Results 61 to 70 of about 94,299 (278)
This study presents a geographic information system‐based, participatory methodology to identify high‐potential zones for agricultural waste valorization in rural Mozambique. By integrating spatial data with local knowledge, it reveals opportunities for bioenergy production and sustainable water use. The findings support circular development strategies,
Giuseppe Mancuso +4 more
wiley +1 more source
R-vine Models for Spatial Time Series with an Application to Daily Mean Temperature [PDF]
We introduce an extension of R-vine copula models for the purpose of spatial dependency modeling and model based prediction at unobserved locations.
Czado, Claudia +2 more
core
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors
Czado, Claudia +3 more
core +1 more source
Operational Convection‐Permitting COSMO/ICON Ensemble Predictions at Observation Sites (CIENS)
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
wiley +1 more source
The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market Value at Risk. For the illustration we use data of the four companies listed on Prague Stock Exchange in range from 2010 to 2014.
Václav Klepáč, David Hampel
doaj +1 more source
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
wiley +1 more source
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
Testing the simplifying assumption in high-dimensional vine copulas
Testing the simplifying assumption in high-dimensional vine copulas is a difficult task. Tests must be based on estimated observations and amount to checking constraints on high-dimensional distributions.
Kurz, Malte S., Spanhel, Fabian
core
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
Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series
We propose a new variational Bayes estimator for high-dimensional copulas with discrete, or a combination of discrete and continuous, margins. The method is based on a variational approximation to a tractable augmented posterior, and is faster than ...
Loaiza-Maya, Ruben +1 more
core +1 more source

