Application of copula functions to construct confidence intervals of bivariate drought frequency curve

Abstract

Drought frequency analysis provides a comprehensive view point by simultaneously considering duration and severity when assessing drought risk. This study presents the applications of copula functions to construct confidence intervals of bivariate drought frequency curve. The bivariate drought frequency curves were constructed using observed monthly rainfall after extracting drought properties such as severity and duration. In order to construct the confidence intervals of bivariate drought frequency curve, 100 realizations of 100-year long monthly rainfall were generated using the Copula-GARCH rainfall generation model, after investigating model performance of various copula functions. The quantiles of drought severity for different drought durations were then calculated in accordance with bivariate frequency analysis. The application results achieved in this study illustrates that the proposed method would be available for quantifying the uncertainty of bivariate drought frequency curves in practice. (C) 2014 International Association for Hydro-environment Engineering and Research, Asia Pacific Division. Published by Elsevier B.V. All rights reserved.