首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到20条相似文献，搜索用时 46 毫秒
1.
Multivariate modeling of droughts using copulas and meta-heuristic methods   总被引：3，自引：3，他引：0  
This study investigated the utility of two meta-heuristic algorithms to estimate parameters of copula models and for derivation of drought severity–duration–frequency (S–D–F) curves. Drought is a natural event, which has huge impact on both the society and the natural environment. Drought events are mainly characterized by their severity, duration and intensity. The study adopts standardized precipitation index for drought characterization, and copula method for multivariate risk analysis of droughts. For accurate estimation of copula model parameters, two meta-heuristic methods namely genetic algorithm and particle swarm optimization are applied. The proposed methodology is applied to a case study in Trans Pecos, an arid region in Texas, USA. First, drought severity and duration are separately modeled by various probability distribution functions and then the best fitted models are selected for copula modeling. For modeling the joint dependence of drought variables, different classes of copulas, namely, extreme value copulas, Plackett and Student’s t copulas are employed and their performance is evaluated using standard performance measures. It is found that for the study region, the Gumbel–Hougaard copula is the best fitted copula model as compared to the others and is used for the development of drought S–D–F curves. Results of the study suggest that the meta-heuristic methods have greater utility in copula-based multivariate risk assessment of droughts.  相似文献   

2.
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.  相似文献   

3.
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.  相似文献   

4.
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.  相似文献   

5.
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.  相似文献   

6.
This study presents spatio-temporal analysis of droughts in one of the most drought prone region in India–western Rajasthan and develops drought intensity-area-frequency curves for the region. The meteorological drought conditions are analyzed using 6-month standardized precipitation index (SPI-6) estimated at spatial resolution of 0.5° × 0.5°. Spatio-temporal analysis of SPI-6 indicates increase in frequency of droughts at the central part of the region. The non-parametric Mann–Kendall test for seasonal trend analysis showed increase in number of grids under drought during the study period. Further, bivariate frequency analysis of drought characteristics—intensity and areal extent is carried out using copula methods. For modeling joint dependence between drought variables, three copula families namely Gumbel-Hougaard, Frank and Plackett copulas are evaluated. Based on goodness-of-fit as well as upper tail dependence tests, it is found that the Gumbel-Hougaard copula best represents the drought properties. The copula-based joint distribution is used to compute conditional return periods and drought intensity–area–frequency (I–A–F) curves. The I–A–F curves could be helpful in risk evaluation of droughts in the region.  相似文献   

7.
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.  相似文献   

8.
Uncertainty and variability in bivariate modeling of hydrological droughts   总被引：2，自引：1，他引：1  
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.  相似文献   

9.
Asymmetric copula in multivariate flood frequency analysis   总被引：2，自引：0，他引：2  
The univariate flood frequency analysis is widely used in hydrological studies. Often only flood peak or flood volume is statistically analyzed. For a more complete analysis the three main characteristics of a flood event i.e. peak, volume and duration are required. To fully understand these variables and their relationships, a multivariate statistical approach is necessary. The main aim of this paper is to define the trivariate probability density and cumulative distribution functions. When the joint distribution is known, it is possible to define the bivariate distribution of volume and duration conditioned on the peak discharge. Consequently volume–duration pairs, statistically linked to peak values, become available. The authors build trivariate joint distribution of flood event variables using the fully nested or asymmetric Archimedean copula functions. They describe properties of this copula class and perform extensive simulations to highlight differences with the well-known symmetric Archimedean copulas. They apply asymmetric distributions to observed flood data and compare the results those obtained using distributions built with symmetric copula and the standard Gumbel Logistic model.  相似文献   

