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Hydrology and Earth System Sciences An interactive open-access journal of the European Geosciences Union
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Volume 19, issue 6 | Copyright
Hydrol. Earth Syst. Sci., 19, 2685-2699, 2015
© Author(s) 2015. This work is distributed under
the Creative Commons Attribution 3.0 License.

Research article 12 Jun 2015

Research article | 12 Jun 2015

A continuous rainfall model based on vine copulas

H. Vernieuwe1, S. Vandenberghe2, B. De Baets1, and N. E. C. Verhoest2 H. Vernieuwe et al.
  • 1KERMIT, Department of Mathematical Modelling, Statistics and Bioinformatics, Ghent University, Coupure links 653, 9000 Ghent, Belgium
  • 2Laboratory of Hydrology and Water Management, Ghent University, Coupure links 653, 9000 Ghent, Belgium

Abstract. Copulas have already proven their flexibility in rainfall modelling. Yet, their use is generally restricted to the description of bivariate dependence. Recently, vine copulas have been introduced, allowing multi-dimensional dependence structures to be described on the basis of a stage by stage mixing of 2-dimensional copulas. This paper explores the use of such vine copulas in order to incorporate all relevant dependences between the storm variables of interest. On the basis of such fitted vine copulas, an external storm structure is modelled. An internal storm structure is superimposed based on Huff curves, such that a continuous time series of rainfall is generated. The performance of the rainfall model is evaluated through a statistical comparison between an ensemble of synthetical rainfall series and the observed rainfall series and through the comparison of the annual maxima.

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