Volatility in Rainfall and Predictability of Droughts in Northwest Bangladesh

Mohammad Ahsan Uddin, Maksud Kamal Asm, Shamsuddin Shahid and Eun-Sung Chung
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Mohammad Ahsan Uddin: Department of Statistics, Faculty of Science, University of Dhaka, Dhaka 1000, Bangladesh
Maksud Kamal Asm: Department of Disaster Science and Management, Faculty of Earth and Environmental Sciences, University of Dhaka, Dhaka 1000, Bangladesh
Shamsuddin Shahid: School of Civil Engineering, Faculty of Engineering, Universiti Teknologi Malaysia (UTM), Johor Bahru 81310, Malaysia
Eun-Sung Chung: Faculty of Civil Engineering, Seoul National University of Science and Technology, Seoul 01811, Korea

Sustainability, 2020, vol. 12, issue 23, 1-20

Abstract: This study was conducted to evaluate the variability, trends, volatility, and transition patterns of rainfall in drought-prone northwest Bangladesh. Daily rainfall recorded at five stations for the period 1959–2018 were used for this purpose. Non-parametric tests of variability changes, a modified Mann–Kendall trend test, innovative trend analysis (ITA), a generalized autoregressive conditional heteroscedasticity (GARCH)–jump model, and a Markov chain (MC) were used to assess the variability changes, trends, volatility, and transitions in rainfall to understand the possibility of the persistence of droughts and their predictability. The results showed an overall decrease of variability in annual and seasonal rainfall, but an increase in mean pre-monsoon rainfall and a decrease in mean monsoon rainfall. This caused a decrease in pre-monsoon droughts, but few changes in monsoon droughts. The ITA and rainfall anomaly analysis revealed high temporal variability and, thus, rapid shifts in rainfall regimes, which were also supported by the volatility dynamics and time-varying jumps from the GARCH–jump model and the rapid changes in drought index from the MC analysis. Therefore, the lack of drought in recent years cannot be considered as an indicator of declining droughts in the region.

Keywords: rainfall volatility; GARCH; Markov chain; rainfall anomaly index; drought predictability (search for similar items in EconPapers)
JEL-codes: O13 Q Q0 Q2 Q3 Q5 Q56 (search for similar items in EconPapers)
Date: 2020
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