10.
In this study, the climate teleconnections with meteorological droughts are analysed and used to develop ensemble drought prediction models using a support vector machine (SVM)–copula approach over Western Rajasthan (India). The meteorological droughts are identified using the Standardized Precipitation Index (SPI). In the analysis of large‐scale climate forcing represented by climate indices such as El Niño Southern Oscillation, Indian Ocean Dipole Mode and Atlantic Multidecadal Oscillation on regional droughts, it is found that regional droughts exhibits interannual as well as interdecadal variability. On the basis of potential teleconnections between regional droughts and climate indices, SPI‐based drought forecasting models are developed with up to 3 months' lead time. As traditional statistical forecast models are unable to capture nonlinearity and nonstationarity associated with drought forecasts, a machine learning technique, namely, support vector regression (SVR), is adopted to forecast the drought index, and the copula method is used to model the joint distribution of observed and predicted drought index. The copula‐based conditional distribution of an observed drought index conditioned on predicted drought index is utilized to simulate ensembles of drought forecasts. Two variants of drought forecast models are developed, namely a single model for all the periods in a year and separate models for each of the four seasons in a year. The performance of developed models is validated for predicting drought time series for 10 years' data. Improvement in ensemble prediction of drought indices is observed for combined seasonal model over the single model without seasonal partitions. The results show that the proposed SVM–copula approach improves the drought prediction capability and provides estimation of uncertainty associated with drought predictions. Copyright © 2013 John Wiley & Sons, Ltd.  相似文献   

11.
This study uses elliptical copulas and transition probabilities for uncertainty modeling of categorical spatial data. It begins by discussing the expressions of the cumulative distribution function and probability density function of two major elliptical copulas: Gaussian copula and t copula. The basic form of spatial copula discriminant function is then derived based on Bayes’ theorem, which consists of three parts: the prior probability, the conditional marginal densities, and the conditional copula density. Finally, three kinds of parameter estimation methods are discussed, including maximum likelihood estimation, inference functions for margins and canonical maximum likelihood (CML). To avoid making assumptions on the form of marginal distributions, the CML approach is adopted in the real-world case study. Results show that the occurrence probability maps generated by these two elliptical copulas are similar to each other. However, the prediction map interpolated by Gaussian copula has a relatively higher classification accuracy than t copula.  相似文献   

12.
This study aims to model the joint probability distribution of periodic hydrologic data using meta-elliptical copulas. Monthly precipitation data from a gauging station (410120) in Texas, US, was used to illustrate parameter estimation and goodness-of-fit for univariate drought distributions using chi-square test, Kolmogorov–Smirnov test, Cramer-von Mises statistic, Anderson-Darling statistic, modified weighted Watson statistic, and Liao and Shimokawa statistic. Pearson’s classical correlation coefficient r n , Spearman’s ρ n, Kendall’s τ, Chi-Plots, and K-Plots were employed to assess the dependence of drought variables. Several meta-elliptical copulas and Gumbel-Hougaard, Ali-Mikhail-Haq, Frank and Clayton copulas were tested to determine the best-fit copula. Based on the root mean square error and the Akaike information criterion, meta-Gaussian and t copulas gave a better fit. A bootstrap version based on Rosenblatt’s transformation was employed to test the goodness-of-fit for meta-Gaussian and t copulas. It was found that none of meta-Gaussian and t copulas considered could be rejected at the given significance level. The meta-Gaussian copula was employed to model the dependence, and these results were found satisfactory.  相似文献   

13.
Abstract

Given that radar-based rainfall has been broadly applied in hydrological studies, quantitative modelling of its uncertainty is critically important, as the error of input rainfall is the main source of error in hydrological modelling. Using an ensemble of rainfall estimates is an elegant solution to characterize the uncertainty of radar-based rainfall and its spatial and temporal variability. This paper has fully formulated an ensemble generator for radar precipitation estimation based on the copula method. Each ensemble member is a probable realization that represents the unknown true rainfall field based on the distribution of radar rainfall (RR) error and its spatial error structure. An uncertainty model consisting of a deterministic component and a random error factor is presented based on the distribution of gauge rainfall conditioned on the radar rainfall (GR|RR). Two kinds of copulas (elliptical and Archimedean copulas) are introduced to generate random errors, which are imposed by the deterministic component. The elliptical copulas (e.g. Gaussian and t-copula) generate the random errors based on the multivariate distribution, typically of decomposition of the error correlation matrix using the LU decomposition algorithm. The Archimedean copulas (e.g. Clayton and Gumbel) utilize the conditional dependence between different radar pixels to obtain random errors. Based on those, a case application is carried out in the Brue catchment located in southwest England. The results show that the simulated uncertainty bands of rainfall encompass most of the reference raingauge measurements with good agreement between the simulated and observed spatial dependences. This indicates that the proposed scheme is a statistically reliable method in ensemble radar rainfall generation and is a useful tool for describing radar rainfall uncertainty.
Editor D. Koutsoyiannis; Associate editor S. Grimaldi  相似文献   

