Articles | Volume 20, issue 7
Research article
11 Jul 2016
Research article |  | 11 Jul 2016

Investigation of hydrological time series using copulas for detecting catchment characteristics and anthropogenic impacts

Takayuki Sugimoto, András Bárdossy, Geoffrey G. S. Pegram, and Johannes Cullmann

Abstract. Global climate change can have impacts on characteristics of rainfall–runoff events and subsequently on the hydrological regime. Meanwhile, the catchment itself changes due to anthropogenic influences. However, it is not easy to prove the link between the hydrology and the forcings. In this context, it might be meaningful to detect the temporal changes of catchments independent from climate change by investigating existing long-term discharge records. For this purpose, a new stochastic system based on copulas for time series analysis is introduced in this study.

A statistical tool like copula has the advantage to scrutinize the dependence structure of the data and, thus, can be used to attribute the catchment behavior by focusing on the following aspects of the statistics defined in the copula domain: (1) copula asymmetry, which can capture the nonsymmetric property of discharge data, differs from one catchment to another due to the intrinsic nature of both runoff and catchment; and (2) copula distances can assist in identifying catchment change by revealing the variability and interdependency of dependence structures.

These measures were calculated for 100 years of daily discharges for the Rhine River and these analyses detected epochs of change in the flow sequences. In a follow-up study, we compared the results of copula asymmetry and copula distance applied to two flow models: (i) antecedent precipitation index (API) and (ii) simulated discharge time series generated by a hydrological model. The results of copula-based analysis of hydrological time series seem to support the assumption that the Neckar catchment had started to change around 1976 and stayed unusual until 1990.

Short summary
This paper is aims to detect the climate change impacts on the hydrological regime from the long-term discharge records. A new method for stochastic analysis using copulas, which has the advantage of scrutinizing the data independent of marginal, is suggested in this paper. Two measures are used in the copula domain: one focuses on the asymmetric characteristic of data and the other compares the distances between the copulas. These are calculated for 100 years of daily discharges and the results are discussed.