Bivariate drought frequency analysis using the copula method

Droughts are major natural hazards with significant environmental and economic impacts. In this study, two-dimensional copulas were applied to the analysis of the meteorological drought characteristics of the Sharafkhaneh gauge station, located in the northwest of Iran. Two major drought characteristics, duration and severity, as defined by the standardized precipitation index, were abstracted from observed drought events. Since drought duration and severity exhibited a significant correlation and since they were modeled using different distributions, copulas were used to construct the joint distribution function of the drought characteristics. The parameter of copulas was estimated using the method of the Inference Function for Margins. Several copulas were tested in order to determine the best data fit. According to the error analysis and the tail dependence coefficient, the Galambos copula provided the best fit for the observed drought data. Some bivariate probabilistic properties of droughts, based on the derived copula-based joint distribution, were also investigated. These probabilistic properties can provide useful information for water resource planning and management.