Bivariate frequency analysis of nonstationary low-flow series based on the time-varying copula

Many studies have analysed the nonstationarity in single hydrological variables due to changing environments. Yet, few researches have been done to investigate how the dependence structure between different individual hydrological variables is affected by changing environments. To investigate how the reservoirs have altered the dependence structure between river flows at different locations on the Hanjiang River, a time-varying copula model, which takes the nonstationarity in the marginal distribution and/or the time variation in dependence structure between different hydrological series into consideration, is presented in this paper to perform a bivariate frequency analysis for the low-flow series from two neighbouring hydrological gauges. The time-varying moments model with either time or reservoir index as explanatory variables is applied to build the time-varying marginal distributions of the two low-flow series. It's found that both marginal distributions are nonstationary, and the reservoir index yields better performance than the time index in describing the nonstationarities in the marginal distributions. Then, the copula with the dependence parameter expressed as a function of either time or reservoir index is applied to model the variable dependence between the two low-flow series. The copula with reservoir index as the explanatory variable of the dependence parameter has a better fitting performance than the copula with the constant or the time-trend dependence parameter. Finally, the effect of the time variation in the joint distribution on three different types of joint return periods (i.e.AND, OR and Kendall) of low flows at two neighbouring hydrological gauges is presented. Copyright (c) 2014 John Wiley & Sons, Ltd.