《基于Copula方法的干旱历时和烈度的联合概率分析 Joint Probability Analysis of Drought Duration and Severity Based on Copula Approach》.pdfVIP

第 43 卷 第 10 期 天 津 大 学 学 报 Vol.43 No.10 2010 年 10 月 Journal of Tianjin University Oct. 2010 ▋ 基于 Copula 方法的干旱历时和烈度的联合概率分析 许月萍，张庆庆，楼章华，刘德地 浙江大学建筑工程学院水文与水资源研究所，杭州 310058 摘 要 ：采用自回归马尔可夫模型来延长干旱数据，以解决干旱数据短缺的问题，在此基础上获取长序列干旱数据；应 用 Copula 方法模拟干旱历时和干旱烈度之间的相依关系，并用自助抽样法检验 Copula 函数的拟合效果；最后得出边 际分布分别为皮尔逊Ⅲ型和伽马函数的两元联合分布，并计算干旱历时和干旱烈度的联合分布概率．模拟结果表明， Clayton Copula 能较好地模拟两变量之间的相依关系．根据 Copula 联结函数来模拟水文干旱极限事件，可考虑水文干 旱极限事件不同变量之间的相依性，方法简单合理，可成为水文干旱极限分析的一个有效工具． 关键词 ：自助抽样法；自回归马尔可夫模型；Copula 方法；干旱极限分析 中图分类号：TV122.5 文献标志码 ：A 文章编号 ：0493-2137 2010 10-0928-05 Joint Probability Analysis of Drought Duration and Severity Based on Copula Approach XU Yue-ping ，ZHANG Qing-qing ，LOU Zhang-hua ，LIU De-di Institute of Hydrology and Water Resources ，School of Civil Engineering ，Zhejiang University ， Hangzhou 310058 ，China To solve the problem of the shortage of drought data, autoregressive Markov model was used to extrapolate Abstract ： original time series and long time series of drought data are obtained. Then Copula method was employed to simulate the dependence between drought duration and severity, and bootstrap method was used to check the validity of Copula. In the end, a joint distribution of drought duration and severity was obtained with P- Ⅲ and Gamma distributions as margins respectively. The simulation results show that Clayton Copula can model the dependence of the two variables pretty well. Using the Copula approach to model various events of hydrological drought is a simple but reasonable method, which puts different variables of extreme drought events into consideration and this approach can serve as a very useful tool for drought extreme analysis. Keywords ：bootstrap method ；autoregressive Markov model ；Copula method ；drought extreme analysis 水文干旱极限分析一直是水文学家及水资源决 计变化特性，并以哈尔滨和陕县站为例，应用随机模 策者共同关心的问题之一，近几年来，随着全球气候 拟方法探讨了严重干旱出现可能性的定量估计方法； 变化，干旱事件发生的频率和强度增加，研究极限干 朱廷举等[3]探讨了严重水文干旱事件的发生规律和 旱事件越发重要．干旱事件通常有 3 个重要指标，即 确定黄河上中游地区连续枯水段的发生概率和重现 干旱历时、烈度和间隔时间．然而，分析干旱事件往 期；袁超等[