Development of decomposition-based model using Copula-GARCH approach to simulate instantaneous peak discharge

Abstract

Abstract Estimation of instantaneous peak discharge is important in the design of hydraulic structures and reservoir management. In this study, a new approach called CEEMD-Copula-GARCH is presented for simulating instantaneous peak discharge in the Qale Shahrokh basin, upstream of Zayanderood Dam, Iran. In the developed method, the Complementary ensemble empirical mode decomposition (CEEMD) algorithm was used to analyze the observed values and generate the intrinsic mode function values and residual series. For this purpose, the intrinsic mode function values were simulated based on vine copula and its tree sequence (C-vine, D-vine, R-vine and their independent and Gaussian modes), and the residual series of the CEEMD algorithm were simulated by the GARCH model. The results of simulating instantaneous peak discharge values (m3/s) using the CEEMD-Copula-GARCH approach in the study area showed that the amount of simulation error based on the RMSE statistic compared to the CEEMD-Copula model and simulation without decomposition has improved by about 20 and 70%, respectively. The model’s efficiency was also estimated based on the Nash–Sutcliffe efficiency in the proposed approach of 0.99, and the certainty of the proposed approach was also confirmed based on the presented violin plot. According to the presented results, the proposed approach has high accuracy and efficiency in the simulation of instantaneous peak discharge (m3/s), which can be used in the flood control system design and flood management. Using the methodology proposed in this study, multivariable models can be used in simulating univariate series with high accuracy.

Keywords

• Conditional variance
• Empirical mode
• GARCH
• Instantaneous peak discharge
• Vine copula