Bivariate frequencies analysis of annual floods through practical approach of the Copula functions

Authors

DOI:

https://doi.org/10.24850/j-tyca-15-02-01

Keywords:

Families of Copula functions, Kendall's tau quotient, Spearman's rho coefficient, joint empirical probabilities, right-tail dependency, joint return periods, critical events

Abstract

The study of hydrological safety in reservoirs is carried out with the so–called Design Flood Hydrograph. The simplest estimation of such a graph is based on the bivariate frequency analysis (BFA), by defining its maximum flow (Q) and volume (V), associated with a joint design return period. The Copula functions (CF) are based on the dependence between Q and V, and define the bivariate distribution by means of the previously adopted marginal univariate functions. The practical approach adopted uses CF with a single fit parameter and selects the most appropriate, based on the dependence shown by the joint record of Q and V, at the far-right end of its empirical distribution. Moreover, the practical approach compares and ratifies the adopted CF, against several of common use in the BFA. The above, using the fitting errors between the empirical and theoretical bivariate probabilities. Due to their importance, the search for marginal distributions was carried out based on the L quotient diagram, adopting the best three and comparing them to the highly versatile Kappa and Wakeby functions. The BFA of the 55 annual floods registered in the La Cuña hydrometric station of the Hydrological Region No. 12-3 (Santiago River), Mexico was carried out. Four joint design return periods were defined and the calculation of their AND curves is detailed. Finally, several Conclusions are cited which highlight the advantages of the use of CF in flood BFAs.

References

Aldama, A. A. (2000). Hidrología de avenidas. Conferencia Enzo Levi 1998. Ingeniería Hidráulica en México, 15(3), 5-46.

Aldama, A. A., Ramírez, A. I., Aparicio, J., Mejía-Zermeño, R., & Ortega-Gil, G. E. (2006). Seguridad hidrológica de las presas en México. Jiutepec, México: Instituto Mexicano de Tecnología del Agua.

Asquith, W. H. (2011). Chapter 6. L–moments. In: Distributional analysis with L–moments statistics using the R environment for statistical computing (pp. 87-122). Lubbock, USA: Copyright by William H. Asquith.

Bobée, B. (1975). The Log-Pearson type 3 distribution and its application to Hydrology. Water Resources Research, 11(5), 681-689.

Bobée, B., & Ashkar, F. (1991). Chapter 1. Data requirements for hydrologic frequency analysis. In. The gamma family and derived distributions applied in hydrology (pp. 1-12). Littleton, USA: Water Resources Publications.

Campos-Aranda, D. F. (2008). Procedimiento para revisión (sin hidrometría) de la seguridad hidrológica de presas pequeñas para riego. Agrociencia, 42(5), 551-563.

Campos-Aranda, D. F. (noviembre-diciembre, 2022). Aplicación de la distribución GVE bivariada en el análisis de frecuencias conjunto de crecientes. Tecnología y ciencias del agua, 13(6), 534-602. DOI: 10.24850/j–tyca-13-6-11.

Campos-Aranda, D. F. (enero-febrero, 2023). Análisis de frecuencias comparativo con momentos L entre la distribución Kappa y seis de aplicación generalizada. Tecnología y ciencias del agua, 14(1), 432-469. DOI: https://doi.org/10.24850/j-tyca-14-01-05

Chai, T., & Draxler, R. R. (2014). Root mean square error (RMSE) or mean absolute error (MAE)? – Arguments against avoiding RMSE in the literature. Geoscientific Model Development, 7(3), 1247-1250. DOI: 10.5194/gmd–7–1247–2014

Chen, L., & Guo, S. (2019). Chapter 2. Copula theory. Chapter 3. Copula–based flood frequency analysis. In: Copulas and its application in hydrology and water resources (pp. 13-38, 39-71). Gateway East, Singapore: Springer.

Chowdhary, H., & Singh, V. P. (2019). Chapter 11. multivariate frequency distributions in hydrology. In: Teegavarapu, R. S. V., Salas, J. D., & Stedinger, J. R. (eds.). Statistical analysis of hydrologic variables (pp. 407-489). Reston, USA: American Society of Civil Engineers.

