Construction of dependence structure for rainfall stations by joining time series models with copula method

Abstract

Copula model has applied in various hydrologic studies, however, most analyses conducted does not considering the non-stationary conditions that may exist in the time series. To investigate the dependence structure between two rainfall stations at Johor Bahru, two methods have been applied. The first method considers the non-stationary condition that exists in the data, while the second method assumes stationarity in the time series data. Through goodness-off-fit (GOF) and simulation tests, performance of both methods are compared in this study. The results obtained in this study highlight the importance of considering non-stationarity conditions in the hydrological data.