Case Studies
Apr 11, 2018

Copula-Based Analysis of Flood Peak Level and Duration: Two Case Studies in Taihu Basin, China

Publication: Journal of Hydrologic Engineering
Volume 23, Issue 6

Abstract

Recently, several bivariate and multivariate methods have been used to analyze the relationship of flood peak discharges with corresponding hydrograph volumes and durations in many basins. In some flat tidal areas, such as the Taihu Basin of China, the flood peak level and the corresponding flood duration have received more attention than the flood peak discharge and other flood characteristics in flood control and flood management. In this study, avoiding the complex problem of positive-negative flows, a pragmatic approach for bivariate flood frequency analyses based on flood peak level data is proposed. Commonly used bivariate copulas and techniques for fitting such copulas are applied to analyze the correlation between flood peak levels and durations based on peak-over-threshold flood series in Pingwang and Wuzhen. The goodness-of-fit test shows that the extreme-value copulas are not suitable for these two cases. Along with the tail dependence analysis, the Student copula (ν=5) is chosen as the best-fitting model. A comparison between the joint return period (years) associated with the event (H>hT or D>dT) obtained through the Student copula (ν=5) and other bivariate copulas demonstrates that ignoring the tail dependence results in a significant overestimate of flood risk. The joint return periods of arbitrary combinations of flood peak levels and flood durations are obtained through the final fitted copula. Furthermore, a comparison between the cumulative probability curves of flood peak levels obtained through different univariate and bivariate methods confirms the correctness of this work.

Get full access to this article

View all available purchase options and get full access to this article.

Acknowledgments

This research is financially supported by projects funded by the Chinese National Science and Technology Pillar Program during the Twelfth Five-Year Plan period (No. 2014BAL05B02) and the Fundamental Research Funds for the Central Universities (Grant No. 2016kj024). The authors sincerely thank the anonymous reviewers for their valuable comments, suggestions, and careful reading of paper, which have led to a much-improved version.

