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Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica

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  • Gómez, M.
  • Ausín Olivera, María Concepción
  • Domínguez, M. C.

Abstract

Modelling glacier discharge is an important issue in hydrology and climate research. Glaciers represent a fundamental water resource when melting of snow contributes to runoff. Glaciers are also studied as natural global warming sensors. GLACKMA association has implemented one of their Pilot Experimental Watersheds at the King George Island in the Antarctica which records values of the liquid discharge from Collins glacier. In this paper, we propose the use of time-varying copula models for analyzing the relationship between air temperature and glacier discharge, which is clearly non constant and non linear through time. A seasonal copula model is defined where both the marginal and copula parameters vary periodically along time following a seasonal dynamic. Full Bayesian inference is performed such that the marginal and copula parameters are estimated in a one single step, in contrast with the usual twostep approach. Bayesian prediction and model selection is also carried out for the proposed model such that Bayesian credible intervals can be obtained for the conditional glacier discharge given a value of the temperature at any given time point. The proposed methodology is illustrated using the GLACKMA real data where there is, in addition, a hydrological year of missing discharge data which were not possible to measure accurately due to hard meteorological conditions.

Suggested Citation

  • Gómez, M. & Ausín Olivera, María Concepción & Domínguez, M. C., 2015. "Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica," DES - Working Papers. Statistics and Econometrics. WS ws1513, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Handle: RePEc:cte:wsrepe:ws1513
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    References listed on IDEAS

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    1. Aas, Kjersti & Czado, Claudia & Frigessi, Arnoldo & Bakken, Henrik, 2009. "Pair-copula constructions of multiple dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 182-198, April.
    2. Patton, Andrew J., 2012. "A review of copula models for economic time series," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 4-18.
    3. A. Bers & Fernando Momo & Irene Schloss & Doris Abele, 2013. "Analysis of trends and sudden changes in long-term environmental data from King George Island (Antarctica): relationships between global climatic oscillations and local system response," Climatic Change, Springer, vol. 116(3), pages 789-803, February.
    4. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    5. Cong, Rong-Gang & Brady, Mark, 2012. "The Interdependence between Rainfall and Temperature: Copula Analyses," MPRA Paper 112149, University Library of Munich, Germany.
    6. Ausin, M. Concepcion & Lopes, Hedibert F., 2010. "Time-varying joint distribution through copulas," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2383-2399, November.
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    Cited by:

    1. Gómez Díaz, Mario & Ausín Olivera, María Concepción & Domínguez, M. Carmen, 2016. "Vine copula models for predicting water flow discharge at King George Island, Antarctica," DES - Working Papers. Statistics and Econometrics. WS 23812, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Salaheddine El Adlouni, 2018. "Quantile regression C-vine copula model for spatial extremes," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 94(1), pages 299-317, October.

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