Gradient‐Boosted Generalized Linear Models for Conditional Vine Copulas [PDF]
EnvironmetricsVine copulas are flexible dependence models using bivariate copulas as building blocks. If the parameters of the bivariate copulas in the vine copula depend on covariates, one obtains a conditional vine copula.
David Jobst +2 more
exaly +5 more sources
A Synthetic European Weather Dataset Based on Spatiotemporal Vine Copulas [PDF]
Scientific DataA stochastic weather generator provides data by capturing statistical properties of observed weather patterns, enabling the simulation of realistic time series beyond the historic record.
Judith N. Claassen +4 more
doaj +3 more sources
Trivariate joint frequency analysis of water resources deficiency signatures using vine copulas
Applied Water Science, 2022 Investigating the interaction of water resources such as rainfall, river flow and groundwater level can be useful to know the behavior of water balance in a basin.
Mohammad Nazeri Tahroudi +2 more
exaly +3 more sources
Dependence structure across equity sectors: Evidence from vine copulas
Borsa Istanbul Review, 2023 Understanding sectoral dynamic dependence across equity indexes is crucial for investment decisions and designing economic policy. This study examines the sectoral dependence among 82 Pakistani companies using a vine copula approach and daily data from ...
Faheem Aslam +2 more
exaly +4 more sources
Streamflow estimation at partially gaged sites using multiple-dependence conditions via vine copulas [PDF]
Hydrology and Earth System Sciences, 2021 Reliable estimates of missing streamflow values are relevant for water resource planning and management. This study proposes a multiple-dependence condition model via vine copulas for the purpose of estimating streamflow at partially gaged sites.
K.-H. Ahn
doaj +2 more sources
Comparison between canonical vine copulas and a meta-Gaussian model for forecasting agricultural drought over China [PDF]
Hydrology and Earth System Sciences, 2022 Agricultural drought mainly stems from reduced soil moisture and precipitation, and it causes adverse impacts on the growth of crops and vegetation, thereby affecting agricultural production and food security.
H. Wu +9 more
doaj +2 more sources
A continuous rainfall model based on vine copulas [PDF]
Hydrology and Earth System Sciences, 2015 Copulas have already proven their flexibility in rainfall modelling. Yet, their use is generally restricted to the description of bivariate dependence.
H. Vernieuwe +3 more
doaj +3 more sources
Explaining predictive models using Shapley values and non-parametric vine copulas [PDF]
Dependence Modeling, 2021 In this paper the goal is to explain predictions from complex machine learning models. One method that has become very popular during the last few years is Shapley values.
Aas Kjersti +3 more
doaj +2 more sources
Novel pruning and truncating of the mixture of vine copula clustering models [PDF]
Scientific Reports, 2022 The mixture of the vine copula densities allows selecting the vine structure, the most appropriate type of parametric marginal distributions, and the pair-copulas individually for each cluster. Therefore, complex hidden dependence structures can be fully
Fadhah Amer Alanazi
doaj +2 more sources
Forecasted Scenarios of Regional Wind Farms Based on Regular Vine Copulas
Journal of Modern Power Systems and Clean Energy, 2020 Owing to the uncertainty and volatility of wind energy, forecasted wind power scenarios with proper spatio-temporal correlations are needed in various decision-making problems involving power systems.
Zhao Wang +3 more
doaj +2 more sources