References

Adamson, P. T., A. V. Metcalfe, and B. Parmentier. 1999. “Bivariate extreme value distributions: An application of the Gibbs sampler to the analysis of floods.” Water Resour. Res. 35 (9): 2825–2832.
Bačová Mitkova, V., and D. Halmová. 2014. “Joint modeling of flood peak discharges, volume and duration: A case study of the Danube River in Bratislava.” J. Hydrol. Hydromechanics 62 (3): 186–196.
Berg, D. 2009. “Copula goodness-of-fit testing: An overview and power comparison.” Eur. J. Finance 15 (7–8): 675–701.
Bezak, N., M. Brilly, and M. Šraj. 2014. “Comparison between the peaks-over-threshold method and the annual maximum method for flood frequency analysis.” Hydrol. Sci. J. 59 (5): 959–977.
Brabson, B. B., and J. P. Palutikof. 2000. “Tests of the generalized Pareto distribution for predicting extreme wind speeds.” J. Appl. Meteorol. 39 (9): 1627–1640.
Changjiang Water Resources Commission. 2006. Regulation for calculating design flood of water resources and hydropower projects (SL44-2006). [In Chinese.] Beijing: Water Resources and Hydropower Press.
Cheng, W., C. Wang, and Y. Zhu. 2006. Taihu Basin model. [In Chinese.] Nanjing: Hohai University Press.
Cox, E. F. 1946. “Lognormal distribution.” Am. J. Phys. 14 (6): 445.
Cunnane, C. 1979. “A note on the Poisson assumption in partial duration series models.” Water Resour. Res. 15 (2): 489–494.
Dobrić, J., and F. Schmid. 2007. “A goodness of fit test for copulas based on Rosenblatt’s transformation.” Comput. Stat. Data Anal. 51 (9): 4633–4642.
Fisher, N. I., and P. Switzer. 1985. “Chi-plots for assessing dependence.” Biometrika 72 (2): 253–265.
Fisher, N. I., and P. Switzer. 2001. “Graphical assessment of dependence.” Am. Stat. 55 (3): 233–239.
Frahm, G., M. Junker, and R. Schmidt. 2005. “Estimating the tail-dependence coefficient: Properties and pitfalls.” Ins. Math. Econ. 37 (1): 80–100.
Gaál, L., J. Szolgay, S. Kohnová, K. Hlavčová, J. Parajka, A. Viglione, R. Merz, and G. Blöschl. 2015. “Dependence between flood peaks and volumes: A case study on climate and hydrological controls.” Hydrol. Sci. J. 60 (6): 968–984.
Gado, T. A., and V. Nguyen. 2016. “An at-site flood estimation method in the context of nonstationarity. II: Statistical analysis of floods in Quebec.” J. Hydrol. 535: 722–736.
Genest, C., and J. C. Boies. 2003. “Detecting dependence with Kendall plots.” Am. Stat. 57 (4): 75–284.
Genest, C., and A. Favre. 2007. “Everything you always wanted to know about copula modeling but were afraid to ask.” J. Hydrol. Eng. 12 (4): 347–368.
Genest, C., I. Kojadinovic, J. Neslehova, and J. Yan. 2011. “A goodness-of-fit test for bivariate extreme-value copulas.” Bernoulli 17 (1): 253–275.
Genest, C., J. F. Quessy, and B. Rémillard. 2006. “Goodness-of-fit procedures for copula models based on the probability integral transformation.” Scand. J. Stats. 33 (2): 337–366.
Genest, C., B. Rémillard, and D. Beaudoin. 2009. “Goodness-of-fit tests for copulas: A review and a power study.” Insur. Math. Econ. 44 (2): 199–213.
Goel, N. K., S. M. Seth, and S. Chandra. 1998. “Multivariate modeling of flood flows.” J. Hydraul. Eng. 146–155.
Goodarzi, E., M. Mirzaei, and M. Ziaei. 2012. “Evaluation of dam overtopping risk based on univariate and bivariate flood frequency analyses.” Can. J. Civ. Eng. 39 (4): 374–387.
Hamed, K. H., and A. R. Rao. 2000. Flood frequency analysis. Boca Raton, FL: CRC Press.
Han, C., S. Liu, G. Zhong, and Q. Mei. 2014. “Influence analysis of downstream tide on flood processes in Jiaxing.” In Proc., Pacific/Asia Offshore Mechanics Symp. PACOMS, 356–361. Cupertino, CA: ISOPE.
Hirabayashi, Y., R. Mahendran, S. Koirala, L. Konoshima, D. Yamazaki, S. Watanabe, H. Kim, and S. Kanae. 2013. “Global flood risk under climate change.” Nat. Clim. Change 3 (9): 816–821.
Hydrology Subcommittee. 1982. Guidelines for determining flood flow frequency. Reston, VA: US Dept. of the Interior.
Joe, H. 1997. Multivariate models and multivariate dependence concepts. London: Chapman and Hall.
Joe, H. 2005. “Asymptotic efficiency of the two-stage estimation method for copula-based models.” J. Multivariate Anal. 94 (2): 401–419.
Katz, R. W., M. B. Parlange, and P. Naveau. 2002. “Statistics of extremes in hydrology.” Adv. Water Resour. 25 (8–12): 1287–1304.
Krstanovic, P. F., and V. P. Singh. 1987. “A multivariate stochastic flood analysis using entropy.” In Proc., Hydrologic frequency modeling, edited by V. P. Singh, 515–539. Dordrecht, Netherlands: Springer.
Lang, M., T. B. M. J. Ouarda, and B. Bobée. 1999. “Towards operational guidelines for over-threshold modeling.” J. Hydrol. 225 (3–4): 103–117.
Langbein, W. B. 1949. “Annual floods and the partial-duration flood series.” Trans. AGU 30 (6): 879–881.
Lehmann, E. L. 1966. “Some concepts of dependence.” Ann. Math. Stat. 37 (5): 1137–1153.
Li, Z., C. Li, Z. Xu, and X. Zhou. 2014. “Frequency analysis of precipitation extremes in Heihe River basin based on generalized Pareto distribution.” Stochast. Environ. Res. Risk Assess. 28 (7): 1709–1721.
Madsen, H., D. Rosbjerg, and P. Harremoes. 1993. “Application of the partial duration series approach in the analysis of extreme rainfalls.” In Vol. 213 of Proc., Yokohama. Symp., 257–366. London: IAHS.
Milly, P. C., R. T. Wetherald, K. A. Dunne, and T. L. Delworth. 2002. “Increasing risk of great floods in a changing climate.” Nature 415 (6871): 514–517.
Mutua, F. M. 1994. “The use of the Akaike Information Criterion in the identification of an optimum flood frequency model.” Hydrol. Sci. J. 39 (3): 235–244.
Nelsen, R. B. 2006. An introduction to copulas. New York: Springer.
Ou, Y., and H. Wu. 2001. Taihu Basin flood in 1999. [In Chinese.] Beijing: China Water & Power Press.
Pickands, J., III. 1975. “Statistical inference using extreme order statistics.” Ann. Stat. 3 (1): 119–131.
Poulin, A., D. Huard, A. C. Favre, and S. Pugin. 2007. “Importance of tail dependence in bivariate frequency analysis.” J. Hydrol. Eng. 394–403.
Requena, A. I., L. Mediero, and L. Garrote. 2013. “A bivariate return period based on copulas for hydrologic dam design: Accounting for reservoir routing in risk estimation.” Hydrol. Earth Syst. Sci. 17 (8): 3023–3038.
Rosenblatt, M. 1952. “Remarks on a multivariate transformation.” Ann. Math. Stat. 23 (3): 470–472.
Sackl, B., and H. Bergman. 1987. A bivariate flood model and its application. Dordrecht, Netherlands: Springer.
Schiermeier, Q. 2011. “Increased flood risk linked to global warming.” Nature 470 (7334): 316.
Schmidt, R., and U. Stadtmüller. 2006. “Nonparametric estimation of tail dependence.” Scand. J. Stat. 33 (2): 307–335.
Serinaldi, F., A. Bárdossy, and C. G. Kilsby. 2015. “Upper tail dependence in rainfall extremes: Would we know it if we saw it?” Stochast. Environ. Res. Risk Assess. 29 (4): 1–23.
Sherly, M. A., S. Karmakar, T. Chan, and C. Rau. 2016. “Design rainfall framework using multivariate parametric-nonparametric approach.” J. Hydrol. Eng. 21 (1): 040150491.
Singh, K., and V. P. Singh. 1991. “Derivation of bivariate probability density functions with exponential marginals.” Stochast. Hydrol. Hydraul. 5 (1): 55–68.
Sklar, A. 1959. “Fonctions de Répartition À N dimensions Et leurs marges.” Publ. Inst. Statist. Univ. Paris, 8: 229–231.
Sraj, M., N. Bezak, and M. Brilly. 2015. “Bivariate flood frequency analysis using the copula function: A case study of the Litija station on the Sava River.” Hydrol. Process. 29 (2): 225–238.
Szolgay, J., L. Gaál, T. Bacigál, S. Kohnová, K. Hlavčová, R. Výleta, J. Parajka, and G. Blöschl. 2016. “A regional comparative analysis of empirical and theoretical flood peak-volume relationships.” J. Hydrol. Hydromech. 64 (4): 367–381.
Veneziano, D., A. Langousis, and C. Lepore. 2009. “New asymptotic and preasymptotic results on rainfall maxima from multifractal theory.” Water Resour. Res. 45 (11): W11421.
Vittal, H., J. Singh, P. Kumar, and S. Karmakar. 2015. “A framework for multivariate data-based at-site flood frequency analysis: Essentiality of the conjugal application of parametric and nonparametric approaches.” J. Hydrol. 525: 658–675.
Wardhana, K., and F. C. Hadipriono. 2003. “Analysis of recent bridge failures in the United States.” J. Perform. Constr. Facil. 17 (3): 144–150.
Wilby, R. L., K. J. Beven, and N. S. Reynard. 2008. “Climate change and fluvial flood risk in the UK: More of the same?” Hydrol. Process. 22 (14): 2511–2523.
Wu, H., and W. Guan. 1999. Taihu Basin flood in 1991. [In Chinese.] Beijing: China Water & Power Press.
Yin, Y., C. Zou, and L. I. Nanguan. 2014. “Time-varying copula model and its application in joint analysis of flood peak and volume.” [In Chinese.] Yangtze River 45 (16): 98–101.
Yue, S., T. B. M. J. Ouarda, B. Bobée, P. Legendre, and P. Bruneau. 1999. “The Gumbel mixed model for flood frequency analysis.” J. Hydrol. 226 (1–2): 88–100.
Zhang, L., and V. P. Singh. 2006. “Bivariate flood frequency analysis using the copula method.” J. Hydrol. Eng. 11 (2): 150–164.
Zhao, G., G. Hörmann, N. Fohrer, J. Gao, H. Li, and P. Tian. 2011. “Application of a simple raster-based hydrological model for streamflow prediction in a humid catchment with polder systems.” Water Resour. Manage. 25 (2): 661–676.
Zhong, G., S. Liu, C. Han, and W. Huang. 2014. “Urban flood mapping for Jiaxing City based on hydrodynamic modeling and GIS analysis.” J. Coast. Res. 68 (sp1): 168–175.
Zhou, Z., S. Liu, H. Hua, C. Chen, G. Zhong, H. Lin, and C. Huang. 2014. “Frequency analysis for predicting extreme precipitation in Changxing station of Taihu Basin, China.” J. Coast. Res. 68 (sp1): 144–151.

