copula function

  • 文章类型: Journal Article
    分布式光伏发电的不确定性给电力系统的安全稳定运行带来了巨大挑战,其中间歇性问题比波动更具挑战性。本文重点研究了分布式光伏发电的间歇性问题,首先,针对缺乏“小样本大间隙”事件的问题,提出了一种基于广义极值(GEV)理论的间歇性评估方法。其次,重点关注高频和预警突变事件等高风险事件,建立了概率评价指标,包括T小时期突变强度和T小时期突变频率。最后,建立了间歇性元素的二维联合概率分布,并将收益期和收益水平的概念引入光伏领域,为储能容量和持续时间的配置提供数据支持,并为交互式项目的执行时间和开发周期提供辅助决策。该方法为小样本现状下的间歇性评估提供了一种解决方案,具有较强的数据兼容性和工程可复制性。
    Uncertainty of distributed photovoltaic(PV) power brings great challenges to the safe and stable operation of power system, in which the intermittency problem is more challenging than the fluctuation. This paper focuses on the intermittency problem of distributed PV power, firstly, an intermittency evaluation method based on generalized extreme value(GEV) theory is proposed to solve the problem of the lack of \"small-sample big-gap\" events. Secondly, focusing on high risk events such as high-frequency and warning mutation events, probabilistic evaluation indexes were established, including T-hour-period mutation intensity and T-hour-period mutation frequency. Finally, a two-dimensional joint probability distribution of intermittency elements is established, and the concepts of return period and return level are introduced into the photovoltaic field to provide data support for the configuration of energy storage capacity and duration, and to provide auxiliary decision-making for the execution time and development cycle of interactive projects. The proposed method provides a solution for intermittency evaluation in small sample status quo with strong data compatibility and engineering replicability.
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  • 文章类型: Journal Article
    本研究使用家庭综合收入和消费调查(HIICS)的数据,研究了2006年至2016年巴基斯坦家庭层面的社会经济因素对卡路里摄入量和大量营养素组成的影响。通过应用基于copula的分解方法,它确定了关键驱动因素,如城市化,家庭大小,父系教育,收入,和种植,强调它们在饮食变化中的作用和对公共卫生的影响。这些发现对于了解营养变化和解决非传染性疾病至关重要。
    这项研究旨在评估人均总卡路里摄入量和从大量营养素(脂肪,蛋白质,和碳水化合物)在巴基斯坦的家庭层面。
    :横截面数据来自巴基斯坦统计局发布的2项国家级调查:2006年家庭综合经济调查(14,948户)和2016年家庭综合收入和消费调查(7842户)。参与者来自巴基斯坦所有4个省。基于copula的分解方法被应用于分解分布的10-y变化(平均值,中位数,和四分位数)人均总卡路里摄入量和从常量营养素中获得的卡路里。
    分解的估计结果表明,人均总卡路里摄入量平均和所考虑的四分位数增加了。从脂肪和碳水化合物中获得的卡路里增加了,而来自蛋白质的卡路里减少了,根据均值和四分位数的分布。所有结果变量的组成效应均为负,构成效应的主要驱动因素是城市化,家庭大小,父系教育,收入,和所有结果变量的培养。
    家庭规模和收入是人均总卡路里和大量营养素消费量增加的最重要的协变量,但是城市化,父系教育,和栽培对构图效果有负面影响。这些发现对于让研究人员了解国家一级的营养变化非常重要,因为饮食变化与非传染性疾病(如心脏病和肥胖症)的危险因素之间的相关性非常强。
    UNASSIGNED: This study examines the impact of socioeconomic factors on calorie intake and macronutrient composition at the household level in Pakistan from 2006 to 2016, using data from the Household Integrated Income and Consumption Survey (HIICS). By applying a copula-based decomposition method, it identifies key drivers such as urbanization, household size, paternal education, income, and cultivation, highlighting their roles in dietary changes and implications for public health. The findings are crucial for understanding nutritional shifts and addressing non-communicable diseases.
