Multivariate drought risk

analysis for California

California Water & Environmental Modeling Forum
2018 Annual Meeting Program
April 2-4, 2018

Deepthi Rajsekhar
Hongbing Yin
Jay Wang
Richard Chen, Idy Lui, Liheng Zhong

1
Outline
• What is a drought?
• Why analyze droughts?
• How to analyze droughts?
• Impact of a changing climate on drought
• Take-Away

2
What is a drought?
• Period of prolonged deficit in precipitation, soil moisture, or flow
• Natural, recurring, inevitable process
• Experienced by all climate regions
• “Creeping phenomena”
• Impact can be:
• Economic
• Social
• Environmental
• Multiple physical manifestations

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• Meteorological drought:
Precipitation deficit from the norm

• Agricultural drought: Soil lacks

moisture that a specific crop need at a
specific time

• Hydrologic drought: lack of

sufficient surface and/or sub-surface
water

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 Natural/human-induced climate
variability

Meteorological
Precipitation deficiency (amount, High T, winds, low relative

drought
intensity, timing) humidity, greater sunshine

Reduced infiltration, runoff, deep Increased evaporation and

percolation, and GW recharge transpiration

Agricultural
Soil water deficiency

drought
Plant water stress, reduced biomass
and yield

Hydrologic
Reduced streamflow, inflow to

drought
reservoir, lakes, reduced wetlands,
wildlife habitat

Economic impacts Social impacts Environmental impacts

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Why droughts are unique among natural
disasters?
• No precise and universally accepted definition
• Quantification of impact and mitigation much more difficult
• Onset and end of drought difficult to determine
• Longer recovery time – impacts may linger for years
• Non-structural impacts and spread over a large geographic area

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Outline
• What is a drought?
• Why analyze droughts?
• How to analyze droughts?
• Impact of a changing climate on drought
• Take-Away

7
Motivation
• Wide spread social, economical, and ecological impact
• Costliest natural hazard - $ 6-8 billion annual damage to US
(FEMA)
• Importance of studying droughts in California:
• Major contributor of fruits, nuts, vegetables, and livestock/dairy
• 2015 California drought alone caused an economic loss of $2.7
billion
• Changing climate likely to cause more severe, more frequent
droughts in future

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Outline
• What is a drought?
• Why analyze droughts?
• How to analyze droughts?
• Impact of a changing climate on drought
• Take-Away

9
How to analyze droughts?
Define drought events

Quantify drought properties: severity and

duration

Fit marginal distributions to severity and

duration

Joint and conditional distributions of drought

properties – severity and duration

Derivation of drought frequency curves

Plot drought atlas

10
Study Area Example step-by-
step illustration of
Shasta drought analysis

63 rim watersheds and

30 WBAs to represent
Sacramento Valley floor

Data source: Rim

inflows from CalSim3.0
input file
WBA surface runoff
from CalSim3.0 Output

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How to analyze droughts?
Define drought events

Quantify drought properties: severity and

duration

Fit marginal distributions to severity and

duration

Joint and conditional distributions of drought

properties – severity and duration

Derivation of drought frequency curves

Plot drought atlas

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Step 1: Definition of drought events
• Use drought indicators for defining drought events
• Numerous standardized drought indices like Standardized
Precipitation Index (SPI), Palmer Drought Severity Index
(PDSI), Standardized Runoff Index (SRI)
• Choice of index depends on purpose of study
• We use SRI for hydrologic drought analysis.

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Standardized Runoff Index (SRI)
• Probability based drought indicator
• Runoff time series for each month is fitted to either a parametric
or non-parametric distribution.
• Calculate the cumulative probabilities for runoff values
• Convert the cumulative probability to a standard normal
distribution variate (with zero mean and unit variance).
• The standard normal variate is SRI.

