Probabilistic modelling of flood events using the entropy copula

The estimation of flood frequency is vital for the flood control strategies and hydraulic structure design. Generating synthetic flood events according to statistical properties of observations is one of plausible methods to analyze the flood frequency. Due to the statistical dependence among the flood event variables (i.e. the flood peak, volume and duration), a multidimensional joint probability estimation is required. Recently, the copula method is widely used for multivariable dependent structure construction, however, the copula family should be chosen before application and the choice process is sometimes rather subjective. The entropy copula, a new copula family, employed in this research proposed a way to avoid the relatively subjective process by combining the theories of copula and entropy. The analysis shows the effectiveness of the entropy copula for probabilistic modelling the flood events of two hydrological gauges, and a comparison of accuracy with the popular copulas was made. The Gibbs sampling technique was applied for trivariate flood events simulation in order to mitigate the calculation difficulties of extending to three dimension directly. The simulation results indicate that the entropy copula is a simple and effective copula family for trivariate flood simulation.     

Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm

This study aims to model the joint probability distribution of drought duration, severity and inter-arrival time using a trivariate Plackett copula. The drought duration and inter-arrival time each follow the Weibull distribution and the drought severity follows the gamma distribution. Parameters of these univariate distributions are estimated using the method of moments (MOM), maximum likelihood method (MLM), probability weighted moments (PWM), and a genetic algorithm (GA); whereas parameters of the bivariate and trivariate Plackett copulas are estimated using the log-pseudolikelihood function method (LPLF) and GA. Streamflow data from three gaging stations, Zhuangtou, Taian and Tianyang, located in the Wei River basin, China, are employed to test the trivariate Plackett copula. The results show that the Plackett copula is capable of yielding bivariate and trivariate probability distributions of correlated drought variables.     

Copula‐based flood frequency (COFF) analysis at the confluences of river systems

Many civil infrastructures are located near the confluence of two streams, where they may be subject to inundation by high flows from either stream or both. These infrastructures, such as highway bridges, are designed to meet specified performance objectives for floods of a specified return period (e.g. the 100 year flood). Because the flooding of structures on one stream can be affected by high flows on the other stream, it is important to know the relationship between the coincident exceedence probabilities on the confluent stream pair in many hydrological engineering practices. Currently, the National Flood Frequency Program (NFF), which was developed by the US Geological Survey (USGS) and based on regional analysis, is probably the most popular model for ungauged site flood estimation and could be employed to estimate flood probabilities at the confluence points. The need for improved infrastructure design at such sites has motivated a renewed interest in the development of more rigorous joint probability distributions of the coincident flows. To accomplish this, a practical procedure is needed to determine the crucial bivariate distributions of design flows at stream confluences. In the past, the copula method provided a way to construct multivariate distribution functions. This paper aims to develop the Copula‐based Flood Frequency (COFF) method at the confluence points with any type of marginal distributions via the use of Archimedean copulas and dependent parameters. The practical implementation was assessed and tested against the standard NFF approach by a case study in Iowa's Des Moines River. Monte Carlo simulations proved the success of the generalized copula‐based joint distribution algorithm. Copyright © 2009 John Wiley & Sons, Ltd.     

Multivariate drought characteristics using trivariate Gaussian and Student t copulas

This study aims to investigate the changing properties of drought events in Weihe River basin, China, by modeling the multivariate joint distribution of drought duration, severity and peak using trivariate Gaussian and Student t copulas. Monthly precipitations of Xi'an gauge are used to illustrate the meta‐elliptical copula‐based methodology for a single‐station application. Gaussian and Student t copulas are found to produce a better fit comparing with other six symmetrical and asymmetrical Archimedean copulas, and, checked by the goodness‐of‐fit tests based on a modified bootstrap version of Rosenblatt's transformation, both of them are acceptable to model the multivariate joint distribution of drought variables. Gaussian copula, the best fitting, is employed to construct the dependence structures of positively associated drought variables so as to obtain the multivariate joint and conditional probabilities of droughts. A Kendall's return period (KRP) introduced by Salvadori and De Michele (2010) is then adopted to assess the multivariate recurrent properties of drought events, and its spatial distributions indicate that prolonged droughts are likely to break out with rather short recurrence intervals in the whole region, while drought status in the southeast seems to be severer than the northwest. The study is of some merits in terms of multivariate drought modeling using a preferable copula‐based method, the results of which could serve as a reference for regional drought defense and water resources management. Copyright © 2011 John Wiley & Sons, Ltd.     

