Modeling short duration extreme precipitation patterns using copula and generalized maximum pseudo-likelihood estimation with censoring

作者：Bargaoui Zoubeida Kebaili^*; Bardossy Andras

来源：Advances in Water Resources, 2015, 84: 1-13.

DOI：10.1016/j.advwatres.2015.07.006

• Bivariate copula
• Spatial copula
• Dependence
• Extremal coefficient
• Rainfall

The paper aims to develop researches on the spatial variability of heavy rainfall events estimation using spatial copula analysis. To demonstrate the methodology, short time resolution rainfall time series from Stuttgart region are analyzed. They are constituted by rainfall observations on continuous 30 min time scale recorded over a network composed by 17 raingages for the period July 1989-July 2004. The analysis is performed aggregating the observations from 30 min up to 24 h. Two parametric bivariate extreme copula models, the Husler-Reiss model and the Gumbel model are investigated. Both involve a single parameter to be estimated. Thus, model fitting is operated for every pair of stations for a giving time resolution. A rainfall threshold value representing a fixed rainfall quantile is adopted for model inference. Generalized maximum pseudo-likelihood estimation is adopted with censoring by analogy with methods of univariate estimation combining historical and paleoflood information with systematic data. Only pairs of observations greater than the threshold are assumed as systematic data. Using the estimated copula parameter, a synthetic copula field is randomly generated and helps evaluating model adequacy which is achieved using Kolmogorov Smirnov distance test. In order to assess dependence or independence in the upper tail, the extremal coefficient which characterises the tail of the joint bivariate distribution is adopted. Hence, the extremal coefficient is reported as a function of the interdistance between stations. If it is less than 1.7, stations are interpreted as dependent in the extremes. The analysis of the fitted extremal coefficients with respect to stations inter distance highlights two regimes with different dependence structures: a short spatial extent regime linked to short duration intervals (from 30 min to 6 h) with an extent of about 8 km and a large spatial extent regime related to longer rainfall intervals (from 12 h to 24 h) with an extent of 34 to 38 km.

• 出版日期2015-10