Multivariate hydrological frequency analysis using copulas

Water Resources Research - Tập 40 Số 1 - 2004
Anne‐Catherine Favre1, Salah‐Eddine El Adlouni1, Luc Perreault2, Nathalie Thiémonge3, Bernard Bobée1
1Chaire en hydrologie statistique, INRS, Eau‐Terre et Environnement Université du Québec Sainte‐Foy Quebec Canada
2Institut de Recherche d'Hydro‐Québec Varennes Quebec Canada
3Conception des aménagements de production, Hydro‐Québec Montréal, Quebec Canada

Tóm tắt

This article presents the modeling of multivariate extreme values using copulas. Our approach allows us to model the dependence structure independently of the marginal distributions, which is not possible with standard classical methods. The methodology has been applied on two different problems in hydrology. The first application is concerned with the combined risk in the framework of frequency analysis. Four copulas have been tested on peak flows from the watershed of Peribonka in Québec, Canada. The second application relates to the joint modeling of peak flows and volumes. Three copulas have been applied to the watershed of the Rimouski River in Québec, Canada. This approach using copulas is promising since it allows us to take into account a wide range of correlation which can happen in hydrology.

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Water Resources Research

Tập 40 Số 1

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