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• W3120952719 endingPage "125907" @default.
• W3120952719 startingPage "125907" @default.
• W3120952719 abstract "To study hydrological events, such as floods and droughts, frequency analysis (FA) techniques are commonly employed. FA relies on some assumptions, especially, the stationarity of the data series. However, the stationarity assumption is not always fulfilled for a variety of reasons such as climate change and human activities. Thus, it is essential to check the stationarity or we should develop models that take into account the non-stationarity in a new risk assessment framework. On the other hand, a majority of hydrological phenomena are described by a number of correlated characteristics. To model the dependence structure between these hydrological variables, copulas are the most employed tool. Generally in the literature, the multivariate model is assumed to be the same over time even though multivariate stationarity is required. Considering the non-stationarity in the dependence structure is important because when the copula parameter changes, the multivariate quantile curve changes accordingly. Different scenarios can be considered when choosing a multivariate non-stationary model since several variables and a dependence structure are involved. The objective of the present study is to construct a model that integrates simultaneously multivariate and non-stationarity aspects along with hypothesis testing. For the copula part, we consider versions called Dynamic copulas and series of association measures are obtained through rolling windows of the corresponding series. Adapted versions of the AIC criterion are employed to select the final model (margins and copula). The procedure is applied to a flood volume and peak dataset from Iran. The obtained model constitutes of a lognormal distribution for the margins with linear trend in the peak series, stationary for the volume series and a quadratic trend in the logistic Gumbel copula parameter for the dependence structure." @default.
• W3120952719 created "2021-01-18" @default.
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• W3120952719 date "2021-02-01" @default.
• W3120952719 modified "2023-10-17" @default.
• W3120952719 title "Multivariate non-stationary hydrological frequency analysis" @default.
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• W3120952719 doi "https://doi.org/10.1016/j.jhydrol.2020.125907" @default.
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