Multivariate Modeling of Annual Instantaneous Maximum Flows Using Copulas
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Abstract
Although copula functions have been successively applied to flood frequency analysis, their application has usually been restricted to modeling bivariate dependence. This is because higher-dimensional expressions are only available for a few copula families, which may not have enough flexibility in modeling complex dependence structures. However, vine copulas, which have been recently introduced as an innovative method, can overcome such limitations. In this study, vine copulas are used for multivariate modeling of annual instantaneous maximum flows of three main tributaries located in the Euphrates River Basin, which is one of the most important sources of water for Turkey. The performance of vine copulas was compared with commonly used Archimedean (Clayton, Frank, and Gumbel-Hougaard) and elliptical (Gaussian and Student’s ) copulas. Statistical tests and tail-dependence assessments found the vine copulas to be most suitable for describing the dependence structure between variables. The developed vine copulas were used to obtain joint and conditional return periods of maximum flows, which can be useful for hydrologic design and management of water resources structures in the basin.
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Acknowledgments
This study was partly supported by the Scientific and Technological Research Council of Turkey (Project No. 115Y673). The authors sincerely thank the General Directorate of State Hydraulic Works, Turkey, for the providing the annual instantaneous maximum flows used in the study. The authors would also to express their gratitude to the editor and reviewers for providing constructive and insightful comments whose inclusion in the revision has led to an improved manuscript.
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Journal of Hydrologic Engineering
Volume 23 • Issue 3 • March 2018
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©2018 American Society of Civil Engineers.
History
Received: Apr 17, 2017
Accepted: Oct 26, 2017
Published online: Jan 12, 2018
Published in print: Mar 1, 2018
Discussion open until: Jun 12, 2018
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