Drought analysis using copulas

Journal of Hydrologic Engineering

Volumn 18, Issue 7, 2013, Pages 797-808

  Chen, Lu ^a,b,c   Singh, Vijay P ^b,d   Guo, Shenglian ^c   Mishra, Ashok K ^b,d,e   Guo, Jing ^f  

^a WUHAN UNIVERSITY   (China)

^b TEXAS A AND M UNIVERSITY   (United States)

^c HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^d Texas AandM University   (United States)

^e PACIFIC NORTHWEST NATIONAL LABORATORY   (United States)

^f Power China Huadong Engineering Corporation Limited   (China)

Author keywords

Copula; Drought characterization; Multivariate distribution; Standardized Precipitation Index (SPI)

Indexed keywords

COPULA; DEPENDENCE STRUCTURES; DROUGHT ANALYSIS; DROUGHT CHARACTERISTICS; DROUGHT DURATION; JOINT DISTRIBUTIONS; MULTIVARIATE DISTRIBUTIONS; STANDARDIZED PRECIPITATION INDEX;

TIME SERIES;

DROUGHT;

COMPUTER SIMULATION; DROUGHT; FOUR-DIMENSIONAL MODELING; MULTIVARIATE ANALYSIS; PRECIPITATION (CLIMATOLOGY); RAINFALL; TIME SERIES;

CHINA; GUANGDONG; HAN BASIN [GUANGDONG];

EID: 84881357219     PISSN: 10840699     EISSN: None     Source Type: Journal    
DOI: 10.1061/(ASCE)HE.1943-5584.0000697     Document Type: Article

References (48)

