Results 41 to 50 of about 292 (177)
A New Wind Speed Scenario Generation Method Based on Principal Component and R-Vine Copula Theories
Energies, 2022 The intermittent and uncertain properties of wind power have presented enormous obstacles to the planning and steady operation of power systems. In this context, as an effective technique to study wind power uncertainty, the development of an accurate ...
Hui Hwang Goh +6 more
doaj +1 more source
Vine Copula-Based Classifiers with Applications
Journal of ClassificationAbstract The vine pair-copula construction can be used to fit flexible non-Gaussian multivariate distributions to a mix of continuous and discrete variables. With multiple classes, fitting univariate distributions and a vine to each class lead to posterior probabilities over classes that can be used for discriminant analysis.
Özge Sahin, Harry Joe
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A Vine-copula extension for the HAR model [PDF]
, 2019 24 pages, 3 figures, 3 ...
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Bayesian Model Selection of Regular Vine Copulas [PDF]
Bayesian Analysis, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gruber, Lutz F., Czado, Claudia
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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
wiley +1 more source
WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE
REAdThis study investigates the copula model that best fit to model the dependence structure of Credit Derivative Swaps (CDS) spreads. For the analysis, we consider daily data from the period of January 1, 2009 to December 31, 2014.
Fernanda Maria Müller +2 more
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IET Generation, Transmission & Distribution, 2020 This work focuses on calculating the amount of control reserve, which can be provided by a pool of renewable power plants on the next day. The power forecast of wind and solar power plants depends on the weather forecast, which always contains errors.
Stefan Möws +2 more
doaj +1 more source
The Canadian Journal of Chemical Engineering, Volume 104, Issue 8, Page 4079-4100, August 2026.Integrated Aspen HYSYS–machine learning framework for predicting product yields and quality variables. Abstract Crude oil refining is a complex process requiring precise modelling to optimize yield, quality, and efficiency. This study integrates Aspen HYSYS® simulations with machine learning techniques to develop predictive models for key refinery ...
Aldimiro Paixão Domingos +3 more
wiley +1 more source
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
doaj +1 more source
Vine Copulas as Differentiable Computational Graphs
CoRRVine copulas are sophisticated models for multivariate distributions and are increasingly used in machine learning. To facilitate their integration into modern ML pipelines, we introduce the vine computational graph, a DAG that abstracts the multilevel vine structure and associated computations.
Tuoyuan Cheng +3 more
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