Hydrological model for urban catchments – analytical development using copulas and numerical solution

Abstract

A model based on analytical development and numerical solution is presented for estimating the cumulative distribution function (cdf) of the runoff volume and peak discharge rate of urban floods using the joint probability density function (pdf) of rainfall volume and duration together with information about the catchment's physical characteristics. The joint pdf of rainfall event volume and duration is derived using the theory of copulas. Four families of Archimedean copulas are tested in order to select the most appropriate to reproduce the dependence structure of those variables. Frequency distributions of runoff event volume and peak discharge rate are obtained following the derived probability distribution theory, using the functional relationship given by the rainfall–runoff process. The model is tested in two urban catchments located in the cities of Chillán and Santiago, Chile. The results are compared with the outcomes of continuous simulation in the Storm Water Management Model (SWMM) and with those from another analytical model that assumes storm event duration and volume to be statistically independent exponentially distributed variables.

Citation Zegpi, M. & Fernández, B. (2010) Hydrological model for urban catchments – analytical development using copulas and numerical solution. Hydrol. Sci. J. 55(7), 1123–1136.     

A nested multivariate copula approach to hydrometeorological simulations of spring floods: the case of the Richelieu River (Québec,Canada) record flood

Floods have potentially devastating consequences on populations, industries and environmental systems. They often result from a combination of effects from meteorological, physiographic and anthropogenic natures. The analysis of flood hazards under a multivariate perspective is primordial to evaluate several of the combined factors. This study analyzes spring flood-causing mechanisms in terms of the occurrence, frequency, duration and intensity of precipitation as well as temperature events and their combinations previous to and during floods using frequency analysis as well as a proposed multivariate copula approach along with hydrometeorological indices. This research was initiated over the Richelieu River watershed (Quebec, Canada), with a particular emphasis on the 2011 spring flood, constituting one of the most damaging events over the last century for this region. Although some work has already been conducted to determine certain causes of this record flood, the use of multivariate statistical analysis of hydrologic and meteorological events has not yet been explored. This study proposes a multivariate flood risk model based on fully nested Archimedean Frank and Clayton copulas in a hydrometeorological context. Several combinations of the 2011 Richelieu River flood-causing meteorological factors are determined by estimating joint and conditional return periods with the application of the proposed model in a trivariate case. The effects of the frequency of daily frost/thaw episodes in winter, the cumulative total precipitation fallen between the months of November and March and the 90th percentile of rainfall in spring on peak flow and flood duration are quantified, as these combined factors represent relevant drivers of this 2011 Richelieu River record flood. Multiple plausible and physically founded flood-causing scenarios are also analyzed to quantify various risks of inundation.     

Modelling bivariate rainfall distribution and generating bivariate correlated rainfall data in neighbouring meteorological subdivisions using copula

The rainfall patterns of neighbouring meteorological subdivisions of India are similar because of similar climatological and geographical characteristics. Analysing the rainfall pattern separately for these meteorological subdivisions may not always capture the correlation and tail dependence. Furthermore, generating the multivariate rainfall data separately may not preserve the correlation. In this study, copula method is used to derive the bivariate distribution of monsoon rainfall in neighbouring meteorological subdivisions. Different Archimedean copulas are used for this purpose and the best copula is selected based on nonparametric test and tail dependence coefficient. The fitted copula is then applied to derive the bivariate distribution, joint return period and conditional distribution. Bivariate rainfall data is generated with the fitted copula and it is observed with the increase of sample size, the generated data is able to capture the correlation as well as tail dependence. The methodology is demonstrated with the case study of two neighbouring meteorological subdivisions of North‐East India: Assam and Meghalaya meteorological subdivision and Nagaland, Manipur, Mizoram and Tripura meteorological subdivision. Copyright © 2010 John Wiley & Sons, Ltd.     

Bivariate flood frequency analysis using the copula function: a case study of the Litija station on the Sava River

As an alternative to the commonly used univariate flood frequency analysis, copula frequency analysis can be used. In this study, 58 flood events at the Litija gauging station on the Sava River in Slovenia were analysed, selected based on annual maximum discharge values. Corresponding hydrograph volumes and durations were considered. Different bivariate copulas from three families were applied and compared using different statistical, graphical and upper tail dependence tests. The parameters of the copulas were estimated using the method of moments with the inversion of Kendall's tau. The Gumbel–Hougaard copula was selected as the most appropriate for the pair of peak discharge and hydrograph volume (Q‐V). The same copula was also selected for the pair hydrograph volume and duration (V‐D), and the Student‐t copula was selected for the pair of peak discharge and hydrograph duration (Q‐D). The differences among most of the applied copulas were not significant. Different primary, secondary and conditional return periods were calculated and compared, and some relationships among them were obtained. Copyright © 2014 John Wiley & Sons, Ltd.     

