Trivariate flood frequency analysis (Q, V, D) through Copula Functions

Authors

DOI:

https://doi.org/10.24850/j-tyca-2024-05-02

Keywords:

Copula functions, Kendall's tau ratio, observed dependence, symmetric multivariate Copula Functions, asymmetric trivariate Copula Functions, joint return periods, design events

Abstract

The trivariate flood frequencies analysis, of the maximum flow (Q), the runoff volume (V) and the total duration (D), allows to estimate with greater accuracy the Hydrograph of the Design Flood. To process available joint annual records of Q and V, it was proposed to estimate D as the duration of the Gamma hydrograph up to 0.1 % of Q. Then, each record of Q, V and D is searched for its ideal probability distribution to obtain the marginal functions. Next, the Copula Function (CF) that best represents the joint variables Q-V, Q-D and V-D is adopted. For these searches and the subsequent trivariates, we worked with the CFs of Clayton, Frank, Gumbel-Hougaard and Joe. In both cases, the selection of the best CF is based on the fit errors between the empirical and theoretical probabilities. For the triads of data Q, V, and D, the symmetrical and asymmetrical best–fit CFs of the four families mentioned were sought. Next, the joint return periods of type OR, AND and Kendall are calculated. The latter allow the estimation of the design events of Q, V and D. The trivariate frequency analysis is described for the 55 annual floods of the La Cuña hydrometric station of the Hydrological Region No. 12-3 (Santiago River), Mexico. Finally, the conclusions are formulated, which highlight the simplicity of the trivariate frequency analysis, when performed with CF.

References

AghaKouchak, A., Sellars, S., & Sorooshian, S. (2013). Chapter 6. Methods of tail dependence estimation. In: AghaKouchak, A., Easterling, D., Hsu, K., Schubert; S., & Sorooshian, S. (eds.). Extremes in a changing climate (pp. 163-179). Dordrecht, The Netherlands: Springer.

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.

Aldama-Rodríguez, A. A., & Ramírez–Orozco, A. I. (1998). Parametrización de hidrogramas mediante interpolantes hermitianos. Ingeniería Hidráulica en México, 13(3), 19-28.

Barbe, P., Genest, C., Ghoudi, K., & Rémillard, B. (1996). On Kendall’s Process. Journal of Multivariate Analysis, 58(2), 197-229.

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.

Box, M. J. (1965). A new method of constrained optimization and a comparison with other methods. Computer Journal, 8(1), 42-52.

Bunday, B. D. (1985). Theme 6.2. The Complex method. In: Basic optimisation methods (pp. 98-106). London, England: Edward Arnold publishers, Ltd.

Campos-Aranda, D. F. (2024). Análisis de frecuencias bivariado de Crecientes Anuales mediante enfoque práctico de las funciones Cópula. Tecnología y ciencias del agua, 15(2), 1-56. DOI: 10.24850/j-tyca-15-02-01

Campos-Aranda, D. F. (2003). Capítulo 7. Integración numérica y Capítulo 9. Optimización numérica. En: Introducción a los métodos numéricos: software en Basic y aplicaciones en hidrología superficial (pp. 137-153, 172-211). San Luis Potosí, México: Editorial Universitaria Potosina.

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, and Chapter 3. Copula–based Flood Frequency Analysis. 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.

Davis, P. J. (1972). Chapter 6. Gamma Function and related functions. In: Abramowitz, M., & Stegun, I. A. (eds.). Handbook of mathematical functions (pp. 253-296). New York, USA: iDover Publications.

Davis, P. J., & Polonsky, I. (1972). Chapter 25. Numerical interpolation, differentiation and integration. In: Abramowitz, M., & Stegun, I. A. (eds.). Handbook of mathematical functions (pp. 875-926). New York, USA: Dover Publications.

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 (pp. 30.1–30.10), 2nd ed. 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. DOI: 10.1061/(ASCE)0733–9429(1998)124:2(146)

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

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

Grimaldi, S., & Serinaldi, F. (2006b). Asymmetric copula in multivariate flood frequency analysis. Advances in Water Resources, 29(8), 1155-1167. DOI: 10.1016/j.advwatres.2005.09.005

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.

Joe, H. (1993). Parametric families of multivariate distributions with given margins. Journal of Multivariate Analysis, 46(2), 262-282.

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

Ma, M., Song, S., Ren, L., Jiang, S., & Song, J. (2013). Multivariate drought characteristics using trivariate Gaussian and Student t copulas. Hydrological Processes, 27(8), 1175-1190. DOI: 10.1002/hyp.8432

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

Nelsen, R. B. (2006). Chapter 2. Definitions and Basic Properties. In: An introduction to Copulas (pp. 7-49), 2nd ed. New York, USA: Springer Series in Statistics.

Nieves, A., & Domínguez, F. C. (1998). Secciones 6.2 y 6.3. Cuadratura de Gauss e Integrales múltiples (pp. 416-434). En: Métodos numéricos aplicados a la Ingeniería. México, DF, México: Compañía Editorial Continental.

Ponce, V. M. (1989). Section 2.4. Runoff. In: Engineering hydrology. principles and practices (pp. 62-84). Englewood Cliffs, USA: Prentice Hall.

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). Theme 1.8. Tests on hydrologic data. In: Flood frequency analysis (pp. 12-21). Boca Raton, USA: CRC Press.

Salvadori, G., De Michele, C., Kottegoda, N. T., & Rosso, R. (2007). Chapter 3. Bivariate analysis via Copulas and Appendix C. Families of Copulas. In: Extremes in Nature. An approach using Copulas (pp. 131-175, 233-269). Dordrecht, The Netherlands: Springer.

Salvadori, G., De Michele, C., & Durante, F. (2011). On the return period and design in a multivariate framework. Hydrology and Earth System Sciences, 15(11), 3293-3305. DOI: 10.5194/hess–15–3293–2011

Salvadori, G., & De Michele, C. (2007). On the use of Copulas in Hydrology: Theory and Practice. Journal of Hydrologic Engineering, 12(4), 369-380. DOI: 10.1061/(ASCE)1084–0699(2007)12:4(369)

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

Serinaldi, F. (2015). Dismissing return periods! Stochastic Environmental Research and Risk Assessment, 29(4), 1179-1189. DOI: 10.1007/s00477–014–0916–1

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. DOI: 10.1111/j.1752–1688–2006.tb06020.x

Snider, D. (1972). Chapter 16. Hydrographs. In: National Engineering Handbook, Section 4: Hydrology (pp. 16.1-16.26). Washington, DC, USA: Soil Conservation Service, U. S. Department of Agriculture.

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.

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

Xu, C., Yin, J., Guo, S., Liu, Z., & Hong, X. (2016). Deriving design flood hydrograph based on conditional distribution: A case study of Danjiangkou reservoir in Hanjiang basin. Mathematical Problems in Engineering, 2016 (4319646), 1-16. DOI: 10.1155/2016/4319646

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

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 and Chapter 4. Symmetric Archimedean copulas. In: Copulas and their applications in water resources engineering (pp. 62-122, 123-171). Cambridge, United Kingdom. Cambridge University Press.

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)

Published

2024-09-01

How to Cite

Campos-Aranda, D. F. (2024). Trivariate flood frequency analysis (Q, V, D) through Copula Functions. Tecnología Y Ciencias Del Agua, 15(5), 65–132. https://doi.org/10.24850/j-tyca-2024-05-02

Most read articles by the same author(s)

1 2 3 4 > >>