Global and Regional Increase of Precipitation Extremes Under Global Warming

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RESEARCH ARTICLE Global and Regional Increase of Precipitation
10.1029/2018WR024067
Extremes Under Global Warming
Key Points:
• Global analysis on the 50 largest
Simon Michael Papalexiou1,2 and Alberto Montanari3
precipitation extremes over the 1
intensified global warming period
Department of Civil, Geological and Environmental Engineering, University of Saskatchewan, Saskatoon, Saskatchewan,
(1964–2013) Canada, 2Global Institute for Water Security, Saskatoon, Saskatchewan, Canada, 3Department of Civil, Chemical,
• Novel method to investigate changes Environmental and Material Engineering, University of Bologna, Bologna, Italy
in extremes' frequency shows global
and regional changes
• Increasing trends in extremes' Abstract Global warming is expected to change the regime of extreme precipitation. Physical laws
frequency are unlikely under the
assumption of stationarity translate increasing atmospheric heat into increasing atmospheric water content that drives
precipitation changes. Within the literature, general agreement is that extreme precipitation is
Supporting Information: changing, yet different assessment methods, data sets, and study periods may result in different patterns
• Movie S1 and rates of change. Here we perform a global analysis of 8,730 daily precipitation records focusing on the
• Movie S2
1964–2013 period when the global warming accelerates. We introduce a novel analysis of the N
largest extremes in records having N complete years within the study period. Based on these extremes,
Correspondence to: which represent more accurately heavy precipitation than annual maxima, we form time series of their
S. M. Papalexiou, annual frequency and mean annual magnitude. The analysis offers new insights and reveals (1) global
sm.papalexiou@usask.ca and zonal increasing trends in the frequency of extremes that are highly unlikely under the assumption of
stationarity and (2) magnitude changes that are not as evident. Frequency changes reveal a coherent
Citation: spatial pattern with increasing trends being detected in large parts of Eurasia, North Australia, and the
Papalexiou, S. M., & Montanari, A. Midwestern United States. Globally, over the last decade of the studied period we find 7% more extreme
(2019). Global and regional increase of
precipitation extremes under global events than the expected number. Finally, we report that changes in magnitude are not in general
warming. Water Resources Research, 55, correlated with changes in frequency.
4901–4914. https://doi.org/10.1029/
2018WR024067
Received 11 SEP 2018 1. Introduction

Accepted 4 MAY 2019
Accepted article online 9 MAY 2019 There is a long list of impacts related to extreme precipitation and some of them are societally relevant.
Published online 20 JUN 2019 Extreme precipitation can stress severely water treatment plants, sewage networks, and play a key role
in outbreaks of waterborne disease (Curriero et al., 2001). Heavy rainfall can increase the microbial
contaminants on runoff and impact public health (Parker et al., 2010). Intense storms can affect
agricultural production by severely damaging crops (Rosenzweig et al., 2002), impose negative
consequences in terrestrial ecosystems (Knapp et al., 2008), trigger fatal landslides (e.g., Martelloni
et al., 2012), increase the risk of infrastructure failure and damage (e.g., Nissen & Ulbrich, 2017), and
worsen the conditions of daily traffic (Cools et al., 2010). Yet the most immense impact of heavy
precipitation regards the prospect to generate heavy flooding—a risk that could be increased in urban
areas (impervious surfaces), and also, in coastal communities affected by rising sea levels (e.g.,
Wdowinski et al., 2016).
For example, the critical role of extreme precipitation is manifested by more than a half million fatalities
caused by rain‐induced floods from 1980 to 2009 (Doocy et al., 2013) with the number of humans affected
by floods reaching almost 3 billion over the same period (Jonkman, 2005). The cost of future projections
of rain‐induced flood damages is alarming (e.g., Hallegatte et al., 2013), while the flood damage cost in
Unites States has increased consistently throughout the twentieth century (Downton et al., 2005). This does
not necessarily imply that these increases are caused by changes in the flood regime, as human and financial
losses could be attributed in societal shifts increasing the vulnerability to extremes (Changnon et al., 2000).
Interestingly, some studies indicate that increases in heavy precipitation are not reflected in flood
magnitudes (Hirsch & Archfield, 2015; Mallakpour & Villarini, 2015; Sharma et al., 2018), yet for the
Unites States there is evidence pointing to increased flood frequency (Mallakpour & Villarini, 2015). In
any case, there is an undisputed relationship between precipitation and flooding with flooding events
©2019. American Geophysical Union.
following extreme precipitation being reported all over the globe (e.g., Deng et al., 2016; Rebora et al.,
All Rights Reserved. 2013). For these reasons, understanding and identifying changes in frequency and magnitude of
PAPALEXIOU AND MONTANARI 4901

