IAHS2022-343
https://doi.org/10.5194/iahs2022-343
IAHS-AISH Scientific Assembly 2022
© Author(s) 2022. This work is distributed under
the Creative Commons Attribution 4.0 License.

Copulas for hydroclimatic analysis: A practice-oriented overview

Faranak Tootoonchi1, Mojtaba Sadegh2, Jan Olaf Haerter3, Olle Räty4, Thomas Grabs1, and Claudia Teutschbein1
Faranak Tootoonchi et al.
  • 1Uppsala University, Earth Science, Uppsala, Sweden (faranak.tootoonchi@geo.uu.se)
  • 2Department of Civil Engineering, Boise State University, Boise, USA
  • 3Niels Bohr Institute University of Copenhagen, Copenhagen, Denmark
  • 4Finnish Meteorological Institute, Helsinki, Finland

A warming climate is associated with increasing hydroclimatic extremes, which are often interconnected through complex processes, prompting their concurrence and/or succession, and causing compound extreme events. It is critical to analyze the risks of compound events, given their disproportionately high adverse impacts. To account for the variability in two or more hydroclimatic variables (e.g., temperature and precipitation) and their dependence, a rising number of publications focuses on multivariate analysis, among which the notion of copula-based probability distribution has attracted tremendous interest. Copula is a mathematical function that expresses the joint cumulative probability distribution of multiple variables. Our focus is to re-emphasize the fundamental requirements and limitations of applying copulas. Confusion about these requirements may lead to misconceptions and pitfalls, which can potentially compromise the robustness of risk analyses for environmental processes and natural hazards. We conducted a systematic literature review of copulas, as a prominent tool in the arsenal of multivariate methods used for compound event analysis, and underpinned them with a hydroclimatic case study in Sweden to illustrate a practical approach to copula-based modeling. Here, we (1) provide end-users with a didactic overview of necessary requirements, statistical assumptions and consequential limitations of copulas, (2) synthesize common perceptions and practices, and (3) offer a user-friendly decision support framework to employ copulas, thereby support researchers and practitioners in addressing hydroclimatic hazards, hence demystify what can be an area of confusion.

How to cite: Tootoonchi, F., Sadegh, M., Haerter, J. O., Räty, O., Grabs, T., and Teutschbein, C.: Copulas for hydroclimatic analysis: A practice-oriented overview, IAHS-AISH Scientific Assembly 2022, Montpellier, France, 29 May–3 Jun 2022, IAHS2022-343, https://doi.org/10.5194/iahs2022-343, 2022.