applicability of copula functions in hydrology · multivariate flood frequency analyses, modelling...

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APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY Nejc Bezak UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

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Page 1: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY

Nejc Bezak

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 2: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

COPULA FUNCTIONS? • Hydrological processes are often multi-dimensional.

• Multivariate flood frequency approach can be used to simultaneously study two or more variables.

• Copula functions can be applied to perform the multivariate flood frequency analysis.

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 3: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

COPULA FUNCTIONS • Copula functions have been used for multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam spillway, for flood coincidence risk analyses, geostatistical interpolations and also several other hydrological and environmental applications (more than 350 papers from 2003).

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 4: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

COPULA FUNCTIONS

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 5: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 6: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 7: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 8: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 9: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 10: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 11: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

ONGOING WORK • Estimation of suspended sediment loads using copula functions

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 12: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

ONGOING WORK • Estimation of suspended sediment loads using copula functions

𝐶𝐶𝜃𝜃 𝑢𝑢3 𝑢𝑢1,𝑢𝑢2 : = P(𝑈𝑈3 ≤ 𝑢𝑢3|𝑈𝑈1 = 𝑢𝑢1,𝑈𝑈2 = 𝑢𝑢2) =𝜕𝜕2𝐶𝐶𝜃𝜃 𝑢𝑢1,𝑢𝑢2, 𝑢𝑢3

𝜕𝜕𝑢𝑢1𝜕𝜕𝑢𝑢2/𝜕𝜕2𝐶𝐶𝜃𝜃(𝑢𝑢1,𝑢𝑢2)𝜕𝜕𝑢𝑢1𝜕𝜕𝑢𝑢2

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 13: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

ONGOING WORK • Estimation of suspended sediment loads using copula functions

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 14: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

MAIN CONCLUSIONS • Copula functions were applied to several hydrological applications in Slovenia.

• Copula frequency analysis can be used as an alternative to the univariate frequency approach.

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 15: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

NEW IDEAS • Multivariate regional flood frequency analysis using copula functions.

• Implementation of probabilistic approach in the shallow landslide early-warning systems using copula functions.

• Your suggestions??

1.12.2016

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)

Page 16: APPLICABILITY OF COPULA FUNCTIONS IN HYDROLOGY · multivariate flood frequency analyses, modelling droughts, rainfall analyses, IDF curves determination, to check adequacy of dam

THANK YOU FOR YOUR ATTENTION

UNESCO Chair on Water-related Disaster Risk Reduction (WRDRR)