Results 71 to 80 of about 3,920 (236)
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
Advanced Probabilistic Power Flow Method Using Vine Copulas for Wind Power Capacity Expansion
As the use of renewable energy is continuously increasing, power systems are currently exposed to greater uncertainty and variability, which can lead to severe power system stability issues.
Ryungyeong Lee +3 more
doaj +1 more source
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
Nonlinear Dependence Structure Between BRICS Stock Markets, Gold, and Cryptocurrencies
ABSTRACT This study aims to conduct an in‐depth analysis of the complex nonlinear dependence relationships between cryptocurrencies and gold within the stocks of BRICS countries. The study employs a GARCH‐EVT‐Vine‐Copula and wavelet coherence models to evaluate the interconnectedness, tail risk and Co‐movement pattern of these assets before and after ...
Jiale Yan
wiley +1 more source
Nonparametric estimation of simplified vine copula models: comparison of methods
In the last decade, simplified vine copula models have been an active area of research. They build a high dimensional probability density from the product of marginals densities and bivariate copula densities.
Nagler Thomas +2 more
doaj +1 more source
Approximating multivariate distributions with vines [PDF]
In a series of papers, Bedford and Cooke used vine (or pair-copulae) as a graphical tool for representing complex high dimensional distributions in terms of bivariate and conditional bivariate distributions or copulae.
Bedford, T.J., Daneshkhah, A.
core +1 more source
Tail dependence functions and vine copulas
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joe, Harry +2 more
openaire +2 more sources
A class of directed acyclic graphs with mixed data types in mediation analysis
Abstract We propose a unified class of generalized structural equation models (GSEMs) with data of mixed types in mediation analysis, including continuous, categorical, and count variables. Such models extend substantially the classical linear structural equation model to accommodate many data types arising from the application of mediation analysis ...
Wei Hao, Canyi Chen, Peter X.‐K. Song
wiley +1 more source
A Novel Flexible Kernel Density Estimator for Multimodal Probability Density Functions
ABSTRACT Estimating probability density functions (PDFs) is critical in data analysis, particularly for complex multimodal distributions. traditional kernel density estimator (KDE) methods often face challenges in accurately capturing multimodal structures due to their uniform weighting scheme, leading to mode loss and degraded estimation accuracy ...
Jia‐Qi Chen +5 more
wiley +1 more source
Experimental Characterization and Prediction of Mechanical Properties of Anisotropic PLA Samples. ABSTRACT In this study, 48 polylactic acid (PLA) samples were produced via 3D printing, incorporating four infill geometries (gyroid, lattice, honeycomb, and linear), four infill rates (15%–60%), and three printing directions (x, y, z).
Ahmet Saylık +2 more
wiley +1 more source

