Fitting Drought Duration and Severity with Two-Dimensional Copulas | |
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學年 | 95 |
學期 | 1 |
出版(發表)日期 | 2006-10-01 |
作品名稱 | Fitting Drought Duration and Severity with Two-Dimensional Copulas |
作品名稱(其他語言) | |
著者 | 蕭政宗; Shiau, Jenq-tzong |
單位 | 淡江大學水資源及環境工程學系 |
出版者 | Springer |
著錄名稱、卷期、頁數 | Water Resources Management 20(5), pp.795-815 |
摘要 | This study aims to model the joint drought duration and severity distribution using two-dimensional copulas. The method of inference function for margins (IFM method) is employed to construct copulas. Two separate maximum likelihood estimations of univariate marginal distributions are performed first, then followed by a maximization of the bivariate likelihood as a function of the dependence parameters. The drought duration and severity are assumed to be exponential and gamma distributions, respectively. Several copulas are tested to determine the best data fitted copula. Droughts, defined using the Standardized Precipitation Index (SPI), of Wushantou (Taiwan) are employed as an example to illustrate the proposed methodology. The copula fitting results for drought duration and severity are quite satisfactory. The bivariate drought analyses, including the joint probabilities and bivariate return periods, based on the derived copula-based joint distribution are also investigated to demonstrate the advantages of bivariate modeling of droughts. |
關鍵字 | drought;copula;bivariate distribution;return period;Standardized Precipitation;Index;IFM method |
語言 | en |
ISSN | 0920-4741 |
期刊性質 | 國內 |
收錄於 | |
產學合作 | |
通訊作者 | |
審稿制度 | 否 |
國別 | TWN |
公開徵稿 | |
出版型式 | ,電子版 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/44559 ) |