Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica

M. Gómez and María del Carmen Domínguez

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: Modelling glacier discharge is an important issue in hydrology and climate research. Glaciers represent a fundamental water resource when melting of snow contributes to runoff. Glaciers are also studied as natural global warming sensors. GLACKMA association has implemented one of their Pilot Experimental Watersheds at the King George Island in the Antarctica which records values of the liquid discharge from Collins glacier. In this paper, we propose the use of time-varying copula models for analyzing the relationship between air temperature and glacier discharge, which is clearly non constant and non linear through time. A seasonal copula model is defined where both the marginal and copula parameters vary periodically along time following a seasonal dynamic. Full Bayesian inference is performed such that the marginal and copula parameters are estimated in a one single step, in contrast with the usual twostep approach. Bayesian prediction and model selection is also carried out for the proposed model such that Bayesian credible intervals can be obtained for the conditional glacier discharge given a value of the temperature at any given time point. The proposed methodology is illustrated using the GLACKMA real data where there is, in addition, a hydrological year of missing discharge data which were not possible to measure accurately due to hard meteorological conditions.

Keywords: MCMC; Bayesian; inference; Copulas; Glacier; discharge; Seasonality; Melt; modelling (search for similar items in EconPapers)
Date: 2015-06-01
New Economics Papers: this item is included in nep-ecm and nep-env
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Citations: View citations in EconPapers (2)

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