Literatura académica sobre el tema "Bivariate Failure Return Period"

The concept of a traditional return period has long been questioned in non-stationary studies, and the risk of failure was recommended to evaluate the design events in flood modeling. However, few studies have been done in terms of multivariate cases. To investigate the impact of non-stationarity on the streamflow series, the Yichang station in the Yangtze River was taken as a case study. A time varying copula model was constructed for bivariate modeling of flood peak and 7-day flood volume, and the non-stationary return period and risk of failure were applied to compare the results between stationary and non-stationary models. The results demonstrated that the streamflow series at the Yichang station showed significant non-stationary properties. The flood peak and volume series presented decreasing trends in their location parameters and the dependence structure between them also weakened over time. The conclusions of the bivariate non-stationary return period and risk of failure were different depending on the design flood event. In the event that both flood peak and volume are exceeding, the flood risk is smaller with the non-stationary model, which is a joint effect of the time varying marginal distribution and copula function. While in the event that either flood peak or volume exceed, the effect of non-stationary properties is almost negligible. As for the design values, the non-stationary model is characterized by a higher flood peak and lower flood volume. These conclusions may be helpful in long-term decision making in the Yangtze River basin under non-stationary conditions.

Floods are becoming the most severe and challenging hydrologic issue at the Kelantan River basin in Malaysia. Flood episodes are usually thoroughly characterized by flood peak discharge flow, volume and duration series. This study incorporated the copula-based methodology in deriving the joint distribution analysis of the annual flood characteristics and the failure probability for assessing the bivariate hydrologic risk. Both the Archimedean and Gaussian copula family were introduced and tested as possible candidate functions. The copula dependence parameters are estimated using the method-of-moment estimation procedure. The Gaussian copula was recognized as the best-fitted distribution for capturing the dependence structure of the flood peak-volume and peak-duration pairs based on goodness-of-fit test statistics and was further employed to derive the joint return periods. The bivariate hydrologic risks of flood peak flow and volume pair, and flood peak flow and duration pair in different return periods (i.e., 5, 10, 20, 50 and 100 years) were estimated and revealed that the risk statistics incrementally increase in the service lifetime and, at the same instant, incrementally decrease in return periods. In addition, we found that ignoring the mutual dependency can underestimate the failure probabilities where the univariate events produced a lower failure probability than the bivariate events. Similarly, the variations in bivariate hydrologic risk with the changes of flood peak in the different synthetic flood volume and duration series (i.e., 5, 10, 20, 50 and 100 years return periods) under different service lifetimes are demonstrated. Investigation revealed that the value of bivariate hydrologic risk statistics incrementally increases over the project lifetime (i.e., 30, 50, and 100 years) service time, and at the same time, it incrementally decreases in the return period of flood volume and duration. Overall, this study could provide a basis for making an appropriate flood defence plan and long-lasting infrastructure designs. Doi: 10.28991/cej-2020-03091599 Full Text: PDF

Bivariate modeling and hazard assessment of low flows are performed exploiting copulas. 7-day low flows observed, respectively, in the upper, middle and lower parts of the Çoruh basin (Turkey) are examined, considering three pairs of certified stations located in different sub-basins. A thorough statistical analysis indicates that the GEV distribution can be used to model the marginal behavior of the low-flow. The joint distributions at each part are modeled via a dozen of copula families. As a result, the Husler–Reiss copula adequately fits the joint low flows in the upper part, while the t-Student copula turns out to best fit the other parts. In order to assess the low-flow hazard, these copulas are then used to compute joint return periods and failure probabilities under a critical bivariate “AND” hazard scenario. The results indicate that the middle and lower parts of the Çoruh basin are likely to experience the largest drought hazards. As a novelty, the statistical tools used allow to objectively quantify drought threatening in a thorough multivariate perspective, which involves distributional analysis, frequency analysis (return periods) and hazard analysis (failure probabilities).

Abstract. The Paris Agreement sets a long-term temperature goal to hold global warming to well below 2.0 ∘C and strives to limit it 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 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 in global drought conditions and corresponding socioeconomic exposures for additional 1.5 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 (RCP 2.6, RCP4.5 and RCP8.5). 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 additional 9 % of world landmasses would be exposed to such catastrophic drought deteriorations. More than 75 (73) countries' populations (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.

The interaction between oceanographic, meteorological, and hydrological factors can result in an extreme flooding scenario in the low-lying coastal area, called compound flooding (CF) events. For instance, rainfall and storm surge (or high river discharge) can be driven by the same meteorological forcing mechanisms, tropical or extra-tropical cyclones, resulting in a CF phenomenon. The trivariate distributional framework can significantly explain compound events’ statistical behaviour reducing the associated high-impact flood risk. Resolving heterogenous dependency of the multidimensional CF events by incorporating traditional 3D symmetric or fully nested Archimedean copula is quite complex. The main challenge is to preserve all lower-level dependencies. An approach based on decomposing the full multivariate density into simple local building blocks via conditional independence called vine or pair-copulas is a much more comprehensive way of approximating the trivariate flood dependence structure. In this study, a parametric vine copula of a drawable (D-vine) structure is introduced in the trivariate modelling of flooding events with 46 years of observations of the west coast of Canada. This trivariate framework searches dependency by combining the joint impact of annual maximum 24-h rainfall and the highest storm surge and river discharge observed within the time ±1 day of the highest rainfall event. The D-vine structures are constructed in three alternative ways by permutation of the conditioning variables. The most appropriate D-vine structure is selected using the fitness test statistics and estimating trivariate joint and conditional joint return periods. The investigation confirms that the D-vine copula can effectively define the compound phenomenon’s dependency. The failure probability (FP) method is also adopted in assessing the trivariate hydrologic risk. It is observed that hydrologic events defined in the trivariate case produce higher FP than in the bivariate (or univariate) case. It is also concluded that hydrologic risk increases (i) with an increase in the service design life of the hydraulic facilities and (ii) with a decrease in return periods.

