Results 51 to 60 of about 89,598 (168)

Electricity‐heat‐gas integrated demand response dependency assessment based on BOXCOX‐Pair Copula model

open access: yesIET 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

Joint copula‐based beta regression with covariate‐dependent dispersion for malaria indicators

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Malaria surveillance relies on multiple indicators that reflect different aspects of transmission and disease burden, yet these outcomes are often analyzed separately under constant‐variance assumptions. Such approaches may obscure residual dependence and heterogeneity in variability. Using Demographic and Health Survey data from Burkina Faso (
Guanjie Lyu, Cindy Feng
wiley   +1 more source

Multi-Site Wind Farms Dependence Structure Using Vine Copulas: Impacts of Dataset Sizes and Employed Copulas

open access: yesIEEE Access
Using 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

Time series with infinite-order partial copula dependence

open access: yesDependence 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

Construction and Application of a Novel C‐Vine Copula‐Based Multi‐Variate Ecological Drought Index

open access: yesIrrigation and Drainage, EarlyView.
ABSTRACT A comprehensive ecological drought index capturing vegetation growth conditions and meteorological–hydrological variability is essential for assessing ecological drought and optimizing water resource management. This study selected soil moisture (SM), actual evapotranspiration (ET), land surface temperature (LST) and leaf area index (LAI) to ...
Haofei Zhang, Xingye Han, Zhijun Wu
wiley   +1 more source

Bayesian Model Selection of Regular Vine Copulas [PDF]

open access: yesBayesian Analysis, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gruber, Lutz F., Czado, Claudia
openaire   +3 more sources

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

open access: yesJournal 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
wiley   +1 more source

Nonparametric Conditional Copula Density Estimation With Applications to the Body Mass Index

open access: yesStat, Volume 15, Issue 4, December 2026.
ABSTRACT This study develops a nonparametric conditional copula density estimator that features a parametric carrier copula refined by an exponential series adjustment. We adopt the local likelihood approach for conditional distribution estimation and incorporate the influence of covariates via kernel smoothing.
Michael Z. Wu, Lan Zhou
wiley   +1 more source

Development of decomposition-based model using Copula-GARCH approach to simulate instantaneous peak discharge

open access: yesApplied 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

Compound Meteorological and Hydrological Hot‐Dry and Hot‐Wet Extremes Over Global Land Areas: Spatiotemporal Changes, Attribution, and Drivers

open access: yesInternational Journal of Climatology, Volume 46, Issue 14, 30 November 2026.
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
wiley   +1 more source

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