Data‐based analysis of bivariate copula tail dependence for drought duration and severity

In recent decades, copula functions have been applied in bivariate drought duration and severity frequency analysis. Among several potential copulas, Clayton has been mostly used in drought analysis. In this research, we studied the influence of the tail shape of various copula functions (i.e. Gumbel, Frank, Clayton and Gaussian) on drought bivariate frequency analysis. The appropriateness of Clayton copula for the characterization of drought characteristics is also investigated. Drought data are extracted from standardized precipitation index time series for four stations in Canada (La Tuque and Grande Prairie) and Iran (Anzali and Zahedan). Both duration and severity data sets are positively skewed. Different marginal distributions were first fitted to drought duration and severity data. The gamma and exponential distributions were selected for drought duration and severity, respectively, according to the positive skewness and Kolmogorov–Smirnov test. The results of copula modelling show that the Clayton copula function is not an appropriate choice for the used data sets in the current study and does not give more drought risk information than an independent model for which the duration and severity dependence is not significant. The reason is that the dependence of two variables in the upper tail of Clayton copula is very weak and similar to the independent case, whereas the observed data in the transformed domain of cumulative density function show high association in the upper tail. Instead, the Frank and Gumbel copula functions show better performance than Clayton function for drought bivariate frequency analysis. Copyright © 2012 John Wiley & Sons, Ltd.     

Dam risk assessment based on univariate versus bivariate statistical approaches: a case study for Argentina

Abstract

Considering floods as multivariate events allows a better statistical representation of their complexity. In this work the relevance of multivariate analysis of floods for designing or assessing the safety of hydraulic structures is discussed. A flood event is characterized by its peak flow and volume. The dependence between the variables is modelled with a copula. One thousand random pairs of variables are transformed to hydrographs, applying the Beta distribution function. Synthetic floods are routed through a reservoir to assess the risk of overtopping a dam. The resulting maximum water levels are compared to estimations considering the peak flow and volume separately. The analysis is performed using daily flows observed in the River Agrio in Neuquén Province, Argentina, a catchment area of 7300 km². The bivariate approach results in higher maximum water level values. Therefore the multivariate approach should be preferred for the estimation of design variables.

Editor D. Koutsoyiannis; Associate editor S. Grimaldi     

Uncertainty and variability in bivariate modeling of hydrological droughts

There are two kinds of uncertainty factors in modeling the bivariate distribution of hydrological droughts: the alteration of predefined critical ratios for pooling droughts and excluding minor droughts and the temporal variability of univariate and/or bivariate characteristics of droughts due to the impact of human activities. Daily flow data covering a period of 56 hydrological years from two gauging stations from a humid region in South China are used. The influences of alterations of threshold values of flow and critical ratios of pooling droughts and excluding minor droughts on drought properties are analyzed. Six conventional univariate models and three Archimedean copulas are employed to fit the marginal and joint distributions of drought properties, the Kolmogorov–Smirnov and Anderson–Darling methods are used for testing the goodness-of-fit of the univariate model, and the Cramer-von Mises method based on Rosenblatt’s transform is applied for the test of the bivariate model. The change point analysis of the copula parameter of bivariate distribution of droughts is first made. Results demonstrate that both the statistical characteristics of each drought property and their bivariate joint distributions are sensitive to the critical ratio of excluding minor droughts. A model can be selected to fit the marginal distribution for drought deficit volume or maximum deficit, but it is not determined for drought duration with the lower ratios of the pooling and excluding droughts. The statistical uncertainty of drought duration makes the modeling of bivariate joint distribution of drought duration and deficit volume or of drought duration and maximum deficit undermined. Change points significantly occurred in the period from the late 1970s to the middle 1980s for a single drought property and the copula parameter of their joint distribution due to the impact of human activities. The difference between two subseries separated by the change point is remarkable in the magnitudes of drought properties and the joint return periods. A copula function can be selected to optimally fit the bivariate distribution, provided that the critical ratios of pooling and excluding droughts are great enough such as the optimal value of 0.4 in the case study. It is valuable that the modeling and designing of the bivariate joint correlation and distribution of drought properties can be performed on the subseries separated by the change point of the copula parameter.     

