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Characterisation of Drought Properties with Bivariate Copula Analysis

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  • Fadhilah Yusof
  • Foo Hui-Mean
  • Jamaludin Suhaila
  • Zulkifli Yusof

Abstract

Drought severity and duration are usually modelled independently. However, these two characteristics are known to be related. To model this relationship, a joint distribution of drought severity and duration using a bivariate copula model is proposed and applied to daily rainfall data (1976–2007) of 30 rain gauge stations in Peninsular Malaysia. The drought characteristics are classified using the standardized precipitation index (SPI) and their univariate marginal distributions are further identified by fitting exponential, gamma, generalized extreme value, generalized gamma, generalized logistics, generalized pareto, gumbel max, gumbel min, log-logistic, log-pearson3, log-normal, normal, pearson 5, pearson 6 and weibull distributions. The three-parameter log-normal distribution is identified as the best fitting distribution for drought severity while the generalized pareto distribution is determined as the most appropriate distribution for drought duration with respect to the application of the Anderson-Darling procedure. The dependency among the drought properties is analysed using Kendall’s τ method. The maximum likelihood estimation of the univariate marginal distributions and the maximisation of the bivariate likelihood are employed to compute the Akaike Information Criterion (AIC) values in verifying the best fitting copula distribution. The Galambos distribution is recognised as the most appropriate copula distribution for describing the relationship between drought severity and duration. The conditional drought probability and drought return period are further described to explain the drought properties comprehensively. The probabilities of drought occurrences under certain circumstances with a specific seriousness or duration can be determined in order to verify the possibility of drought episodes. The return period of a recurrent drought has also been investigated to identify the time-interval for repeated drought occurrences under similar situation. Copyright Springer Science+Business Media Dordrecht 2013

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  • Fadhilah Yusof & Foo Hui-Mean & Jamaludin Suhaila & Zulkifli Yusof, 2013. "Characterisation of Drought Properties with Bivariate Copula Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(12), pages 4183-4207, September.
    • Handle: RePEc:spr:waterr:v:27:y:2013:i:12:p:4183-4207
    DOI: 10.1007/s11269-013-0402-4
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    9. Poulomi Ganguli & M. Reddy, 2012. "Risk Assessment of Droughts in Gujarat Using Bivariate Copulas," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 26(11), pages 3301-3327, September.
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    15. Abdol Rassoul Zarei & Mohammad Mehdi Moghimi & Mohammad Reza Mahmoudi, 2016. "Parametric and Non-Parametric Trend of Drought in Arid and Semi-Arid Regions Using RDI Index," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(14), pages 5479-5500, November.
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