1. Alley, W. M. (1984). "The palmer drought severity index: Limitations and assumptions." J. Clim. Appl. Meteorol., 23(7), 1100-1109.
2. Below, R., Grover-Kopec, E., and Dilley, M. (2007). "Documenting drought-related disasters. A global reassessment." J. Environ. Develop., 16(3), 328-344.
3. Bonaccorso, B., Cancelliere, A., and Rossi, G. (2003). "An analytical formulation of return period of drought severity." Stoch. Environ. Res. Risk Assess., 17(3), 157-174.
4. Cancelliere, A., and Salas, J. D. (2004). "Drought length properties for periodic-stochastic hydrological data." Water Resour. Res., 40(2), W02503.
5. Cancelliere, A., and Salas, J. D. (2010). "Drought probabilities and return period for annual streamflows series." J. Hydrol., 391(1-2), 77-89.
6. Chen, J., Brissette, P. F., and Leconte, R. (2010). "A daily stochastic weather generator for preserving low-frequency of climate variability." J. Hydrol., 388(3-4), 480-490.
7. De Michele, C., and Salvadori, G. (2003). "A generalized Pareto intensity duration model of storm rainfall exploiting 2-copulas." J. Geophys. Res., 108(D2), 40-67.
8. Estrela, T., and Vargas, E. (2012). "Drought management plans in the European Union. The case of Spain." Water Resour. Manage., 26(6), 1537-1553.
9. Favre, A.-C., Adlouni, S., Perreault, L., Thiémonge, N., and Bobée, B. (2004). "Multivariate hydrological frequency analysis using copulas." Water Resour. Res., 40(1), W01101.
10. Fernández, B., and Salas, J. D. (1999). "Return period and risk of hydrologic events. I. Mathematical formulation." J. Hydrol. Eng., 4(4), 297-307.
11. Genest, C., Favre, A. C., Béliveau, J., and Jacques, C. (2007). "Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data." Water Resour. Res., 43(9), W09401.
12. González, J., and Valdés, J. B. (2003). "Bivariate drought recurrence analysis using tree ring reconstructions." J. Hydrol. Eng., 8(5), 247-258.
13. Grimaldi, S., and Serinaldi, F. (2006). "Design hyetographs analysis with 3-copula function." Hydrol. Sci. J., 51(2), 223-238.
14. Guttman, N. B. (1991). "A sensitivity analysis of the Palmer hydrologic drought index." J. Am. Water Resour. Assoc., 27(5), 797-807.
15. Guttman, N. B. (1998). "Comparing the Palmer drought index and the standardized precipitation index." J. Amer. Water Resour. Assoc., 34(1), 113-121.
16. Hosking, J. R. M. (1990). "L-moments: Analysis and estimation of distributions using linear combinations of order statistics." J. R. Stat. Soc. Ser. B, 52(1), 105-124.
17. Kao, S. C., and Govindaraju, R. S. (2007). "A bivariate frequency analysis of extreme rainfall with implications for design." J. Geophys. Res., 112(D13), D13119.
18. Kao, S. C., and Govindaraju, R. S. (2008). "Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas." Water Resour. Res., 44(2), W02415.
19. Kao, S. C., and Govindaraju, R. S. (2010). "A copula-based joint deficit index for droughts." J. Hydrol., 380(1-2), 121-134.
20. Kendall, D. R., and Dracup, J. A. (1992). "On the generation of drought events using an alternating renewal-reward model." Stoch. Hydrol. Hydraul., 6(1), 55-68.
21. Kim, T.W., Valdés, J. B., and Yoo, C. (2003). "Nonparametric approach for estimating return periods of droughts in arid regions." J. Hydrol. Eng., 8(5), 237-246.
22. Kuhn, G., Khan, S., Ganguly, A. R., and Branstetter, M. L. (2007). "Geospatial-temporal dependence among weekly precipitation extremes with applications to observations and climate model simulations in South America." Adv. Water Resour., 30(12), 2401-2423.
23. Mathier, L., Perreault, L., Bobe, B., and Ashkar, F. (1992). "The use of geometric and gamma-related distributions for frequency analysis of water deficit." Stoch. Hydrol. Hydraul., 6(4), 239-254.
24. McKee, T. B., Doesken, N. J., and Kliest, J. (1993). "The relationship of drought frequency and duration to time scales." Proc., 8th Conf. of Applied Climatology, American Meterological Society, Boston, MA, 179-184.
25. Mirakbari, M., Ganji, A., and Fallah, S. R. (2010). "Regional bivariate frequency analysis of meteorological droughts." J. Hydrol. Eng., 15(12), 985-1000.
26. Mishra, A., Singh, V. P., and Desai, V. (2009). "Drought characterization: A probabilistic approach." Stoch. Environ. Res. Risk Assess., 23(1), 41-55.
27. Mishra, A. K., and Singh, V. P. (2010). "A review of drought concepts." J. Hydrol., 391(1-2), 202-216.
28. Nelson, R. B. (2006). An Introduction to Copulas, 2nd Ed., Springer-Verlag, New York.
29. Núñez, J. H., Verbist, K., Wallis, J. R., Schaefer, M. G., Morales, L., and Cornelis, W. M. (2011). "Regional frequency analysis for mapping drought events in north-central Chile." J. Hydrol., 405(3-4), 352-366.
30. Palmer, W. C. (1965). "Meteorological drought." Res. Paper no. 45, US Dept. of Commerce, Weather Bureau, Washington, DC.
31. Renard, B., and Lang, M. (2007). "Use of a Gaussian copula for multivariate extreme value analysis: Some case studies in hydrology." Adv. Water Resour., 30(4), 897-912.
32. Salas, J. D., et al. (2005). "Characterizing the severity and risk of drought in the Poudre River, Colorado." J. Water Resour. Plann. Manage., 131(5), 383-393.
33. Salvadori, G., and De Michele, C. (2010). "Multivariate multiparameter extreme value models and return periods: A copula approach." Water Resour. Res., 46(10), W10501.
34. Salvadori, G., De Michele, C., Kottegoda, N. T., and Rosso, R. (2007). Extremes in nature: An approach using copulas, Springer, Dordrecht, The Netherlands.
35. Serinaldi, F., Bonaccorso, B., Cancelliere, A., and Grimaldi, S. (2009). "Probabilistic characterization of drought properties through copulas." Phys. Chem. Earth, 34(10-12), 596-605.
36. Shiau, J. (2006). "Fitting drought duration and severity with twodimensional copulas." Water Resour. Manage., 20(5), 795-815.
37. Shiau, J.-T., Feng, S., and Nadarajah, S. (2007). "Assessment of hydrological droughts for the Yellow River, China, using copulas." Hydrol. Proc., 21(16), 2157-2163.
38. Shiau, J. T., and Modarres, R. (2009). "Copula-based drought severityduration- frequency analysis in Iran." Meteorol. App., 16(4), 481-489.
39. Shiau, J. T., and Shen, H. W. (2001). "Recurrence analysis of hydrologic droughts of differing severity." J. Water Resour. Plann. Manage., 127(1), 30-40.
40. Shiau, J. T., Wang, H. Y., and Chang, T. T. (2006). "Bivariate frequency analysis of floods using copulas." J. Am. Water Resour. Assoc., 42(6), 1549-1564.
41. Sklar, A. (1959). "Fonctions de répartition à n dimensions et leursmarges." Publ. Inst. Stat. Univ. Paris, 8, 229-231.
42. Song, S., and Singh, V. P. (2010a). "Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm." Stoch. Environ. Res. Risk Assess., 24(5), 783-805.
43. Song, S., and Singh, V. P. (2010b). "Metaelliptical copulas for drought frequency analysis of periodic hydrologic data." Environ. Res. Risk Assess., 24(3), 425-444.
44. Tallaksen, L. M., Madsen, H., and Clausen, B. (1997). "On the definition and modeling of stream drought duration and deficit volume." Hydrol. Sci. J., 42(1), 15-33.
45. Wang, C., Chang, N. B., and Yeh, G.-T. (2009). "Copula-based flood frequency (COFF) analysis at the confluences of river systems." Hydrol. Process., 23(10), 1471-1486.
46. Zelenhastic, E., and Salvai, A. (1987). "A method of streamflow drought analysis." Water Resour. Res., 23(1), 156-168.
47. Zhang, L., and Singh, V. P. (2006). "Bivariate flood frequency analysis using the copula method." J. Hydrol. Eng., 11(2), 150-164.
48. Zhang, L., and Singh, V. P. (2007). "Gumbel-Hougaard copula for trivariate rainfall frequency analysis." J. Hydrol. Eng., 12(4), 409-419.