Modeling Dependence in Hydrological Frequency Analysis using Copula

XU Yueping; TONG Yangbin; XU Xiao

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Modeling Dependence in Hydrological Frequency Analysis using Copula

XU Yueping * #,TONG Yangbin #,XU Xiao

Institute of Hydrology and Water Resources Department of Civil Engineering, Zhejiang University, Hangzhou, 310058

*Correspondence author

#Submitted by

Subject:

Funding: the International Science and Technology Cooperation Program of China（No.2010DFA24320）, Doctoral Fund of Ministry of Education of China （No.200803351029）

Opened online: 6 January 2012

Accepted by: none

Citation: XU Yueping,TONG Yangbin,XU Xiao.Modeling Dependence in Hydrological Frequency Analysis using Copula[OL]. [ 6 January 2012] http://en.paper.edu.cn/en_releasepaper/content/4457093

Although the importance of multivariate analysis has already been recognized, dependences among different variables are often ignored due to the complexity of problem. It is known that doing so may induce great modeling risk that potentially exist, and will jeopardize the successive hydrosystem analysis, design and management. In this paper, the copula approach is proposed to model the dependence among rainfall data of different durations. Several well-known copulas are chosen and compared, among which the Gaussian copula is found to be the best one. In the meanwhile, rainfall data is simulated using the copula approach and it is found out that the simulated rainfall data preserve quite well the statistical characteristics of actual data.

Keywords:Water resouces protection; Copula; Dependence modeling; Multivariate analysis; Puyang River

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