• Title/Summary/Keyword: Bivariate frequency analysis

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Tail dependence of Bivariate Copulas for Drought Severity and Duration

  • Lee, Tae-Sam;Modarres, Reza;Ouarda, Taha B.M.J.
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.571-575
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    • 2010
  • Drought is a natural hazard with different properties that are usually dependent to each other. Therefore, a multivariate model is often used for drought frequency analysis. The Copula based bivariate drought severity and duration frequency analysis is applied in the current study in order to show the effect of tail behavior of drought severity and duration on the selection of a copula function for drought bivariate frequency analysis. Four copula functions, namely Clayton, Gumbel, Frank and Gaussian, were fitted to drought data of four stations in Iran and Canada in different climate regions. The drought data are calculated based on standardized precipitation index time series. The performance of different copula functions is evaluated by estimating drought bivariate return periods in two cases, [$D{\geq}d$ and $S{\geq}s$] and [$D{\geq}d$ or $S{\geq}s$]. The bivariate return period analysis indicates the behavior of the tail of the copula functions on the selection of the best bivariate model for drought analysis.

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Evaluation of Flood Events Considering Correlation between Flood Event Attributes (홍수사상 요소의 상관성을 고려한 홍수사상의 평가)

  • Lee, Jeong Ho;Yoo, Ji Young;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.3B
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    • pp.257-267
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    • 2010
  • A flood event can be characterized by three attributes such as peak discharge, total flood volume, and flood duration, which are correlated each other. However, the amount of peak discharge is only used to evaluate the flood events for the hydrological plan and design. The univariate analysis has a limitation in describing the complex probability behavior of flood events. Thus, the univariate analysis cannot derive satisfying results in flood frequency analysis. This study proposed bivariate flood frequency analysis methods for evaluating flood events considering correlations among attributes of flood events. Parametric distributions such as Gumbel mixed model and bivariate gamma distribution, and a non-parametric model using a bivariate kernel function were introduced in this study. A time series of annual flood events were extracted from observations of inflow to the Soyang River Dam and the Daechung Dam, respectively. The joint probability distributions and return periods were derived from the relationship between the amount of peak discharge and the total volume of flood runoff. Applicabilities of bivariate flood frequency analysis were examined by comparing the return period acquired from the proposed bivariate analyses and the conventional univariate analysis.

Derived I-D-F Curve in Seoul Using Bivariate Precipitation Frequency Analysis (이변량 강우 빈도해석을 이용한 서울지역 I-D-F 곡선 유도)

  • Kwon, Young-Moon;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.2B
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    • pp.155-162
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    • 2009
  • Univariate frequency analyses are widely used in practical hydrologic design. However, a storm event is usually characterized by amount, intensity, and duration of the storm. To fully understand these characteristics and to use them appropriately in hydrologic design, a multivariate statistical approach is necessary. This study applied a Gumbel mixed model to a bivariate storm frequency analysis using hourly rainfall data collected for 46 years at the Seoul rainfall gauge station in Korea. This study estimated bivariate return periods of a storm such as joint return periods and conditional return periods based on the estimation of joint cumulative distribution functions of storm characteristics. These information on statistical behaviors of a storm can be of great usefulness in the analysis and assessment of the risk associated with hydrologic design problems.

Evaluation of Flood Severity Using Bivariate Gumbel Mixed Model (이변량 Gumbel 혼합모형을 이용한 홍수심도 평가)

  • Lee, Jeong-Ho;Chung, Gun-Hui;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.42 no.9
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    • pp.725-736
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    • 2009
  • A flood event can be defined by three characteristics; peak discharge, total flood volume, and flood duration, which are correlated each other. However, a conventional flood frequency analysis for the hydrological plan, design, and operation has focused on evaluating only the amount of peak discharge. The interpretation of this univariate flood frequency analysis has a limitation in describing the complex probability behavior of flood events. This study proposed a bivariate flood frequency analysis using a Gumbel mixed model for the flood evaluation. A time series of annual flood events was extracted from observations of inflow to the Soyang River Dam and the Daechung Dam, respectively. The joint probability distribution and return period were derived from the relationship between the amount of peak discharge and the total volume of flood runoff. The applicability of the Gumbel mixed model was tested by comparing the return periods acquired from the proposed bivariate analysis and the conventional univariate analysis.