Dupuis, D. J. (2007). Using Copulas in hydrology: Benefits, cautions, and issues. Journal of Hydrologic Engineering, 12(4), 381-393. DOI: 10.1061/(ASCE)1084–0699(2007)12:4(381)

Favre, A. C., El Adlouni, S., Perreault, L., Thiémonge, N., & Bobée, B. (2004). Multivariate hydrological frequency analysis using copulas. Water Resources Research, 40(1), 1-12. DOI: 10.1029/2003WR002456

Frahm, G., Junker, M., & Schmidt, R. (2005). Estimating the tail–dependence coefficient: Properties and pitfalls. Insurance: Mathematics and Economics, 37(1), 80-100. DOI: 10.1016/j–insmatheco.2005.05.008

Genest, C., & Favre, A. C. (2007). Everything you always wanted to know about Copula modeling but were afraid to ask. Journal of Hydrologic Engineering, 12(4), 347-368. DOI: 10.1061/(ASCE)1084–0699(2007)12:4(347)

Genest, C., & Chebana, F. (2017). Copula modeling in hydrologic frequency analysis. In: Singh, V. P. (ed.). Handbook of applied hydrology (2nd ed.) (pp. 30.1-30.10). New York, USA: McGraw-Hill Education.

Goel, N. K., Seth, S. M., & Chandra, S. (1998). Multivariate modeling of flood flows. Journal of Hydraulic Engineering, 124(2), 146-155.

Gómez, J. F., Aparicio, M., & Patiño, C. (2010). Capítulo 6. Análisis de frecuencias bivariado para la estimación de avenidas de diseño. En: Manual de análisis de frecuencias en hidrología (pp. 106-127). Jiutepec, México: Instituto Mexicano de Tecnología del Agua.

Gräler, B., van den Berg, M. J., Vandenberghe, S., Petroselli, A., Grimaldi, S., De Baets, B., & Verhoest, N. E. C. (2013). Multivariate return periods in hydrology: A critical and practical review focusing on synthetic design hydrograph estimation. Hydrology and Earth System Sciences, 17(4), 1281-1296. DOI: 10.5194/hess–17–1281–2013

Greenwood, J. A., Landwehr, J. M., Matalas, N. C., & Wallis, J. R. (1979). Probability weighted moments: Definition and relation to parameters of several distributions expressible in inverse form. Water Resources Research, 15(5), 1049-1054.

Grimaldi, S., & Serinaldi, F. (2006). Design hyetograph analysis with 3–copula function. Hydrological Sciences Journal, 51(2), 223-238. DOI: 10.1623/hysj.51.2.223

Hosking, J. R. M. (1994). The four–parameter Kappa distribution. IBM Journal of Research and Development, 38(3), 251-258.

Hosking, J. R., & Wallis, J. R. (1997). Appendix: L–moments for some specific distributions. In: Regional frequency analysis. An approach based on L–moments. (pp. 191-209). Cambridge, UK: Cambridge University Press.

Kite, G. W. (1977). Chapter 12. Comparison of frequency distributions. In: Frequency and risk analyses in hydrology (pp. 156-168). Fort Collins, USA: Water Resources Publications.

Kjeldsen, T. R., Ahn, H., & Prosdocimi, L. (2017). On the use de a four-parameter kappa distribution in regional frequency analysis. Hydrological Sciences Journal, 62(9), 1354-1363. DOI: 10.1080/02626667.2017.1335400

Kottegoda, N. T., & Rosso, R. (2008). Theme 3.5. Copulas. In: Applied statistics for civil and environmental engineers (2nd ed.) (pp. 154-157). Oxford, UK: Blackwell Publishing.

Meylan, P., Favre, A. C., & Musy, A. (2012). Chapter 1. Introduction. Chapter 3. Selecting and checking data series. Theme 9.2. Multivariate frequency analysis using Copulas. In: Predictive hydrology. A frequency analysis approach (pp. 1-13, 29-70, 164-176). Boca Raton, USA: CRC Press.

Michiels, F., & De Schepper, A. (2008). A Copula test space model. How to avoid the wrong copula choice. Kybernetika, 44(6), 864-878.

Nelsen, R. B. (2006). An introduction to Copulas. Lecture notes in statistics 139. (2nd ed.). New York, USA: Springer.

Poulin, A., Huard, D., Favre, A. C., & Pugin, S. (2007). Importance of tail dependence in bivariate frequency analysis. Journal of Hydrologic Engineering, 12(4), 394-403. DOI: 10.1061/(ASCE)1084–0699(2007)12:4(394)

Rao, A. R., & Hamed, K. H. (2000). Chapter 1. Introduction. Chapter 3. Probability weighted moments and L–moments. In: Flood frequency analysis (pp. 1-21, 53-72). Boca Raton, USA: CRC Press.

Salvadori, G., & De Michele, C. (2004). Frequency analysis via copulas: Theoretical aspects and applications to hydrological events. Water Resources Research, 40(W12511), 1-17. DOI: 10.1029/2004WR003133

Salvadori, G., & De Michele, C. (2013). Multivariate extreme value methods. In: AghaKouchak, A., Easterling, D., Hsu, K., Schubert, S., & Sorooshian, S. (eds.). Extremes in a changing climate (pp. 115-162). London, UK: Springer.

