Journal of Hydrology 233 (2000) 189±205

www.elsevier.com/locate/jhydrol

Compound intensity/duration/frequency-relationships of extreme

precipitation for two seasons and two storm types
P. Willems*
Hydraulics Laboratory, Katholieke Universiteit Leuven, de Croylaan 2, B-3001 Heverlee, Belgium
Received 1 June 1999; received in revised form 8 March 2000; accepted 9 March 2000

Abstract
Intensity/duration/frequency (IDF)-relationships of extreme precipitation are widely used for design of stormwater facilities.
As the properties of extreme precipitation may be very different for different storm types and different seasons, IDF-relation-
ships which permit decomposition into different components are established. The different components refer to different storm
types or to different seasons, depending on the type of decomposition.
The present study is based on the long raingauge record of 10-min precipitation depths at Uccle/Ukkel (Belgium) for the
period 1967±1993. Storms of two different types (type a: airmass thunderstorms, and type b: cyclonic/frontal storms) are
separated based on their distribution of peak-over-threshold intensity. This is done for each duration (aggregation-level) in the
range 10 min±15 days, using a two-component exponential distribution. The exponential decay parameters and the mixing
parameter for the two components are estimated as functions of the aggregation-level. Those functions show scaling properties
for the parameters.
Different mixtures of storms of types a and b are also estimated for summer and winter conditions. It brings new elements in
our current understanding of what determines the IDF curves and their scaling properties. q 2000 Elsevier Science B.V. All
rights reserved.
Keywords: Rainfall; IDF curves; Flood design; Scaling

1. Introduction `durations'. Conditioned on such durations, the condi-

Intensity/duration/frequency (IDF)-relationships of
extreme precipitation are widely used for ¯ood design
estimation. They describe the relationship between
mean precipitation intensity and frequency of occur-
rence (the inverse of the return period) for different
time intervals of a given duration. These intervals
over which the precipitation intensity is averaged or
`aggregated' are called `aggregation-levels' or simply
* Fax: 132-16-32-18-98.
E-mail address: patrick.willems@bwk.kuleuven.ac.be
(P. Willems).
0022-1694/00/$ - see front matter q 2000 Elsevier Science B.V. All rights reserved.
PII: S 0022-169 4(00)00233-X
tional IDF-relationships (or intensity/frequency-rela-
tionships) are essentially cumulative distribution
functions of precipitation intensity (Eagleson, 1970;
Chow et al., 1988). As one is interested in rather
exceptional precipitation intensities (small frequency)
during the design of stormwater facilities, the distri-
bution functions match extreme value distributions.
To derive IDF-relationships, the proper type of
distribution is selected ®rst by an extreme value analy-
sis and the distribution parameters are calibrated for a
given range of aggregation-levels. Afterwards, the
relationships between model parameters and aggrega-
tion-level are analysed. The model parameter values
190 P. Willems / Journal of Hydrology 233 (2000) 189±205
are eventually modi®ed a little, while still being
acceptable, to derive smooth relationships. The para-
meter/aggregation-level relationships, together with
the analytical description of the extreme value distri-
bution, then comprise the IDF-relationships.
The studied range of aggregation-levels depends on
the application. The largest aggregation-level, which
is relevant for the application, is related to the concen-
tration time and the recession time of the system under
study (catchment runoff, river, sewer system,¼). The
concentration time is the time the water needs to ¯ow
from the (in time) most remote point of the catchment
to the point in which the design parameter (peak
discharge, high water level, storage volume) is studied
(Chow et al., 1988). It is also related to the recession
time of the studied ¯ow-component in the catchment.
Assuming an exponential decrease of runoff
discharges Q in time t during dry-weather periods:
 
