Politecnico di Bari

Statistical Methods for Environmental Analyses in a Changing Climate

Case Study on Wuhan City
🦇🍜

PhD School
Polytechnic University of Bari
2020/2021
Introduction and Methodology

Descriptive Statistics

Inferential Analysis

Conclusion
 Introduction and Methodology

• understanding variability and changes in

climate-driven phenomena.

• The decision rule is H0 is rejected if the p-value is smaller than the

prespecified significance level α. Otherwise, H0cannot be rejected

• 1) identification of the theoretical model;

2) estimation of the model parameters;
3) evaluation of the goodness of fit of the model to the data
 Introduction and Methodology

NOAA station ID: CHM00057494 – REAL data!

Daily precipitation data from 01.01.1950

until 31.12.2021 for 25,680 days!

We chose the most famous city in 2020 “Wuhan” 🦇🍜!

Annual maxima was obtained by a

“for loop” in R.
Time series of Wuhan city
Year Precipitation Year Precipitation
1951 150.5 1986 109.8
1952 102.2 1987 85.9
1953 125.7 1988 111.9
1954 142.2 1989 95.5
1955 172.2 1990 110.1
1956 52.6 1991 209.8
1957 107 1992 104.1
1958 172.7 1993 108.8
1959 317.4 1994 74.5
1960 89.5 1995 110
1961 214.5 1996 116.6
1962 198 1997 106.5
1963 136.3 1998 285.7
1964 106.6 1999 122.2
1965 56.6 2000 115.3
1966 72.5 2001 84.7
1967 68.8 2002 89.3
1968 71.6 2003 100.5
1969 261.7 2004 157.4
1970 87.8 2005 103.2
1971 66 2006 82.2
1972 79.2 2007 148.6
1973 70.2 2008 87.3
1974 112.4 2009 121.6
1975 80.2 2010 96.7
1976 71.1 2011 197.9
1977 68.8 2012 155.2
1978 53.2 2013 191.8
1979 106.8 2014 73.7
1980 124.2 2015 161.3
1981 118.2 2016 189
1982 298.5 2017 67.8
1983 155.8 2018 68.1
1984 128 2019 17.8
1985 86.2 2020 36.6
 Statistical characteristics

first year 1951

last year 2020
record period 70 years
317.4
maximum record value
mm
minimum record value 17.8 mm

Precipitation
Min. : 17.8
1st Qu.: 80.7
Median :106.9
Mean :120.3
3rd Qu.:147.0
Max. :317.4
 Asymmetry of the distribution

Skewness= 1.37887

Kurtosis= 1.97481
Introduction and Methodology

Descriptive Statistics

Inferential Analysis

Conclusion
 Power of likelihood ratio test

The power of likelihood depend mostly on trend coefficient and sample size

> lr.test(Gumbel_MLE, GEV_MLE)

Likelihood-ratio = 0.70124, chi-square critical value = 3.8415,
alpha = 0.0500, Degrees
of Freedom = 1.0000, p-value = 0.4024
alternative hypothesis: greater

> lr.test(Gumbel_MLE, GEV_MOM)

Likelihood-ratio = -2.0741, chi-square critical value = 3.8415,
alpha = 0.0500, Degrees
of Freedom = 1.0000, p-value = 1
alternative hypothesis: greater

> lr.test(GEV_MLE, GEV_MOM)

Likelihood-ratio = -2.7754, chi-square critical value = 0.00, alpha
= 0.05, Degrees of
Freedom = 0.00, p-value = 1
alternative hypothesis: greater
 GUM AIC LR
Augmented Dickey-Fuller Test
alternative: stationary

Type 1: no drift no trend

lag ADF p.value
[1,] 0 -2.59 0.0110
[2,] 1 -1.62 0.0982 Non –stationary with no drift and no trend!
[3,] 2 -1.36 0.1881 (H0 connot be rejected)
[4,] 3 -1.22 0.2389
Type 2: with drift no trend
lag ADF p.value
[1,] 0 -6.89 0.01
[2,] 1 -4.71 0.01
[3,] 2 -4.23 0.01 The augmented Dickey–Fuller (ADF) statistic, used in the test, is
[4,] 3 -3.86 0.01 a negative number.
Type 3: with drift and trend The more negative it is, the stronger the rejection of the
lag ADF p.value hypothesis that there is a unit root at some level of confidence
[1,] 0 -6.90 0.0100 >> non-stationary.
[2,] 1 -4.74 0.0100
(H0 is rejected) [3,] 2 -4.26 0.0100
[4,] 3 -3.87 0.0207
----
Note: in fact, p.value = 0.01 means p.value <= 0.01
non-stationarity cannot be rejected for a 5% significance level.
Change point detection (step change)

Pettitt test
Median change point test / Pettitt’s test for change.
Pettitt's test for single change-point detection

This is a rank-based test for a change in the median of a series

with the exact time of change unknown.

U* = 317,
p-value = 0.3535 >> (H0 cannot be rejected)
alternative hypothesis: two.sided
sample estimates: probable change point at time K 13

H0 is rejected if the p-value is smaller than the prespecified significance level α. Otherwise, H0 cannot be rejected!
Introduction and Methodology

Descriptive Statistics

Inferential Analysis

Conclusion
Conclusion