Modelling rainfall duration and severity using copula.

Malaysia experiences two monsoon periods which are usually accompanied by floods and such occurrences have been quite frequent over the past two decades. Muda river which is located in the Northern part of Malaysia has experienced major flood events which are linked to the rainfall duration and se...

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Main Authors: Mah, Pauline Jin Wee, Shitan, Mahendran
Format: Article
Language:English
English
Published: Applied Statistcs Association of Sri Lanka 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30114/
http://psasir.upm.edu.my/id/eprint/30114/1/Modelling%20rainfall%20duration%20and%20severity%20using%20copula.pdf
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author Mah, Pauline Jin Wee
Shitan, Mahendran
author_facet Mah, Pauline Jin Wee
Shitan, Mahendran
author_sort Mah, Pauline Jin Wee
building UPM Institutional Repository
collection Online Access
description Malaysia experiences two monsoon periods which are usually accompanied by floods and such occurrences have been quite frequent over the past two decades. Muda river which is located in the Northern part of Malaysia has experienced major flood events which are linked to the rainfall duration and severity. Copula modelling has become popular in various fields like insurance, finance, geostatistics, hydrology, etc. In Malaysia, copula modelling of floods and rainfall have not been undertaken yet and therefore the objective of this study is to fit the copulas to the rainfall duration and severity data of a selected station in Malaysia. We found that both the rainfall duration and severity follow Gamma distributions and the Gumbel-Hougaard copula appears to be a suitable model for modelling rainfall duration and severity.
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spelling upm-301142015-10-08T04:38:09Z http://psasir.upm.edu.my/id/eprint/30114/ Modelling rainfall duration and severity using copula. Mah, Pauline Jin Wee Shitan, Mahendran Malaysia experiences two monsoon periods which are usually accompanied by floods and such occurrences have been quite frequent over the past two decades. Muda river which is located in the Northern part of Malaysia has experienced major flood events which are linked to the rainfall duration and severity. Copula modelling has become popular in various fields like insurance, finance, geostatistics, hydrology, etc. In Malaysia, copula modelling of floods and rainfall have not been undertaken yet and therefore the objective of this study is to fit the copulas to the rainfall duration and severity data of a selected station in Malaysia. We found that both the rainfall duration and severity follow Gamma distributions and the Gumbel-Hougaard copula appears to be a suitable model for modelling rainfall duration and severity. Applied Statistcs Association of Sri Lanka 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30114/1/Modelling%20rainfall%20duration%20and%20severity%20using%20copula.pdf Mah, Pauline Jin Wee and Shitan, Mahendran (2013) Modelling rainfall duration and severity using copula. Sri Lankan Journal of Applied Statistics, 14 (1). pp. 13-26. ISSN 1391-4987 http://www.sljol.info/index.php/SLJAStats/issue/view/554 10.4038/sljastats.v14i1.5874 English
spellingShingle Mah, Pauline Jin Wee
Shitan, Mahendran
Modelling rainfall duration and severity using copula.
title Modelling rainfall duration and severity using copula.
title_full Modelling rainfall duration and severity using copula.
title_fullStr Modelling rainfall duration and severity using copula.
title_full_unstemmed Modelling rainfall duration and severity using copula.
title_short Modelling rainfall duration and severity using copula.
title_sort modelling rainfall duration and severity using copula.
url http://psasir.upm.edu.my/id/eprint/30114/
http://psasir.upm.edu.my/id/eprint/30114/
http://psasir.upm.edu.my/id/eprint/30114/
http://psasir.upm.edu.my/id/eprint/30114/1/Modelling%20rainfall%20duration%20and%20severity%20using%20copula.pdf