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...
Climate change has intensified extreme hydrological events in cold regions, threatening the stability of river ecosystems. The traditional monthly frequency method for calculating ecological flow assumes equal guarantee rates across all months, overl...
Copula functions have been extensively used to describe the joint behaviors of extreme hydrological events and to analyze hydrological risk. Advanced marginal distribution inference, for example, the maximum entropy theory, is particularly beneficial...
The system reliability evaluation of a bridge structure is a complicated problem. Previous studies have commonly used approximate estimation methods, such as the wide bounds method and the narrow bounds method, but neither could obtain an accurate re...
28 July 2021
During the past decades, the relationship between various psychological parameters had been studied in detail. However, the dependency structure of correlated parameters was rarely investigated. Knowing the dependence structure helps in finding the p...
The instability of seabed slope sediments is the main factor influencing the safety of marine resource development. Therefore, to ensure the safe operation of submarine pipelines under complex and uncertain seabed rock and soil conditions, a reliabil...
With the deepening of the diversification and openness of financial systems, financial vulnerability, as an endogenous attribute of financial systems, becomes an important measurement of financial security. Based on a network analysis, we introduce a...
Limited by the actual investigation of coal mine engineering, the measured data obtained are often based on small sample characteristics. How to probabilistically de-integrate the prior information to obtain meaningful statistical values has received...
Renewable wind power output is characterized by strong randomness, volatility, and spatial dependence, which makes accurate two-adjacent wind farm scenario generation essential for stochastic dispatch and secure operation of power systems. To describ...
For multidimensional dependent cases with incomplete probability information of random variables, global sensitivity analysis (GSA) theory is not yet mature. The joint probability density function (PDF) of multidimensional variables is usually unknow...
During the last decades, global and regional climate models have been widely used for the estimation of future climate conditions. Unfortunately, the models’ estimated values present important biases relative to the observed values, especially...
The dynamic development of commodity derivatives markets has been observed since the mid-2000s. It is related to the development of e-commerce, the inflow of financial investors’ capital, and the emergence of exchange-traded funds and passively...
Tourism demand is severely affected by unpredicted events, which has prompted scholars to examine ways of predicting the effects of positive and negative shocks on tourism, to ensure a sustainable tourism industry. The purpose of this study was to in...
The intermittent and uncertain properties of wind power have presented enormous obstacles to the planning and steady operation of power systems. In this context, as an effective technique to study wind power uncertainty, the development of an accurat...
Prognostic analysis for patient survival often employs gene expressions obtained from high-throughput screening for tumor tissues from patients. When dealing with survival data, a dependent censoring phenomenon arises, and thus the traditional Cox mo...
Accurate photovoltaic power probability forecasting assists dispatch departments in making rational decisions. Joint probability distributions constructed using Copula functions can flexibly characterize complex nonlinear correlations and tail depend...
A robustness measure is an effective tool to evaluate the anti-interference capacity of the construction schedule. However, most research focuses on solution robustness or quality robustness, and few consider a composite robustness criterion, neglect...
Wind-solar power generation is inherently uncertain. These uncertainties bring considerable difficulties to the assessment of hosting capacity. To tackle these difficulties, it is essential to create typical scenarios that can precisely capture the s...
Waterlogging disasters cause huge loss of life and property damage every year. In this research, a Copula-based optimization method is proposed to solve the problems in bivariate design of urban stormwater and drainage systems resulting from ignoranc...
The COVID-19 pandemic has had a substantial and far-reaching impact on global economic growth, extending its effects to Indonesia as well. Various sectors have witnessed a decline in stock returns as a consequence. Interestingly, the telecommunicatio...
The scenario of renewable energy generation significantly affects the probabilistic distribution system analysis. To reflect the probabilistic characteristics of actual data, this paper proposed a scenario generation method that can reflect the spati...
Numerical models are being used for the simulation of recent climate conditions as well as future projections. Due to the complexity of the Earth’s climate system and processes occurring at sub-grid scales, model results often diverge from the...
During the last few decades, the utilization of the data from climate models in hydrological studies has increased as they can provide data in the regions that lack raw meteorological information. The data from climate models data often present biase...
To more effectively account for the correlation between components in the seismic reliability analysis of reinforced concrete arch bridges, this study proposes a system seismic reliability analysis method based on the D-vine Copula function. First, b...
The fluctuations in oil have strong implications on many financial assets not to mention its relationship with gold prices, exchange rates, stock markets, and investor sentiment. Recent evidence suggests nonlinear contagion among the factors stated a...
The rationality of heavy vehicle models is crucial to the structural safety assessment of bridges. To establish a realistic heavy vehicle traffic flow model, this study proposes a heavy vehicle random traffic flow simulation method that fully conside...