Due to cold waves, low and extremely low temperatures occur every winter. Sudden cooling can cause freezing and snow disasters, which seriously affect transportation, power, safety, and other activities, resulting in serious economic losses. Based on precipitation and average temperature data from 258 national meteorological stations over the past 70 years, this study established a historical freezing and snow event data set, extracting the accumulated precipitation intensity (API) and accumulated temperature intensity (ATI). We selected the optimal distribution function and joint distribution function for each station and calculated the univariate and bivariate joint return periods. The return period accuracy plays an important role in risk assessment results. By comparing the calculations with the real return period for historical extreme events, we found that the bivariate joint return period based on a copula model was more accurate than the univariate return period. This is important for the prediction and risk assessment of freezing and snow disasters. Additionally, a risk map based on the joint return period showed that Jiangsu and Anhui, as well as some individual stations in the central provinces, were high-risk areas; however, the risk level was lower in Chongqing and the southern provinces.

Flood frequency estimation for the design of hydraulic structures is usually performed as a univariate analysis of flood event magnitudes. However, recent studies show that for accurate return period estimation of the flood events, the dependence and the correlation pattern among flood attribute characteristics, such as peak discharge, volume and duration should be taken into account in a multivariate framework. The primary goal of this study is to compare univariate and joint bivariate return periods of floods that all rely on different probability concepts in Yermasoyia watershed, Cyprus. Pairs of peak discharge with corresponding flood volumes are estimated and compared using annual maximum series (AMS) and peaks over threshold (POT) approaches. The Lyne-Hollick recursive digital filter is applied to separate baseflow from quick flow and to subsequently estimate flood volumes from the quick flow timeseries. Marginal distributions of flood peaks and volumes are examined and used for the estimation of typical design periods. The dependence between peak discharges and volumes is then assessed by an exploratory data analysis using K-plots and Chi-plots, and the consistency of their relationship is quantified by Kendall’s correlation coefficient. Copulas from Archimedean, Elliptical and Extreme Value families are fitted using a pseudo-likelihood estimation method, verified using both graphical approaches and a goodness-of-fit test based on the Cramér-von Mises statistic and evaluated according to the corrected Akaike Information Criterion. The selected copula functions and the corresponding joint return periods are calculated and the results are compared with the marginal univariate estimations of each variable. Results indicate the importance of the bivariate analysis in the estimation of design return period of the hydraulic structures.

Abstract. Most of the hydrological and hydraulic studies refer to the notion of a return period to quantify design variables. When dealing with multiple design variables, the well-known univariate statistical analysis is no longer satisfactory and several issues challenge the practitioner. How should one incorporate the dependence between variables? How should the joint return period be defined and applied? In this study, an overview of the state-of-the-art for defining joint return periods is given. The construction of multivariate distribution functions is done through the use of copulas, given their practicality in multivariate frequency analysis and their ability to model numerous types of dependence structures in a flexible way. A case study focusing on the selection of design hydrograph characteristics is presented and the design values of a three-dimensional phenomenon composed of peak discharge, volume and duration are derived. Joint return period methods based on regression analysis, bivariate conditional distributions, bivariate joint distributions, and Kendal distribution functions are investigated and compared highlighting theoretical and practical issues of multivariate frequency analysis. Also an ensemble-based method is introduced. For a given design return period, the method chosen clearly affects the calculated design event. Eventually, light is shed on the practical implications of a chosen method.

Abstract. A multivariate analysis on flood variables is needed to design some hydraulic structures like dams, as the complexity of the routing process in a reservoir requires a representation of the full hydrograph. In this work, a bivariate copula model was used to obtain the bivariate joint distribution of flood peak and volume, in order to know the probability of occurrence of a given inflow hydrograph. However, the risk of dam overtopping is given by the maximum water elevation reached during the routing process, which depends on the hydrograph variables, the reservoir volume and the spillway crest length. Consequently, an additional bivariate return period, the so-called routed return period, was defined in terms of risk of dam overtopping based on this maximum water elevation obtained after routing the inflow hydrographs. The theoretical return periods, which give the probability of occurrence of a hydrograph prior to accounting for the reservoir routing, were compared with the routed return period, as in both cases hydrographs with the same probability will draw a curve in the peak-volume space. The procedure was applied to the case study of the Santillana reservoir in Spain. Different reservoir volumes and spillway lengths were considered to investigate the influence of the dam and reservoir characteristics on the results. The methodology improves the estimation of the Design Flood Hydrograph and can be applied to assess the risk of dam overtopping.