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Water Resources Research 10.1029/2018WR024067
Figure 1. Spatial distribution of suitable stations in 5° × 5° grid cells. We consider 8,730 extreme precipitation records over
the 1964–2013 period.
precipitation extremes is vital to develop mitigation strategies ranging from management policies to infra-
structure adaptation.
An increase in precipitation extremes is expected (e.g., Allan & Soden, 2008; Fowler & Hennessy, 1995;
O'Gorman & Schneider, 2009; Trenberth, 2011), in particular for short‐duration precipitation (minutes
to daily) in convective events, whose dynamics are highly nonlinear and therefore more sensitive to per-
turbations (Lenderink & Van Meijgaard, 2008; Westra et al., 2014). The Clausius‐Clapeyron equation dic-
tates a 7% increase in atmospheric capacity to hold water for every 1 °C temperature increase (e.g., Pall
et al., 2007; G. Wang et al., 2017). While climate models confirm that rainfall extremes may increase under
global warming (Wentz et al., 2007), a comparison of modeled and observed precipitation shows that mod-
els may underestimate the increases in short‐duration rainfall extremes (Formayer & Fritz, 2017;
Lenderink & Van Meijgaard, 2008, 2010; Mishra et al., 2012). Interestingly, however, there are studies
indicating that a large number of climate models predict precipitation increases at just 2%/°C (see, e.g.,
Richter & Xie, 2008; Wentz et al., 2007). Changes in precipitation extremes have been pointed out region-
ally, that is, in the tropics (Allan & Soden, 2008), in India (Goswami et al., 2006), in dry and wet regions
(Donat, Lowry, et al., 2016), in North America (Kunkel, 2003), and in China (Y. Wang & Zhou, 2005),
while changes in the flooding regime have also been reported, that is, in Europe (Alfieri et al., 2016;
Blöschl et al., 2017) and globally (Hirabayashi et al., 2013; Tanoue et al., 2016). Previous global studies
of trends in precipitation extremes mainly use gridded data (e.g., Alexander et al., 2006; Donat et al.,
2013) and analyzed various extreme precipitation indices detecting changes in some regions of United
States and of Eurasia.
Here we present a global assessment of extreme daily precipitation spanning from local to global scales in
order to identify and compare changes in the frequency and magnitude of daily extremes. The focus is on
the 1964–2013 period during which global warming was particularly marked (see Figure A1). We used more
than 8,730 high‐quality daily precipitation records (Figure 1) that were screened from more than 100,000 sta-
tions (see section 2). The key idea lies in decomposing precipitation into frequency and magnitude. Towards
this direction we (1) formed two unique databases of extremes (one for frequency and one for magnitude) by
isolating and identifying for every N‐year record the N largest precipitation events and (2) introduced novel
approaches for trend assessment (customized for large database analysis) such as the exceedance probability
profile (EPP). The framework of this analysis expands and augments previous efforts and shows for first time
a marked global change in the frequency of daily rainfall extremes.

Table 1 2. Methods
Percentage of Stations With Positive and Negative Trends in Frequency (F)
and Magnitude (M) 2.1. Original Data
Station no. F+M+ (%) F−M+ (%) F+M− (%) F−M− (%) We use the Global Historical Climatology Network‐Daily database
(Menne et al., 2012; Menne et al., 2012; version 3.22) that comprises
GL 8730 33.0 20.2 27.3 19.5
approximately 100,000 precipitation stations. First, we screen stations
NH 6479 36.4 18.0 29.2 16.5
NW 4564 35.1 20.1 27.0 17.9 based on their record length and data quality, according to the following
NE 1915 39.3 13.0 34.5 13.2 criteria: (1) record length of at least 50 years, (2) percentage of missing
SE 2250 23.5 26.7 21.7 28.1 values less than 20%, and (3) percentage of values assigned with quality
Note. Plus and minus indicate positive and negative trends, respectively. flags less than 1%. This screening results in a subset of records, which
we further process in order to assure the quality of the data by eliminating
all values assigned with “G” (failed gap check) and “X” (failed bounds check) flags which indicate unrealis-
tically large precipitation values. After initial screening, we select only records having at least five complete
years in each one of the five decades during the 1964–2013 period in order to assure even information cover-
age over the considered period (similar criteria have been used for previous global analyses of temperature
(Alexander et al., 2006; Easterling et al., 1997; Papalexiou, AghaKouchak, Trenberth, et al., 2018). The 1964–
2013 period was selected as there is clear acceleration of global warming during this period (see Figure A1 in
the supporting information), while the 2014–2018 years were excluded from the analysis as the number of
stations in operation drops significantly. Finally, we require no more than 30 missing daily values to accept
a year as “complete” (completeness ≥91.8%) and use it in the analysis. The set of records that has been
approved for analysis comprises 8,730 stations spread all over the globe (Figure 1; for number of stations over
major geographical zones see Table 1). Note that in some stations the times of observation might have chan-
ged over the history of the records. This, at least theoretically, could alter the magnitude of daily extremes
due discretization errors (Papalexiou et al., 2016; van Montfort, 1990), as well as their frequency. Yet there
is no reason to assume that this could have a significant effect on the results we present.
2.2. Time Series of Extremes and Basic Framework

