Home
Scholarly Works
Maximum entropy-Gumbel-Hougaard copula method for...
Journal article

Maximum entropy-Gumbel-Hougaard copula method for simulation of monthly streamflow in Xiangxi river, China

Abstract

A maximum entropy-Gumbel-Hougaard copula (MEGHC) method has been proposed for monthly streamflow simulation. The marginal distributions of monthly streamflows are estimated through the maximum entropy (ME) method with the first four non-central moments (i.e. mean, standard deviation, skewness and kurtosis) being the constraints. The Lagrange multipliers in ME-based marginal distributions are determined using the conjugate gradient (CG) method which is of superlinear convergence, simple recurrence formula and less calculation. Then the joint distributions of two adjacent monthly streamflows are constructed using the Gumbel-Hougaard copula (GHC) method. The developed MEGHC method has been applied for monthly streamflow simulation in Xiangxi river, China. The goodness-of-fit statistical tests, consisting of K–S test, A–D test, RMSE and Rosenblatt transformation with Cramér von Mises statistic, show that the MEGHC method can reflect dependence structure in adjacent monthly streamflows of Xiangxi river, China. Comparison between simulated streamflow generated by MEGHC and observations indicates the satisfactory performance of MEGHC with small relative errors.

Authors

Kong XM; Huang GH; Fan YR; Li YP

Journal

Stochastic Environmental Research and Risk Assessment, Vol. 29, No. 3, pp. 833–846

Publisher

Springer Nature

Publication Date

March 1, 2015

DOI

10.1007/s00477-014-0978-0

ISSN

1436-3240

Labels

Contact the Experts team