t 2 t0
Q…t† ˆ Q…t0 †exp 2 …1†
K
the parameter K, which is inversely proportional to the
recession velocity, is de®ned as the recession time.
The larger the system or the more the ¯ow is
hampered in the system, the larger the concentration
time/recession time and the larger the interval over
which the precipitation intensities can jointly in¯u-
ence the value of the design parameter. In the present
study, the range of aggregation-levels varies from
10 min to 15 days. The recession times for overland
¯ow in small hydrographic catchments and the
concentration times in the largest urban drainage
systems are comprised by this range and, therefore,
design storms for these catchments can be derived on
the basis of the IDF-relationships. An example of
design storms is the so-called `composite storm'
(e.g. Chicago storm of Keifer and Chu (1957)). In
this storm, the average precipitation intensity over
each centred duration equals the IDF-value for the
given return period of the storm. Such a storm thus
contains the most important statistical precipitation
information for hydrological applications: precipita-
tion intensities and storm volumes for different return
periods. They may be useful for the simple design of
sewer conduits, dikes, dams, irrigation systems,¼. In
more complex applications, with non-linear systems
and when different aspects are involved (e.g. water
quality aspects), the return period of the design
parameter may be very different from the return
period of the design storm. Systems do not behave
in a linear way when pumping stations, retention
basins, non-linear boundary conditions,¼ are
included. Also after integration of subsystems with
different concentration times (e.g. catchment runoff,
sewer system, waste water treatment plant and receiv-
ing water in integrated urban drainage modelling), the
total system may be non-linear. In such non-linear
applications, design storms are less useful and the
full statistical information of the long-term rainfall
series should be used. The rainfall time series can
be either historical or synthetic. A synthetic series is
generated by a rainfall model or a `rainfall generator'.
It is often applied when historical series of homoge-
neous rainfall is not available for a suf®ciently long
time. The length that is needed for these series
depends on the accuracy requirements of the design
parameter for the maximum return period in the appli-
cation. Especially, in the relatively new challenging
®eld of applications with spatial rainfall input, rainfall
generators are often applied. Before being used, the
rainfall generators have to be validated by testing the
prediction of the most important statistical rainfall
information, which is embedded in IDF-relationships.
Some generators can even be calibrated on the basis of
these relationships. Contradictory to what is
mentioned by some, IDF-relationships should
therefore not be considered `old fashion'. They still
play an important role in state-of-the-art hydrological
applications.
2. Precipitation data
In the present study, 10 min clock-time precipita-
tion data at Uccle/Ukkel (Belgium) is used. This data
is currently available for the 27 year period 1967±
1993 and is collected with high accuracy by the
Royal Meteorological Institute of Belgium. The preci-
pitation data from a Hellmann±Fuess syphon pluvio-
graph were modulated by the Institute to the daily
precipitation amounts from a non-recording pit
gauge. By this modulation the data are partly
corrected for measurement biases by wind effects
and wetting losses. At the non-recording pit gauge,
the wind effects are reduced by the ground level of
the gauge (the recording gauge is 1.3 m above the
 P. Willems / Journal of Hydrology 233 (2000) 189±205
ground level) and by a Nipher windshield. The
wetting losses are smaller in the non-recording pit
gauge because of the smaller area of the internal
walls of the collector.
The sampled extremes are derived from the time
series as peak-over-threshold values by the moving-
average technique. The 324 largest extremes (the
threshold corresponding to the precipitation depth
with an average return period of one month) are
extracted; the threshold-level being different for
different aggregation-levels. As independent extremes
have to be derived at the different aggregation-levels,
an independency criterion has to be used. By such
criterion, it is, however, dif®cult to approach total
statistical independency, which is assumed in extreme
value theory. Only a large physical independency is
approached. This large independency often allows
application of extreme value theory and forms a theo-
retical basis for distribution calibration.
In river ¯ood applications, consecutive peak ¯oods
are de®ned by the US Water Resources Council
(1982) as independent if the interevent time exceeds
a critical time and if an interevent discharge drops
below a critical ¯ow. Only the ®rst condition is used
here, as the second condition has no meaning in preci-
pitation time series. The critical interevent time
should be large enough so that the derived design
parameter values (see Section 1) can be consid-
