Stochastic modeling of hydroclimatic processes using vine copulas

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Abstract

The generation of synthetic time series is important in contemporary water sciences for their wide applicability and ability to model environmental uncertainty. Hydroclimatic variables often exhibit highly skewed distributions, intermittency (that is, alternating dry and wet intervals), and spatial and temporal dependencies that pose a particular challenge to their study. Vine copula models offer an appealing approach to generate synthetic time series because of their ability to preserve any marginal distribution while modeling a variety of probabilistic dependence structures. In this work, we focus on the stochastic modeling of hydroclimatic processes using vine copula models. We provide an approach to model intermittency by coupling Markov chains with vine copula models. Our approach preserves first-order auto-and cross-dependencies (correlation). Moreover, we present a novel framework that is able to model multiple processes simultaneously. This method is based on the coupling of temporal and spatial dependence models through repetitive sampling. The result is a parsimonious and flexible method that can adequately account for temporal and spatial dependencies. Our method is illustrated within the context of a recent reliability assessment of a historical hydraulic structure in central Mexico. Our results show that by ignoring important characteristics of probabilistic dependence that are well captured by our approach, the reliability of the structure could be severely underestimated.

Original languageEnglish
Article number2156
Pages (from-to)1-19
Number of pages19
JournalWater (Switzerland)
Volume13
Issue number16
DOIs
Publication statusPublished - 2021

Keywords

  • Copula
  • Hydroclimatic processes
  • Intermittent behavior
  • Multivariate simulation
  • Stochastic simulation
  • Time series
  • Vine copula

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