Results 51 to 60 of about 462 (184)
Tail dependence functions and vine copulas
Journal of Multivariate Analysis, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joe, Harry +2 more
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Operational Convection‐Permitting COSMO/ICON Ensemble Predictions at Observation Sites (CIENS)
Geoscience Data Journal, Volume 13, Issue 1, January 2026.Map of synoptic stations in Germany for which ensemble forecasts and observations are provided in the CIENS dataset. Colours represent the station altitude in metres. ABSTRACT We present the CIENS dataset, which contains ensemble weather forecasts from the operational convection‐permitting numerical weather prediction model of the German Weather ...
Sebastian Lerch +6 more
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Water Resources Research, Volume 62, Issue 1, January 2026.Abstract Drought significantly affects water resources, agriculture, energy, and ecosystems, revealing enduring socio‐economic vulnerabilities over the centuries. This review synthesizes a century of development and recent advances in drought research (1900–2023), drawing on a bibliometric analysis of over 152,000 peer‐reviewed publications. The review
Amitesh Sabut, Ashok Mishra
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Design flood estimation of cascade reservoirs based on vine-copula flood regional composition
Journal of Hydrology: Regional StudiesStudy region: The study region is the Yalong River basin, the largest tributary of the Jinsha River in China. Study focus: The most likely flood regional composition (MLFRC) method has been widely used to estimate the design flood of cascade reservoirs ...
Sirui Zhong +4 more
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Application of a Vine Copula for Multi-Line Insurance Reserving
Risks, 2020 This article introduces a novel use of the vine copula which captures dependence among multi-line claim triangles, especially when an insurance portfolio consists of more than two lines of business. First, we suggest a way to choose an optimal joint loss
Himchan Jeong, Dipak Dey
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IET Generation, Transmission &Distribution, Volume 20, Issue 1, January/December 2026.This study develops a spatiotemporal source‐load scenario generation framework using Copula‐Markov chains, R‐Vine Copulas and user behaviour models. A novel flexibility assessment framework quantifies supply‐demand imbalances, showing flexibility resources like demand response and VSC capacity shape system flexibility. ABSTRACT Global energy transition
Kang Yue +5 more
wiley +1 more source
MathematicsThis study proposes Bayesian estimation of multivariate regular vine (R-vine) copula models with generalized autoregressive conditional heteroskedasticity (GARCH) margins modeled by Gaussian-mixture distributions.
Rewat Khanthaporn, Nuttanan Wichitaksorn
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Scenario Generation Approach of Regional Wind Power Driven by Meteorological Data
IET Generation, Transmission &Distribution, Volume 20, Issue 1, January/December 2026.This paper proposes a meteorological data‐driven approach for generating regional wind power scenarios that adapt to future capacity expansion. By selecting WPAPs, classifying wind speed patterns, and designing a DCNN, the method produces credible and heterogeneous time‐series scenarios.
Qian Kai +3 more
wiley +1 more source
Univariate conditioning of vine copulas
Journal of Multivariate Analysis, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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IET Renewable Power Generation, Volume 20, Issue 1, January/December 2026.This paper proposes a scenario generation method for wind/photovoltaic power outputs and load sequences, which is able to preserve the characteristics of extreme scenarios. The method extracts extreme scenarios via an iterative procedure and generates conventional scenarios using a double‐layer Markov chain Monte Carlo model.
Xiong Wu +4 more
wiley +1 more source