ered independent. The larger the concentration/
recession time of a system, the larger this value
should be taken. In the present study, it is taken
equal to the aggregation-level, with a minimum
value of 12 h. A minimum value of 12 h is set
out by the fact that two ¯ood events within the
same day or night are commonly interpreted to be
one extreme event.
The choice of the independency criterion is rather
subjective and it in¯uences the number of extremes
and also the interpretation of the return period of a
precipitation extreme. This in¯uence might be
important only for the smaller return periods. The
larger extremes are more independent and, for
return periods much larger than the length of the
precipitation time series, the in¯uence of the inde-
pendency criterion on the IDF-relationships is rather
small if compared with the intrinsic statistical
uncertainty of a large extrapolation on the basis of
an extreme value analysis. Based on the minimum
191
interevent time of 12 h in the independency criter-
ion, the return period calculated in this study should
be interpreted as the average time between two days
or nights with ¯ood events.
If the calibrated distribution of independent preci-
pitation extremes x for a given aggregation-level is
denoted by F(x), the return period T (also called recur-
rence interval) is de®ned here by the following
formula:
n
T ‰yearsŠ ˆ …2†
t…1 2 F…x††
with n the total length of the precipitation time series
[years] (27 in this application) and t the total number
of sampled extremes used for calibration of the distri-
bution.
This de®nition of return period corresponds to
the peak-over-threshold or partial-duration-series
method of data sampling. It does not agree with
the de®nition used in combination with the annual
maxima method: the return period is the inverse of
the population survival distribution of the annual
maxima. After Langbein (1947) and some assump-
tions mentioned by Chow et al. (1988), it can be
easily shown that this de®nition corresponds to the
following formula whenever population distribu-
tions F(x) of peak-over-threshold values are used:
1
T ‰yearsŠ ˆ   …3†
t…1 2 F…x††
1 2 exp 2
n
This de®nition is historically based on the use of
annual maxima in extreme value analysis: return
period de®ned as the inverse of the probability of
exceedence in any year. Anyhow, by the use of
annual maxima no predictions of return periods
lower than or equal to one year are possible.
Predictions of the lower return periods (lower
than ten years) can be achieved more accurately
by extreme value analysis based on peak-over-
threshold values, as one is not restricted to
maxima in ®xed time intervals: a variance reduc-
tion is achieved in the quantile estimates of the
distribution (see e.g. Buishand (1989) and Madsen
et al. (1997)). Although these lower return periods
are not important in river ¯ood design applica-
tions, they have relevance in many other applica-
tions: sewer system design (predicting sewer pipe
192 P. Willems / Journal of Hydrology 233 (2000) 189±205
¯ooding, over¯ow emissions,¼), retention basin
design, highway design,¼. The interpretation
that should be given to return period following
the de®nition of Eq. (2) corresponds much more
to the interpretation given in practice: return
period as the inverse of the average number of
exceedences in any period of one year length.
Engineers are interested in the occurrence of
certain events in terms of a frequency, and not
in its occurrence as a yearly maxima. Therefore,
this de®nition is preferred here. Anyhow, the
differences between the two de®nitions are small
for the larger return periods; they can be consid-
ered negligible for return periods larger than ten
years (Chow et al., 1988).
3. Extreme value analysis
3.1. Type of distribution
The most ef®cient way to analyse the type of distri-
bution, is by means of the so-called `quantile±quan-
tile plots (Q±Q plots)' (as stated in Willems,
1998a,b). In QQ-plots, empirical quantiles are
shown against theoretical quantiles. The empirical
quantiles match the observed extremes xi, i ˆ 1; m
…x1 $ ¼ $ xm † (the order-statistics), with pi ˆ
i=…m 1 c† as their corresponding empirical
probabilities of exceedance. In this study, the scores
c…0 # c # 1† are given a value of 1, corresponding to
the so-called Weibull plotting position of a quantile
plot. For each empirical quantile xi, the theoretical
quantile is de®ned as F 21 …1 2 pi †: The function F(x)
is the cumulative distribution that is tested in the QQ-
plot and the QQ-plot is named according to this distri-
bution. If the observations agree with the considered
distribution F(x), the points in the QQ-plot approach
the bisector.
To study the validity of the distribution F(x) with-
out the knowledge of the parameter values, adapted
QQ-plots are used. In these adapted QQ-plots, the so-
called quantile function U(p) is plotted instead of the
inverse distribution F 21 …1 2 p†. The function U(p) is
de®ned as the most simple function of p that is line-
arly dependent on F 21 …1 2 p† and independent of the
parameter values of F(x). For exponential QQ-plots,
for instance, the distribution and inverse distribution
equal:
 
