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Modeling of multivariate rainfall data with autocorrelated discrete-continuous mixture margins using copulas.

机译:使用copulas对具有自相关离散连续混合余量的多元降雨数据进行建模。

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摘要

The issue of climate change is receiving increased public attention. It has a great potential impact on the natural environment and on socioeconomic systems. A lot of current scientific research concerns building models to detect and attribute climate change. As the major input to climate models, daily climate observations taken at point locations are often limited in spatial coverage, incomplete and short in length. Simulating and interpolating multi-site daily precipitation series is a challenging task in view of their discrete-continuous mixed margins.;A copula-based approach is developed to address the problem of multivariate data modeling given autocorrelated discrete-continuous mixture margins. Copulas generated from the elliptical family are compared. Studies on real and simulated precipitation data show that the proposed methodology performs very well in capturing the spatial dependence of the aucorrelated discrete-continuous mixture series. A multivariate inversion method is proposed, aiming at generating truncated or bounded multivariate random vectors with a known cumulative distribution function.
机译:气候变化问题越来越受到公众的关注。它对自然环境和社会经济系统具有巨大的潜在影响。当前许多科学研究涉及建立模型以检测和归因于气候变化。作为对气候模型的主要输入,在点位置进行的每日气候观测通常在空间覆盖范围上有限,不完整且长度短。考虑到多站点日降水序列的离散连续混合余量,对它们进行模拟和内插是一项艰巨的任务。提出了一种基于copula的方法来解决给定自相关离散连续混合物余量的多变量数据建模问题。比较从椭圆族生成的Copulas。对真实和模拟降水数据的研究表明,所提出的方法在捕获与声有关的离散连续混合物序列的空间依赖性方面表现很好。提出了一种多变量反演方法,旨在生成具有已知累积分布函数的截断或有界多变量随机向量。

著录项

  • 作者

    Sun, Tao.;

  • 作者单位

    York University (Canada).;

  • 授予单位 York University (Canada).;
  • 学科 Climate Change.;Atmospheric Sciences.;Statistics.
  • 学位 Ph.D.
  • 年度 2009
  • 页码 118 p.
  • 总页数 118
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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