Skip to main content

Flood Frequency Analysis Based on Gaussian Copula

  • Conference paper
  • First Online:
ISFRAM 2015

Abstract

Flood duration, volume, and peak flow are important considerations in flood risk analysis and management of hydraulic structures. The conventional flood frequency analysis assumed that the marginal distribution functions of flood parameters follow a certain pattern. However, such assumption is impractical because a flood event is multivariate and the flood parameter distributions can be different. These discrepancies were addressed using bivariate joint distributions and Copula function which allow flood parameters having different marginal distributions to be analyzed simultaneously. The analysis used hourly stream flow data for 45 years recorded at the Rantau Panjang gauging station on the Johor River in Malaysia. It was found that flood duration and volume are best fitted by the generalized extreme value distribution while peak flow by the Generalized Pareto. Inference function for margin (IFM) method was applied to model the joint distributions of correlated flood variables for each pair and the results showed that all the calculated θ values were in acceptable range of Gaussian Copula. By horizontally cutting the joint cumulative distribution function (CDF), a set of contour lines were obtained for Gaussian Copula which represented the occurrence probabilities for the joint variables. Also the joint return period for pair of flood variables was calculated.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 89.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 119.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Almedeij J (2002) Modeling rainfall variability over urban areas: a case study for Kuwait. Sci World J 2012:8, Article ID. 980738. doi:10.1100/2012/980738

    Google Scholar 

  2. Goodarzi E, Mirzaei M, Ziaei M (2012) Evaluation of dam overtopping risk based on univariate and bivariate flood frequency analyses. Rev Can Genie Civ 39(4):374–387. doi:10.1007/978-94-007-5851-3_6

    Article  Google Scholar 

  3. Goodarzi E, Ziaei M, Shu LT (2013) Evaluation of dam overtopping risk based on univariate frequency analysis. In: Introduction to risk and uncertainty in hydrosystem engineering. Springer, Netherlands, pp 101–121

    Google Scholar 

  4. Goodarzi E, Shui LT, Ziaei M (2014) Risk and uncertainty analysis for dam overtopping-case study: the Doroudzan Dam, Iran. J Hydro-Environ Res 8(1):50–61. doi:10.1016/j.jher.2013.02.001

    Article  Google Scholar 

  5. Zhang L, Singh VP (2012) Bivariate rainfall and runoff analysis using entropy and Copula theories. Entropy 14(9):1784–1812. doi:10.3390/e14091784

    Article  Google Scholar 

  6. Requena AI, Mediero L, Garrote L (2013) Bivariate return period based on Copulas for hydrologic dam design: comparison of theoretical and empirical approach. Hydrol Earth Syst Sci Dis 10(1):557–596. doi:10.5194/hessd-10-557-2013

    Article  Google Scholar 

  7. Salvadori G, Michele CD (2013) Multivariate extreme value methods. In: Extremes in a changing climate. Springer, Netherlands, pp. 115–162

    Google Scholar 

  8. Chen LS, Tzeng IS, Lin CT (2013) Bivariate generalized gamma distributions of Kibble’s type. Statistics, (ahead-of-print), 48(4). doi:10.1080/02331888.2012.760092

    Google Scholar 

  9. Sklar A (1959) Fonction de répartition à n dimensions et leurs marges. Publications de L’ Institute de Statistique. Université de Paris. vol 8, pp 229–231

    Google Scholar 

  10. Nelsen R (1999) An introduction to Copulas. Springer, New York

    Book  Google Scholar 

  11. Kao SC, Chang NB (2011) Copula-based flood frequency analysis at ungauged basin confluences: Nashville, Tennessee. J Hydrol Eng 17(7):790–799. doi:10.1061/(ASCE)HE.1943-5584.0000477

    Article  Google Scholar 

  12. Chebana F, Dabo NS, Ouarda TBMJ (2012) Exploratory functional flood frequency analysis and outlier detection. Water Resour Res 48(4):W04514. doi:10.1029/2011WR011040

    Article  Google Scholar 

  13. Reddy MJ, Ganguli P (2012) Bivariate flood frequency analysis of upper Godavari River flows using Archimedean Copulas. Water Resour Manage 26(14):3995–4018. doi:10.1007/s11269-012-0124-z

    Article  Google Scholar 

  14. Zhang L, Singh VP (2006) Bivariate flood frequency analysis using the Copula method. J Hydrol Eng ASCE 11(2):150–164. doi:10.1061/(ASCE)1084-0699(2006)11:2(150)

    Article  Google Scholar 

  15. Grimaldi S, Serinaldi F (2006) Design hyetographs analysis with 3-Copula function. Hydrol Sci J 51(2):223–238. doi:10.1623/hysj.51.2.223

