scholarly journals Multivariate drought risk analysis based on copula functions: a case study

2020 ◽  
Vol 20 (6) ◽  
pp. 2375-2388
Author(s):  
Mohammadreza Seyedabadi ◽  
Mohammadreza Kavianpour ◽  
Saber Moazami

Abstract Drought is asserted as a natural disaster that encompasses vast territories for a long time and affects human life. Indicators are powerful tools for understanding this phenomenon. However, in order to get more information about the drought, multivariate indices were introduced for simultaneous evaluation of multiple variables. In this study, a combined drought index (CDI) based on three drought indices, the Standardized Precipitation Index (SPI), Streamflow Drought Index (SDI), and Standardized Water-level Index (SWI), is defined. Then, the Entropy method is used to determine the weight of each indicator. Among the calculated weights, SDI and SPI had the highest and lowest weight, respectively. The CDI is utilized to identify drought characteristics, such as duration and severity. In addition, the joint distribution function of drought characteristics is formed by copula functions and consequently the probability of different droughts is calculated. For the study area, data and information from eight regions located in Golestan province in the northern part of Iran are used to evaluate the performance of the proposed index. Four categories of drought were defined and their return period calculated. The shortest return period of severe drought was observed in the east and then in the west. In the south and center, the return period of severe drought was longer. Over the course of 30 years, all parts of the province experienced all drought categories.

2020 ◽  
Vol 21 (7) ◽  
pp. 1513-1530 ◽  
Author(s):  
Lingcheng Li ◽  
Dunxian She ◽  
Hui Zheng ◽  
Peirong Lin ◽  
Zong-Liang Yang

AbstractThis study elucidates drought characteristics in China during 1980–2015 using two commonly used meteorological drought indices: standardized precipitation index (SPI) and standardized precipitation–evapotranspiration index (SPEI). The results show that SPEI characterizes an overall increase in drought severity, area, and frequency during 1998–2015 compared with those during 1980–97, mainly due to the increasing potential evapotranspiration. By contrast, SPI does not reveal this phenomenon since precipitation does not exhibit a significant change overall. We further identify individual drought events using the three-dimensional (i.e., longitude, latitude, and time) clustering algorithm and apply the severity–area–duration (SAD) method to examine the drought spatiotemporal dynamics. Compared to SPI, SPEI identifies a lower drought frequency but with larger total drought areas overall. Additionally, SPEI identifies a greater number of severe drought events but a smaller number of slight drought events than the SPI. Approximately 30% of SPI-detected drought grids are not identified as drought by SPEI, and 40% of SPEI-detected drought grids are not recognized as drought by SPI. Both indices can roughly capture the major drought events, but SPEI-detected drought events are overall more severe than SPI. From the SAD analysis, SPI tends to identify drought as more severe over small areas within 1 million km2 and short durations less than 2 months, whereas SPEI tends to delineate drought as more severe across expansive areas larger than 3 million km2 and periods longer than 3 months. Given the fact that potential evapotranspiration increases in a warming climate, this study suggests SPEI may be more suitable than SPI in monitoring droughts under climate change.


2020 ◽  
Vol 11 (S1) ◽  
pp. 1-17 ◽  
Author(s):  
Muhammad Imran Khan ◽  
Xingye Zhu ◽  
Muhammad Arshad ◽  
Muhammad Zaman ◽  
Yasir Niaz ◽  
...  

Abstract Drought indices that compute drought events by their statistical properties are essential stratagems for the estimation of the impact of drought events on a region. This research presents a quantitative investigation of drought events by analyzing drought characteristics, considering agro-meteorological aspects in the Heilongjiang Province of China during 1980 to 2015. To examine these aspects, the Standardized Soil Moisture Index (SSI), Standardized Precipitation Index (SPI), and Multivariate Standardized Drought Index (MSDI) were used to evaluate the drought characteristics. The results showed that almost half of the extreme and exceptional drought events occurred during 1990–92 and 2004–05. The spatiotemporal analysis of drought characteristics assisted in the estimation of the annual drought frequency (ADF, 1.20–2.70), long-term mean drought duration (MDD, 5–11 months), mean drought severity (MDS, −0.9 to −2.9), and mild conditions of mean drought intensity (MDI, −0.2 to −0.80) over the study area. The results obtained by MSDI reveal the drought onset and termination based on the combination of SPI and SSI, with onset being dominated by SPI and drought persistence being more similar to SSI behavior. The results of this study provide valuable information and can prove to be a reference framework to guide agricultural production in the region.


