A COMPARISON OF STATIONARY AND NON-STATIONARY GENERALIZED EXTREME VALUE MODELS WITH CLIMATIC COVARIATES IN MODELING RAINFALL EXTREMES

Authors

  • Syafrina Abdul Halim Universiti Putra Malaysia https://orcid.org/0000-0001-7067-9635
  • Muhammad Hafiz Abdul Halim Toh Seng Onn Department of Mathematics and Statistics, Universiti Putra Malaysia, 43400 Serdang, Selangor, Malaysia

DOI:

https://doi.org/10.58915/amci.v15i1.1932

Keywords:

nonstationary modeling, rainfall extremes, southern oscillation index, generalized extreme value model

Abstract

Extreme rainfall in Peninsular Malaysia is closely linked to seasonality, primarily driven by the
southwest monsoon (SWM) period, starting from May to September and northeast monsoon
(NEM) period, starting from November to March. Extreme rainfall events may lead to secondary
disasters such as floods, landslides and crop damage. The west part of Malaysia also known as
Peninsular Malaysia is significantly influenced by large-scale global climate phenomena such as
El Niño-Southern Oscillation (ENSO) that could affect the rainfall pattern across this region.
Understanding the changing behavior of extreme rainfall and its relationship with ENSO will
increase planners’ ability to plan for, manage and respond to related flood events. This study
investigates the trend and stationarity of extreme rainfall in Peninsular Malaysia by using the
Mann-Kendall (MK) trend test and Augmented Dickey-Fuller (ADF) test. Rising trends in extreme
rainfall were identified in most part of Peninsular Malaysia. This study also analyzes the
suitability of stationary and non-stationary Generalized Extreme Value (GEV) models for
modeling rainfall extremes. The non-stationary model integrates the Southern Oscillation Index
(SOI) and a linear trend as covariates to capture potential climatic influences on extreme rainfall
events. The model performance is assessed using Akaike Information Criterion (AIC) and
Bayesian Information Criterion (BIC), enabling quantitative comparison. To assess the
uncertainty of each model’s parameter, bootstrap method will be applied in this study. Likelihood
ratio tests are employed to evaluate the robustness and significance of the models, ensuring the
best model is selected. Preliminary results suggest that incorporating SOI and trend improves the
model's ability to explain variability in rainfall extremes, offering insights into climatic drivers
of extreme events. Extreme rainfall return levels are used to quantify potential flooding risk. This
research has practical implications for understanding and predicting rainfall extremes under
changing climate conditions.

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Published

2026-03-01

How to Cite

Abdul Halim, S., & Muhammad Hafiz Abdul Halim Toh Seng Onn. (2026). A COMPARISON OF STATIONARY AND NON-STATIONARY GENERALIZED EXTREME VALUE MODELS WITH CLIMATIC COVARIATES IN MODELING RAINFALL EXTREMES . Applied Mathematics and Computational Intelligence (AMCI), 15(1), 21–48. https://doi.org/10.58915/amci.v15i1.1932

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