To investigate changes in extreme daily precipitation we first form records of extremes by extracting from
each daily record of N valid years the N largest values, that is, from a 50‐year complete record we extract
the 50 largest daily values (for brevity we term these records as NyN extremes). Particularly, for each daily
record of N valid years (Figure 2a) we identify the occurrence dates of the N extremes (Figure 2b) and we
construct two types of time series: (1) frequency of extremes time series (denoted as EF), that is, we count
the number of extremes per year to obtain a time series of the form {(y1, n1), … , (yN, nN)}, where ni denotes
the number of observed extremes in the year yi (Figure 2c), with n1+ … +nN = N, and (2) magnitude of
extremes time series (denoted as EM), that is, we average the extreme events that occurred within each year
Figure 2. Example series from a randomly selected station (database code: AQW00061705) with record length equal to 50
years. Graphs show (a) daily precipitation (prcp) time series, (b) the 50 largest precipitation values, (c) their frequency per
year, and (d) the mean annual magnitude.

to obtain time series of the form {ðyi ; x i Þ; …; ðyk ; x k Þg, where x i ¼ n−1
n
i ∑j¼1 x j , with xj and ni denoting, respec-
i
tively, daily extreme precipitation values and number of observed extremes in the year yi (Figure 2d). Note
that EF series have a regular one‐year time step (unless there are missing years) as extreme‐free years have
the value n = 0. In contrast, EM series, which express the average annual magnitude of those extremes, do
not necessarily have a regular one‐year time step as the N largest daily values are not distributed uniformly
throughout the N years, that is, one extreme per year. Therefore, in some years we do not observe any of the
N extremes; yet it is not reasonable to assign a zero magnitude to extreme‐free years, as zeros are not repre-
senting extremes and this would affect the investigation of magnitude changes.
At this point, we stress that there is no unique definition of “precipitation extremes.” For instance, the set of
27 indices recommended by the Expert Team on Climate Change Detection and Indices (www.climdex.org/
indices.html) considers as precipitation extremes annual peak of precipitation intensity, annual totals from
days with precipitation larger than the 95th and 99th percentile, or identify as heavy and very heavy daily
precipitation amounts those larger than 10 and 20 mm, respectively. The empirical exceedance probability
(Weibull plotting position) of the smallest of the NyN values is 0.00274 (Papalexiou et al., 2013), while the
rest of the values of the NyN sample having even smaller exceedance probabilities; this result highlights that
NyN values are indeed extremes. Also, while the maximum of an NyN sample and the maximum of an
annual maxima sample coincide, the former typically comprises larger values than those found in annual
maxima. Thus, NyN extremes might describe more accurately the empirical distribution tail, or else, the
behavior of the extremes.
The core of this large‐scale analysis regards the investigation of temporal changes in the frequency and mag-
nitude of the NyN extremes during the recent half century. A key factor is decomposing precipitation into
frequency and magnitude and exploiting the definition of stationarity. Stationarity in the EF time series
expects on average one NyN extreme per year and no changes in average magnitude. We stress that fre-
quency changes in our framework do not reflect changes in extremes above a predefined threshold. For
example, a common approach is to define as extreme precipitation, events larger than 10 or 20 mm; then
one can count their annual frequency and assess if it is changing or not (e.g., Alexander et al., 2006;
Donat et al., 2013). Yet this approach may neglect the regional character of extremes as, for instance, events
larger than 20 mm might be very frequent in one region and never occurring in another. Here the framework
we introduce allows to study “relative” changes; that is, the expected frequency of the NyN extremes under
the stationarity assumption is one event per year.
We investigate changes starting at the station level and progress to regional, zonal, and global analyses. In all
these time series we study the slope of the observed trends aiming to assess their significance and compare
results between changes in frequency and magnitude. Throughout the analysis we refer to five major study
zones: whole globe (GL), North Hemisphere (NH), Northwest zone (NW; west of the Atlantic Ocean in NH),
Northeast zone (NE; east of the Atlantic Ocean in NH), and Southeast zone (SE; east of the Atlantic Ocean in
South Hemisphere). The Southwest zone (SW; west of the Atlantic Ocean in the Southern Hemisphere) as
well as the Southern Hemisphere (SH) were not considered further because the number of high‐quality
observed records is limited.
2.3. Assessment of Trends