Salvadori, G., De Michele, C., Kottegoda, N. T., & Rosso, R. (2007). Appendix B. Dependence. Appendix C: Families fo Copulas (pp. 219-232, 233-269). In: Extremes in nature. An approach using Copulas. Dordrecht, The Netherlands: Springer.

Shiau, J. T., Wang, H. Y., & Tsai, C. T. (2006). Bivariate frequency analysis of floods using Copulas. Journal of the American Water Resources Association, 42(6), 1549-1564.

Sklar, A. (1959). Functions de repartition à n dimensions et leur marges. Publications de l'Institut de statistique de l'Université de Paris, 8, 229-231.

Sraj, M., Bezak, N., & Brilly, M. (2015). Bivariate flood frequency analysis using the copula function. A case study of the Litija station on the Sava River. Hydrological Processes, 29(2), 225-238. DOI: 10.1002/hyp.10145

Stedinger, J. R. (2017). Flood frequency analysis. In: Singh, V. P. (ed.). Handbook of applied hydrology (2nd ed.) (pp. 76.1-76.8). New York, USA: McGraw-Hill Education.

Stegun, I. A. (1972). Chapter 27. Miscellaneous functions. In: Abramowitz, M., & Stegun, I. A. (eds.). Handbook of Mathematical Functions (pp. 997-1010). New York, USA: Dover Publications.

Vogel, R. M., & Castellarin, A. (2017). Risk, reliability, and return periods and hydrologic design. In: Singh, V. P. (ed.). Handbook of applied hydrology (2nd ed.). (pp. 78.1-78.10). New York, USA: McGraw-Hill Education.

Volpi, E., & Fiori, A. (2012). Design event selection in bivariate hydrological frequency analysis. Hydrological Sciences Journal, 57(8), 1506-1515. DOI: 10.1080/02626667.2012.726357

Willmott, C. J., & Matsuura, K. (2005). Advantages of the mean absolute error (MAE) over the root mean square error (RMSE) in assessing average model performance. Climate Research, 30(1), 79-82. DOI: 10.3354/cr030079

WRC, Water Resources Council. (1977). Guidelines for determining flood flow frequency (revised edition) (Bulletin #17A) Hydrology Committee. Washington, DC, USA: Water Resources Council.

Xiao, Y., Guo, S., Liu, P., & Fang, B. (2008). A new design flood hydrograph method based on bivariate joint distribution. In: Hydrological sciences for managing water resources in the Asian developing world (pp. 75-82). UK: IAHS Publication.

Yue, S. (1999). Applying bivariate Normal distribution to flood frequency analysis. Water International, 24(3), 248-254.

Yue, S., Ouarda, T. B. M. J., Bobée, B., Legendre, P., & Bruneau, P. (1999). The Gumbel mixed model for flood frequency analysis. Journal of Hydrology, 226(1-2), 88-100.

Yue, S. (2000). Joint probability distribution of annual maximum storm peaks and amounts as represented by daily rainfalls. Hydrological Sciences Journal, 45(2), 315-326. DOI: 10.1080/02626660009492327

Yue, S., & Rasmussen, P. (2002). Bivariate frequency analysis: Discussion of some useful concepts in hydrological application. Hydrological Processes, 16(14), 2881-2898. DOI:10.1002/hyp.1185

Yue, S., & Hashino, M. (2007). Probability distribution of annual, seasonal and monthly precipitation in Japan. Hydrological Sciences Journal, 52(5), 863-877. DOI: 10.1623/hysj.52.5.863

Yue, S., & Wang, C. Y. (2004). A comparison of two bivariate extreme value distributions. Stochastic Environmental Research and Risk Assessment, 18(2), 61-66. DOI. 10.1007/s00477–003–0124–x

Zhang, L., & Singh, V. P. (2006). Bivariate flood frequency analysis using the Copula method. Journal of Hydrologic Engineering, 11(2), 150-164. DOI: 10.1061/(ASCE)1084–0699(2006)11:2(150)

Zhang, L., & Singh, V. P. (2007). Trivariate flood frequency analysis using the Gumbel-Hougaard Copula. Journal of Hydrologic Engineering, 12(4), 431-439. DOI: 10.1061/(ASCE)1084–0699(2007)12:4(431)

Zhang, L., & Singh, V. P. (2019). Chapter 3. Copulas and their properties. Chapter 11. Flood frequency analysis. In: Copulas and their applications in water resources engineering (pp. 62-122, 396-440). Cambridge, UK: Cambridge University Press.

Published

2024-03-01

How to Cite

Campos-Aranda, D. F. (2024). Bivariate frequencies analysis of annual floods through practical approach of the Copula functions. Tecnología Y Ciencias Del Agua, 15(2), 01–56. https://doi.org/10.24850/j-tyca-15-02-01

Most read articles by the same author(s)

1 2 3 4 > >>