PERFORMANCE COMPARISON OF CROSS-VALIDATION TECHNIQUES IN FITTING GENERALIZED EXTREME VALUE (GEV) MODELS TO MONTHLY LOW-FLOW EXTREMES
Keywords:
Low-flow hydrological extremes; cross-validation; generalized extreme value (GEV); Porto Velho, Brazil.Abstract
This study compares the performance of the K-Fold (K=10) and Leave-One-Out (LOOCV) cross-validation techniques in assessing the goodness-of-fit of Extreme Value Distributions (EVDs) for low-flow hydrological extremes. The analysis employed the Generalized Extreme Value (GEV) distribution and its subfamilies (Gumbel, Weibull, and Fréchet), using daily streamflow data from the Porto Velho gauging station, located in the municipality of Porto Velho, Rondônia state, within the Brazilian Amazon, over the period 1970–2024. A dynamic monthly 10th percentile was adopted as the threshold to define low-flow extremes. Both LOOCV and Stratified K-Fold procedures were applied, with model adequacy evaluated based on the Kolmogorov–Smirnov (KS) statistic. Results indicate that the The LOOCV method consistently exhibits more stable KS statistics across all months and distributions. This pattern indicates a more uniform model performance, with lower sensitivity to specific months or to the presence of extreme events. In contrast, the K-Fold method shows lower KS values but with pronounced fluctuations observed in certain months. These peaks are notably associated with periods of higher exceedance frequencies or the occurrence of minimum extreme streamflows. This behavior reflects the K-Fold method’s sensitivity to hydrological extremes: when extreme events are concentrated within specific folds, the KS statistic tends to decrease.
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