Author(s):  
Mohammadreza Kavianpour ◽  
Mohammadreza Seyedabadi ◽  
Saber Moazami ◽  
Omid Aminoroayaie Yamini

In the past years, Khuzestan province which is located in the southwest of Iran has experienced severe droughts. Drought can be explained by its characteristics known as duration or severity. However, combination of the two features by probabilistic approach is appeared to be a well improved method to describe the phenomena. The aim of this study is to provide a more accurate statistical method of determining drought based on simultaneous analysis of two drought characteristics. Here, precipitation data from twenty stations were used to determine drought characteristics, by Standardized Precipitation Index (SPI). Joint probability function of two variables were built via copula functions. The drought return period was calculated in the form of two scenarios. The first scenario is, based on an assumption that drought is recognized by at least one of the two specific characteristics. Drought in the second scenario is distinguished by the two characteristics in a joint probabilistic form. According to research results, there was no significant difference between the north and south of Khuzestan in the study of single characteristics of drought. While analyzing two characteristics of the drought, the return period in the north was shorter than the south. The return period of droughts in the east was always shorter than in the west. The drought return period varies from 30 to 52 months and 50 to 87 months for the first and second scenarios, respectively.


2021 ◽  
Vol 13 (4) ◽  
pp. 2066
Author(s):  
Jin Hyuck Kim ◽  
Jang Hyun Sung ◽  
Eun-Sung Chung ◽  
Sang Ug Kim ◽  
Minwoo Son ◽  
...  

Due to the recent appearance of shares socioeconomic pathway (SSP) scenarios, there have been many studies that compare the results between Coupled Model Intercomparison Project (CMIP)5 and CMIP6 general circulation models (GCMs). This study attempted to project future drought characteristics in the Cheongmicheon watershed using SSP2-4.5 of Australian Community Climate and Earth System Simulator-coupled model (ACCESS-CM2) in addition to Representative Concentration Pathway (RCP) 4.5 of ACCESS 1-3 of the same institute. The historical precipitation and temperature data of ACCESS-CM2 were generated better than those of ACCESS 1-3. Two meteorological drought indices, namely, Standardized Precipitation Index (SPI) and Standardized Precipitation Evapotranspiration Index (SPEI) were used to project meteorological drought while a hydrological drought index, Standardized Streamflow Index (SDI), was used to project the hydrological drought characteristics. The metrological data of GCMs were bias-corrected using quantile mapping method and the streamflow was obtained using Soil and Water Assessment Tool (SWAT) and bias-corrected meteorological data. As a result, there were large differences of drought occurrences and severities between RCP4.5 and SSP2-4.5 for the values of SPI, SPEI, and SDI. The differences in the minimum values of drought index between near (2021–2060) and far futures (2061–2100) were very small in SSP2-4.5, while those in RCP4.5 were very large. In addition, the longest drought period from SDI was the largest because the variation in precipitation usually affects the streamflow with a lag. Therefore, it was concluded that it is important to consider both CMIP5 and CMIP6 GCMs in establishing the drought countermeasures for the future period.


Geosciences ◽  
2020 ◽  
Vol 10 (4) ◽  
pp. 135 ◽  
Author(s):  
Rodrigo Lins da Rocha Júnior ◽  
Fabrício Daniel dos Santos Silva ◽  
Rafaela Lisboa Costa ◽  
Heliofábio Barros Gomes ◽  
David Duarte Cavalcante Pinto ◽  
...  

The Northeast region of Brazil (NRB) is the most populous semiarid area in the world and is extremely susceptible to droughts. The severity and duration of these droughts depend on several factors, and they do not necessarily follow the same behavior. The aim of this work is to evaluate the frequency of droughts in the NRB and calculate the return period of each drought event using the copula technique, which integrates the duration and severity of the drought in the NRB in a joint bivariate distribution. Monthly precipitation data from 96 meteorological stations spatially distributed in the NRB, ranging from 1961 to 2017, are used. The copula technique is applied to the Standardized Precipitation Index (SPI) on the three-month time scale, testing three families of Archimedean copula functions (Gumbel–Hougaard, Clayton and Frank) to reveal which model is best suited for the data. Averagely, the most frequent droughts observed in the NRB are concentrated in the northern sector of the region, with an observed duration varying from three and a half to five and a half months. However, the eastern NRB experiences the most severe droughts, lasting for 14 to 24 months. The probability distributions that perform better in modeling the series of severity and duration of droughts are exponential, normal and lognormal. The observed severity and duration values show that, for average values, the return period across the region is approximately 24 months. Still in this regard, the southernmost tip of the NRB stands out for having a return period of over 35 months. Regarding maximum observed values of severity and duration, the NRB eastern strip has the longest return period (>60 months), mainly in the southeastern portion where a return period above 90 months was observed. The northern NRB shows the shortest return period (~45 months), indicating that it is the NRB sector with the highest frequency of intense droughts. These results provide useful information for drought risk management in the NRB.


