Analysing Drought Severity and Areal Extent by 2D Archimedean Copulas

Tsakiris, George; Kordalis, Nikos; Tigkas, Dimitris; Tsakiris, V.; Vangelis, Harris

doi:10.1007/s11269-016-1543-z

Cited by 47 publications

(15 citation statements)

References 43 publications

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“…There are four main methods to estimate the copula function parameter, regarding which, MLE is the widely applied one (Nazemi & Elshorbagy 2011;Tabari et al 2013;Hao & Singh 2015;Tsakiris et al 2016;Kwon et al 2019). Like the MLE method, this method is also based on maximizing the logarithm of the likelihood function for different values of the correlation parameter, which is given in Equation ( 3).…”

Section: Parameter Estimation and The Fitness Test For Copula Functionmentioning

confidence: 99%

Analyzing the duration frequency and severity of drought using copula function in the Yazd city

EskandariPour

Soltaninia

2021

Journal of Water and Climate Change

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Duration and severity are the two main variables used in drought analysis. The copula functions are appropriate for multivariate drought analysis, as it lacks the limitations of the classical multivariate distribution function. This study investigated the bivariate frequency analysis of drought duration and severity of Yazd city in Iran synoptic station during 1953–2013. To this end, first, the drought duration and severity variables were derived from the 6-month Standardized Precipitation Index. Then, considering the distribution functions, the gamma distribution function was selected for analyzing the severity and the exponential distribution function was selected for analyzing the duration and then the Clayton copula function was selected out of the three copula functions as the most appropriate one. After conducting bivariate frequency analysis, the joint seasonal and conjunctive return period and conditional return period curves were plotted. The current study well signified that multivariate analyses could present better interpretations of the reality; for example, as it was identified in conditional return period curves of the drought, for every constant duration, the amount of the return period changed as the severity changed. On the contrary, in analyzing the univariate of duration, no effects of severity were observed.

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Section: Parameter Estimation and The Fitness Test For Copula Functionmentioning

confidence: 99%

Analyzing the duration frequency and severity of drought using copula function in the Yazd city

EskandariPour

Soltaninia

2021

Journal of Water and Climate Change

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“…Finally, the response surface with better global fitting ability for the real input-output function relationship is obtained, and the failure probability sensitivity to the mean and variance of basic random variables is calculated by combining the higher-order moment estimation method. 38 The fourth-order moment method has high accuracy in calculating reliability [34][35][36]…”

Section: Sensitivity Analysis Considering the Correlation Between Beamentioning

confidence: 99%

Reliability and sensitivity analysis for bearings considering the correlation of multiple failure modes by mixed Copula function

Wang

Chang

et al. 2019

Proceedings of the Institution of Mechanical Engineers, Part O:

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The correlation between contact fatigue failure and wear failure of rolling bearing is analyzed, and the reliability model of rolling bearing based on multi-correlation failure mode is established. Based on the improved linear fatigue cumulative damage theory and wear theory, the limit state equations of two failure modes are established, and the correlation of state functions of contact fatigue and wear failure modes is described by the mixed Copula function. The random sample data are generated by Monte Carlo method, and the unknown parameters are estimated by genetic algorithm based on the minimum deviation square criterion, then the dynamic reliability model of rolling bearing is established. The quadratic polynomial without cross-term is used as the implicit functional proxy model, then the Latin hypercube sampling method and least squares theory are employed to estimate parameters of mixed Copula function and finally, the reliability sensitivity analysis of multi-failure modes of bearing is presented by fourth-order moment estimation method. Taking a certain type of spherical roller bearing as an example, the bearing reliability analysis considering the correlation of failure modes is carried out. The results show that compared with the bearing reliability model based on the assumption of independent failure modes and the weakest link theory, the bearing reliability model based on multi-correlation failure is more consistent with the practical application.

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“…More importantly, among existing global drought impact assessments, especially those targeting different warming levels proposed by the Paris Agreement, drought variables such as severity and duration are usually separately investigated through probability modelling and stochastic theories (e.g., Sanderson et al, 2017;Lehner et al, 2017;Su et al, 2018). Knowing that droughts are multifaceted phenomena (Xu et al, 2015;Tsakiris et al, 2016) usually characterized by duration and severity, univariate frequency analysis is unable to describe the probability of occurrence for the drought events physically and may lead to underestimation of drought risks and societal hazards.…”

Section: Introductionmentioning

confidence: 99%

Projected increases in magnitude and socioeconomic exposure of global droughts in 1.5 °C and 2 °C warmer climates

Gu¹,

Chen²,

Yin³

et al. 2019

Preprint

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Abstract. The Paris Agreement sets a long-term temperature goal to hold global warming to well below 2.0 °C and strives to limit to 1.5 °C above preindustrial levels. Droughts with either intense severity or a long persistence could both lead to substantial impacts such as infrastructure failure and ecosystem vulnerability, and they are projected to occur more frequently and trigger intensified socioeconomic consequences with global warming. However, existing assessments targeting global droughts under 1.5 °C and 2.0 °C warming levels usually neglect the multifaceted nature of droughts and might underestimate potential risks. This study, within a bivariate framework, quantifies the change of global drought conditions and corresponding socioeconomic exposures for additional 1.5 °C and 2.0 °C warming trajectories. The drought characteristics are identified using the Standardized Precipitation Evapotranspiration Index (SPEI) combined with the run theory, with the climate scenarios projected by 13 Coupled Model Inter-comparison Project Phase 5 (CMIP5) global climate models (GCMs) under three representative concentration pathways (RCP2.6, 4.5 and 8.5). The copula functions and the most likely realization are incorporated to model the joint distribution of drought severity and duration, and changes in the bivariate return period with global warming are evaluated. Finally, the drought exposures of populations and regional gross domestic product (GDP) under different shared socioeconomic pathways (SSPs) are investigated globally. The results show that within the bivariate framework, the historical 50-year droughts may double across 58 % of global landmasses in a 1.5 °C warmer world, while when the warming climbs up to 2.0 °C, an additionally 9 % of world landmasses would be exposed to such catastrophic drought deteriorations. More than 75 (73) countries' population (GDP) will be completely affected by increasing drought risks under the 1.5 °C warming, while an extra 0.5 °C warming will further lead to an additional 17 countries suffering from a nearly unbearable situation. Our results demonstrate that limiting global warming to 1.5 °C, compared with 2 °C warming, can perceptibly mitigate the drought impacts over major regions of the world.

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Analysing Drought Severity and Areal Extent by 2D Archimedean Copulas

Cited by 47 publications

References 43 publications

Analyzing the duration frequency and severity of drought using copula function in the Yazd city

Analyzing the duration frequency and severity of drought using copula function in the Yazd city

Reliability and sensitivity analysis for bearings considering the correlation of multiple failure modes by mixed Copula function

Projected increases in magnitude and socioeconomic exposure of global droughts in 1.5 °C and 2 °C warmer climates

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