x 2 xm
F…x† ˆ 1 2 exp 2
b
F 21 …1 2 p† ˆ xm 2 bln…p† …4†
The quantile function then equals:
U…p† ˆ 2ln…p†: …5†
Adapted QQ-plots are very useful to study the tail
behaviour of empirical distributions. By looking for
the QQ-plot in which the largest observations behave
in an asymptotic linear way, the type of the distribu-
tion of the studied extremes can be derived. By
performing weighted linear regressions in this plot,
also the optimal threshold xt can be derived. The opti-
mal threshold xt is the value of x above which the
calibrated distribution F(x) is the most accurate one.
Related to the ordering of the sampled extremes, the
index t is called the `order' of the threshold. Based on
the recent work of Beirlant et al. (1996), a systematic
methodology is presented in Willems (1998a,b) to
derive the type of the distribution and the optimal
threshold.
After applying that methodology to the presently
studied precipitation data, it is seen that the tail of
the distribution behaves in an exponential way (zero
extreme value index) for the whole range of
aggregation-levels (see Fig. 1). It is also seen that
the optimal threshold increases to lower orders with
increasing aggregation-level. At the aggregation-level
of four days, the optimal threshold even reaches the
largest sample (order 1). For the larger aggregation-
levels, an optimal threshold larger than the largest
sample is expected and the extreme value distribution
cannot be calibrated. Also for the aggregation-levels
larger than 0.25 days, the extreme value distribution
cannot be calibrated accurately, because only a few
samples (less than ten) are available for the calibration.
For aggregation-levels larger than six days (thus
when almost no precipitation intensities from the
extreme exponential population are observed),
another exponential tail behaviour is observed. This
second exponential distribution has a lower mean
(lower value for the slope of the asymptotic linear
path in the Q±Q plot) and the second exponential
distribution can also be observed below the optimal
threshold for the lower aggregation-levels. Therefore,
 P. Willems / Journal of Hydrology 233 (2000) 189±205 193

Fig. 1. Calibration of the two-component exponential distribution by different methods; representation of results in exponential QQ-plots for
aggregation-levels of 60, 360 min, 2 and 15 days.

a `two-component exponential distribution' is chosen distribution functions:

to represent the tail behaviour of extreme precipitation  
x 2 xt
intensities for a large range of aggregation-levels and Ga …x† ˆ 1 2 exp 2
a large range of samples. ba
Following the two-component extreme value  
x 2 xt
distribution, introduced by Rossi et al. (1984), Gb …x† ˆ 1 2 exp 2 …7†
bb
the two-component exponential distribution is de®ned
as: The probability distribution G(x) can thus be considered
as the combined distribution of two exponentially
G…x† ˆ pa Ga …x† 1 …1 2 pa †Gb …x† …6† distributed populations a and b, in which pa represents
the proportion of the population a. It is presumable that
in which Ga(x) and Gb(x) are two different exponential the two distributions arise from the fact there exist two
 194 P. Willems / Journal of Hydrology 233 (2000) 189±205