2021 ◽  
Author(s):  
Soumyashree Dixit ◽  
K V Jayakumar

Abstract Under the variable climatic conditions, the conventional Standardized Precipitation Index (SPI) and Reconnaissance Drought Index (RDI) are inadequate for predicting extreme drought characteristics. So in the present study, two indices namely, Non-stationary Standardized Precipitation Index (NSPI) and Non-stationary Reconnaissance Drought Index (NRDI) are developed by fitting non-stationary gamma (for precipitation series) and lognormal (for initial values,δ0) distributions. The Generalized Additive Model in Location, Scale and Shape (GAMLSS) framework, with time varying location parameters considering the external covariates, is used to fit the non-stationary distributions. This includes various large scale climate indices namely Multivariate ENSO Index (MEI), Southern Oscillation Index (SOI), Sea Surface Temperature (SST), and Indian Ocean Dipole (IOD) as external covariates for the non-stationary drought assessment. The performances of stationary and non-stationary models are compared based on the Akaika Information Criterion (AIC). Additionally, the drought characteristics are evaluated using Run theory analysis for both stationary and non-stationary drought indices. The study also concentrated on the trivariate copula as well as the Pairwise Copula Construction (PCC) models to estimate the drought recurrence intervals. The comparison of two copula models revealed that the PCC model performed better than the trivariate Student’s t copula model. The recurrence intervals arrived at for the drought events are different for trivariate copula model and PCC model. The area taken for the study is the Upper and Lower sub basins of the Godavari River basin. This study shows that non-stationary drought indices will be helpful in the accurate estimate of the drought characteristics under the changing climatic scenario.


Water ◽  
2021 ◽  
Vol 13 (9) ◽  
pp. 1238
Author(s):  
Muhammad Imran Khan ◽  
Xingye Zhu ◽  
Xiaoping Jiang ◽  
Qaisar Saddique ◽  
Muhammad Saifullah ◽  
...  

Drought is a natural phenomenon caused by the variability of climate. This study was conducted in the Songhua River Basin of China. The drought events were estimated by using the Reconnaissance Drought Index (RDI) and Standardized Precipitation Index (SPI) which are based on precipitation (P) and potential evapotranspiration (PET) data. Furthermore, drought characteristics were identified for the assessment of drought trends in the study area. Short term (3 months) and long term (12 months) projected meteorological droughts were identified by using these drought indices. Future climate precipitation and temperature time series data (2021–2099) of various Representative Concentration Pathways (RCPs) were estimated by using outputs of the Global Circulation Model downscaled with a statistical methodology. The results showed that RCP 4.5 have a greater number of moderate drought events as compared to RCP 2.6 and RCP 8.5. Moreover, it was also noted that RCP 8.5 (40 events) and RCP 4.5 (38 events) showed a higher number of severe droughts on 12-month drought analysis in the study area. A severe drought conditions projected between 2073 and 2076 with drought severity (DS-1.66) and drought intensity (DI-0.42) while extreme drying trends were projected between 2097 and 2099 with drought severity (DS-1.85) and drought intensity (DI-0.62). It was also observed that Precipitation Decile predicted a greater number of years under deficit conditions under RCP 2.6. Overall results revealed that more severe droughts are expected to occur during the late phase (2050–2099) by using RDI and SPI. A comparative analysis of 3- and 12-month drying trends showed that RDI is prevailing during the 12-month drought analysis while almost both drought indices (RDI and SPI) indicated same behavior of drought identification at 3-month drought analysis between 2021 and 2099 in the research area. The results of study will help to evaluate the risk of future drought in the study area and be beneficial for the researcher to make an appropriate mitigation strategy.


