The local characteristics of multi-dimensional modeling method of multivariate copula. A new modeling remedy this defect. Different types of copula distribution random variables are seldom considered in the general me...The local characteristics of multi-dimensional modeling method of multivariate copula. A new modeling remedy this defect. Different types of copula distribution random variables are seldom considered in the general method, called pair-copula construction, is introduced to functions are allowed to be introduced in this method. Correspondingly, the related characteristics of complex multivariate can be described by a cascade of pair-copula acting on two variables at a time. In the analysis of asynchronism-synchronism of regional precipitation in WED inter- basin water transfer areas, the pair-copula construction method is compared with the general modeling method of mul- tivariate copula. The results show that the local dependence structure would exist among hydrologic variables even in three-dimensional cases. In this situation, the general modeling method of multivariate copula would face difficulties in fitting distribution. However, the pair-copula construction method could capture the local information of hydrologic variables efficiently by introducing different types of copula distribution functions. Moreover, the compensation ca- pacity of water resources is strong in different hydrological areas of WED water transfer project. The asynchronous frequency of wetness and dryness is 69.64% and the favorable frequency for water transfer is 46.15%.展开更多
基金Supported by National Natural Science Foundation of China (No. 50979011)
文摘The local characteristics of multi-dimensional modeling method of multivariate copula. A new modeling remedy this defect. Different types of copula distribution random variables are seldom considered in the general method, called pair-copula construction, is introduced to functions are allowed to be introduced in this method. Correspondingly, the related characteristics of complex multivariate can be described by a cascade of pair-copula acting on two variables at a time. In the analysis of asynchronism-synchronism of regional precipitation in WED inter- basin water transfer areas, the pair-copula construction method is compared with the general modeling method of mul- tivariate copula. The results show that the local dependence structure would exist among hydrologic variables even in three-dimensional cases. In this situation, the general modeling method of multivariate copula would face difficulties in fitting distribution. However, the pair-copula construction method could capture the local information of hydrologic variables efficiently by introducing different types of copula distribution functions. Moreover, the compensation ca- pacity of water resources is strong in different hydrological areas of WED water transfer project. The asynchronous frequency of wetness and dryness is 69.64% and the favorable frequency for water transfer is 46.15%.