Fig. 2. (a) Hill-type regression above the optimal threshold t ˆ 112 in an exponential QQ-plot. (b) Left vert. axis (V), Hill-type estimation of
slope in the exponential QQ-plot; Right vert. axis. (S), Mean squared error of Hill-type regression in the exponential QQ-plot; Precipitation
intensities at an aggregation-level of 5 days.

different types of storms: storms with single convec-
tive rain cells (associated with airmass thunder-
storms in summer) and storms with many spatially
clustered rain cells (associated with cyclonic and fron-
tal storms in winter). The ®rst storm type is associated
with population a (largest parameter b ), because it is
known that the extreme precipitation intensities are,
on average, larger for this storm type.
As was mentioned before, the order of the optimal
threshold for the ®rst exponential distribution
 P. Willems / Journal of Hydrology 233 (2000) 189±205 195

Fig. 3. (a) The threshold-level xt in relation with the aggregation-level. (b) Modi®cation of the threshold-level.

decreases for increasing aggregation-level. This
means that fewer precipitation samples are available
for calibration of the distribution of population a. This
also means that the proportion p of population a
decreases with increasing aggregation-level. At
aggregation-levels larger than 6 days, the proportion
pa becomes very small and population a is not
observed any more.
3.2. Calibration of the distribution
The two-component exponential distribution is
196 P. Willems / Journal of Hydrology 233 (2000) 189±205
calibrated by different methods: the traditional maxi-
mum-likelihood (ML) method and a method that is
derived from the method proposed by Beirlant et al.
(1996) to calibrate exponential-type distributions. As
the ML-method is well known, only the second
method is brie¯y described.
Extreme value distributions are calibrated by Beirlant
et al. (1996) by a weighted linear regression in a QQ-
plot. Although there exist optimal weights for such
regressions, good results can be derived by applying
no weights or the weights suggested by Hill (1975). A
regression based on the `Hill-weights' is called here a
Hill-type regression. The optimal threshold can be
found as the threshold which minimizes the mean
squared error of the regression. For exponential distri-
butions, the regression is performed in an exponential
QQ-plot (see Section 3.1). The two-component expo-
nential distribution is calibrated here in the same way by
regression in an exponential QQ-plot. The threshold
which minimises the mean squared error of the regres-
sion is considered as the optimal threshold.
The results of the calibrations by the different meth-
ods (non-weighted regression in an exponential QQ-
plot, Hill-type regression in an exponential QQ-plot,
the traditional ML-method) are shown in Fig. 1 for
some aggregation-levels (60 min, 360 min, 2 days and
15 days). As can be seen in this ®gure, the calibration
becomes more dif®cult for the larger aggregation-
levels, because the number of points indicating an
asymptotic linear behaviour in the QQ-plot becomes
smaller. As stated before, these points are associated
with population a. For the aggregation-level of 2 days,
there is even a large difference between the calibration
results of the different methods. Applying the non-
weighted regression method, a two-component expo-
nential distribution is found with clearly different
parameters b a and b b. Applying the Hill-type regres-
sion and ML-methods, a single exponential distribu-
tion (a full linear path in the QQ-plot) is found.
The optimal threshold of the two-component expo-
nential distribution is for most aggregation-levels
smaller than the smallest sample. The distribution
function is then calibrated to all samples and the
order of the optimal threshold is taken equal to t ˆ
m ˆ 324: For aggregation-levels larger than 3 days, a
lower order is found. This is shown in Fig. 2 for the
aggregation-level of 5 days. The optimal threshold is
found as the threshold …t ˆ 112† which minimises the
MSE represented in Fig. 2b. For this threshold, a Hill-
type linear regression is performed in Fig. 2a and the
slope of the regression line equals the parameter b b of
the exponential distribution. In Fig. 2b, this parameter
is plotted for all threshold-levels. At the high
threshold-levels, there is a large ¯uctuation of the
parameter values, because of the statistical uncer-
tainty; only a few observations can be used for esti-
mation of the parameter. At lower threshold-levels
…t . 170†; the parameter values start to deviate from
the earlier values. They are continuously increasing
with increasing t. This behaviour is caused by the
deviation of the points from the linear path in the
QQ-plot of Fig. 2a. In the intermediate range …30 ,
t , 170†; the parameter values remain almost
constant. This is the range in which the optimal
threshold is situated. In that range, the MSE reaches
local minima at three threshold orders: t ˆ 53; t ˆ
112 and t ˆ 150: These thresholds are considered as
the optimal ones: the parameter b b can be estimated
on the basis of linear regression most accurately at
these thresholds. An inventory of all local minima
is made, and the threshold levels are chosen at the
local minima, which give rise to a smooth
decreasing path in relation with the aggregation-
level. This path is shown in Fig. 3a, together with
the local minima, at different aggregation-levels
larger than 2.75 days. The path is ®tted by an exponen-
tial curve. For aggregation-levels smaller than
2.75 days, the optimal threshold order is taken equal
to maximum sample size (324). If the threshold levels
corresponding to these orders are plotted in function of
the aggregation-level D (see Fig. 3b), a non-smoothed
curve is found by the discontinuous behaviour at D ˆ
2:75 days: As a more smoothed curve is preferred in the
present study, the threshold levels are modi®ed by the
linear curve in Fig. 3b:
log…xt ‰mm=hŠ† ˆ 20:05±0:58 log…D ‰daysŠ† …9†
whenever a distribution can be calibrated for a threshold
xt, the distribution can indeed also be calibrated,
although in a less accurate way, for higher thresholds
xs …s , t†: A curve is chosen that approximates the
tangents at both ends of the discontinuous curve in a
close way. At the same time, it could be chosen equal
to the curve ®tted to the rainfall intensities with the same
order 54 (or the same return period of 1/4 years) for all
 P. Willems / Journal of Hydrology 233 (2000) 189±205
Fig. 4. Calibration results for the parameters b a, b b and pa of the two-component exponential distribution by two methods: Regression in
exponential QQ-plot (V), ML method ( £ ).
aggregation-levels for the winter subpopulation (see
later). This is shown in Fig. 3b.
3.3. Relationships between model parameters and the
aggregation-level
An overview of the calibration results for different
aggregation-levels is given in Fig. 4. After a logarith-
mic transformation of both axes, a linear decrease of
the parameters b a, b b and pa with aggregation-level is
found (dotted lines as regression lines in Fig. 4):
log…ba ‰mm=hŠ† ˆ 20:05±0:58 log…D ‰daysŠ†
log…bb ‰mm=hŠ† ˆ 20:55±0:58 log…D ‰daysŠ†
log…pa † ˆ 21:35±0:58 log…D ‰daysŠ† …
For aggregation-levels larger than 2 days, a one-
component exponential distribution is assumed and
only the parameter b b is calibrated. The same linear
behaviour is found for b b for these larger aggregation-
levels. As stated before, the calibration results of the
parameters b a and pa (the distribution parameters of
population a) become less accurate for the aggrega-
tion-levels between 0.25 and 6 days. The curve of the
parameter values in function of the aggregation-level
197
is indeed not that smooth in this range. For aggrega-
tion-levels larger than 2 days, it is even not possible to
calibrate the parameters b a and pa because the number
of observations associated with population a becomes
very low. However, it is expected they will have the
same linear behaviour in Fig. 4 for the larger aggrega-
tion-levels.
The deviation from the linear behaviour that is
found for the parameters in Fig. 4 for the range
from 0.5 to 2 days is considered as a bias in the para-
meter calibration. The bias is caused by the very irre-
gular path of the points in the QQ-plots for these
aggregation-levels and by the very small number of
observations associated with population a (see e.g.
Fig. 1; D ˆ 2 days†: Anyhow, it has been shown
visually that the assumption of a linear behaviour in
10†
this range (dotted lines in Fig. 4) produces a distribu-
tion ®t with equal quality. As this linear behaviour
seems to continue for aggregation-levels larger than
2 days, it is assumed for the whole range of aggrega-
tion-levels considered in the present study.
4. IDF-relationships
On the basis of the calibrated distribution functions
198 P. Willems / Journal of Hydrology 233 (2000) 189±205