Probabilistic Analysis of Independent Storm Events: 2. Return Periods of Storm Events (독립호우사상의 확률론적 해석 : 2. 호우사상의 재현기간)

  • Yoo, Chul-Sang;Park, Min-Kyu
    • Journal of the Korean Society of Hazard Mitigation
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    • v.11 no.2
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    • pp.137-146
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    • 2011
  • In this study, annual maximum storm events are evaluated by applying the bivariate extremal distribution. Rainfall quantiles of probabilistic storm event are calculated using OR case joint return period, AND case joint return period and interval conditional joint return period. The difference between each of three joint return periods was explained by the quadrant which shows probability calculation concept in the bivariate frequency analysis. Rainfall quantiles under AND case joint return periods are similar to rainfall depths in the univariate frequency analysis. The probabilistic storm events overcome the primary limitation of conventional univariate frequency analysis. The application of these storm event analysis provides a simple, statistically efficient means of characterizing frequency of extreme storm event.

Probability Distribution of Rainfall Events Series with Annual Maximum Continuous Rainfall Depths (매년최대 연속강우량에 따른 강우사상 계열의 확률분포에 관한 연구)

  • 박상덕
    • Water for future
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    • v.28 no.2
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    • pp.145-154
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    • 1995
  • The various analyses of the historical rainfall data need to be utilized in a hydraulic engineering project. The probability distributions of the rainfall events according to annual maximum continuous rainfall depths are studied for the hydrologic frequency analysis. The bivariate normal distribution, the bivariate lognormal distribution, and the bivariate gamma distribution are applied to the rainfall events composed of rainfall depths and its durations at Kangnung, Seoul, Incheon, Chupungnyung, Teagu, Jeonju, Kwangju, and Busan. These rainfall events are fitted to the the bivariate normal distribution and the bivariate lognormal distribution, but not fitted to the bivariate gamma distribution. Frequency curves of probability rainfall events are suggested from the probability distribution selected by the goodness-of-fit test.

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Estimation of drought risk through the bivariate drought frequency analysis using copula functions (코플라 함수를 활용한 이변량 가뭄빈도해석을 통한 우리나라 가뭄 위험도 산정)

  • Yu, Ji Soo;Yoo, Ji Young;Lee, Joo-Heon;Kim, Tea-Woong
    • Journal of Korea Water Resources Association
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    • v.49 no.3
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    • pp.217-225
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    • 2016
  • The drought is generally characterized by duration and severity, thus it is required to conduct the bivariate frequency analysis simultaneously considering the drought duration and severity. However, since a bivariate joint probability distribution function (JPDF) has a 3-dimensional space, it is difficult to interpret the results in practice. In order to suggest the technical solution, this study employed copula functions to estimate an JPDF, then developed conditional JPDFs on various drought durations and estimated the critical severity corresponding to non-exceedance probability. Based on the historical severe drought events, the hydrologic risks were investigated for various extreme droughts with 95% non-exceedance probability. For the drought events with 10-month duration, the most hazardous areas were decided to Gwangju, Inje, and Uljin, which have 1.3-2.0 times higher drought occurrence probabilities compared with the national average. In addition, it was observed that southern regions were much higher drought prone areas than northern and central areas.

