Results 31 to 40 of about 493 (178)
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
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Dependence Analysis of the ISE100 Banking Sector Using Vine Copula
İstanbul İktisat Dergisi, 2023 The frequently observed time-varying trends and dependence in recent years within financial markets have been essential for modeling and pricing. This study aims to analyze the dependence structure of banking sector stocks traded on the ISE100 index ...
Bükre Yıldırım Külekci +3 more
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Matrix and graph representations of vine copula structures
CoRR, 2022 23 pages, 27 ...
Daniel Pfeifer, Edith Alice Kovács
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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
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Prediction based on conditional distributions of vine copulas [PDF]
Computational Statistics & Data Analysis, 2019 Vine copulas are a flexible tool for multivariate non-Gaussian distributions. For data from an observational study where the explanatory variables and response variables are measured together, a proposed vine copula regression method uses regular vines and handles mixed continuous and discrete variables.
Bo Chang 0002, Harry Joe
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On the connection between cherry-tree copulas and truncated R-vine copulas [PDF]
Kybernetika, 2017 Vine copulas are a flexible way for modeling dependences using only pair-copulas as building blocks. However if the number of variables grows the problem gets fast intractable. For dealing with this problem Brechmann at al. proposed the truncated R-vine copulas.
Edith Kovács, Tamás Szántai
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Univariate conditioning of vine copulas
Journal of Multivariate Analysis, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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
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Vine Copula-Based Classifiers with Applications
Journal of ClassificationAbstract The vine pair-copula construction can be used to fit flexible non-Gaussian multivariate distributions to a mix of continuous and discrete variables. With multiple classes, fitting univariate distributions and a vine to each class lead to posterior probabilities over classes that can be used for discriminant analysis.
Özge Sahin, Harry Joe
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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
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