Fig. 5. Mean annual IDF-relationships for return periods of 27, 9, 2.7 and 1 years; comparison of calibrated IDF-relationships with observations.

Ga and Gb, IDF-relationships can be derived. For each In this formula, n is the number of years that are used
precipitation intensity x and for each aggregation- in the analysis: n ˆ 27: The property t is the
level, the return period (as de®ned in Section 2) can threshold order (the observed order of the thresh-
be calculated from the calibrated distribution old levels).
functions: In Fig. 5, a comparison is shown between empiri-
cally derived IDF-relationships (or samples) and the
n relationships calculated by Eq. (11), together with the
Tˆ …11†
t…pa …1 2 Ga …x†† 1 …1 2 pa †…1 2 Gb …x††† ®tted relationships of b a, b b, pa and xt.

Fig. 6. Comparison of the observations and the exponential distribution of population b for the precipitation intensities in the WINTER period
(October±March) (V), and the shorter winter period (November±January) ( A); representation in exponential QQ-plots for two aggregation-
levels (60 min and 5 days).
 P. Willems / Journal of Hydrology 233 (2000) 189±205
Fig. 7. Comparison of the observations and the two-component exponential distribution for the precipitation intensities in the SUMMER period
(April±September); representation in exponential QQ-plots for two aggregation-levels (60 min and 5 days).
5. Separate description of winter and summer
populations
The IDF-relationships derived in Sections 3.3 and
4, are `mean annual' relationships. It is also possible
to derive separate relationships for winter and
summer. The winter period is de®ned here as the
period April±September, while the summer period is
de®ned as the period October±March.
As mentioned in Section 3.1, the population a (with
distribution function Ga) is associated with thunder-
storms in summer. The population b (with distri-
bution function Gb) is associated with cyclonic
and frontal storms in winter. As cyclonic and
frontal storms can also occur in the summer
period, and thunderstorms occur rather rarely in
the winter period, it is ®rst tested if the winter
population can be described by the single distribu-
tion function Gb. In Figs. 6 and 7, a comparison is
made between the model Gb and the observations
for the winter period for two aggregation-levels.
In these ®gures, it can be seen that all but the
largest observations can be described by the
model. The largest observations are therefore asso-
ciated with thunderstorms in the early spring or
the late autumn. To prove this partially, the obser-
vations from the shorter winter period November±
January are also plotted in Fig. 6. The largest
observations in the winter period are indeed during the
199
months October, February and March. Hereafter, the
distribution function of the summer population is
denoted by G1(x), while the distribution function of
the winter period is denoted by G2(x).
When the summer and winter populations are
described by the populations a and b:
G1 …x† ˆ p1 Ga …x† 1 …1 2 p1 †Gb …x†
G2 …x† ˆ p2 Ga …x† 1 …1 2 p2 †Gb …x† …12†
it has been shown by Fig. 6 that p2 can be approxi-
mated well by zero.
Furthermore, the return period can be calculated
from the winter and summer population distributions
in the same way as they can be calculated from the
distributions of the populations a and b:
n
Tˆ
t…pa …1 2 Ga …x†† 1 …1 2 pa †…1 2 Gb …x†††
n
ˆ …13†
t1 …1 2 G1 …x†† 1 t2 …1 2 G2 …x††
The values t1 and t2 are the orders of the calibrated
optimal thresholds for the summer and winter popula-
tions. In Section 3.2, the threshold order t2 has been
taken constant to a value of 54 for all aggregation-
levels. The total number of exceedences t is further-
more the sum of the number of exceedences in
200 P. Willems / Journal of Hydrology 233 (2000) 189±205

Fig. 8. The parameter p1 in relation with the aggregation-level.

summer and winter: Eq. (13) can also be written as:

t ˆ t1 1 t2 …14†
From Eqs. (13) and (14), the following evident
relationship can also be found:
tp ˆ t1 p1 1 t2 p2 …15†
The values of p2 and t2 are known, so that Eqs. (14)
and (15) form a set of two equations with three
unknowns: t, t1 and p1. The threshold orders t and t1
can be easily derived empirically as the number of
exceedences of the threshold level xt in the observed
populations. By considering the empirical values for t
and t1 in relation with the aggregation-level, the para-
meter p1 of the two-component exponential distribu-
tion of the summer population can be calculated in
relation with the aggregation-level. A smooth linear
relationship is found (Fig. 8):
log…p1 † ˆ 21:12 2 0:5 log…D ‰daysŠ† …16†
Using this relationship, the two remaining unknowns t
and t1 can be calculated from Eqs. (14) and (15).
The IDF-relationships can thus be separated both in
relationships for winter and summer and relationships
for the two different storm types. As a consequence,
1 1 1 1 1
ˆ 1 ˆ 1 …17†
T Ta Tb T1 T2
with Ta and Tb the return periods for rainfall events of
population a and b and T1 and T2 the return periods for
summer and winter events. Whenever the compound
IDF-relationships are applied to derive separate
design storms for winter and summer or for the two
storm types, Eq. (17) must be applied to calculate the
return period.
6. Scaling properties of precipitation
The relationships of Eqs. (9) and (10), presented in
Figs. 3b and 4, show some scaling properties of rain-
fall. The distribution parameters have a power law of
the aggregation-level. This means that if the para-
meter values are known for one certain aggregation-
level, they are also known for all other aggregation-
levels only by applying a scaling factor. This is shown
below for a parameter b D in relation with the
aggregation-level D:
bD ˆ aDb
 P. Willems / Journal of Hydrology 233 (2000) 189±205
Fig. 9. Scaling of raw moments in relation with the aggregation-level (winter season).
b l D ˆ lb b D …
l is the scale factor and b the scaling exponent. The
scaling exponent equals the linear slope of the rela-
tionship between b and D in a double logarithmic plot
(see Figs. 3b and 4). The scaling property of Eq. (18)
is also called `scale invariance'. Using terminology of
scaling theories, the aggregation-level D can also be
considered as a `time scale'.
The scaling property is valid for all parameters of
the two exponential distributions Ga and Gb: b a, b b
and pa. Even the scaling exponent is the same for all
parameters: b ˆ 0:58: This means that after scaling of
the rainfall intensities, the same exponential distribu-
tion is found for all aggregation-levels:
Ga;lD …lb x† ˆ Ga;D …x†
Gb;lD …lb x† ˆ Gb;D …x† …
Indeed, if all rainfall intensities are scaled with a
factor l b, also the speci®c rainfall intensity with
frequency order m (being the threshold level xt) and
the mean rainfall intensity exceeding the threshold
(being the scale parameter b , also the ®rst moment
of the exponential distribution) will be scaled with the
same factor. The property of Eq. (19), stating equality
201
18† in the probability distribution of the rainfall intensities
observed at different time scales, is called `strict sense
simple scaling' by Gupta and Waymire (1990) and
Burlando and Rosso (1996).
When the equality of Eq. (19) holds, the scale
invariance should also hold for the distribution
moments. Denoting a raw moment of order l and at
time scale D by E‰XDl Š; the following property should
hold:
E‰Xll D Š ˆ llb E‰XDl Š …20†
For moment orders up to ®ve it is shown in Fig. 9 that
the scaling properties hold for the winter population
over the whole range of aggregation-levels. In this
®gure, the raw moments are shown in terms of rainfall
volumes during time periods equal to the aggregation-
19† level. A linear relationship is found for all moment
orders, with a slope equal to one minus the scaling
exponent of the distribution moment. If the raw
moments were calculated for rainfall intensities
instead of rainfall volumes, the scaling exponent
would directly correspond to the slope of the linear
relationship. At the ®rst moment l ˆ 1; the scaling
exponent is found: b ˆ 1 2 0:42 ˆ 0:58 (for the
winter period). In Fig. 10, the growth of the slope is
202 P. Willems / Journal of Hydrology 233 (2000) 189±205

