Bivariate food distribution analysis under parametric copula framework: a case study for Kelantan River basin in Malaysia

Latif, Shahid; Mustafa, Firuza

doi:10.1007/s11600-020-00435-y

Artykuł - szczegóły

Tytuł artykułu

Bivariate food distribution analysis under parametric copula framework: a case study for Kelantan River basin in Malaysia

Autorzy

Latif Shahid , Mustafa Firuza

Wybrane pełne teksty z tego czasopisma

https://www.springer.com/journal/11600

Identyfikatory

DOI

10.1007/s11600-020-00435-y

Warianty tytułu

Języki publikacji

Abstrakty

Flood is becoming an intensive hydro-climatic issue at the Kelantan River basin in Malaysia. Univariate frequency analysis would be unreliable due to multidimensional behaviour of food, which often demands multivariate fow exceedance probabilities. The joint distribution analysis of multiple interacting food characteristics, i.e. food peak, volume and duration, is very useful for understanding critical hydrologic behaviour at a river basin scale. In this paper, a copula-based methodology is incorporated for multivariate food frequency analysis for the 50-year annual basis food characteristics of Kelantan River basin at Guillemard bridge station in Malaysia. Investigation reveals that the Lognormal (2P), Johnson SB-4P and Gamma-3P are selected as marginal distributions for the food peak fow, volume and duration series. Several bivariate families such as mono-parametric, bi-parametric (i.e. mixed version) and rotated version of Archimedean copulas and also the elliptical copula are introduced to cover a large dependence pattern of food characteristics. The dependence parameter of bivariate copulas is estimated by the method of moments (MOM) based on the inversion of Kendall’s tau and maximum pseudo-likelihood estimator. To analytically validate and recognize most parsimonious copulas, GOF test and Cramer–von Mises distance statistics (S_n) with the parametric bootstrap method are employed. The Gaussian copula is identifed as the most justifable model for joint modelling of the food peak–volume and peak–duration combination for MOM-based parameter estimation procedure. Similarly, the Frank copula is selected as the best-ftted structure for modelling peak–duration combination based on MPL estimators, but the MOM estimator recognized Gaussian copula as most suitable for peak–volume pair. Furthermore, the best-ftted copulas are used for obtaining the joint and conditional return periods of the food characteristics

Słowa kluczowe

flood Kelantan River basin copula function conditional distribution return period joints distribution

powódź dorzecze rzeki Kelantan funkcja kopuły rozkład warunkowy okres zwrotu rozkład spękań

Wydawca

Instytut Geofizyki PAN
Springer

Czasopismo

Acta Geophysica

Rocznik

2020

Tom

Vol. 68, no. 3

Strony

821--859

Opis fizyczny

Bibliogr, 122 poz.

Twórcy

autor

Latif Shahid

macet.shahid@gmail.com

Department of Geography, Faculty of Arts and Social Sciences, University of Malaya, 50603 Kuala Lumpur, Malaysia

autor

Mustafa Firuza

fruza@um.edu.my

Department of Geography, Faculty of Arts and Social Sciences, University of Malaya, 50603 Kuala Lumpur, Malaysia

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Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021)

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