    UNASSIGNED: This study was conducted to assess the socioeconomic changes in total calorie intake per capita and calories obtained from macronutrients (fat, protein, and carbohydrates) at the household level in Pakistan.
    UNASSIGNED: : Cross-sectional data were taken from 2 national-level surveys published by the Pakistan Bureau of Statistics: the Household Integrated Economic Survey 2006 (14,948 households) and the Household Integrated Income and Consumption Survey 2016 (7842 households). Participants were from all 4 provinces of Pakistan. A copula-based decomposition method was applied to decompose the 10-y change in the distribution (mean, median, and quartiles) of the total calorie intake per capita and calories obtained from macronutrients.
    UNASSIGNED: The estimated results of decomposition revealed that total calorie intake per capita has increased on average and in the considered quartiles. The calories obtained from fat and carbohydrates have increased, whereas calories from protein have decreased, according to the distribution of the mean and quartile. The composition effect was negative for all outcome variables, and the main drivers of the composition effect were urbanization, household size, paternal education, income, and cultivation for all outcome variables.
    UNASSIGNED: Household size and income are the most important covariates in an increase of total calories per capita and consumption of macronutrients, but urbanization, paternal education, and cultivation contribute negatively to the composition effect. Such findings are very important to inform researchers about nutritional change at the national level because the correlation between dietary change and risk factors for noncommunicable diseases such as heart disease and obesity is very strong.
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  • 文章类型: Journal Article
    城市热浪的日益频繁发生已成为人类健康的重大威胁。为定量分析热浪特征变化,调查武汉市未来热浪重现期,中国,这项研究提取了9个热浪定义,并将其分为3个死亡风险水平,以识别和分析热浪的历史观察和未来预测。使用copula函数得出热浪严重程度和持续时间的联合分布,并分析共现重现期。结果证明如下。(1)随着温室气体排放浓度的增加,热浪的严重程度加剧,热浪的发生显著增加;此外,在每个排放情景中,较长持续时间的热浪与较高的风险水平相关。(2)温室气体排放浓度的增加导致每个风险级别的热浪共现重现期明显缩短。(3)在每个排放情景下的3个风险级别中,随着热浪严重程度的加剧和持续时间的增加,热浪的共现重现期变得更长。在气候变化的影响下,针对特定区域的热浪预警系统对于决策者降低人口中热相关死亡风险至关重要,尤其是弱势群体。
    The increasingly frequent occurrence of urban heatwaves has become a significant threat to human health. To quantitatively analyze changes in heatwave characteristics and to investigate the return periods of future heatwaves in Wuhan City, China, this study extracted 9 heatwave definitions and divided them into 3 mortality risk levels to identify and analyze historical observations and future projections of heatwaves. The copula functions were employed to derive the joint distribution of heatwave severity and duration and to analyze the co-occurrence return periods. The results demonstrate the following. (1) As the concentration of greenhouse gas emissions increases, the severity of heatwaves intensifies, and the occurrence of heatwaves increases significantly; moreover, a longer duration of heatwaves correlated with higher risk levels in each emission scenario. (2) Increasing concentrations of greenhouse gas emissions result in significantly shorter heatwave co-occurrence return periods at each level of risk. (3) In the 3 risk levels under each emission scenario, the co-occurrence return periods for heatwaves become longer as heatwave severity intensifies and duration increases. Under the influence of climate change, regional-specific early warning systems for heatwaves are necessary and crucial for policymakers to reduce heat-related mortality risks in the population, especially among vulnerable groups.