This study investigates the sensitivity and uncertainty of hydrological droughts frequencies and severity in the Weihe Basin, China during 1960–2012, by using six commonly used univariate probability distributions and three Archimedean copulas to fit...
In recent years, with the intensification of global warming, extreme weather has become more frequent, intensifying the uncertainty of new energy output and load power, and seriously affecting the safe operation of power systems. Scene generation is...
To address the strong variability, complex cyclic characteristics, and difficulty in characterizing the main shaft torque load of vertical ring-die biomass briquetting machines, this study proposes a random load spectrum generation method based on ke...
Hydrological design of agricultural production infrastructure requires sub-daily design rainfall, yet climate-change projections are mostly daily, making temporal disaggregation indispensable. This study compares three daily-to-hourly methods—t...
Pareto type II distribution has been studied from many statisticians due to its important role in reliability modelling and lifetime testing. In this article, we introduce two bivariate Pareto Type II distributions; one is derived from copula and the...
This research envisages a system composed of three subsystems connected in series. Each subsystem comprises three units connected in parallel. For the system to function, at least one unit per subsystem must remain operational. Unit failure is govern...
This paper investigates the epistemic uncertainty associated with dependence modeling and its impact on structural reliability analysis when data for vine structure selection is limited. Conventionally, the vine copula model characterizing dependent...
The target detection method based on a constant false alarm rate (CFAR) and feature space is commonly used in remote sensing for detecting maritime targets within sea clutter. However, the performance of traditional CFAR techniques heavily relies on...
Frequency analysis of streamflow is critical for water-resources system planning, water conservancy projects and the mitigation of hydrological extremes events. In this study, a maximum entropy-Archimedean copula-based Bayesian network (MECBN) method...
Structural planes are one of the key factors controlling the stability of rock masses. A comprehensive understanding of the spatial distribution characteristics of structural planes is essential for accurately identifying key blocks, analyzing rock m...
Understanding the changing relationships between vegetation coverage and precipitation/temperature (P/T) and then exploring their potential drivers are highly necessary for ecosystem management under the backdrop of a changing environment. The Jing R...
With the large-scale integration of distributed photovoltaic generation (PV) into modern distribution networks, the inherent stochasticity and volatility of renewable energy outputs have imposed non-negligible impacts on the secure and economic opera...
Agricultural water resources in Xinjiang, China, face significant supply and demand contradictions. Agricultural water demand risk is a key factor impacting water resource management. This study employs the copula function (CF) and Monte Carlo (MC) m...
This paper explores the properties of a family of bivariate copulas based on a new approach using the counter-monotonic shock method. The resulting copula covers the full range of negative dependence induced by one parameter. Expressions for the copu...
Research on the evolutionary patterns and propagation mechanisms of different drought types is of great significance for regional water resources management and the prevention and control of agricultural drought risks. Taking the arid region in the w...
With the increasing penetration of wind power, not only the uncertainties but also the correlation among the wind farms should be considered in the power system analysis. In this paper, Clayton-Copula method is developed to model the multiple correla...
Although shale gas is an important energy source in the energy transition, its development faces multidimensional challenges across economic, environmental, social and technological domains. Traditional evaluation methods struggle to quantify interde...
Studying the thermodynamic properties of soft rocks is critical for geothermal energy extraction, as it elucidates their temperature-dependent mechanical behaviors and heat transfer mechanisms, thereby optimizing reservoir stimulation, enhancing extr...
This study evaluates three pairs trading strategies—the distance method (DM), mispricing index (MPI) copula, and mixed copula—across the Chinese equity market from 2005 to 2024, incorporating time-varying transaction costs. To enhance com...
Long-term streamflow data are vital for analysis of hydrological droughts. Using an artificial neural network (ANN) model and nine tree-ring indices, this study reconstructed the annual streamflow of the Sacramento River for the period from 1560 to 1...
Traditional bivariate meta-analyses adopt the bivariate normal model. As the bivariate normal distribution produces symmetric dependence, it is not flexible enough to describe the true dependence structure of real meta-analyses. As an alternative to...
Various manmade features (diversions, dredging, regulation, etc.) have affected water levels in the Great Lakes and their outlets since the 19th century. The goal of this study is to analyze the impacts of such features on the stationarity and depend...
The hinged slab bridge is widely used in medium- and small-span bridges because of its simple structure and convenient construction. However, hinge joints damage is the main defect of this kind of bridge, and it is difficult to express the determinis...
A new, non–parametric and binless estimator for the mutual information of a d–dimensional random vector is proposed. First of all, an equation that links the mutual information to the entropy of a suitable random vector with uniformly distributed com...
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