Fig. 10. Scaling exponent in relation with the moment order.

analysed for increasing moment order. For the winter
population, a linearly growing slope is found. This
property is called `simple scaling' by Gupta and
Waymire (1990). It means that the variability in the
rainfall process does not change with scale. A
constant scaling exponent is thus found for the distri-
bution Gb. The value of b ˆ 0:58 is in total agreement
with the earlier derived value for the scaling exponent
of the distribution parameters. Because of the simple
scaling properties of distribution Gb and the constant
threshold order t2 ˆ 54; the IDF-curves for the winter
period represent parallel linear curves in a double
logarithmic plot (see Fig. 11). Besides for explaining
the typical shape of the IDF-curves, the scaling
properties are also useful for making a scale
shift from the range of scales spanned by the

Fig. 11. Winter IDF-relationships for return periods of 27, 9, 2.7 and 1 years; comparison of calibrated IDF-relationships with observations.
 P. Willems / Journal of Hydrology 233 (2000) 189±205
rainfall data to any scale needed in hydrological appli-
cations. Both scale magni®cation and scale contrac-
tion (or `downscaling') are possible in the `simple
scaling' case. With `downscaling', the extrapolation
to aggregation-levels smaller than the time step of
rainfall time series is meant here. If an hourly rainfall
time series is available, IDF-curves and design storms
up to aggregation-levels of 10 min can for instance be
derived in this way. As was also stated by Olsson and
Niemczynowicz (1994), this is an important practical
application of the derived scaling properties, espe-
cially for urban hydrology (the hydrology of small
scales).
Simple scaling of rainfall intensities seems to hold
for each storm type (for population a and b, the two
populations with a single exponential distribution
function). Because the winter population is only
built up with population b members, also the
winter population exhibit simple scaling proper-
ties. For the summer and mean annual population,
however, a concave growth curve is found for the
scaling exponent (Fig. 10). This corresponds to
`multiple scaling' of the rainfall intensities
(Gupta and Waymire (1990)). The concave curve
is typical for natural phenomena. It means that the
variability in the rainfall process decreases with
increasing scale. Based on the literature on turbu-
lence, this feature is explained by Gupta and
Waymire (1990), among others, by the `cascading
down' of some large-scale energy ¯ux to succes-
sively smaller scales. In this study, it is explained
by the combination of two populations with
simple scaled rainfall intensities. The separation
in two populations of storm types is of course
rather super®cial. A broad range of storm types
exists in reality. The current separation in thunder-
storm and cyclonic/frontal storm types in this
study is however a ®rst (and most obvious)
separation. It already helps in explaining some
features in the IDF-relationships, the underlying
distributions and the scaling properties of point
rainfall.
In the multiscaling case, the scaling properties can be
used for either scale magni®cation or scale contraction,
but not for both. This is called the `irreversibility prop-
erty' of the rainfall process. For concave growth curves
of the scaling exponent, Gupta and Waymire (1990)
have shown that only scale contraction or `downscaling'
203
is possible. There also exists an upper bound for the
scale range in that case. By analysing the raw moments
in function of the scale, it is seen that in this application
the upper bound equals approximately 3.5 days.
Because of the observed scaling properties, the
variability of the rainfall process at the different scales
can also be explained by fractal theory developed by
Schertzer and Lovejoy (1991). This has been shown
already for the same rainfall series as used in the
present study by Schmitt et al. (1998). He also
found the same upper bound for the scale range:
3.5 days. Based on fractal theory, it is for instance
expected that the winter population and the separate
populations for the two storm types (with parallel
IDF-curves) can be described by a purely monofractal
process (Schmitt, 1998, personal communication).
Bendjoudi et al. (1997) have shown how formal
equations can be derived for the IDF-relationships
on the basis of the scale invariant properties of
multifractals. They only depend on a small
number of multifractal parameters. In the mono-
fractal case, the constant scaling exponent of the
distribution parameters …b ˆ 0:58†; for example,
corresponds to the single so-called `singularity'
in fractal theory. However, the two-component
exponential model used in this study for the
summer and total year population is not compati-
ble with multifractality, since the moments of the
rainfall extremes should be scaling only in
approximation. However, up to a duration of 3 days,
the storms of type a, although not dominant in the
mixture for those durations, are those that control
the rainfall extremes. This is the reason why fractal
theory, although theoretically not compatible with the
model derived in this study, can be applied
approximately.
More general than the concept of multifractality, is
the notion of self-similarity. It has been introduced by
Veneziano et al. (1996): `a random measure is self-
similar if, when its support is stretched by a factor
greater than one and is translated by an arbitrary
amount, the resulting measure is identical in distribu-