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  • 文章类型: Journal Article
    振动环境会导致微机电系统(MEMS)陀螺仪转子参数的漂移或变化,可能会影响他们的表现。为了提高MEMS陀螺仪的有效利用,本研究介绍了一种评估振动下参数退化可靠性的方法。我们分析了MEMS陀螺仪转子的工作原理,并研究了振动如何影响其参数。注重零偏差和比例因子作为关键绩效指标,我们使用分布假设方法建立了加速退化模型。然后,我们在各种振动条件下收集了这些参数的退化数据。使用Copula函数,我们建立了一种可靠性评估方法来评估振动下MEMS陀螺仪转子的零偏差和比例因子的退化,能够确定这些参数的可靠性。实验结果证实,增加应力水平导致减少故障时间和增加故障率的MEMS陀螺仪转子,在零偏差参数中观察到显著的变化。我们的评估方法有效地描述了MEMS陀螺仪转子的比例因子和零偏的可靠性随时间的变化,为MEMS陀螺仪的实际应用提供有价值的信息。
    Vibrational environments can cause drift or changes in Micro-Electro-Mechanical System (MEMS) gyroscope rotor parameters, potentially impacting their performance. To improve the effective use of MEMS gyroscopes, this study introduced a method for evaluating the reliability of parameter degradation under vibration. We analyzed the working principle of MEMS gyroscope rotors and investigated how vibration affects their parameters. Focusing on zero bias and scale factor as key performance indicators, we developed an accelerated degradation model using the distributional assumption method. We then collected degradation data for these parameters under various vibration conditions. Using the Copula function, we established a reliability assessment approach to evaluate the degradation of the MEMS gyroscope rotor\'s zero bias and scale factor under vibration, enabling the determination of reliability for these parameters. Experimental findings confirmed that increasing stress levels lead to reduced failure times and increased failure rates for MEMS gyroscope rotors, with significant changes observed in the zero bias parameter. Our evaluation method effectively characterizes changes in the reliability of the MEMS gyroscope rotor\'s scale factor and zero bias over time, providing valuable information for practical applications of MEMS gyroscopes.
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  • 文章类型: Journal Article
    重庆,作为长江上游的最后一道生态屏障,由于能源结构不平衡,限制了实现“双碳”目标。在通过Copula函数和Granger因果关系选择能量结构影响因素的基础上,构建了基于Sparrow算法的多维动态支持向量机模型(SSA-MFD-SVR-ARIMA),对绿色金融发展驱动下2021-2030年重庆市能源结构占比进行了预测,并获得了优化路径。新的研究结果证实,(1)绿色金融对优化重庆能源结构的相关贡献率为10.8%;(2)在绿色金融4.5%的持续增长下,到2030年,煤炭消费比重将达到40.03%,非化石能源消费占比将达到27%。这证实了重庆在2025年能够实现中央下达的《能源发展规划》。该研究从财务角度提出了包括绿色股权投资在内的四维优化路径,能源数字金融,为环境权益融资,发展产业基金。此外,我们提出了融资保障策略,创新,联动,以及该途径优化的保护机制。
    Chongqing, as the last ecological barrier of the Upper Yangtze River, is constrained to achieve \"dual carbon\" goals due to imbalanced energy structure. Based on selecting the energy structure influencing factors through Copula function and Granger causality, a multi-dimensional dynamic support vector machine model (SSA-MFD-SVR-ARIMA) by adopting sparrow algorithm was constructed to predict the proportion of Chongqing\'s energy structure from 2021 to 2030 under the drive of green finance development, and an optimization path was obtained. The novel findings confirm that (1) the correlated contribution rate of Green Finance to optimizing Chongqing\'s Energy Structure is 10.8 %; (2) under the sustained growth rate of Green Finance at 4.5 %, the proportion of coal consumption will reach 40.03 % by 2030, and non-fossil energy consumption will account for 27 %. It confirms that Chongqing can achieve the Energy Development Plan assigned by the Central Government in 2025. The research proposes a four-dimensional optimized pathway from a financial perspective that includes green equity investments, digital finance for energy, financing environmental rights and interests, and developing an industry fund. Furthermore, our put forward the safeguard strategies for financing, innovation, linkage, and protection mechanisms of this pathway optimization.