Bivariate Rainfall Frequency Analysis and Rainfall-runoff Analysis for Independent Rainfall Events (독립 호우사상에 대한 이변량 강우빈도해석 및 강우-유출해석)

  • Park, Cheol-Soon;Yoo, Chul-Sang;Jun, Chang-Hyun
    • Journal of Korea Water Resources Association
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    • v.45 no.7
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    • pp.713-727
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    • 2012
  • In this study, the bivariate frequency analysis of the independent annual rainfall event series was done to be used for the runoff analysis, whose results were also compared with those from the conventional univariate frequency analysis. This study was applied to three differently-sized basins such as the Joongryang Stream, Chunggye Stream, and Ooyi Stream. The Clark model was used as the runoff model, and the SCS method was applied for the calculation of the effective rainfall. The alternating block method and the Huff method were considered to be compared for the temporal distribution of rainfall event. Summarizing the results are as follows. (1) The difference between the univariate and bivariate frequency analysis results were large when the rainfall duration was short, but significantly decreased as the rainfall duration increased. The univariate frequency analysis results were bigger when the rainfall duration was short, but smaller in opposite case. (2) The peak flow derived by applying the alternating block method was bigger than that by the Huff method. Also, the peak flow when applying the alternating block method increased as the rainfall duration increased, but converged smoothly around the rainfall duration of 24 hours. (3) For the Joongryang Stream, when applying the Huff method, the peak flow derived for the bivariate frequency analysis was bigger than that for the univariate case, but for the other two basins, the results were opposite. When applying the alternating block method, the results were consistent for all three basins that the peak flow derived by applying the bivariate frequency analysis was bigger than those by the univariate frequency analysis.

Drought assessment by bivariate frequency analysis using standardized precipitation index and precipitation deficit: focused on Han river basin (표준강수지수와 강수 부족량을 이용한 이변량 가뭄빈도해석: 한강유역을 중심으로)

  • Kwon, Minsung;Sung, Jang Hyun;Kim, Tae-Woong;Ahn, Jaehyun
    • Journal of Korea Water Resources Association
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    • v.51 no.10
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    • pp.875-886
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    • 2018
  • This study evaluated drought severity by bivariate frequency analysis using drought magnitude and precipitation deficit. A drought event was defined by Standardized Precipitation Index (SPI) and the precipitation deficit was estimated using reference precipitation corresponding to the SPI -1. In previous studies, drought magnitude and duration were used for bivariate frequency analysis. However, since these two variables have a largely linear relationship, extensibility of drought information is not great compared to the univariate frequency analysis for each variable. In the case of drought in 2015, return periods of 'drought magnitude-precipitation deficit' in the Seoul, Yangpyeong, and Chungju indicated severe drought over 300 years. However, the result of 'drought magnitude-duration' showed a significant difference by evaluating the return period of about 10, 50, and 50 years. Although a drought including the rainy season was seriously lacking in precipitation, drought magnitude did not adequately represent the severity of the absolute lack of precipitation. This showed that there is a limit to expressing the actual severity of drought. The results of frequency analysis for 'drought magnitude-precipitation deficit' include the absolute deficit of precipitation information, so which could consider being a useful indicator to cope with drought.

A development of Bayesian Copula model for a bivariate drought frequency analysis (이변량 가뭄빈도해석을 위한 Bayesian Copula 모델 개발)

  • Kim, Jin-Young;Kim, Jin-Guk;Cho, Young-Hyun;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.50 no.11
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    • pp.745-758
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    • 2017
  • The copula-based models have been successfully applied to hydrological modeling including drought frequency analysis and time series modeling. However, uncertainty estimation associated with the parameters of these model is not often properly addressed. In these context, the main purposes of this study are to develop the Bayesian inference scheme for bivariate copula functions. The main applications considered are two-fold: First, this study developed and tested an approach to copula model parameter estimation within a Bayesian framework for drought frequency analysis. The proposed modeling scheme was shown to correctly estimate model parameters and detect the underlying dependence structure of the assumed copula functions in the synthetic dataset. The model was then used to estimate the joint return period of the recent 2013~2015 drought events in the Han River watershed. The joint return period of the drought duration and drought severity was above 100 years for many of stations. The results obtained in the validation process showed that the proposed model could effectively reproduce the underlying distribution of observed extreme rainfalls as well as explicitly account for parameter uncertainty in the bivariate drought frequency analysis.