We assess the significance of trends by calculating the exceedance probability pκ of the observed slopes κ
using Monte Carlo (MC) simulation. Therefore, the test statistic is the slope κ of the fitted linear trend,
and the null hypothesis is absence of trend. Linear regression trend lines are fitted by the least squares error
method. The estimated pκ shows the significance level at which the null hypothesis can be rejected (one‐
sided test). For example, an observed trend with pκ ¼ 4% can be considered significant at the 5% level but
not at the 1% level. We deem that this approach, that is, aiming to calculate the exceedance probability of
the observed trends, is more complete and informative than trying to assess significance in a specific and pre-
defined level.
The different statistical properties and nature of the EM, EF, and zonal time series demand different MC
schemes. We assume the process that generated the observed time series is stationary and we assess its char-
acteristics. Once the process is known, it can be used to evaluate how probable it is to observe given trends
with the considered sample size. Particularly, the steps of this scheme are (1) assess the stationary stochastic

process that could describe the observed time series, that is, its marginal distribution and dependence struc-
ture; (2) generate 1,000 synthetic time series for each observed one preserving the probability distribution
and correlation (see Papalexiou, 2018; Papalexiou, Markonis, et al., 2018 for a unified theory for stochastic
modeling); (3) fit a linear trend in each synthetic time series and estimate its slope; (4) fit a normal distribu-
tion Nðμ; σ Þ to the 1,000 synthetic slopes; and (5) calculate the exceedance probability pκ of the slope κ that
was estimated for the observed time series based on the fitted normal distribution from the previous step,
that is, pκ ¼ 1−F N ðκ; μ; σ Þ, where F N is the cumulative distribution function of κ e Nðμ; σ Þ. This process
can be applied for any time series.
Other methods, such as bootstrapping, could also be used to generate random samples. Yet for small samples
(50 years) that may also be autocorrelated, these techniques, based on resampling, can limit the potential of
random sample variation. In turn, this may affect the resulting distribution of statistics estimated from these
samples, that is, the distribution of the slope of fitted linear trends. The significance of a trend can be
assessed based on methods like the nonparametric Mann‐Kendall test. Yet the Mann‐Kendall test does
not calculate the exceedance probability of the observed slope, or else, it does not provide a trend magnitude
but only significance. Moreover, the Mann‐Kendall test in not appropriate for data sets with a large number
of ties (Hodgkins et al., 2017). Our approach enables us to use the EPP to evaluate how likely the observed
trends are under the assumption of stationarity. The EPP does not attempt to assess trends at specific signif-
icance level, but rather uses all exceedance probability estimates to judge if a system deviates from the
stationarity assumption.
Here we provide some specific details on the differences between the MC schemes we are using. Specifically,
the annual mean of extremes (EM time series) is a continuous random variable above a threshold defined as
the minimum of the NyN extremes; that is, its absolute value depends on the record studied. Therefore, we
use the three‐parameter Weibull Wðα; β; γ Þ distribution to generate data, with cumulative distribution
function