14.
A new method of parameter estimation in data scarce regions is valuable for bivariate hydrological extreme frequency analysis. This paper proposes a new method of parameter estimation (maximum entropy estimation, MEE) for both Gumbel and Gumbel–Hougaard copula in situations when insufficient data are available. MEE requires only the lower and upper bounds of two hydrological variables. To test our new method, two experiments to model the joint distribution of the maximum daily precipitation at two pairs of stations on the tributaries of Heihe and Jinghe River, respectively, were performed and compared with the method of moments, correlation index estimation, and maximum likelihood estimation, which require a large amount of data. Both experiments show that for the Ye Niugou and Qilian stations, the performance of MEE is nearly identical to those of the conventional methods. For the Xifeng and Huanxian stations, MEE can capture information indicating that the maximum daily precipitation at the Xifeng and Huanxian stations has an upper tail dependence, whereas the results generated by correlation index estimation and maximum likelihood estimation are unreasonable. Moreover, MEE is proved to be generally reliable and robust by many simulations under three different situations. The Gumbel–Hougaard copula with MEE can also be applied to the bivariate frequency analysis of other extreme events in data‐scarce regions.  相似文献   

15.
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.  相似文献   

16.
In recent years, the bivariate frequency analysis of drought duration and severity using independent drought events and copula functions has been under extensive application. Meanwhile, emphasis on the procedure of independent drought data collection leads to the omission of the actual potential of short-term extreme droughts within a long-term independent drought. However, a long-term individual continuous drought as an Unconnected Drought Runs can be considered as a combination of short-term Connected Drought Runs. Thus, an advanced and new procedure of data collection in the bivariate drought characteristics analysis has been developed in this study. The results indicated a high relative advantage of the new proposed procedure in analysing bivariate drought characteristics (i.e., drought duration and severity frequency analysis). This advantage has been reflected in the more appropriate determination of the best copula and significant reduction in the uncertainty of bivariate drought frequency analysis.  相似文献   

17.
  相似文献   

18.
Drought hotspot identification requires continuous drought monitoring and spatial risk assessment. The present study analysed drought events in the agriculture‐dominated mid‐Mahanadi River Basin in Odisha, India, using crop water stress as a drought indicator. This drought index incorporated different factors that affect crop water deficit such as the cropping pattern, soil characteristics, and surface soil moisture. The drought monitoring framework utilized a relevance vector machine model‐based classification that provided the uncertainty associated with drought categorization. Using the proposed framework, drought hotspots are identified in the study region and compared with indices based on precipitation and soil moisture. Further, a bivariate copula is employed to model the agricultural drought characteristics and develop the drought severity–duration–frequency (S–D–F) relationships. The drought hotspot maps and S–D–F curves are developed for different locations in the region. These provided useful information on the site‐specific drought patterns and the characteristics of the devastating droughts of 2002 and 2012, characterized by an average drought duration of 7 months at several locations. The site‐specific risk of short‐ and long‐term agricultural droughts are then investigated using the conditional copula. The results suggest that the conditional return periods and the S–D–F curves are valuable tools to assess the spatial variability of drought risk in the region.  相似文献   

19.
It is common in geostatistics to use the variogram to describe the spatial dependence structure and to use kriging as the spatial prediction methodology. Both methods are sensitive to outlying observations and are strongly influenced by the marginal distribution of the underlying random field. Hence, they lead to unreliable results when applied to extreme value or multimodal data. As an alternative to traditional spatial modeling and interpolation we consider the use of copula functions. This paper extends existing copula-based geostatistical models. We show how location dependent covariates e.g. a spatial trend can be accounted for in spatial copula models. Furthermore, we introduce geostatistical copula-based models that are able to deal with random fields having discrete marginal distributions. We propose three different copula-based spatial interpolation methods. By exploiting the relationship between bivariate copulas and indicator covariances, we present indicator kriging and disjunctive kriging. As a second method we present simple kriging of the rank-transformed data. The third method is a plug-in prediction and generalizes the frequently applied trans-Gaussian kriging. Finally, we report on the results obtained for the so-called Helicopter data set which contains extreme radioactivity measurements.  相似文献   

20.
Subimal Ghosh 《水文研究》2010,24(24):3558-3567
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.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号