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Probability prediction of peak break‐up water level through vine copulas
Authors:Kun‐xia Yu  Xiang Zhang  Peng Li  Zhanbin Li  Yi Qin  Qian Sun
Abstract: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.
Keywords:conditional distribution function  peak break‐up water level  probability prediction  uncertainty band  vine copula
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