x−α γ
F W ðx Þ ¼ 1− exp − (1)
β
where α, β, and γ denote, respectively, threshold (equal to the minimum of the EM time series), scale, and
shape parameters (evidence, at least for hourly extremes, shows the Weibull tail as a better model than
the typically used Pareto (Papalexiou, AghaKouchak, & Foufoula‐Georgiou, 2018). We estimated the para-
meters β and γ using the method of moments in order to preserve the time series standard deviation (max-
imum likelihood cannot guarantee this), as the standard deviation affects the distribution of the slopes
resulting by the MC scheme. We verify that the Wðα; β; γ Þ distribution is a proper choice by performing a
chi‐square goodness‐of‐fit test at the 5% significance level. In 96.2% out of the 8,730 EM samples the null
hypothesis that annual mean extremes are distributed according to Wðα; β; γ Þ is not rejected. Note that at
the 5% significance level, a 95% not‐rejected rate is expected, which is extremely close to the estimated
96.2%. We note that observed time series do not show evidence of autocorrelation; in fact, the mean value
of the sample lag‐1 autocorrelation b ρ1 is zero (which under mild assumptions implies independence) and
the 90% empirical confidence interval is [−0.14,0.13] (note due to the irregular time step only pairs of con-
secutive years are considered in the estimation of b ρ1 ). Thus, generating data by sampling from a probability
distribution is appropriate. Then, for each EM time series fðyi ; x i Þ; …; ðyk ; x k Þg 1,000 random samples of equal
length are generated from the fitted Wðα; β; γ Þ distribution replacing the observed values in order to preserve
the time structure of the time series; that is, the synthetic values occur on the years that the real values were
observed (note that this is crucial as the way the values are distributed over a period may alter the results).
The number of extremes per year (EF time series) is a discrete random variable; thus, we use the Pólya–
Aeppli distribution PAðγ 1 ; γ 2 Þ with probability mass function:

n expð−γ 1 Þ n−1
pPA ðnÞ ¼ ∑ γ k1 ð1−γ 2 Þn−k γ k2 for n>0;
k−1 k! k−1 (2)
pPA ð0Þ ¼ expð−γ 1 Þ for n ¼ 0
where γ1 and γ2 are the shape parameters estimated using the method of moments. The chi‐square
goodness‐of‐fit results (5% significance level) show that in 95.9% of EF samples the null hypothesis of ne

PAðγ 1 ; γ 2 Þ cannot be rejected. Time series show no evidence of autocorrelation for EF time series as well;
the mean b ρ1 is 0.00 and the 90% confidence interval is [−0.22,0.25]. For each EF time series, we generate
1,000 random samples from the fitted PAðγ 1 ; γ 2 Þ distribution, replacing the observed values in EF time
series. Note that when count data are involved regression methods like the Poisson can also be used; how-
ever, this assumes that the sample is emerging from a Poisson distribution. We had fitted the Poisson dis-
tribution and found that it cannot describe all EF samples; thus, we used the Pólya–Aeppli distribution
which can be considered as a Poisson generalization. Also, we have verified through MC simulations that
using linear regression with count data, works as anticipated, that is, it reveals significant or nonsignifi-
cant trends.
Global and zonal EM and EF time series result from an averaging process, so we use a normal distribu-
tion Nðμ; σ Þ to generate these data; this hypothesis is not rejected (chi‐square test at 5% significance level)
for all zones and both types of random variables. In this case we found that time series show weak
evidence of autocorrelation. Therefore, for each 50‐year zonal time series we estimate the b ρ1 , the mean
b
μ, and the standard deviation σb and generate 1,000 samples using an autoregressive model AR1 preserving
the above statistics.
Finally, as climatological data are in general spatially correlated it is anticipated for trends to show spatial
clustering (see, e.g., Douglas et al., 2000; Lettenmaier et al., 1994). This would be especially true for trends
between nearby sites. The effect of field significant in estimated statistics, however, is not easy to quantify
at the large spatial scales shown here. Ideally, one would need to perform a multivariate stochastic simula-
tion that respects the spatial correlation of the stations (8,730 stations) and use the simulated series to inves-
tigate the variation of estimated statistics, that is, the percentage of positive trends. Clearly, at this scale this
is computationally infeasible. Indeed, spatial correlation could increase the variability of estimated statistics
which in turn may affect the accuracy of significance assessments. Yet analysis of a very large number of sta-
tions, spread all over the world, assures that a large number are independent and thus provide enough infor-
mation to make the results robust.
3. Results and Discussion

