Modelling of extreme streamflow using copula
This study explores applying various copula models to estimate the dependencies between streamflow and stage data for the Kahang River in Kluang, Johor. Using daily streamflow and stage data, we compared the performance of several copula parameter estimation methods: Maximum Pseudo-Likelihood Estima...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia
2024
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| Online Access: | http://psasir.upm.edu.my/id/eprint/120285/ http://psasir.upm.edu.my/id/eprint/120285/1/120285.pdf |
| _version_ | 1848868153289867264 |
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| author | Buliah, Nur Amirah Ling, Wendy Shin Yie |
| author_facet | Buliah, Nur Amirah Ling, Wendy Shin Yie |
| author_sort | Buliah, Nur Amirah |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | This study explores applying various copula models to estimate the dependencies between streamflow and stage data for the Kahang River in Kluang, Johor. Using daily streamflow and stage data, we compared the performance of several copula parameter estimation methods: Maximum Pseudo-Likelihood Estimator (MPLE), Inference Functions for Margins Estimator (IFME), Method-of-Moments Estimator (MoM), Empirical Copula Estimation, and Robust Estimation by Maximum Mean Discrepancy Minimization (MMD). Our findings indicate that different copula performed best for different estimation methods. Specifically, the Student t-copula best fits IFME, the Frank copula for Kendall’s tau, Spearman’s rho, and the most recent method, MMD. Also, the Joe copula is best for the MPLE and the empirical copula estimation method. The Jackknife interval method produced narrower and more precise confidence intervals across multiple methods, making it the best interval estimator. This comprehensive analysis improves hydrological modelling, facilitating effective water resource management and flood risk assessment. |
| first_indexed | 2025-11-15T14:47:52Z |
| format | Article |
| id | upm-120285 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T14:47:52Z |
| publishDate | 2024 |
| publisher | Universiti Putra Malaysia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-1202852025-09-29T07:10:34Z http://psasir.upm.edu.my/id/eprint/120285/ Modelling of extreme streamflow using copula Buliah, Nur Amirah Ling, Wendy Shin Yie This study explores applying various copula models to estimate the dependencies between streamflow and stage data for the Kahang River in Kluang, Johor. Using daily streamflow and stage data, we compared the performance of several copula parameter estimation methods: Maximum Pseudo-Likelihood Estimator (MPLE), Inference Functions for Margins Estimator (IFME), Method-of-Moments Estimator (MoM), Empirical Copula Estimation, and Robust Estimation by Maximum Mean Discrepancy Minimization (MMD). Our findings indicate that different copula performed best for different estimation methods. Specifically, the Student t-copula best fits IFME, the Frank copula for Kendall’s tau, Spearman’s rho, and the most recent method, MMD. Also, the Joe copula is best for the MPLE and the empirical copula estimation method. The Jackknife interval method produced narrower and more precise confidence intervals across multiple methods, making it the best interval estimator. This comprehensive analysis improves hydrological modelling, facilitating effective water resource management and flood risk assessment. Universiti Putra Malaysia 2024 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/120285/1/120285.pdf Buliah, Nur Amirah and Ling, Wendy Shin Yie (2024) Modelling of extreme streamflow using copula. Menemui Matematik, 46 (2). pp. 44-62. ISSN 2231-7023 https://myjms.mohe.gov.my/index.php/dismath/issue/archive |
| spellingShingle | Buliah, Nur Amirah Ling, Wendy Shin Yie Modelling of extreme streamflow using copula |
| title | Modelling of extreme streamflow using copula |
| title_full | Modelling of extreme streamflow using copula |
| title_fullStr | Modelling of extreme streamflow using copula |
| title_full_unstemmed | Modelling of extreme streamflow using copula |
| title_short | Modelling of extreme streamflow using copula |
| title_sort | modelling of extreme streamflow using copula |
| url | http://psasir.upm.edu.my/id/eprint/120285/ http://psasir.upm.edu.my/id/eprint/120285/ http://psasir.upm.edu.my/id/eprint/120285/1/120285.pdf |