    Article  Google Scholar 

  16. Lee SH, Deng P, Lee EJ (2013) Analysis of multiple myeloma life expectancy using Copula. Int J Stat Probab 2(1):44. doi:10.5539/ijsp.v2n1p44

    Article  Google Scholar 

  17. Swanepoel JWH, Allison JS (2013) Some new results on the empirical Copula estimator with applications. Statist Probab Lett 83(7):1731–1739. doi:10.1016/j.spl.2013.03.027

    Article  Google Scholar 

  18. Cao C, Kobayashi M (2013) Testing for single against competing risks models in survival analysis. Soc Sci Res Netw. doi:10.2139/ssrn.2202152

    Google Scholar 

  19. Zhang L, Duan B (2013) Extensions of the notion of overall comonotonicity to partial comonotonicity. Insur Math Econo 52(3):457–464. doi:10.1016/j.insmatheco.2013.01.009

    Article  Google Scholar 

  20. Cossette H, Côté MP, Marceau E, Moutanabbir K (2013) Multivariate distribution defined with Farlie-Gumbel-Morgenstern Copula and mixed Erlang marginals: aggregation and capital allocation. Insur Math Econ 52(3):560–572. doi:10.1016/j.insmatheco.2013.03.006

    Article  Google Scholar 

  21. Lim KG (2013) Choice of Copulas in explaining stock market contagion. In: Uncertainty analysis in econometrics with applications. Springer, Berlin, pp 129–140

    Google Scholar 

  22. Salazar Y, Ng WL (2013) Nonparametric tail Copula estimation: an application to stock and volatility index returns. Commun Statist Simul Comput 42(3):613–635. doi:10.1080/03610918.2011.650256

    Article  Google Scholar 

  23. Hewlett JD, Hibbert AR (1967) Factors affecting the response of small watersheds to precipitation in humid areas. For Hydrol 1:275–290

    Google Scholar 

  24. Yusop Z, Douglas I, Nik AR (2006) Export of dissolved and undissolved nutrients from forested catchments in Peninsular Malaysia. For Ecol Manage 224(1):26–44. doi:10.1016/j.foreco.2005.12.006

    Article  Google Scholar 

  25. Cunderlik JM, Ouarda TBMJ (2006) Regional flood-duration-frequency modeling in the changing environment. J Hydrol 318(1):276–291. doi:10.1016/j.jhydrol.2005.06.020

    Article  Google Scholar 

  26. Cong RG, Brady M (2012) The interdependence between rainfall and temperature: Copula analyses. Sci World J 2012:11, Article ID. 405675

    Google Scholar 

  27. Cossin D, Schellhorn H, Song N, Tungsong S (2010) A theoretical argument why the t-Copula explains credit risk contagion better than the Gaussian Copula. Adv Decis Sci 2010:29, Article ID. 546547

    Google Scholar 

  28. Notsu A, Kawasaki Y, Eguchi S (2013) Detection of heterogeneous structures on the gaussian Copula model using projective power entropy. ISRN Probab Stat 2013:10p, Article ID: 787141. doi:10.1155/2013/787141

    Google Scholar 

  29. Shiau JT, Wang HY, Chang TT (2006) Bivariate frequency analysis of floods using Copulas. JAWRA J Am Water Resour Assoc 42(6):1549–1564. doi:10.1111/j.1752-1688.2006.tb06020.x

    Article  Google Scholar 

  30. Shiau JT (2003) Return period of bivariate distributed extreme hydrological events. Stoch Env Res Risk Assess 17(1–2):42–57. doi:10.1007/s00477-003-0125-9

    Article  Google Scholar 

  31. De Michiels F, Schepper A (2008) A Copula test space model how to avoid the wrong Copula choice. Kybernetika 44(6):864–878

    Google Scholar 

Download references

Acknowledgments

We would like to express our gratitude to the Department of Irrigation and Drainage (DID), Malaysia, for providing the data. This research was facilitated by the UTM Research Management Centre (RMC) and supported by the Asian Core Program of the Japanese Society for the Promotion of Science (JSPS) and the Ministry of Higher Education (MOHE), Malaysia, through Grant Vote No: 4L832.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zulkifli Yusop .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer Science+Business Media Singapore

About this paper

Cite this paper

Salarpour, M., Yusop, Z., Yusof, F., Shahid, S., Jajarmizadeh, M. (2016). Flood Frequency Analysis Based on Gaussian Copula. In: Tahir, W., Abu Bakar, P., Wahid, M., Mohd Nasir, S., Lee, W. (eds) ISFRAM 2015. Springer, Singapore. https://doi.org/10.1007/978-981-10-0500-8_13

Download citation

Publish with us

Policies and ethics