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.     

Extreme precipitation time trends in Ontario, 1960–2010

The impact of climate change on the behaviour of intensity–duration–frequency curves is critical to the estimation of design storms, and thus to the safe design of drainage infrastructure. The present study develops a regional time trend methodology that detects the impact of climate change on extreme precipitation from 1960 to 2010. The regional time trend linear regression method is fitted to different durations of annual maximum precipitation intensities derived from multiple sites in Ontario, Canada. The results show the relationship between climate change and increased extreme precipitation in this province. The regional trend analysis demonstrates, under nonstationary conditions arising from climate change, that the intensity of extreme precipitation increased decennially between 1.25% for the 30‐min storm and 1.82% for the 24‐h storm. A comparison of the results with a regional Mann–Kendall test validates the found regional time‐trend results. The results are employed to extrapolate the intensity–duration–frequency curves temporally and spatially for future decades across the province. The results of the regional time trend assessment help with the establishment of new safety margins for infrastructure design in Ontario. Copyright © 2016 John Wiley & Sons, Ltd.