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 Moderately Near Normal Moderately
Extremely dry Extremely wet
dry wet
0.7
SRI values Classification
0.6
Greater than 2.0 Extremely wet
0.5
1.5 to 1.99 Very wet

0.4
1.0 to1.49 Moderately wet
Probability

-0.99 to 0.99 Near normal

0.3

-1.0 to -1.49 Moderately dry

0.2

-1.5 to -1.99 Severely dry

0.1

Less than -2.0 Extremely dry

0
-3 -2 -1 0 1 2 3
SRI

SRI values on normal curve

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 SRI time series for Shasta
4

1
SRI

-1

-2

-3

-4
Oct-21 Oct-26 Oct-31 Oct-36 Oct-41 Oct-46 Oct-51 Oct-56 Oct-61 Oct-66 Oct-71 Oct-76 Oct-81 Oct-86 Oct-91 Oct-96 Oct-01 Oct-06 Oct-11
Time

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How to analyze droughts?
Define drought events

Quantify drought properties: severity and

duration

Fit marginal distributions to severity and

duration

Joint and conditional distributions of drought

properties – severity and duration

Derivation of drought frequency curves

Plot drought atlas

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Step 2: Quantify drought properties
• Drought events characterized by: severity, duration
• Theory of runs: An event is defined as drought when the value
of interest (SRI) falls below a specified threshold.
• Drought event when SRI falls below -0.99

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• Each drought event characterized by:
• Severity – cumulative SRI for each drought event
• Duration – length for which SRI continuously stays below
threshold
10
Worst drought in 2012-2015 dry

(months)
period
8

6
Duration

Strong dependence between

4
severity and duration
2

0
0 5 10 15
Severity

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How to analyze droughts?
Define drought events

Quantify drought properties: severity and

duration

Fit marginal distributions to severity and

duration

Joint and conditional distributions of drought

properties – severity and duration

Derivation of drought frequency curves

Plot drought atlas

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Step 3: Marginal distributions for drought
properties
Drought property Distribution Parameter
Severity Log-normal µ = 0.9078, σ=0.898
Duration Exponential µ = 2.8194
CDF plot for duration
CDF plot for severity 1
1

0.9 0.9

0.8 0.8

0.7
0.7

0.6

CDF
0.6
CDF

0.5
0.5

0.4
0.4
0.3

0.3
0.2

0.2
0.1 1 2 3 4 5 6 7 8 9 10
0 2 4 6 8 10 12 14 16
Duration (months)
Severity

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How to analyze droughts?
Define drought events

Quantify drought properties: severity and

duration

Fit marginal distributions to severity and

duration

Joint and conditional distributions of drought

properties – severity and duration

Derivation of drought frequency curves

Plot drought atlas

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Step 4: Joint distribution of severity and
duration
• Marginal distributions for severity and duration belong to
different families
• Use an approach called copula to construct joint distribution
• Copulas are mapping functions that preserves the dependence
structure between severity and duration
• Different families of copula functions available to develop joint
distribution
• Choose the best-fit copula for the data using metrics like log-
likelihood estimate

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Copula family Function Log-likelihood
parameter estimate
Clayton 4.414 39.13
Frank 10.892 45.76
Gumbel 3.207 46.26
Gaussian 0.883 39.43
Cumulative joint probability plot
12

10

0.9

8
Duration (months)

0.8

0.7

4
0.6

0.5

2
0.4

0.3
0
0 5 10 15
Severity 24
How to analyze droughts?
Define drought events

Quantify drought properties: severity and

duration

Fit marginal distributions to severity and

duration

Joint and conditional distributions of drought

properties – severity and duration

Derivation of drought frequency curves

Plot drought atlas

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Step 5: Derivation of drought frequency curves
• Establishes relationship between severity, duration, and frequency
• Analogous to precipitation I-D-F curves
• Useful for drought risk assessment, water resources planning, ecosystem
rehabilitation
• S-D-F curves based on conditional return period or recurrence interval

Where S and D indicate drought severity and duration, 𝐹𝐹𝑆𝑆� ( 𝑠𝑠 ) is conditional

𝐷𝐷 𝑑𝑑
distribution of severity and duration, n = total number of drought events, N =
total length of SRI time series,𝑇𝑇𝑆𝑆� ( 𝑠𝑠 ) is the conditional recurrence interval of S
𝐷𝐷 𝑑𝑑
given D=d

