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Multivariate Frequency Analysis of Meteorological Drought Using Copula

Author

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  • Lamneithem Hangshing

    (Deemed University)

  • Parmendra P. Dabral

    (Deemed University)

Abstract

The multivariate frequency analysis of droughts for Agartala (India) was carried out in the present study. The meteorological drought was modelled using Standardised Precipitation Index(SPI) at the time scale of 1, 3, 6 and 12 months. Three droughts variables i.e., duration, severity, interval were determined for SPI at the time scale of 1, 3, 6 and 12 months. For the construction of bivariate and trivariate joint distributions Archimedean and metaelliptical copulas were used. Upper tail dependence test was also carried out. The best copula was selected based on minimum value Akaike’s information criteria (AIC)) and Schwarz information criterion(SIC). The drought risk was estimated using joint probabilities and return period for the study area.

Suggested Citation

  • Lamneithem Hangshing & Parmendra P. Dabral, 2018. "Multivariate Frequency Analysis of Meteorological Drought Using Copula," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(5), pages 1741-1758, March.
    • Handle: RePEc:spr:waterr:v:32:y:2018:i:5:d:10.1007_s11269-018-1901-0
    DOI: 10.1007/s11269-018-1901-0
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    References listed on IDEAS

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    1. Frahm, Gabriel & Junker, Markus & Schmidt, Rafael, 2005. "Estimating the tail-dependence coefficient: Properties and pitfalls," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 80-100, August.
    2. J. Shiau, 2006. "Fitting Drought Duration and Severity with Two-Dimensional Copulas," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 20(5), pages 795-815, October.
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    4. George Tsakiris & Nikos Kordalis & Dimitris Tigkas & Vasileios Tsakiris & Harris Vangelis, 2016. "Analysing Drought Severity and Areal Extent by 2D Archimedean Copulas," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(15), pages 5723-5735, December.
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    Cited by:

    1. Liping Wang & Xingnan Zhang & Shufang Wang & Mohamed Khaled Salahou & Yuanhao Fang, 2020. "Analysis and Application of Drought Characteristics Based on Theory of Runs and Copulas in Yunnan, Southwest China," IJERPH, MDPI, vol. 17(13), pages 1-17, June.
    2. Elaheh Motevali Bashi Naeini & Ali Mohammad Akhoond-Ali & Fereydoun Radmanesh & Jahangir Abedi Koupai & Shahrokh Soltaninia, 2021. "Comparison of the Calculated Drought Return Periods Using Tri-variate and Bivariate Copula Functions Under Climate Change Condition," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(14), pages 4855-4875, November.

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