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BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS

Year 2014, Volume: 7 Issue: 3, 63 - 70, 01.09.2014

Abstract

A bivariate analysis of precipitation and runoff in the Hirfanli dam basin, Turkey, using copulasis performed in this study. Two elliptical (Gaussian and Student-t) and three Archimedean family copulas(Clayton, Frank and Gumbel) are tested in modeling of the dependence structure between these hydrologicalvariables. The regionally averaged annual precipitation depths and runoff volumes measured at the entranceof the Hirfanli dam reservoir between 1954 and 2003 are utilized for the parameter estimation and modeling. Different graphical tools and numerical techniques are employed for the appropriate model selection,parameter estimation and goodness-of-Şt tests

References

  • C. Genest and A.C. Favre. (2007). Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering, July/August, 347-368.
  • A.C. Favre, S. El Adlouni, L. Perreault, N.Thimonge and B. Bobe. (2004). Multivariate hydrological frequency analysis using copulas. Water Resources Research, 40(1): W01101, 1-12.
  • J.T.Shiau. (2006). Fitting drought duration and severity with two-dimensional copulas.Water Resources Management, 20(5), 795-815.
  • A. I. Requena, L. Mediero, L. And L. Garrote. (2013). Bivariate return period based on copulas for hydrologic dam design: comparison of theoretical and empirical approach. Hydrology and Earth System
  • Sciences Discussions, 10(1), 557-596. O. Yildiz. (2009). Assessing temporal and spatial characteristics of droughts in the Hirfanli dam basin,
  • Turkey. ScientiŞc Research and Essays, 4(4), 249-255. A. Sklar. (1959). Fonctions de rpartitions n dimensions et leurs marges. Publ. Inst. Stat. Univ. Paris, , 229-231.
  • H. Joe. (1997). Multivariate Models and Dependence Concepts, Chapman & Hall, London.
  • R.B. Nelsen. (2006). An Introduction to Copulas, (second ed) Springer, New York.
  • U. Cherubini, E. Luciano, W. Vecchiato. (2004). Copula Methods in Finance, Wiley, New York.
  • G. Kim, M.J. Silvapulle, P. Silvapulle. (2007). Comparison of semiparametric and parametric methods for estimating copulas. Communications in Statistics. Simulation and Computation, 51, 28362850.
  • F. Michiels and A. De Schepper. (2008). A copula test space model how to avoid the wrong copula choice. Kybernetika, 44(6), 864-878.
  • G. Schwarz. (1978). Estimating the dimension of a model. Annals of Statistics, 6, 461464.
  • H. Akaike. (1974). A new look at the statistical model identiŞcation. Automatic Control, IEEE Trans- actions on, 19, 716723.
  • R.H. Shumway, D.S. Stoffer. (2011). Time series analysis and its applications: with R examples. Springer.
Year 2014, Volume: 7 Issue: 3, 63 - 70, 01.09.2014

Abstract

References

  • C. Genest and A.C. Favre. (2007). Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering, July/August, 347-368.
  • A.C. Favre, S. El Adlouni, L. Perreault, N.Thimonge and B. Bobe. (2004). Multivariate hydrological frequency analysis using copulas. Water Resources Research, 40(1): W01101, 1-12.
  • J.T.Shiau. (2006). Fitting drought duration and severity with two-dimensional copulas.Water Resources Management, 20(5), 795-815.
  • A. I. Requena, L. Mediero, L. And L. Garrote. (2013). Bivariate return period based on copulas for hydrologic dam design: comparison of theoretical and empirical approach. Hydrology and Earth System
  • Sciences Discussions, 10(1), 557-596. O. Yildiz. (2009). Assessing temporal and spatial characteristics of droughts in the Hirfanli dam basin,
  • Turkey. ScientiŞc Research and Essays, 4(4), 249-255. A. Sklar. (1959). Fonctions de rpartitions n dimensions et leurs marges. Publ. Inst. Stat. Univ. Paris, , 229-231.
  • H. Joe. (1997). Multivariate Models and Dependence Concepts, Chapman & Hall, London.
  • R.B. Nelsen. (2006). An Introduction to Copulas, (second ed) Springer, New York.
  • U. Cherubini, E. Luciano, W. Vecchiato. (2004). Copula Methods in Finance, Wiley, New York.
  • G. Kim, M.J. Silvapulle, P. Silvapulle. (2007). Comparison of semiparametric and parametric methods for estimating copulas. Communications in Statistics. Simulation and Computation, 51, 28362850.
  • F. Michiels and A. De Schepper. (2008). A copula test space model how to avoid the wrong copula choice. Kybernetika, 44(6), 864-878.
  • G. Schwarz. (1978). Estimating the dimension of a model. Annals of Statistics, 6, 461464.
  • H. Akaike. (1974). A new look at the statistical model identiŞcation. Automatic Control, IEEE Trans- actions on, 19, 716723.
  • R.H. Shumway, D.S. Stoffer. (2011). Time series analysis and its applications: with R examples. Springer.
There are 14 citations in total.

Details

Primary Language English
Subjects Statistical Analysis
Other ID JA75RE73GK
Journal Section Research Article
Authors

Emel Kızılok Kara This is me

Osman Yıldız. This is me

Publication Date September 1, 2014
Published in Issue Year 2014 Volume: 7 Issue: 3

Cite

APA Kara, E. K., & Yıldız., O. (2014). BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. Istatistik Journal of The Turkish Statistical Association, 7(3), 63-70.
AMA Kara EK, Yıldız. O. BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. IJTSA. September 2014;7(3):63-70.
Chicago Kara, Emel Kızılok, and Osman Yıldız. “BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS”. Istatistik Journal of The Turkish Statistical Association 7, no. 3 (September 2014): 63-70.
EndNote Kara EK, Yıldız. O (September 1, 2014) BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. Istatistik Journal of The Turkish Statistical Association 7 3 63–70.
IEEE E. K. Kara and O. Yıldız., “BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS”, IJTSA, vol. 7, no. 3, pp. 63–70, 2014.
ISNAD Kara, Emel Kızılok - Yıldız., Osman. “BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS”. Istatistik Journal of The Turkish Statistical Association 7/3 (September 2014), 63-70.
JAMA Kara EK, Yıldız. O. BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. IJTSA. 2014;7:63–70.
MLA Kara, Emel Kızılok and Osman Yıldız. “BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS”. Istatistik Journal of The Turkish Statistical Association, vol. 7, no. 3, 2014, pp. 63-70.
Vancouver Kara EK, Yıldız. O. BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. IJTSA. 2014;7(3):63-70.