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Application of copulas for derivation of drought severity–duration–frequency curves
Author(s) -
Janga Reddy M.,
Ganguli Poulomi
Publication year - 2011
Publication title -
hydrological processes
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.222
H-Index - 161
eISSN - 1099-1085
pISSN - 0885-6087
DOI - 10.1002/hyp.8287
Subject(s) - copula (linguistics) , gumbel distribution , bivariate analysis , joint probability distribution , generalized extreme value distribution , mathematics , statistics , return period , extreme value theory , tail dependence , multivariate normal distribution , multivariate statistics , probabilistic logic , econometrics , geography , archaeology , flood myth
Abstract 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.