2021 ◽  
Author(s):  
Tianliang Jiang ◽  
Xiaoling Su

<p>Although the concept of ecological drought was first defined by the Science for Nature and People Partnership (SNAPP) in 2016, there remains no widely accepted drought index for monitoring ecological drought. Therefore, this study constructed a new ecological drought monitoring index, the standardized ecological water deficit index (SEWDI). The SEWDI is based on the difference between ecological water requirements and consumption, referred to as the standardized precipitation index (SPI) method, which was used to monitor ecological drought in Northwestern China (NWRC). The performances of the SEWDI and four widely-used drought indices [standardized root soil moisture index (SSI), self-calibrated Palmer drought index (scPDSI), standardized precipitation-evaporation drought index (SPEI), and SPI) in monitoring ecological drought were evaluated through comparing the Pearson correlations between these indices and the standardized normalized difference vegetation index (SNDVI) under different time scales, wetness, and water use efficiencies (WUEs) of vegetation. Finally, the rotational empirical orthogonal function (REOF) was used to decompose the SEWDI at a 12-month scale in the NWRC during 1982–2015 to obtain five ecological drought regions. The characteristics of ecological drought in the NWRC, including intensity, duration, and frequency, were extracted using run theory. The results showed that the performance of the SEWDI in monitoring ecological drought was highest among the commonly-used drought indices evaluated under different time scales [average correlation coefficient values (r) between SNDVI and drought indices: SEWDI<sub></sub>= 0.34, SSI<sub></sub>= 0.24, scPDSI<sub></sub>= 0.23, SPI<sub></sub>= 0.20, SPEI<sub></sub>= 0.18), and the 12-month-scale SEWDI was largely unaffected by wetness and WUE. In addition, the results of the monitoring indicated that serious ecological droughts in the NWRC mainly occurred in 1982–1986, 1990–1996, and 2005–2010, primarily in regions I, II, and V, regions II, and IV, and in region III, IV, and V, respectively. This study provides a robust approach for quantifying ecological drought severity across natural vegetation areas and scientific evidence for governmental decision makers.</p>


2019 ◽  
Vol 43 (5) ◽  
pp. 627-642 ◽  
Author(s):  
Luis Eduardo Quesada-Hernández ◽  
Oscar David Calvo-Solano ◽  
Hugo G Hidalgo ◽  
Paula M Pérez-Briceño ◽  
Eric J Alfaro

The Central American Dry Corridor (CADC) is a sub-region in the isthmus that is relatively drier than the rest of the territory. Traditional delineations of the CADC’s boundaries start at the Pacific coast of southern Mexico, stretching south through Central America’s Pacific coast down to northwestern Costa Rica (Guanacaste province). Using drought indices (Standardized Precipitation Index, Modified Rainfall Anomaly Index, Palmer Drought Severity Index, Palmer Hydrological Drought Index, Palmer Drought Z-Index and the Reconnaissance Drought Index) along with a definition of aridity as the ratio of potential evapotranspiration (representing demand of water from the atmosphere) over precipitation (representing the supply of water), we proposed a CADC delineation that changes for normal, dry and wet years. The identification of areas that change their classification during extremely dry conditions is important because these areas may indicate the location of future expansion of aridity associated with climate change. In the same way, the delineation of the CADC during wet extremes allows the identification of locations that remain part of the CADC even during the wettest years and that may require special attention from the authorities.


2019 ◽  
Vol 50 (3) ◽  
pp. 901-914 ◽  
Author(s):  
Hsin-Fu Yeh

Abstract Numerous drought index assessment methods have been developed to investigate droughts. This study proposes a more comprehensive assessment method integrating two drought indices. The Standardized Precipitation Index (SPI) and the Streamflow Drought Index (SDI) are employed to establish an integrated drought assessment method to study the trends and characteristics of droughts in southern Taiwan. The overall SPI and SDI values and the spatial and temporal distributions of droughts within a given year (November to October) revealed consistent general trends. Major droughts occurred in the periods of 1979–1980, 1992–1993, 1994–1995, and 2001–2003. According to the results of the Mann–Kendall trend test and the Theil–Sen estimator analysis, the streamflow data from the Sandimen gauging station in the Ailiao River Basin showed a 30% decrease, suggesting increasing aridity between 1964 and 2003. Hence, in terms of water resources management, special attention should be given to the Ailiao River Basin. The integrated analysis showed different types of droughts occurring in different seasons, and the results are in good agreement with the climatic characteristics of southern Taiwan. This study suggests that droughts cannot be explained fully by the application of a single drought index. Integrated analysis using multiple indices is required.


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