An improved nonstationary model for flood frequency analysis and its implication for the Three Gorges Dam,China

This study proposes an improved nonstationary model for flood frequency analysis by investigating the relationship between flood peak and flood volume, using the Three Gorges Dam (TGD), China, for verification. First, the generalized additive model for location, scale and shape (GAMLSS) is used as the prior distribution. Then, under Bayesian theory, the prior distribution is updated using the conditional distribution, which is derived from the copula function. The results show that the improvement of the proposed model is significant compared with the GAMLSS-based prior distribution. Meanwhile, selection of a suitable prior distribution has a significant effect on the results of the improvement. For applications to the TGD, the nonstationary model can obviously increase the engineering management benefits and reduce the perceived risks of large floods. This study provides guidance for the dynamic management of hydraulic engineering under nonstationary conditions.     

A bivariate gamma distribution for use in multivariate flood frequency analysis

A gamma distribution is one of the most frequently selected distribution types for hydrological frequency analysis. The bivariate gamma distribution with gamma marginals may be useful for analysing multivariate hydrological events. This study investigates the applicability of a bivariate gamma model with five parameters for describing the joint probability behavior of multivariate flood events. The parameters are proposed to be estimated from the marginal distributions by the method of moments. The joint distribution, the conditional distribution, and the associated return periods are derived from marginals. The usefulness of the model is demonstrated by representing the joint probabilistic behaviour between correlated flood peak and flood volume and between correlated flood volume and flood duration in the Madawask River basin in the province of Quebec, Canada. Copyright © 2001 John Wiley & Sons, Ltd.     

Application of copulas for derivation of drought severity–duration–frequency curves

This study presents copula‐based multivariate probabilistic approach to model severity–duration–frequency (S‐D‐F) relationship of drought events in western Rajasthan, India. Drought occurrences are analysed using standardized precipitation index computed on monthly mean areal precipitation, aggregated at a time scale of 6 months. After testing with a series of probability density functions, the drought variable severity is found to be better represented with log‐normal distribution, whereas duration is well fitted with exponential distribution. Four different classes of bivariate copulas – Archimedean, extreme value, Plackett, and elliptical families are evaluated for modelling joint distribution of drought characteristics. It is observed that the extreme value copula – Gumbel–Hougaard copula – performed better as compared with other classes of copulas, based on results of various statistical tests and upper tail dependence coefficient. The joint distribution obtained from best performing copula is then employed to determine conditional return period and to derive drought severity‐duration‐frequency (S‐D‐F) curves for the study region. The results of the study suggests that the copula method can be used effectively to derive the drought S‐D‐F curves, which can be helpful in planning and adopting suitable drought mitigation strategies in drought‐prone areas. Copyright © 2011 John Wiley & Sons, Ltd.     

INTERNATIONAL HYDROLOGICAL DECADE / WORKING GROUP ON “THE INFLUENCE OF MAN ON THE HYDROLOGICAL CYCLE”

Abstract

Floods, as extreme hydrological phenomena, can be described by more than one correlated characteristic, such as peak, volume and duration. These characteristics should be jointly considered since they are generally not independent. For an ungauged site, univariate regional flood frequency analysis (FA) provides a limited assessment of flood events. A recent study proposed a procedure for regional FA in a multivariate framework. This procedure represents a multivariate version of the index-flood model and is based on copulas and multivariate quantiles. The performance of the proposed procedure was evaluated by simulation. However, the model was not tested on a real-world case study data. In the present paper, practical aspects are investigated jointly for flood peak (Q) and volume (V) of a dataset from the Côte-Nord region in the province of Quebec, Canada. The application of the proposed procedure requires the identification of the appropriate marginal distribution, the estimation of the index flood and the selection of an appropriate copula. The results of the case study show that the regional bivariate FA procedure performed well. This performance depends strongly on the performance of the two univariate models and, more specifically, the univariate model of Q. The results show also the impact of the homogeneity of the region on the performance of the univariate and bivariate models.

Editor D. Koutsoyiannis     

Probability prediction of peak break‐up water level through vine copulas

Prediction of the peak break‐up water level, which is the maximum instantaneous stage during ice break‐up, is desirable to allow effective ice flood mitigation, but traditional hydrologic flood routing techniques are not efficient in addressing the large uncertainties caused by numerous factors driving the peak break‐up water level. This research provides a probability prediction framework based on vine copulas. The predictor variables of the peak break‐up water level are first chosen, the pair copula structure is then constructed by using vine copulas, the conditional density distribution function is derived to perform a probability prediction, and the peak break‐up water level value can then be estimated from the conditional density distribution function given the conditional probability and fixed values of the predictor variables. This approach is exemplified using data from 1957 to 2005 for the Toudaoguai and Sanhuhekou stations, which are located in the Inner Mongolia Reach of the Yellow River, and the calibration and validation periods are divided at 1986. The mean curve of the peak break‐up water level estimated from the conditional distribution function can capture the tendency of the observed series at both the Toudaoguai and Sanhuhekou stations, and more than 90% of the observed values fall within the 90% prediction uncertainty bands, which are approximately twice the standard deviation of the observed series. The probability prediction results for the validation period are consistent with those for the calibration period when the nonstationarity of the marginal distributions for the Sanhuhekou station are considered. Compared with multiple linear regression results, the uncertainty bands from the conditional distribution function are much narrower; moreover, the conditional distribution function is more capable of addressing the nonstationarity of predictor variables, and the conclusions are confirmed by jackknife analysis. Scenario predictions for cases in which the peak break‐up water level is likely to be higher than the bankfull water level can also be conducted based on the conditional distribution function, with good performance for the two stations.     