Here we show results emerging from the trend analysis of the individual 8,730 EF and EM time series. We
investigate and compare changes in the frequency and magnitude of NyN extremes over 1964–2013, at the
station level, by quantifying their average rate of change and its significance based on the slope κ of fitted
linear trends to EF and EM time series. We interpret estimated trends as an average rate of change of
NyN extremes over the study period, and we acknowledge that climatic variability and global warming
may alter these values in the future (Deser et al., 2013; Trenberth, 2015). Slopes are expressed, respectively,
as number of extreme events per decade and in mm per decade (hereafter, κ+ and κs+ indicate, respectively,
positive and significantly positive trends, while κ− and κs− indicate negative and significantly negative
trends). We assess significance based on the Monte Carlo scheme described in section 2.3 and we mark as
significant (positive or negative) trends those at the 10% level (one sided).
We find that a high number of stations have κ+ and κs+ trends in frequency at the zones studied
(Figure 3a). We also find trends in magnitude although they are less evident than trends in frequency
(Figure 3b); exception is the SE zone showing similar trends in frequency and magnitude. The results
are better depicted by the positive‐to‐negative trends ratio, defined as r+/− ≔ Nκ+/Nκ−, with Nk+ and
Nk− indicating, respectively, the number of stations with positive and negative trends. We show that
the r+/− ratio for the frequency of extremes is clearly higher than 1 in all zones except the SE, and reaches
a maximum value of 2.8 in the NE zone (Figure 3c). For magnitude, r+/− ranges from 0.8 to 1.2 with a
global value of 1.1 (Figure 3d). Under the assumption of stationarity one expects approximately equal
numbers of stations having positive and negative trends, that is, Nk+ ≈ Nκ−; thus, the reported values
show an increase at the global level. The corresponding significant (10% level) trends ratio r sþ=s− ≔N κsþ =
N κs− , that is, number of stations with significant positive trends over stations with significantly negative
trends (Figure 3b), is larger than 2.4 (globally) for frequency and reaches a maximum value of 7.0 for
the NE zone. For magnitude, it is larger than 1 in all zones and reaches a maximum value of 1.5 in
the NW zone.

Figure 3. Trends in frequency and magnitude of extreme daily precipitation over 1964–2013. (a and b) The percentage of
stations with positive and negative trends in frequency and magnitude, respectively. (c and d) The ratios of positive to
negative and of significant positive to significant negative trends, respectively. Results refer to globe (GL), North hemi-
sphere (NH), Northwest (NW), Northeast (NE), and Southeast (SE) Earth's quadrants.
Additionally, we introduce here a new assessment method that we name the EPP which is well‐suited for
the analysis of large databases. The exceedance probabilities pκ of slopes fitted to a set of time series that
emerge by a stationary process follow by definition a uniform distribution. This implies that if we split the
[0,1] range of pκ into 10 intervals we expect 10% of the time series to have pκ lying within each interval.
Studying the whole exceedance probability profile instead of focusing just on significant trends at a spe-
cific level, offers a more detailed and complete picture. We see that the EPP of the estimated pκ (Figure 4)
for frequency shows large deviations in all zones (except in SE) indicating that many more stations have
Figure 4. Profile of exceedance probabilities of the observed slopes in zones. Graphs show the distribution of the estimated exceedance probabilities for (top) fre-
quency and (bottom) magnitude of extremes; the solid line indicates the expected profile under stationarity.