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  • 文章类型: Journal Article
    干旱在中国普遍存在,给经济和社会带来了相当大的损失。干旱错综复杂,具有多属性的随机过程(例如,持续时间,严重程度,强度,和返回期)。然而,大多数干旱评估倾向于关注单变量干旱特征,由于干旱属性之间存在相关性,因此不足以描述干旱的内在特征。在这项研究中,我们采用标准化降水指数,利用中国1961年至2020年的月度降水数据集识别干旱事件。然后使用单变量和基于copula的双变量方法来检查3-的干旱持续时间和严重程度,6-,和12个月的时间尺度。最后,我们使用层次聚类方法来识别中国大陆在不同重现期的干旱易发地区。结果表明,时间尺度在干旱行为的空间异质性中起着至关重要的作用。如平均特征,联合概率,和风险区域化。主要研究结果如下:(1)3个月和6个月时间尺度具有可比性的区域干旱特征,但不是12个月的时间尺度;(2)干旱严重程度越高,干旱持续时间越长;(3)新疆北部干旱风险越高,青海西部,西藏南部,中国西南,和长江中下游,在中国东南沿海地区较低,长白山,和大兴安岭;(4)根据干旱持续时间和严重程度的联合概率,中国大陆分为六个分区。我们的研究有望有助于更好地评估中国大陆的干旱风险。
    Droughts are widespread in China and have brought considerable losses to the economy and society. Droughts are intricate, stochastic processes with multi-attributes (e.g., duration, severity, intensity, and return period). However, most drought assessments tend to focus on univariate drought characteristics, which are inadequate to describe the intrinsic characteristics of droughts due to the existence of correlations between drought attributes. In this study, we employed the standardized precipitation index to identify drought events using China\'s monthly gridded precipitation dataset from 1961 to 2020. Univariate and copula-based bivariate methods were then used to examine drought duration and severity on 3-, 6-, and 12-month time scales. Finally, we used the hierarchical cluster method to identify drought-prone regions in mainland China at various return periods. Results revealed that time scale played an essential role in the spatial heterogeneity of drought behaviors, such as average characteristics, joint probability, and risk regionalization. The main findings were as follows: (1) 3- and 6-month time scales yielded comparable regional drought features, but not 12-month time scales; (2) higher drought severity was associated with longer drought duration; (3) drought risk was higher in the northern Xinjiang, western Qinghai, southern Tibet, southwest China, and the middle and lower reaches of the Yangtze River, and lower in the southeastern coastal areas of China, the Changbai Mountains, and the Greater Khingan Mountains; (4) mainland China was divided into six subregions according to joint probabilities of drought duration and severity. Our study is expected to contribute to better drought risk assessment in mainland China.
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  • 文章类型: Journal Article
    在多变量纵向研究中,随着时间的推移,对每个受试者重复测量几个结果.这些研究的数据结构创建了模型应考虑的两种类型的关联:给定时间点的结果关联以及特定结果随时间重复测量之间的关联。在我们的方法中,由于边缘分布的灵活性等特征带来的一些优势,基于copula的方法用于每个时间点的多变量结果的联合建模,过渡模型也用于考虑纵向测量随时间的关联。对于数据不完整的问题,错误机制被认为是可以忽略的。使用高斯函数在不同的场景中报告了一些模拟结果,t和阿基米德科的几种常用的copulas。Akaike信息准则(AIC)用于选择最佳的copula函数。所提出的方法还用于分析真实的肥胖数据集。
    In multivariate longitudinal studies, several outcomes are repeatedly measured for each subject over time. The data structure of these studies creates two types of associations which should take into account by the model: association of outcomes at a given time point and association among repeated measurements over time for a specific outcome. In our approach, because of some advantageous arisen from features like flexibility of marginal distributions, a copula-based approach is used for joint modeling of multivariate outcomes at each time points, also a transition model is used for considering the association of longitudinal measurements over time. For the problem of incomplete data, missingness mechanism is assumed to be ignorable. Some simulation results are reported in different scenarios using the Gaussian, t and several commonly used copulas of the family of Archimedean copulas. Akaike information criterion (AIC) is used to select the best copula function. The proposed approach is also used for analyzing a real obesity data set.