tion to the original one, multiplied by a random vari-
able'. According to this de®nition, the nonlinearity of
the ®tted moment exponents in this study indicate that
the self-similarity does not hold exactly for the rain-
fall process. However, by the same reason as given
above, approximate self-similarity may hold.
204 P. Willems / Journal of Hydrology 233 (2000) 189±205
7. Conclusions
IDF-relationships have been derived for extreme
precipitation intensities at Uccle/Ukkel (Belgium)
for aggregation-levels in the range 10 min±15 days.
For every aggregation-level (or `duration'), the
extreme precipitation depths are studied by combining
traditional and recently developed methods of
extreme value analysis. The type of distribution,
together with the threshold above which the type of
distribution holds, is determined by the recently
developed method of Beirlant et al. (1996). In this
method, the behaviour of the distribution's tail is
studied by means of QQ-plots. The distribution is
calibrated by regression in the QQ-plot (both non-
weighted and weighted regression with weights
following Hill (1975)) and the optimal threshold is
®xed after minimisation of the mean-squared-error
(MSE) of the regression. For reasons of comparison,
the distribution is also calibration by the traditional
ML-method for the same optimal threshold.
By this method, an exponential behaviour is found
for all aggregation-levels. For increasing aggregation-
level, the scale-parameter b of the exponential distri-
bution decreases and the optimal threshold increases
to samples with lower order. At aggregation-levels
larger than 6 days, the optimal threshold exceeds the
sample with lowest order and another exponential
behaviour (with scale-parameter of lower order of
magnitude) is found. At aggregation-levels between
0.25 and 6 days, the few samples showing the ®rst
exponential behaviour can also be seen as values
much higher than the rest. These values qualify as
outliers under the second exponential distribution.
This presence of two exponential behaviours (with
different orders of magnitude of the slope in the
exponential QQ-plot) is attributed to two different
exponentially distributed populations of precipitation
depths: precipitation depths from convective rain cells
(thunderstorms) and precipitation depths from cyclo-
nic/frontal storms. Analogous to the two-component
extreme value distribution, introduced by Rossi et al.
(1984), a two-component exponential distribution was
assumed. This distribution arises from a mixture of
two exponential distributions. The mixture is different
for different seasons. In the study, the mixture has
been quanti®ed for the whole year, the winter
season (October±March) and the summer season
(April±September). It has been noticed that the preci-
pitation depths in the winter season approximate very
well the second exponential distribution (with lowest
scale-parameter b ). Besides a few events, extremely
heavy thunderstorms are indeed not expected in the
winter season. In the summer season, however, both
storms occur and the summer population is described
by a two-component exponential distribution.
After relating the parameters of the two-component
exponential distribution to the aggregation-level, IDF-
relationships are derived. These relationships can be
applied for many purposes. A widely known purpose
is the derivation of the so-called design storms for
simple design applications. In more complex applica-
tions, rainfall generators are often used and these
generators can be calibrated (or at least tested) on
the basis of the IDF-relationships. By the possibility
to decompose the relationships, following the two
exponential distributions, separate design storms can
be derived for the different storm types and different
seasons. Presently, only the winter and summer
season and two storm types are considered, although
it is easily possible to extend the analysis to smaller
seasons, e.g. months, and to more classes of storm
types. The decomposition allows more ¯exibility in
the applications. In design storm applications, more
accurate return periods can be achieved by simulating
different design storms for different seasons, together
with different seasonally dependent average initial
conditions and parameters in the rainfall-runoff
model. If only two seasons are considered in the appli-
cation, the return period T of a design parameter can
be calculated on the basis of the return periods Tw and
Ts for the two seasons:
1 1 1
ˆ 1
T Tw Ts
In rainfall generator applications, by calibrating/test-
ing the generator on the basis of the total IDF-relation-
ships, as well as the ones for different seasons and
different storm types, better performing generators
can be guaranteed.
Referring to scaling theories, it was moreover
shown that the parameters of the two-component
distribution, which underlie the IDF-relationships,
exhibit properties of `simple scaling'. These
properties could help with explaining the typical
shape of the IDF-relationships. They can also be
 P. Willems / Journal of Hydrology 233 (2000) 189±205
used for extrapolation of the IDF-relationships to
aggregation-levels smaller than the time step of the
rainfall series.
Acknowledgements
The author would like to thank his colleague Guido
Vaes for the derivation of the 324 largest independent
precipitation depths at various durations and the many
discussions about this work. The historical precipita-
tion data at Uccle/Ukkel was made available by the
Royal Meteorological Institute of Belgium (KMI/
IRM).
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