Results 41 to 50 of about 81,207 (215)
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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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
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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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Complex Versus Parsimonious Site‐Based Stochastic Ground Motion Models: Which One Is Better?
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT Stochastic ground motion models (GMMs) provide a probabilistic representation of seismic input and are increasingly important for uncertainty quantification (UQ) in earthquake engineering. This study focuses on site‐based stochastic GMMs, which learn the statistical features of selected datasets of seismic records and generate statistically ...
Maijia Su +2 more
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International Journal of Climatology, EarlyView.The changes in joint return period of compound meteorological hot‐dry (CMHHE) and hot‐wet (CMHWE) and compound hydrological hot‐dry (CHHDE) and hot‐wet (CHHWE) extremes were attributed to changes in associated univariate extremes and their dependence.
Ruting Yang +6 more
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A Vine-copula extension for the HAR model [PDF]
, 2019 24 pages, 3 figures, 3 ...
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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
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Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
Journal of Time Series Analysis, EarlyView.ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
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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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Austral Entomology, Volume 65, Issue 4, November 2026.ABSTRACT The Australian species of the Phasmida genus Anchiale Stål, 1875 (Phasmatinae: Phasmatini) are updated to include five species: Anchiale albopunctata (Kirby, 1896) stat. rev. (removed from synonymy with A. briareus (Gray, 1834)); A. briareus Gray, 1834 (= Ctenomorpha tessulata Gray, 1835 syn. nov.; = A. austrotessulata Brock & Hasenpush, 2007,
Braxton R. Jones +4 more
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