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Giovanni De Luca and Giorgia Rivieccio
Climate change is a significant environmental challenge that affects water resources, agriculture, health, and other aspects of human life. Bivariate modeling is a statistical method used to analyze the relationship between variables such as rainfall and...
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Stylianos Giakoumakis and Basil Papadopoulos
In this paper, we develop a novel computation model of Intuitionistic Fuzzy Values with the usage of fuzzy negations and Archimedean copulas. This novel computation model?s structure is based on the extension of the existing operations of intuitionistic ...
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Saba Naz, Muhammad Ahsanuddin, Syed Inayatullah, Tanveer Ahmed Siddiqi and Muhammad Imtiaz
Flooding from the Indus river and its tributaries has regularly influenced the region of Pakistan. Therefore, in order to limit the misfortune brought about by these inevitable happenings, it requires taking measures to estimate the occurrence and effect...
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Jose Javier Gorgoso-Varela,Juan Daniel García-Villabrille,Alberto Rojo-Alboreca,Klaus von Gadow,Juan Gabriel Álvarez-González
Pág. eSC07
Aim of study: In this study we compare the accuracy of three bivariate distributions: Johnson?s SBB, Weibull-2P and LL-2P functions for characterizing the joint distribution of tree diameters and heights.Area of study: North-West of Spain.Material and me...
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Pedro Alberto Morettin,Clélia Maria de Castro Toloi,Chang Chiann,José Carlos Simon de Miranda
Pág. 263 - 281
We introduce copula estimators based on wavelet smoothing of empirical copulas for the case of time series data. We then study the properties of this estimator via simulations and compare its performance with other estimators. Applications to real data a...
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Shahid Latif and Slobodan P. Simonovic
Low-lying coastal communities are often threatened by compound flooding (CF), which can be determined through the joint occurrence of storm surges, rainfall and river discharge, either successively or in close succession. The trivariate distribution can ...
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Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
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Fengping Liu, Xu Wang, Yuhu Chang, Ye Xu, Yinan Zheng, Ning Sun and Wei Li
This study analyzed the multivariate drought risks for the Wei River basin by characterizing the interdependence between the standardized precipitation index (SPI) and the standardized precipitation evapotranspiration index (SPEI). Both parametric and no...
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Joshua Eklund and Jong-Min Kim
In this research, we investigate the relationship between a movie?s gross and its budget, year of release, season of release, genre, and rating. The movie data used in this research are severely skewed to the right, resulting in the problems of nonlinear...
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J. A. Carrillo, M. Nieto, J. F. Velez and D. Velez
A novel forecasting method based on copula functions is proposed. It consists of an iterative algorithm in which a dependent variable is decomposed as a sum of error terms, where each one of them is estimated identifying the input variable which best ?co...
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John Weirstrass Muteba Mwamba and Sutene Mwambetania Mwambi
This paper investigates the dynamic tail dependence risk between BRICS economies and the world energy market, in the context of the COVID-19 financial crisis of 2020, in order to determine optimal investment decisions based on risk metrics. For this purp...
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John Weirstrass Muteba Mwamba and Ehounou Serge Eloge Florentin Angaman
In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African insurance sector. We also employ the generalized autoregressive score model (GAS) to capture the dynamic asymmetric dependence between ...
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Yan-Feng Li, Ming Huang, Song Bai, Yuan Chen and Hong-Zhong Huang
The momentum wheel is a key component of the satellite attitude control system and has a direct impact on the reliability and overall life of the satellite. The momentum wheel has the characteristics of a high reliability, long life, and complex failure ...
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Deyan Radev
Pág. 407 - 420
This paper adapts and extends switching copula models to investigate whether financial contagion occurred between Western stock markets and their Central and Eastern European counterparts during the Global Financial Crisis. Our methodology focuses on tai...
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Jenq-Tzong Shiau and Yu-Cheng Lien
Less-frequent and inadequate sampling of sediment data has negatively impacted the long and continuous records required for the design and operation of hydraulic facilities. This data-scarcity problem is often found in most river basins of Taiwan. This s...
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Kyungwon Joo, Ju-Young Shin and Jun-Haeng Heo
For multivariate frequency analysis of hydrometeorological data, the copula model is commonly used to construct joint probability distribution due to its flexibility and simplicity. The Maximum Pseudo-Likelihood (MPL) method is one of the most widely use...
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Christina M. Botai, Joel O. Botai, Abiodun M. Adeola, Jaco P. de Wit, Katlego P. Ncongwane and Nosipho N. Zwane
This research study was carried out to investigate the characteristics of drought based on the joint distribution of two dependent variables, the duration and severity, in the Eastern Cape Province, South Africa. The drought variables were computed from ...
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Yanyun Xiang, Yi Wang, Yaning Chen, Yifei Bai, Leyuan Zhang and Qifei Zhang
The aim of this research was to use the standardized runoff index (SRI) with a three-month timescale (SRI-3) to analyze hydrological drought risk in two arid river basins characterized by different runoff regimes, Northwest China. Based on SRI-3, hydrolo...
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With the increasing rate of wind power installed capacity, voltage state assessment with large-scale wind power integration is of great significance. In this paper, a vine-copula based voltage state assessment method with large-scale wind power integrati...
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Gang Zhang, Zhixuan Li, Jinwang Hou, Kaoshe Zhang, Fuchao Liu and Xin Zhang
As the load characteristics of power systems tend to be complex, the difficulty of accurate and reliable load point prediction is constantly increasing, and it is more and more difficult to only use the point prediction results to ensure the safe and sta...
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