Drought Analysis Using Copulas
Publication: Journal of Hydrologic Engineering
Volume 18, Issue 7
Abstract
Droughts produce a complex set of negative economic, environmental, and social impacts from regional to national scales. The drought impact can be quantified using drought index time series. This study uses the monthly standardized precipitation index (SPI) time series as a drought index. Drought characteristics, namely, drought duration, severity, interval time and minimum SPI values, were determined. Five hundred years of daily rainfall data were simulated for evaluating drought characteristics. Appropriate distributions were selected for modeling drought duration, interval time, drought severity, and minimum SPI value in different drought states. The drought episodes were quantified using multivariate copula methods. Several copulas from the Archimedean and metaelliptical families were applied to construct four-dimensional joint distributions. The dependence structure in each drought state was investigated and drought probabilities and return period were calculated and analyzed based on a four-dimensional copula using the upper Han River basin, China, as a study area.
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Acknowledgments
The study is financially supported by Ministry of Science and Technology of China (2009BAC56B02) and Chinese Natural Science Foundation (51079100 and 51190094).
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Published In
Journal of Hydrologic Engineering
Volume 18 • Issue 7 • July 2013
Pages: 797 - 808
Copyright
© 2013 American Society of Civil Engineers.
History
Received: Sep 28, 2011
Accepted: Aug 7, 2012
Published online: Aug 18, 2012
Published in print: Jul 1, 2013
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