Inicio  /  Water  /  Vol: 12 Par: 4 (2020)  /  Artículo
ARTÍCULO
TITULO

Modified Maximum Pseudo Likelihood Method of Copula Parameter Estimation for Skewed Hydrometeorological Data

Kyungwon Joo    
Ju-Young Shin and Jun-Haeng Heo    

Resumen

For multivariate frequency analysis of hydrometeorological data, the copula model is commonly used to construct joint probability distribution due to its flexibility and simplicity. The Maximum Pseudo-Likelihood (MPL) method is one of the most widely used methods for fitting a copula model. The MPL method was derived from the Weibull plotting position formula assuming a uniform distribution. Because extreme hydrometeorological data are often positively skewed, capacity of the MPL method may not be fully utilized. This study proposes the modified MPL (MMPL) method to improve the MPL method by taking into consideration the skewness of the data. In the MMPL method, the Weibull plotting position formula in the original MPL method is replaced with the formulas which can consider the skewness of the data. The Monte-Carlo simulation has been performed under various conditions in order to assess the performance of the proposed method with the Gumbel copula model. The proposed MMPL method provides more precise parameter estimates than does the MPL method for positively skewed hydrometeorological data based on the simulation results. The MMPL method would be a better alternative for fitting the copula model to the skewed data sets. Additionally, applications of the MMPL methods were performed on the two weather stations (Seosan and Yeongwol) in South Korea.

 Artículos similares

       
 
Yaoyu Yan, Futang Xing, Haonan Gao and Dan Mei    
The cable room, located at the base of the ring main unit, is prone to water vapor due to its proximity to damp cable holes and its relatively enclosed structure. This may penetrate internally and ultimately affect operational safety. Therefore, a dehumi... ver más
Revista: Applied Sciences

 
Mukhtar Fatihu Hamza    
Due to increased complexity and interactions between various subsystems, higher-order MIMO systems present difficulties in terms of stability and control performance. This study effort provides a novel, all-encompassing method for creating a decentralize... ver más
Revista: Algorithms

 
Abdullahi T. Sulaiman, Habeeb Bello-Salau, Adeiza J. Onumanyi, Muhammed B. Mu?azu, Emmanuel A. Adedokun, Ahmed T. Salawudeen and Abdulfatai D. Adekale    
The particle swarm optimization (PSO) algorithm is widely used for optimization purposes across various domains, such as in precision agriculture, vehicular ad hoc networks, path planning, and for the assessment of mathematical test functions towards ben... ver más
Revista: Algorithms

 
Qirui Bo, Junwei Liu, Wenchang Shang, Ankit Garg, Xiaoru Jia and Kaiyue Sun    
Nowadays, the use of new compound chemical stabilizers to treat marine clay has gained significant attention. However, the complex non-linear relationship between the influencing factors and the unconfined compressive strength of chemically treated marin... ver más

 
Haiyan Xing, Cheng Xu, Ming Yi, Shenrou Gao and Weinan Liu    
Metal magnetic memory (MMM) is a nondestructive testing technology based on the magnetomechanical effect, which is widely used in the qualitative detection of stress concentration zones for welded joints. However, there is inevitable residual stress afte... ver más
Revista: Applied Sciences