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The devil Is in the tail dependence: an assessment of multivariate copula‐based frameworks and dependence concepts for coastal compound flood dynamics

Phillips, R. C., Samadi, S., Hitchcock, D. B., Meadows, M. E. and Wilson, C. A. M. E. ORCID: 2022. The devil Is in the tail dependence: an assessment of multivariate copula‐based frameworks and dependence concepts for coastal compound flood dynamics. Earth's Future 10 (9) , e2022EF002705. 10.1029/2022ef002705

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A hurricane event can often produce both intense rainfall and a storm tide that can cause a major compound flooding threat to coastlines. This paper examined applications of multivariate copula‐based time series models using data observed during Hurricane Irma (2017) along the coastlines of Florida, Georgia, and South Carolina, United States. Multivariate time series models were developed using bivariate copulas wherein storm tide and rainfall data were modeled using LOWESS‐based autoregressive moving average (ARMA). n samples of observed data were then synthesized using a Monte Carlo approach in which the empirical copula and the parametric estimate of the copula were obtained to approximate two‐sided p‐values using the Rosenblatt probability integral transform method. Analysis suggested that proper selection of the underlying LOWESS‐based ARMA model was the crucial aspect for modeling compound flooding wherein Archimedean, Elliptical, and Extreme Value copulas all offered consistent flexibility in terms of dependence modeling. As a backdrop to compound flood probabilities, this research also outlined both theoretical and applied frameworks for the calculation of non‐exceedance probabilities in a multidimensional environment using classical isofrequency probability assumptions for the “AND” (a bivariate joint probability) and Survival Kendall definitions. Random realizations from storm copulas combined with multivariate non‐exceedance probability definitions ultimately showed there were periods of temporal yet cyclical high intensities that lasted 1–2 hr. Lastly, a discussion is presented on the broader application of the proposed methodology within the field of engineering design and risk management which may serve as a catalyst for the continued research in compound flooding.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Engineering
Additional Information: License information from Publisher: LICENSE 1: URL:
Publisher: Wiley Open Access
ISSN: 2328-4277
Date of First Compliant Deposit: 30 August 2022
Date of Acceptance: 15 August 2022
Last Modified: 13 May 2023 21:58

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