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 • Conditional distribution obtained from joint and marginal distributions
• Recurrence interval calculated based on conditional distribution
Conditional distribution plot for drought severity given drought duration Drought severity–duration–frequency curves at various return periods for Shasta
1 20

0.9 18

0.8 16

0.7
14
d=1 month
0.6 d=2 months
d=4 months 12

Severity
d=6 months
P(S/D)

0.5
d=8 months
10
d=12 months
0.4
8
T=10
0.3
T=25
6
0.2 T=50

T=100
4
0.1

0 2
0 5 10 15 20 25 30 35 40 0 2 4 6 8 10 12

Severity Duration(months)

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How to analyze droughts?
Define drought events

Quantify drought properties: severity and

duration

Fit marginal distributions to severity and

duration

Joint and conditional distributions of drought

properties – severity and duration

Derivation of drought frequency curves

Plot drought atlas

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Step 6: Drought atlas
• Compilation of design drought S-D-F curves for different locations
• Useful for spatial drought analysis
• Example drought map shows the spatial variation
of drought severity for a 100-yr return period drought
of 12-month duration.
• Series of drought maps for a range of return periods
and/or drought durations can be constructed.

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Outline
• What is a drought?
• Why analyze droughts?
• How to analyze droughts?
• Impact of a changing climate on drought
• Take-Away

30
How climate change affects droughts
• Growing evidence on climate change leading to more severe and frequent
droughts
• Anticipated reduction in precipitation and increase in temperature
• As a case in point, we compare the worst drought in 2012-2015 dry period
under current versus mid-century climatology (2045-2074).
• 2012-2015 considered one of the driest period in the history of California
• We considered the worst case scenario in terms of greenhouse gas concentration
(RCP 8.5).
• Climate models chosen from CCTAG recommended list
• Rim inflow perturbed for each climate model projection to generate “climate
change rim inflows”

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 Drought severity–duration–frequency curves at various return periods for Shasta Drought severity–duration–frequency curves at various return periods for Shasta
20 20

18 18

16 Return period for 2012-2015 drought: 155 yrs 16 Return period for 2012-2015 drought: 108 yrs
14 14

12 12

Severity
Severity

10 10

8 8

6 T=10 6 T=10
T=25 T=25
T=50
4 4 T=50
T=100
T=100
2012-2015 event
2 2 2012-2015 event

0 0
0 2 4 6 8 10 12 0 2 4 6 8 10 12
Duration(months) Duration(months)

Current climatology Mid-century climatology

For the same drought, the recurrence interval reduces from 155 to 108 years due to climate change.

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Outline
• What is a drought?
• Why analyze droughts?
• How to analyze droughts?
• Impact of a changing climate on drought
• Take-Away

33
Take-Away
• Understanding drought properties and their joint behavior essential for
drought management and mitigation
• Bivariate computational framework for return period analysis is of key
importance in drought risk assessment.
• We also highlight the importance of considering the effect of changing
climate on drought properties.
• Significant escalation in the frequency of occurrence of droughts in future

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Thank You!

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 Disclaimer for analyses
DWR makes no warranties, representations or guarantees either expressed or implied, as to the
completeness, accuracy or correctness of the data, nor accepts or assumes any liability arising from any
incorrect, incomplete or misleading data as interpreted by others or their agents.
This presentation is of a framework for multivariate drought risk analysis in California, which represents and
is limited by the study/model design, including model assumptions. It has not been Q/A, Q/C by the DWR
and is being shared to illustrate the importance of incorporating a multivariate perspective in drought
analysis.
The data, methods, and analyses presented here are research products conducted by the Bay-Delta Office of
the Department of Water Resources (DWR). These research products are investigatory in nature and do not
reflect official DWR policy, programs, or operations. The information presented is qualified as follows:
• Any quantitative analyses presented are driven by specific assumptions and the values and trends they
show are subject to change with any new or changed assumption.
• The findings presented in these research products are limited to the results shown here.
• CalSim 3 is still in Beta-Release form and not final.

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