Results 1 to 10 of about 1,223 (165)
Contributions to Vine-Copula Modeling [PDF]
, 2022 144 p.Regular vine-copula models (R-vines) are a powerful statistical tool for modeling thedependence structure of multivariate distribution functions. In particular, they allow modelingdierent types of dependencies among random variables independently ...
Carera Soto, Diana María
core +3 more sources
Energy Science & Engineering, 2021 To consider the failure correlation among key subsystems, based on the reliability allocation method of the series system, a wind turbine reliability allocation calculation method based on the vine copula correlation model is proposed.
Yuanyuan Wu, Wenlei Sun
doaj +1 more source
A New Wind Speed Scenario Generation Method Based on Principal Component and R-Vine Copula Theories
Energies, 2022 The intermittent and uncertain properties of wind power have presented enormous obstacles to the planning and steady operation of power systems. In this context, as an effective technique to study wind power uncertainty, the development of an accurate ...
Hui Hwang Goh +6 more
doaj +1 more source
Vine copula based dependence modeling in sustainable finance
Journal of Finance and Data Science, 2022 Climate change and sustainability have become societal focal points in the last decade. Consequently, companies have been increasingly characterized by non-financial information, such as environmental, social, and governance (ESG) scores, based on which ...
Claudia Czado +5 more
doaj +1 more source
Time series with infinite-order partial copula dependence
Dependence Modeling, 2022 Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of models that ...
Bladt Martin, McNeil Alexander J.
doaj +1 more source
IEEE AccessUsing copulas in statistics evaluates the dependence between random variables. Copula modeling has significantly been used in many areas, especially in the search for multivariate distributions.
Amir Shahirinia +4 more
doaj +1 more source
IET Energy Systems Integration, 2022 With the continuous development of Regional Integrated Energy System (RIES), demand response (DR) is composed of diversified loads including electric load, heat load and gas load.
Shuxin Tian +4 more
doaj +1 more source
Applied Water Science, 2023 Estimation of instantaneous peak discharge is important in the design of hydraulic structures and reservoir management. In this study, a new approach called CEEMD-Copula-GARCH is presented for simulating instantaneous peak discharge in the Qale Shahrokh ...
Mohammad Nazeri Tahroudi +1 more
doaj +1 more source
D-vine-copula-based postprocessing of wind speed ensemble forecasts
, 2023 Jobst D, Möller AC, Gross J. D-vine-copula-based postprocessing of wind speed ensemble forecasts. Quarterly Journal of the Royal Meteorological Society.
Möller, Annette Christine ; https://orcid.org/ +2 more
core +1 more source
Factor Copula through a vine structure
, 2015 Copula functions have been widely used in actuarial science, finance and econometrics. Though multivariate copulas allow for a flexible specification of the dependence structure of economic variables, they are not particularly tempting in high ...
RIVIECCIO, GIORGIA
core +1 more source