Results 61 to 70 of about 749 (133)

Sea level rise: using copula function to get structure crest level rating from its average overtopping discharge

LHB Hydroscience Journal
With the rise in sea level due to climate change, it is necessary to improve calculation methods for determining the crest level of coastal structures from the mean overtopping discharge at a 100-year return period.
Olivier Orcel, Philippe Sergent
doaj   +1 more source

New Bivariate Copulas via Lomax Distribution Generated Distortions

AppliedMath
We develop a framework for creating distortion functions that are used to construct new bivariate copulas. It is achieved by transforming non-negative random variables with Lomax-related distributions.
Fadal Abdullah Ali Aldhufairi, Jungsywan H. Sepanski   +1 more
doaj   +1 more source

Clayton Copula as an Alternative Perspective of Multi-Reaction Model

Environmental and Climate Technologies, 2018
This study proposes to assess the effect of some relevant parameters of biomass pyrolysis on the numerical solutions of nthorder distributed activation energy model (DAEM) or multi reaction model (MRM).
Dhaundiyal Alok, Singh Suraj B., Hanon Muammel M., Schrempf Norbert   +3 more
doaj   +1 more source

Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula

Journal of Probability and Statistics, 2018
This study exploits the closure property of the converse convolution operator to come up with a hybrid Clayton-Frank Archimedean copula for two random variables.
Maxwell Akwasi Boateng, Akoto Yaw Omari-Sasu, Richard Kodzo Avuglah, Nana Kena Frempong   +3 more
doaj   +1 more source

A Copula-Based Scenario Generation Method for Renewable Wind Power Outputs of Two Wind Farms

Energies
Renewable wind power output is characterized by strong randomness, volatility, and spatial dependence, which makes accurate two-adjacent wind farm scenario generation essential for stochastic dispatch and secure operation of power systems.
Rong Hu, Xueli Yin, Yingrui Dong, Cheng Xu, Weican Yuan, Weiqi Zhang   +5 more
doaj   +1 more source

MODELING OF BIVARIATE DATA FOR DEPENDABILITY [PDF]

Fiabilitate şi Durabilitate, 2018
For technical applications the dependability generally measures availability, reliability, maintainability, and connected activities like costs.
Adrian Stere PARIS, Constantin TÂRCOLEA
doaj  

Probabilistic Prediction of Concrete Compressive Strength Using Copula Functions: A Novel Framework for Uncertainty Quantification

Buildings
Traditional machine learning models for concrete compressive strength prediction provide only single-value estimates without quantifying the probability of meeting design requirements, leaving engineers unable to make risk-informed decisions.
Cheng Zhang, Senhao Cheng, Shanshan Tao, Shuai Du, Zhengjun Wang   +4 more
doaj   +1 more source

COMPARISON OF COPULA FAMILY (GAUSSIAN, ARCHIMEDEAN, AND REGRESSION) IN A CASE STUDY OF COMPOSITE STOCK PRICE INDEX ON INDONESIA STOCK EXCHANGE

Barekeng
Stocks are one of the most popular financial market instruments. On the other hand, stocks are an investment instrument that is widely chosen by investors because stocks are able to provide attractive profit levels.
Darwis Darwis, Bagus Sartono, Leny Yuliani   +2 more
doaj   +1 more source

Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi

Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2016
In this paper, copula approach was applied to determine the dependence structure the two indices (PPI and CPI). Ali ? Mikhail ? Haq, Clayton, Frank and Gumbel ? Hougaard from Archimedean family were used.
Ayça Büyükyılmaz
doaj  

Bayesian parametric estimation based on left-truncated competing risks data under bivariate Clayton copula models. [PDF]

J Appl Stat
Michimae H, Emura T, Miyamoto A, Kishi K.   +3 more
europepmc   +1 more source