Simulation of the occurrence of drought events via copulas
ABSTRACT This study presents a method based on Archimedean and Gaussian copulas to simulate the occurrence of hydrological droughts. The droughts were characterized by theory of runs for four threshold levels and six univariate probability distributions were evaluated to represent the probabilistic...
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| Format: | Article |
| Language: | English |
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Associação Brasileira de Recursos Hídricos
2020-01-01
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| Series: | Revista Brasileira de Recursos Hídricos |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S2318-03312020000100206&tlng=en |
| _version_ | 1819285060111564800 |
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| author | Rogério de Almeida Paulo Sérgio Franco Barbosa |
| author_facet | Rogério de Almeida Paulo Sérgio Franco Barbosa |
| author_sort | Rogério de Almeida |
| collection | DOAJ |
| description | ABSTRACT This study presents a method based on Archimedean and Gaussian copulas to simulate the occurrence of hydrological droughts. The droughts were characterized by theory of runs for four threshold levels and six univariate probability distributions were evaluated to represent the probabilistic behavior of their severities and durations. The Akaike Information Criterion was used to select the better univariate probabilistic models, while their hypotheses of goodness-of-fit to the historical data were evaluated by Kolmogorov-Smirnov test. Based on the univariate probability distributions of severities and durations, Archimedean and Gaussian copulas were used in the bivariate analysis of the drought events. The proposed method proves to be a useful tool to simulate the occurrence of drought events, preserving the laws of probability of the severities and durations and the dependency between both. |
| first_indexed | 2024-12-24T01:57:16Z |
| format | Article |
| id | doaj.art-1a407f25206e4c7eaa193f6e2ae3775d |
| institution | Directory Open Access Journal |
| issn | 2318-0331 |
| language | English |
| last_indexed | 2024-12-24T01:57:16Z |
| publishDate | 2020-01-01 |
| publisher | Associação Brasileira de Recursos Hídricos |
| record_format | Article |
| series | Revista Brasileira de Recursos Hídricos |
| spelling | doaj.art-1a407f25206e4c7eaa193f6e2ae3775d2022-12-21T17:21:33ZengAssociação Brasileira de Recursos HídricosRevista Brasileira de Recursos Hídricos2318-03312020-01-012510.1590/2318-0331.252020180182Simulation of the occurrence of drought events via copulasRogério de Almeidahttps://orcid.org/0000-0002-0469-3233Paulo Sérgio Franco BarbosaABSTRACT This study presents a method based on Archimedean and Gaussian copulas to simulate the occurrence of hydrological droughts. The droughts were characterized by theory of runs for four threshold levels and six univariate probability distributions were evaluated to represent the probabilistic behavior of their severities and durations. The Akaike Information Criterion was used to select the better univariate probabilistic models, while their hypotheses of goodness-of-fit to the historical data were evaluated by Kolmogorov-Smirnov test. Based on the univariate probability distributions of severities and durations, Archimedean and Gaussian copulas were used in the bivariate analysis of the drought events. The proposed method proves to be a useful tool to simulate the occurrence of drought events, preserving the laws of probability of the severities and durations and the dependency between both.http://www.scielo.br/scielo.php?script=sci_arttext&pid=S2318-03312020000100206&tlng=enDroughtsHydrological droughtsArchimedean copulasGaussian copulaTheory of runsFrequency analysis |
| spellingShingle | Rogério de Almeida Paulo Sérgio Franco Barbosa Simulation of the occurrence of drought events via copulas Revista Brasileira de Recursos Hídricos Droughts Hydrological droughts Archimedean copulas Gaussian copula Theory of runs Frequency analysis |
| title | Simulation of the occurrence of drought events via copulas |
| title_full | Simulation of the occurrence of drought events via copulas |
| title_fullStr | Simulation of the occurrence of drought events via copulas |
| title_full_unstemmed | Simulation of the occurrence of drought events via copulas |
| title_short | Simulation of the occurrence of drought events via copulas |
| title_sort | simulation of the occurrence of drought events via copulas |
| topic | Droughts Hydrological droughts Archimedean copulas Gaussian copula Theory of runs Frequency analysis |
| url | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S2318-03312020000100206&tlng=en |
| work_keys_str_mv | AT rogeriodealmeida simulationoftheoccurrenceofdroughteventsviacopulas AT paulosergiofrancobarbosa simulationoftheoccurrenceofdroughteventsviacopulas |