Drought analysis using trivariate copulas conditional on climatic states

Abstract

Droughts are an inevitable consequence of meteorological variabilitythe design of water resource infrastructure and management strategies to mitigate their effects requires assessment of the risk. Crucial characteristics of droughts are related to their peak intensitiesdurationsseverities. These variables are typically correlated and copulas provide a versatile means to model their dependence structure. In Australiafor exampledrought severity is associated with the El-Niño Southern Oscillation. Data from two rainfall districts in New South Walesone on the east and the other on the west of the Great Dividing Rangeare considered. These rainfall data are categorized into three statesEl-NiñoNeutralLa-Niñaaccording to the prevailing Southern Oscillation Index. Gumbel-Hougaard copulas and t-copulas are fitted to the droughts in the three states. The copula parameters are estimated separately for each statethe differences are analyzed. The goodness-of-fit of the Gumbel-Hougaard and t-copulas are comparedthe limitations of the two copula models are discussed. The times between drought events are also analyzed according to the El-Niño Southern Oscillation state they occur in. The fitted copulas are used to estimate annual recurrence intervals of at least one of the three variablesof all three variablesexceeding critical values taking into account of the mixture of states. © 2010 ASCE.