Case Studies
Aug 6, 2014

Impact of Data Length on the Uncertainty of Hydrological Copula Modeling

Publication: Journal of Hydrologic Engineering
Volume 20, Issue 4

Abstract

Three Archimedean copulas were employed to model annual maximum flood peak data of different lengths. Estimation methods based on ranks were employed for parameter estimation. Marginals were modeled with the generalized extreme value (GEV) distribution. Then, uncertainty in modeling results was investigated with the change in data length. The joint and conditional return periods were also analyzed with the selected copula model to see how it varied with data length. Results showed that the accuracy of modeling deteriorated with the decrease in data length and that the best-fitting copula model depended on the data length. The uncertainty of modeling results may be due to the uncertainty of the flow itself when the data length is shortened. The data length has a negative effect not only on copula modeling but may also have an adverse effect on the marginal, which is an important factor when using a copula model to do bivariate analysis.

Get full access to this article

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

Acknowledgments

The authors gratefully acknowledge the helpful comments and suggestions from the editor and anonymous reviewers. This study was supported by the National Natural Science Fund of China (No. 51190091 and 41071018), the Program for New Century Excellent Talents in University (NCET-12-0262), the China Doctoral Program of Higher Education (20120091110026), the Qing Lan Project, the Skeleton Young Teachers Program, and the Excellent Disciplines Leaders in Midlife-Youth Program of Nanjing University.

References

AghaKouchak, A., Bárdossy, A., and Habib, E. (2010). “Copula-based uncertainty modeling: Application to multisensor precipitation estimates.” Hydrol. Process., 24, 2111–2124.
Bárdossy, A., and Pegram, G. G. S. (2009). “Copula based multisite model for daily precipitation simulation.” Hydrol Earth Syst. Sci., 13, 2299–2314.
Chen, S. X., and Huang, T.-M. (2007). “Nonparametric estimation of copula functions for dependence modeling.” Canadian J. Stat., 35(2), 265–282.
De Michele, C., Salvadori, G., Vezzoli, R., and Pecora, S. (2013). “Multivariate assessment of droughts: Frequency analysis and dynamic return period.” Water Resour. Res., 49(10), 6985–6994.
Genest, C., and Favre, A.-C. (2007). “Everything you always wanted to know about copula modeling but were afraid to ask.” J. Hydrol. Eng., 347–368.
Genest, C., Rémillard, B., and Beaudoin, D. (2009). “Goodness-of-fit test for copulas: A review and a power study.” Insur. Math. Econ., 44(2), 199–213.
Gräler, B., et al. (2013). “Multivariate return periods in hydrology: A critical and practical review focusing on synthetic design hydrograph estimation.” Hydrol. Earth Syst. Sci., 17(4), 1281–1296.
Gringorten, I. I. (1963). “A plotting rule for extreme probability paper.” J. Geophs. Res., 68(3), 813–814.
Hao, Z., and AghaKouchak, A. (2013). “Multivariate standardized drought index: A parametric multi-index model.” Adv. in Water Resour., 57, 12–18.
Hao, Z., and AghaKouchak, A. (2014). “A nonparametric multivariate multi-index drought monitoring framework.” J. Hydrometeorol., 15(1), 89–101.
Hao, Z., and Singh, V. P. (2013). “Modeling multisite streamflow dependence with maximum entropy copula.” Water Resour. Res., 49(10), 7139–7143.
Joe, H. (1997). Multivariate models and dependence concepts, Chapman & Hall, London.
Kao, S.-C., and Govindaraju, R. S. (2010). “A copula-based joint deficit index for droughts.” J. Hydrol., 380(1–2), 121–134.
Kim, G., Silvapulle, M. J., and Silvapulle, P. (2007). “Comparison of semiparametric and parametric methods for estimating copulas.” Comput. Stat. Data Annu., 51(6), 2836–2850.
Kumar, P. (2011). “Copula functions: Characterizing uncertainty in probabilistic systems.” Appl. Math. Sci., 5(30), 1459–1472.
Lee, T., and Salas, J. D. (2011). “Copula-based stochastic simulation of hydrological data applied to Nile River flows.” Hydrol. Res., 42(4), 318–330.
Ma, M. W., Song, S. B., Ren, L. L., Jiang, S. H., and Song, J. L. (2013). “Multivariate drought characteristics using trivariate Gaussian and Student t copulas.” Hydrol. Process., 27(8), 1175–1190.
Nelsen, R. B. (1999). An introduction to copulas, Springer, New York.
Parent, E., Favre, A.-C., Bernier, J., and Perreault, L. (2014). “Copula models for frequency analysis what can be learned from a Bayesian perspective?” Adv. in Water Resour., 63, 91–103.
Possolo, A. (2010). “Copulas for uncertainty analysis.” Metrol., 47(3), 262–271.
Salvadori, G., and De Michele, C. (2013). “Multivariate extreme value methods.” Extremes Changing Clim., 65, 115–162.
Serinaldi, F. (2013). “An uncertain journey around the tails of multivariate hydrological distributions.” Water Resour. Res., 49(10), 6527–6547.
Singh, V. P. (2013). Entropy theory and its application to environmental and water engineering, John Wiley, Chichester, U.K.
Song, S. B., and Singh, V. P. (2010). “Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm.” Stoch. Environ. Res. Risk Assess., 24(5), 783–805.
Su, H.-T., and Tung, Y.-K. (2013). “Incorporating uncertainty of distribution parameters due to sampling errors in flood-damage-reduction project evaluation.” Water Resour. Res., 49(3), 1680–1692.
Vandenberghe, S., Verhoest, N. E. C., and De Baets, B. (2010). “Fitting bivariate copulas to the dependence structure between storm characteristics: A detailed analysis based on 105 year 10 min rainfall.” Water Resour. Res., 46, W01512.
Volpi, E., and Fiori, A. (2014). “Hydraulic structures subject to bivariate hydrological loads: Return period, design, and risk assessment.” Water Resour. Res., 50(2), 885–897.
Wang, D. (2010). “Accelerating entropy theory: New approach to the risks of risk analysis in water issues.” Hum. Ecol. Risk Assess., 16(1), 4–9.
Wang, D., Singh, V. P., and Zhu, Y. (2007). “Hybrid fuzzy and optimal modeling for water quality evaluation.” Water Resour. Res., 43, W05415.
Wang, D., Singh, V. P., Zhu, Y., and Wu, J. (2009). “Stochastic observation error and uncertainty in water quality evaluation.” Adv. Water Resour., 32(10), 1526–1534.
Wang, Y. K., Ma, H., Sheng, D., and Wang, D. (2012). “Assessing the interactions between chlorophyll a and environmental variables using copula method.” J. Hydrol. Eng., 495–506.
Xia, Y., Yang, Z.-L., Jackson, C., Stoffa, P. L., and Sen, M. K. (2004). “Impacts of data length on optimal parameter and uncertainty estimation of a land surface model.” J. Geophs. Res., 109, D07101.
Zeng, X. K., Wang, D., and Wu, J. C. (2012). “Sensitivity analysis on the probability distribution parameters of water level series based on information entropy.” Stoch. Environ. Res. Risk Assess., 26(3), 345–356.
Zhang, L., and Singh, V. P. (2006). “Bivariate flood frequency analysis using the copula method.” J. Hydrol. Eng., 150–164.
Zhang, L., and Singh, V. P. (2007). “Bivariate rainfall frequency distributions using Archimedean copulas.” J. Hydrol., 332(1–2), 93–109.