trends with smaller pκ values than those expected. For example, in the NE zone, more than 30% of sta-
tions have significant positive trends at the 10% level and more than 45% have at the 20% level.
Therefore, MC simulation confirms significant changes for frequency of precipitation. For magnitude,
the distribution of pκ is closer to uniform, therefore indicating that the significance of magnitude trends
is less marked.
We note that there is no significant correlation between magnitude and frequency trends, as the cross‐
correlation coefficient ranges from 0.02 to 0.07 in the five zones studied showing that positive (negative)
changes in frequency do not necessarily imply positive (negative) changes in magnitude. However, among
the four possible combinations of trends in magnitude and frequency that can be observed in a station, that
is, (1) positive in magnitude and frequency (F+M+), (2) positive in magnitude and negative in frequency
(F−M+), (3) negative in magnitude and positive in frequency (F+M−), and (4) both negative (F−M−), the
percentage of stations, in all zones except SE, with F+M+ is higher than the rest, as it varies from 33.0% to
39.1% (see Table 1). The second most probable state in a station corresponds to negative changes in mag-
nitude and positive in frequency (see Table 1). A study related to changes in frequency and magnitude of
extremes over the Unites States (Karl & Knight, 1998)—using different methods however—also reports
that only a portion of precipitation increases is due to frequency increases. This is an additional evidence
that changes in frequency and magnitude do not necessarily coincide. Interestingly, studies focusing on
changes on annual maxima also reveal more significant trends than those expected. For example,
Westra et al. (2012) report 8.5% significant positive trends in annual maxima at the 5% significant level
(two‐sided test). Of course, these results are not directly comparable with ours as NyN extremes do not
coincide to annual maxima; we used different methods, different periods, and different daily records.
Finally, increases in frequency have also been reported for the two‐day precipitation events exceeding
station‐specific thresholds for a five‐year recurrence interval in the contiguous United States (Wuebbles
et al., 2017).
The spatiotemporal variation of frequency and magnitude of precipitation extremes, over 1964–2013, is
investigated in 5° × 5° cells, by averaging the corresponding EF or EM time series in each cell. It should
be clear that these regional EF or EM time series do not necessarily coincide with the EF or EM series
that would emerge by extracting the NyN extremes from the spatial daily precipitation at the 5° × 5°
resolution. This requires to use either gridded products that assimilate radar, satellite, and observations
(e.g., Sun et al., 2018), or observation‐based products using interpolation methods (e.g., Schamm et al.,
2014). These products provide spatial precipitation time series, yet typically are too short in length,
and they may show bias in the variance and consequently in extremes (e.g., Beguería et al., 2016).
Here the regional EF and EM time series we form, and therefore the detected changes or no changes
shown, should be interpreted as a measure of the “average” change of the individual stations within each
cell (or zone). Using spatial precipitation or averaging first the daily series and then extracting the NyN
might affect the results, yet it is out of the scope of this study to compare the results using
different methods.
Note that for frequency we use absolute values since the mean value of EF time series is 1 (N events are
selected for an Ν‐year record) while for EM we standardized each time series to zero mean (e.g.,
Easterling et al., 1997; Jones et al., 2012; Papalexiou, AghaKouchak, Trenberth, et al., 2018; Vose et al.,
2005) as anomalies are more representative for large regions than absolute values. We show the results in
a series of fifty annual maps starting in 1964 (see Movies S1 and S2 in the supporting information for fre-
quency and magnitude, respectively). Spatial variations emerge in every year, but we also found spatial
coherence, especially for frequency maps, as many adjacent cells have similar values.
Changes in extreme frequency (Figure 5a) show strong spatial coherence and relevant changes along time. A
large region covering almost the whole of Europe to the western Russia shows strongly positive trends.
Marked changes are also observed in eastern Russia, while most of China, excluding a central‐north region,
shows mild to strong positive trends. In Australia we observe some high‐value cells mainly in the north; yet
in general, there is a balance with 19 and 21 positive and negative trend cells, respectively. The Unites States,
excluding the west coast, shows positive trends in frequency with the most intense changes shown in the
north‐eastern part. At the global level, 66.4% of the grid cells studied show positive changes. Other recent
studies, using gridded data and investigating changes in the frequency of daily precipitation ≥10 mm also

Figure 5. Mean trend values in 5 ° × 5° grid cells in extreme daily precipitation over the period 1964–2013. Maps show
trends in (a) frequency as number of extreme events per decade and (b) magnitude as mm per decade.
find changes over Europe and Asia (e.g., Donat, Alexander, et al., 2016). These results, however, depend on
the data set analyzed with different data sets revealing different spatial change patterns, and refer also to a
different period than the one we analyze.
Some regions with high values in 50‐year magnitude trends (Figure 5b) are detected in Eurasia, that is, in
Vietnam‐Cambodia and Thailand and in central Russia (north of Mongolia). Most cells in western
Europe, spanning from Portugal to northern Norway, show positive changes while some low‐value cells
are observed in central and eastern Europe. North Australia has more positive trends in magnitude than
southern‐central Australia. Over North America, most cells show positive change, yet a large region with
low negative trends spans from Montana and North Dakota to Texas. At the global level, 56.7% of the 393
analyzed grid cells show positive changes. Analysis of annual daily maxima and of very wet days (defined

Figure 6. Mean trend values of frequency (events/decade) and magnitude (mm/decade) of extreme daily precipitation in
large geographical zones over the period 1964–2013. Maps show the results for globe, North hemisphere Northwest
quadrant, Northeast quadrant, and Southeast quadrant (zones are indicated by insets with global maps). The smooth line
shows the seven‐year moving average.
as days with annual total precipitation >95th percentile) show positive changes in South America, Asia, and
Africa (e.g., Donat, Alexander, et al., 2016). Again, these results depend on the gridded product analyzed and
a direct comparison with results shown here is not informative; these studies use different data sets, different
methods, and refer to different periods.