Multivariate probabilistic estimates of heat stress for rice across China

Heat stress, a major threat to rice (Oryza sativa) production across China, would tend to increase in frequency and intensity under warming climate. Unlike probabilistic analysis via a univariate character, heat stress events, characterized by three variables (i.e., duration, peak and accumulated detrimental intensity), were identified in the past years. Nine distribution functions (i.e., Beta, Cauchy, Logistic, Normal, Exponential, Gamma, Lognormal, Weibull and Generalized Extreme Value) were firstly introduced and compared to select the best-fit marginal distribution of univariable by using Kolmogorov–Smirnov test, and seven copula functions (i.e., Normal and t, Gumbel–Hougaard, Clayton, Frank, Joe, Ali-Mikhail-Haq) were applied in the distributions of multivariables by Akaike Information Criterion statistics. It was obvious that higher magnitude was in the eastern parts in the context of heat stress frequency and characteristic variables. Critical values of heat stress variables corresponding to the certain return periods (i.e. 5, 10, 20 and 50 years) successively expanded in intensity and spatial scope. Inter-correlations of heat stress variables were significant, enlightening the importance of copula in connecting heat stress variables. The combined and co-occurrence bivariate and trivariate return period at certain univariate value corresponding to the given return periods, were consistent at the spatial scale. Accordingly, it was highlighted that eastern parts, especially Zhejiang, central-northern Fujian and eastern Jiangxi, were prone to heat stress, as a consequence of not only univariate but also multivariate probabilistic analysis. These results can be helpful in quantitatively assessing the vulnerability of rice to heat stress and provide us desired information of prevention strategies for heat stress.     

Bivariate frequency analysis of nonstationary low‐flow series based on the time‐varying copula

Many studies have analysed the nonstationarity in single hydrological variables due to changing environments. Yet, few researches have been done to investigate how the dependence structure between different individual hydrological variables is affected by changing environments. To investigate how the reservoirs have altered the dependence structure between river flows at different locations on the Hanjiang River, a time‐varying copula model, which takes the nonstationarity in the marginal distribution and/or the time variation in dependence structure between different hydrological series into consideration, is presented in this paper to perform a bivariate frequency analysis for the low‐flow series from two neighbouring hydrological gauges. The time‐varying moments model with either time or reservoir index as explanatory variables is applied to build the time‐varying marginal distributions of the two low‐flow series. It's found that both marginal distributions are nonstationary, and the reservoir index yields better performance than the time index in describing the nonstationarities in the marginal distributions. Then, the copula with the dependence parameter expressed as a function of either time or reservoir index is applied to model the variable dependence between the two low‐flow series. The copula with reservoir index as the explanatory variable of the dependence parameter has a better fitting performance than the copula with the constant or the time‐trend dependence parameter. Finally, the effect of the time variation in the joint distribution on three different types of joint return periods (i.e. AND, OR and Kendall) of low flows at two neighbouring hydrological gauges is presented. Copyright © 2014 John Wiley & Sons, Ltd.     

西江水文干旱历时与强度的遭遇概率分析

利用西江下游马口水文站1959 2009年月径流量数据计算径流干旱指数,经游程理论提取了水文干旱特征值.应用Copula函数分析水文干旱强度和历时之间的联合概率分布.对构建的干旱历时和强度联合分布模式进行分析,结果表明:(1)径流干旱历时和强度之间具有高关联性,秩相关系数达0.617;(2)三参数Weibull分布较好地描述了干旱历时和强度的边缘分布特征;(3)经拟合优度检验结果优选的干旱历时和强度之间的较优连接函数为Archimedean类的Gumbel-Hougaard Copula函数;(4)5～10年重现期和20年重现期的水文干旱分别达到了重旱级别和特旱级别;(5)干旱历时和强度之间的遭遇概率可为特定干旱历时与水文干旱级别或特定干旱强度与干旱历时之间的对应关系提供概率意义上的干旱特征诊断与预测.