The reliability of conventional drought indices is increasingly called into question as the stationarity of hydrologic series undergoes significant alterations and becomes irreversibly impacted by environmental changes. In the extant literature concerning Non‐Stationary Standardized Precipitation Evapotranspiration Indices (NSPEIs), researchers typically construct linear models incorporating location parameters and covariates; however, the simultaneous consideration of both location and scale parameters has been conspicuously infrequent. In this study, we developed a NSPEI using the generalized additive models in location, scale and shape. This index innovatively incorporates location and scale parameters that vary in response to changes in meteorological factors, thereby offering a more reliable and robust means to quantify drought characteristics under changing environmental conditions. The index was employed across representative sub‐watersheds within the western region of Liaoning Province and subjected to a comparative analysis alongside the conventional Standardized Precipitation Evapotranspiration Index (SPEI) to ascertain its reliability. The findings indicate that within the study area, both the precipitation and evapotranspiration series exhibit non‐stationary behaviour. Specifically, the precipitation data reveals an overall declining trend, while the evapotranspiration data demonstrates an ascending trend. Furthermore, NSPEI demonstrates superior performance over SPEI in the reconstruction of historical drought events within the western region of Liaoning Province, thereby providing a more accurate representation of the actual drought conditions experienced. The NSPEI estimated a larger drought peak, whereas the SPEI identified longer durations and greater severity of droughts. These findings provide valuable information for evaluating drought characteristics and managing water resources under changing environmental conditions.
