Multivariate Frequency Analysis of Hydro-Meteorological Variables
A Copula-Based Approach
- 1st Edition - November 16, 2022
- Author: Fateh Chebana
- Language: English
- Paperback ISBN:9 7 8 - 0 - 3 2 3 - 9 5 9 0 8 - 7
- eBook ISBN:9 7 8 - 0 - 3 2 3 - 9 5 9 0 7 - 0
Multivariate Frequency Analysis of Hydro-Meteorological Variables: A Copula-Based Approach provides comprehensive and detailed descriptions of the approaches and technique… Read more
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Request a sales quoteMultivariate Frequency Analysis of Hydro-Meteorological Variables: A Copula-Based Approach provides comprehensive and detailed descriptions of the approaches and techniques used in multivariate frequency analysis (including, but not limited to copula functions), with illustrative examples and real-life case studies provided. The book presents all background material and new developments in one place, presenting the material in a homogeneous and pedagogical way in order to allow students, engineers and researchers to access and efficiently use all information surrounding this topic.
This reference can be used as a guide to apply the available and recent approaches to evaluate hydro-meteorological risks, to design hydraulic structures, in teaching (faculty members), and as a literature review to go to the next steps in research projects (graduate students and postdocs).
- Presents methods for analysis of hydro-meteorological risks followed by illustrative examples based on real life data sets
- Provides definitions throughout on all new topics and key terms
- Includes case studies and real-life examples covering a variety of situations and showing how this work can be applied in the reader’s own work
Hydrologists at researcher level and above Meteorologists, Statisticians and Civil-Engineers
1: Introduction
1.1 What is the object of the book?
1.2 Why the multivariate framework in general and in hydro-meteorology?
1.3 Who can benefit from this book?
1.4 What is covered (and not) in this book?
1.5 How to read this book?
References
2: Hydro-Meteorological Frequency Analysis (HFA)
2.2 From univariate to multivariate HFA
2.3 Main steps of a complete multivariate HFA
2.4 Hydro-Meteorological events and their main features
Flood features
Drought features
Rainfall storm features
Sediment features
References
3: Multivariate preliminary analysis
3.2 Visualisation
3.3 Cross-Dependence measures
3.4 Outliers
3.5 Location measures
3.6 Scale measures
3.7 Asymmetry
3.8 Kurtosis
References
4: Checking basic assumptions for multivariate HFA
4.1 Introduction and general considerations
4.2 Non-stationarity/trend
4.2.1 Definitions
4.2.2 Multivariate trend tests
4.2.3 Performance evaluation
4.2.4 Discussion
4.2.5 Examples
4.3 Heterogeneity/shift
4.3.1 Definitions
4.3.1 Multivariate shift detection tests
4.3.2 Examples
4.4 Serial dependence
4.4.1 Definitions
4.4.2 Serial independence tests
4.4.3 Examples
References
5: Multivariate modeling
5.2 Description of copula models
5.3 Classes of copula
5.3.1 Archimedean copulas
5.3.2 Extreme-value copulas
5.3.3 Meta-elliptical copulas
5.3.4 Other classes of copulas
5.4. Dependence measures
5.4.1 Overall dependence measures
5.4.2 Tail dependence measures
5.5. Parameter estimation
5.5.1 Inference Functions for Margins Method (IFM)
5.5.2 Maximum Pseudo-likelihood Method (MPL)
5.5.3 Moment-Based Method (MM)
5.5.4 Multi-parameter copula estimation
5.6. Copula selection
5.6.1 Preliminary step
5.6.2 Copula goodness-of-fit testing
5.6.3 Selection criteria for copula
5.6.5 Margin modeling
References
6: Multivariate return period and quantile
6.1 Risk assessment in hydro-meteorology
6.2 Multivariate Return Period and multivariate quantile
6.3 Methods to select combinations
6.4 Illustrations
References
7: Multivariate regional analysis
7.1 Aims and general steps of regional frequency analysis
7.2 Region delineation
7.3 Regional estimation
7.4 Index-flood model
7.5 Example
References
8: Multivariate non-stationary HFA
8.2 Multivariate non-stationary HFA: literature
8.3 Multivariate non-stationary models
8.4 Example
References
Appendices
2. Multivariate L-moments
3. Copula simulations
- No. of pages: 216
- Language: English
- Edition: 1
- Published: November 16, 2022
- Imprint: Elsevier
- Paperback ISBN: 9780323959087
- eBook ISBN: 9780323959070
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