Global and zonal time series are estimated by area‐weighting and averaging the corresponding grid‐cell
data in each zone (a similar approach has been adopted by other global studies; e.g., Caesar et al., 2006;
Easterling et al., 1997; Papalexiou, AghaKouchak, Trenberth, et al., 2018; Vose et al., 2005). The excee-
dance probabilities (Figure 6; see section 2.3 for the assumptions used to estimate these probabilities) of
the fitted trends indicate an undisputed difference between changes in frequency and magnitude. The
global average change in frequency has an exceedance probability pκ ¼ 0:3%; this provides evidence
of a marked increase in the frequency of extremes. This reveals that the distribution of the NyN
extremes over the 50‐year period deviates markedly from the anticipated behavior. For example, the
fitted trend at the global scale (Figure 6) shows for 1964 and 2013, respectively, 7.5% less and 7.9% more
extremes than those expected. Trends in magnitude are less marked as shown by the exceedance prob-
ability of pκ ¼ 26:5%. In summary, in all zones with the exception of the SE zone there is clear evidence
of increases in extreme event frequency (Figure 6) while changes in magnitude are less pronounced; that
is, in all zones magnitude trends have exceedance probabilities larger than 10% with the exception of the
NW zone with pκ ¼ 5:1%.
4. Conclusions
We used 8,730 high‐quality daily precipitation records from all over the globe in order to investigate changes
in the frequency and magnitude of extremes during the 1964–2013 period, when the global warming accel-
erated. For each record of N complete years we identified as extremes the N largest precipitation values.
These extremes represent more accurately the heavy precipitation properties compared to annual maxima
series and allow investigation of frequency changes as they are not distributed evenly each year. The initial
set of records was used to construct two databases of time series describing (1) the number of those extremes
per year (frequency) and (2) their mean annual magnitude. The analysis reports results at the station level
and at regional, zonal, and global scales.
Our analysis covers the 1964–2013 period, when the global warming accelerated, and reveals (1) increasing
trends in the frequency of daily precipitation extremes that are highly unlikely under the assumption of sta-
tionarity and (2) magnitude increasing trends that are in general not as evident.
For frequency, most regions of the world have a larger number of stations with positive trends than negative,
with a global positive/negative ratio equal to 1.5. In Eurasia (NE zone) this ratio is 2.8 with 74% of records
showing positive trends (Figure 3). The ratio of significant‐positive to significant‐negative trends, however,
is much higher, with a global value of 2.4 and reaching up to 7.0 for the NE zone. We find strong spatial
coherence in the regional pattern of frequency changes (Figure 5a) including a large region of Europe
extending up to the western parts of Russia with intense positive trends. Globally, 66.4% of the grid cells stu-
died show positive changes. Global and zonal frequency trends show very low exceedance probabilities
(exception is the SE zone) under the stationarity assumption (Figure 6, left panel); the global value is as
low as 0.3%.
For magnitude, analysis of the stations indicates that increasing trends are slightly more frequent than
decreasing; that is, the global positive/negative trends ratio is 1.1. The significant‐positive to significant‐
negative trends ratio is higher (1.3 for the globe), yet it does reveal a striking difference. The spatial pattern
of the magnitude of extremes (Figure 5b) is not as coherent compared to patterns shown for frequency; that
is, some regions in Eurasia show acceleration rates, yet there are also regions with decreasing trends. This
fact is also reflected in the exceedance probabilities of the global or zonal magnitude trends (Figure 6, right
panel) which do not indicate highly unlikely trends; expectation is the North America (NW zone) trend hav-
ing a 5.2% exceedance probability.
We highlight that this analysis and results shown regard the 1964–2013 period and we do not claim that the
observed trends will continue in the future. Climatic natural variability and global warming might alter
markedly the reported rates of change; however, most of the climate models predict increasing future trends.
Also, literature shows that results related to trends, such as spatial patterns and rates of change, might be
influenced by the data product analyzed, the methods used, and the study period, yet a general agreement
seems to exist on the changing nature of precipitation extremes. Finally, we note that trends are still not
known for many areas where gage records are short and geographically sparse.

Appendix A
Figure A1. Global temperature anomalies. We study the 1964–2013 period when the global warming intensified.
Contribution
S.M.P. and A.M. conceived, designed the study, and wrote the manuscript. Analysis was performed by S.M.P.
Data Availability
The database used in this study is the GHCN‐Daily and is freely available by NCEI at https://www.ncdc.
noaa.gov/ghcn‐daily‐description. The stations' identification codes are provided in the supporting
file Stations.csv.
Competing Interests
The authors declare no competing interests.
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19447973, 2019, 6, Downloaded from https://agupubs.onlinelibrary.wiley.com/doi/10.1029/2018WR024067 by Cochrane Philippines, Wiley Online Library on [24/02/2023].

Received 11 SEP 2018 1. Introduction

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2.2. Time Series of Extremes and Basic Framework

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2.3. Assessment of Trends

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3. Results and Discussion

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