Information & Authors

Information

Published In

Go to Journal of Hydrologic Engineering
Journal of Hydrologic Engineering
Volume 23Issue 6June 2018

History

Received: Jan 10, 2017
Accepted: Nov 29, 2017
Published online: Apr 11, 2018
Published in print: Jun 1, 2018
Discussion open until: Sep 11, 2018

Permissions

Request permissions for this article.

Authors

Affiliations

Chao Han
Ph.D. Candidate, Dept. of Hydraulic Engineering, Tongji Univ., Shanghai 200092, China.
Shuguang Liu [email protected]
Professor, Dept. of Hydraulic Engineering, Tongji Univ., Shanghai 200092, China; Professor, United Nations Environment Programme-Tongji Univ. Institute of Environment for Sustainable Development, Shanghai 200092, China (corresponding author). Email: [email protected]
Yiping Guo, M.ASCE
Professor, Dept. of Civil Engineering, McMaster Univ., Hamilton, ON, Canada L8S 4L7.
Hejuan Lin
Professor, Taihu Basin Authority of Ministry of Water Resources, 488 Jinian Rd., Shanghai 200434, China.
Yuyin Liang
Ph.D. Candidate, Dept. of Hydraulic Engineering, Tongji Univ., Shanghai 200092, China.
Hong Zhang
Assistant Professor, Dept. of Hydraulic Engineering, Tongji Univ., Shanghai 200092, China.

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share