Preprints
https://doi.org/10.5194/hess-2020-306
https://doi.org/10.5194/hess-2020-306
21 Jul 2020
 | 21 Jul 2020
Status: this preprint has been withdrawn by the authors.

Copulas for hydroclimatic applications – A practical note on common misconceptions and pitfalls

Faranak Tootoonchi, Jan Olaf Haerter, Olle Räty, Thomas Grabs, Mojtaba Sadegh, and Claudia Teutschbein

Abstract. For most hydroclimatic applications, precipitation and temperature are of particular interest as they strongly affect the water cycle, can easily be measured and are often readily available from many meteorological stations worldwide. To account for precipitation and temperature variability, their co-dependence and their correlation, several multivariate analysis methods have been adopted in the hydroclimatic literature in recent years. In line with the steadily rising number of publications on this topic, the notion of copula-based probability distribution has also attracted tremendous interest to deal with the complexity of compound events in the multidimensional context. A copula is a function that connects a multivariate distribution to its one-dimensional margins, which allows for a joint distribution of random variables with great flexibility for the marginal distribution. However, there seems to be a lack of comprehensive understanding of the fundamental requirements of the copula concept such as the strength and significance of correlation between variables, autocorrelation effects and the choice of representative copula families, which potentially compromises the robustness of projections of future environmental processes and natural hazards. Therefore, by combining a systematic literature review with a specific hydroclimatic case study in Sweden, we illustrate a practical approach to copula-based modeling, which (1) provides end-users with an overview of necessary requirements, statistical assumptions and consequential limitations of copulas, (2) highlights possible pitfalls and misconceptions, and (3) offers a decision support framework for the application of copulas to support researchers and decision makers in addressing climatological hazards and sustainable development, thereby demystifying what is currently an area of great confusion.

This preprint has been withdrawn.

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Faranak Tootoonchi, Jan Olaf Haerter, Olle Räty, Thomas Grabs, Mojtaba Sadegh, and Claudia Teutschbein

Interactive discussion

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Status: closed
AC: Author comment | RC: Referee comment | SC: Short comment | EC: Editor comment
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Interactive discussion

Status: closed
Status: closed
AC: Author comment | RC: Referee comment | SC: Short comment | EC: Editor comment
Printer-friendly Version - Printer-friendly version Supplement - Supplement
Faranak Tootoonchi, Jan Olaf Haerter, Olle Räty, Thomas Grabs, Mojtaba Sadegh, and Claudia Teutschbein

Model code and software

Codes_Copulas for hydroclimatic applications Faranak Tootoonchi https://doi.org/10.5281/zenodo.3900001

Faranak Tootoonchi, Jan Olaf Haerter, Olle Räty, Thomas Grabs, Mojtaba Sadegh, and Claudia Teutschbein

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Short summary
The motive behind writing this paper is the growing interest in adopting copulas in hydroclimatic applications. We performed an in-depth copula analysis on a case study in Sweden to show strength, significance, variability and non-stationarity of correlation between precipitation and temperature variables. As our final product, we illustrate a comprehensive decision support framework to support end users in adopting copulas for hydroclimatic applications.