7.815
min(Dmax)AIC
αλμε
CHOJNICE P 5 AMP GA1.3213.642-0.10.8310.500138.738
WE4.5341.678-2.40.5690.496139.551
LN0.379-1.8060.11.0900.514139.268
LGA0.036113.463-0.11.1820.552140.164
G2.009-5.394-0.9770.499139.215
P 5 POT GA0.7323.356-5.25.2920.579100.323
WE2.1721.481-5.75.7510.54998.064
LN0.360-1.2314.05.2680.601101.625
LGA0.04812.131-4.25.1940.603101.709
G1.022-7.031-6.0130.667102.049
BIAŁYSTOK P 5 POT GA1.2241.683-5.85.2930.500103.137
WE2.0871.188-5.95.7510.553102.860
LN0.805-0.5660.15.2690.479103.267
LGA0.1072.967-5.65.1940.473102.737
G1.079-7.153-6.0140.643107.837
Table 8. Results of tests of fit of the theoretical probability distributions for P τ AMP and P τ POT , where τ = {5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, 4320} (min). DK−S—Kolmogorov-Smirnov test, DA−D—Anderson-Darling test, DL−S—Liao-Shimokawa test, DK—Kuiper’s test, significance level α = 0.05. The value in bold type indicates rejection of the hypothesis of goodness of fit to the empirical distribution according to the statistic DA−D at α = 0.05.
Table 8. Results of tests of fit of the theoretical probability distributions for P τ AMP and P τ POT , where τ = {5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, 4320} (min). DK−S—Kolmogorov-Smirnov test, DA−D—Anderson-Darling test, DL−S—Liao-Shimokawa test, DK—Kuiper’s test, significance level α = 0.05. The value in bold type indicates rejection of the hypothesis of goodness of fit to the empirical distribution according to the statistic DA−D at α = 0.05.
τCHOJNICEBIALYSTOK
AMPDK−SDA−DDL−SDKPOTDK−SDA−DDL−SDKPOTDK−SDA−DDL−SDK
5GA0.0910.3320.7140.160WE0.1000.4720.8190.195LGA0.0860.3230.7640.168
10- - LN0.0840.2450.6910.158
15- WE0.1170.2680.6680.206-
30- WE0.1080.2850.6780.185-
45- - WE0.0780.2590.6470.155
60- - WE0.0800.1940.6210.157
90- GA0.1501.0981.1990.278WE0.0850.1860.6070.163
120- GA0.0620.1190.5160.123-
180- LGA0.0870.1550.5370.155GA0.1030.2530.6660.195
360- LGA0.0710.1840.6130.133-
720GA0.1830.7491.0160.308LGA0.0880.3240.7710.173WE0.0930.2650.6550.186
1080G0.1240.4850.8360.245WE0.1050.4230.8190.189WE0.0910.2630.6770.161
1440G0.1250.4430.8250.229WE0.1090.2860.6760.172-
2160G0.0800.1180.5140.124GA0.0780.2570.6620.153WE0.0710.1640.5910.136
2880WE0.0790.2090.6500.157GA0.1030.4700.8310.204WE0.0870.2170.6160.166
4320WE0.0720.1660.5750.145GA0.1070.4010.7620.211WE0.1070.2760.6800.192
α cr . = 0.05 for: DK−Scr. = 0.242; DA−Dcr. = 0.795; DL−Scr. = 1.505; DKcr. = 0.317.
Table 9. Comparison of the PMAXTP and Bogdanowicz-Stachý methods for P τ AMP and P τ POT , where τ = {5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, 4320} (min), using the standard error of fit S(E). The comparison refers to the maximum precipitation values computed for the meteorological station in Chojnice ( P τ AMP and P τ POT ) and in Bialystok ( P τ POT ). Values in bold type are the smallest errors S(E) obtained separately for the Chojnice and Bialystok stations.
Table 9. Comparison of the PMAXTP and Bogdanowicz-Stachý methods for P τ AMP and P τ POT , where τ = {5, 10, 15, 30, 45, 60, 90, 120, 180, 360, 720, 1080, 1440, 2160, 2880, 4320} (min), using the standard error of fit S(E). The comparison refers to the maximum precipitation values computed for the meteorological station in Chojnice ( P τ AMP and P τ POT ) and in Bialystok ( P τ POT ). Values in bold type are the smallest errors S(E) obtained separately for the Chojnice and Bialystok stations.
τCHOJNICEBIAŁYSTOK
PMAXTPB&SPMAXTPB&S
AMPPOTAMPPOTPOTPOT
Distrib.S(E)Distrib.S(E)Distrib.S(E)Distrib.S(E)Distrib.S(E)Distrib.S(E)
5 GA 0.484 WE 0.263WE 0.801 WE 1.380 LGA 0.780WE 2.139
10 LN 0.639WE 2.613
15 WE 0.742 WE 2.135
30 WE 1.418 WE 2.654
45 WE 0.778WE 3.037
60 WE 0.737WE 3.902
90 GA 1.992 WE 4.761WE 1.133WE 4.424
120 GA 1.325 WE 5.469
180 LGA 1.558 WE 5.557 GA 1.999WE 5.209
360 LGA 2.902 WE 6.095
720 GA 4.113LGA 4.236 WE 7.246 WE 7.713 WE 2.869WE 5.854
1080 G 3.341 WE 3.287WE 8.441 WE 7.814 WE 2.610WE 6.280
1440 G 3.359 WE 2.847WE 10.430 WE 8.588
2160 G 2.924 GA 2.383WE 11.139 WE 8.866 WE 3.543WE 7.704
2880 WE 3.083 GA 2.761WE 12.845 WE 10.442 WE 3.646WE 8.593
4320 WE 2.720GA 2.738 WE 14.218 WE 11.486 WE 4.648WE 11.634
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Ciupak, M.; Ozga-Zieliński, B.; Tokarczyk, T.; Adamowski, J. A Probabilistic Model for Maximum Rainfall Frequency Analysis. Water 2021, 13, 2688. https://0-doi-org.brum.beds.ac.uk/10.3390/w13192688

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Ciupak M, Ozga-Zieliński B, Tokarczyk T, Adamowski J. A Probabilistic Model for Maximum Rainfall Frequency Analysis. Water. 2021; 13(19):2688. https://0-doi-org.brum.beds.ac.uk/10.3390/w13192688

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Ciupak, Maurycy, Bogdan Ozga-Zieliński, Tamara Tokarczyk, and Jan Adamowski. 2021. "A Probabilistic Model for Maximum Rainfall Frequency Analysis" Water 13, no. 19: 2688. https://0-doi-org.brum.beds.ac.uk/10.3390/w13192688

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