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  • 文章类型: Journal Article
    Temperature and precipitation are the two most critical climate variables and their extreme states have more severe impacts than average states on both human society and natural ecosystem. In this study, an integrated multivariate trend-frequency analysis (IMTFA) approach is developed for the risk assessment of climate extremes under the global warming. Through incorporating multiple time series analysis techniques (i.e., M-K test, Sen\'s slope estimator and Pettitt test) and copula function into a general framework, IMTFA is capable not only of analyzing the temporal trends and change points of extreme temperatures and precipitations, but also of quantifying their univariate and multivariate risks. IMTFA is applied to the Central Asia with considering a long-term (1881-2018) observation data. Our findings are: (i) significant wetting and warming trends were occurred in the Central Asia over past one hundred years, where 42.5%, 59.4% and 79.2% stations have change points for extreme precipitations, maximum and minimum temperatures, respectively; (ii) the occurrences of extreme climate events show obviously spatial heterogeneity, where the highest risks of meteorological drought, flood and frost events are occurred in the southwest, southeast and northeast regions, respectively; (iii) global warming significantly affects the intensities and frequencies of extreme precipitations and temperatures, and their univariate and multivariate risks are intensified in the most regions of Central Asia. The above findings can provide more valuable information for risk assessment and disaster adaptation of climate extremes in Central Asia.
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  • 文章类型: Journal Article
    波高和波浪周期是用来描述波浪随机性的重要海洋环境因子。在海洋工程领域,设计波高的计算具有重要意义。在本文中,通过坐标变换和求解条件变分问题,推导了具有四个不确定参数的周期最大熵分布函数。还推导了波高和波周期的双熵联合分布函数。该函数由最大熵波高函数和最大熵周期函数导出,借助Copula函数的结构。波高和波周期的双熵联合分布函数不受弱非线性的限制,也不是正常的随机过程和窄谱。此外,它可以更仔细地拟合观测数据,并在各种情况下更广泛地适用于非线性波,由于它包含许多未确定的参数。工程案例表明,由双熵联合分布函数得出的递推水平高于使用波高或波浪周期单变量的极值分布。它也高于传统的波高和波浪周期的联合分布函数。
    Wave height and wave period are important oceanic environmental factors that are used to describe the randomness of a wave. Within the field of ocean engineering, the calculation of design wave height is of great significance. In this paper, a periodic maximum entropy distribution function with four undetermined parameters is derived by means of coordinate transformation and solving conditional variational problems. A double entropy joint distribution function of wave height and wave period is also derived. The function is derived from the maximum entropy wave height function and the maximum entropy periodic function, with the help of structures of the Copula function. The double entropy joint distribution function of wave height and wave period is not limited by weak nonlinearity, nor by normal stochastic process and narrow spectrum. Besides, it can fit the observed data more carefully and be more widely applicable to nonlinear waves in various cases, owing to the many undetermined parameters it contains. The engineering cases show that the recurrence level derived from the double entropy joint distribution function is higher than that from the extreme value distribution using the single variables of wave height or wave period. It is also higher than that from the traditional joint distribution function of wave height and wave period.
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  • 文章类型: Journal Article
    We develop an empirical likelihood approach to test independence of two univariate random variables X and Y versus the alternative that X and Y are strictly positive quadrant dependent (PQD). Establishing this type of ordering between X and Y is of interest in many applications, including finance, insurance, engineering, and other areas. Adopting the framework in Einmahl and McKeague (2003, Bernoulli), we create a distribution-free test statistic that integrates a localized empirical likelihood ratio test statistic with respect to the empirical joint distribution of X and Y. When compared to well known existing tests and distance-based tests we develop by using copula functions, simulation results show the EL testing procedure performs well in a variety of scenarios when X and Y are strictly PQD. We use three data sets for illustration and provide an online R resource practitioners can use to implement the methods in this article.
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