Information & Authors

Information

Published In

Go to Journal of Hydrologic Engineering
Journal of Hydrologic Engineering
Volume 20Issue 4April 2015

History

Received: Jan 2, 2014
Accepted: Jun 10, 2014
Published online: Aug 6, 2014
Discussion open until: Jan 6, 2015
Published in print: Apr 1, 2015

Permissions

Request permissions for this article.

Authors

Affiliations

X. Tong
Key Laboratory of Surficial Geochemistry, Ministry of Education, Dept. of Hydrosciences, School of Earth Sciences and Engineering, State Key Laboratory of Pollution Control and Resource Reuse, Nanjing Univ., Nanjing 210046, China.
Professor, Key Laboratory of Surficial Geochemistry, Ministry of Education, Dept. of Hydrosciences, School of Earth Sciences and Engineering, State Key Laboratory of Pollution Control and Resource Reuse, Nanjing Univ., Nanjing 210046, China (corresponding author). E-mail: [email protected]
V. P. Singh, F.ASCE
Professor, Dept. of Biological and Agricultural Engineering and Zachry Dept. of Civil Engineering, Texas A&M Univ., College Station, TX 77843.
J. C. Wu
Professor, Key Laboratory of Surficial Geochemistry, Ministry of Education, Dept. of Hydrosciences, School of Earth Sciences and Engineering, State Key Laboratory of Pollution Control and Resource Reuse, Nanjing Univ., Nanjing 210046, China.
X. Chen
Professor, State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering, School of Hydrology and Water Resources, Hohai Univ., Nanjing 210098, China.
Y. F. Chen
Professor, State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering, School of Hydrology and Water Resources, Hohai Univ., Nanjing 210098, 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