Drought Analysis Using Trivariate Copulas Conditional on Climatic States
Publication: Journal of Hydrologic Engineering
Volume 15, Issue 2
Abstract
Droughts are an inevitable consequence of meteorological variability, and the design of water resource infrastructure and management strategies to mitigate their effects requires assessment of the risk. Crucial characteristics of droughts are related to their peak intensities, durations, and severities. These variables are typically correlated and copulas provide a versatile means to model their dependence structure. In Australia, for example, drought severity is associated with the El-Niño Southern Oscillation. Data from two rainfall districts in New South Wales, one on the east and the other on the west of the Great Dividing Range, are considered. These rainfall data are categorized into three states, El-Niño, Neutral, and La-Niña, according to the prevailing Southern Oscillation Index. Gumbel-Hougaard copulas and -copulas are fitted to the droughts in the three states. The copula parameters are estimated separately for each state, and the differences are analyzed. The goodness-of-fit of the Gumbel-Hougaard and -copulas are compared, and the limitations of the two copula models are discussed. The times between drought events are also analyzed according to the El-Niño Southern Oscillation state they occur in. The fitted copulas are used to estimate annual recurrence intervals of at least one of the three variables, and of all three variables, exceeding critical values taking into account of the mixture of states.
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Acknowledgments
The writers thank the anonymous referees for their detailed review of the first submission which has led to a significantly improved paper. The open-source statistical software was used in this research.
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Information & Authors
Information
Published In
Journal of Hydrologic Engineering
Volume 15 • Issue 2 • February 2010
Pages: 129 - 141
Copyright
© 2010 ASCE.
History
Received: Mar 30, 2009
Accepted: Jul 23, 2009
Published online: Jul 25, 2009
Published in print: Feb 2010
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