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Keywords = trivariate joint analysis

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30 pages, 9389 KiB  
Article
Evaluating Coupling Security and Joint Risks in Northeast China Agricultural Systems Based on Copula Functions and the Rel–Cor–Res Framework
by Huanyu Chang, Yong Zhao, Yongqiang Cao, He Ren, Jiaqi Yao, Rong Liu and Wei Li
Agriculture 2025, 15(13), 1338; https://doi.org/10.3390/agriculture15131338 - 21 Jun 2025
Cited by 1 | Viewed by 433
Abstract
Ensuring the security of agricultural systems is essential for achieving national food security and sustainable development. Given that agricultural systems are inherently complex and composed of coupled subsystems—such as water, land, and energy—a comprehensive and multidimensional assessment of system security is necessary. This [...] Read more.
Ensuring the security of agricultural systems is essential for achieving national food security and sustainable development. Given that agricultural systems are inherently complex and composed of coupled subsystems—such as water, land, and energy—a comprehensive and multidimensional assessment of system security is necessary. This study focuses on Northeast China, a major food-producing region, and introduces the concept of agricultural system coupling security, defined as the integrated performance of an agricultural system in terms of resource adequacy, internal coordination, and adaptive resilience under external stress. To operationalize this concept, a coupling security evaluation framework is constructed based on three key dimensions: reliability (Rel), coordination (Cor), and resilience (Res). An Agricultural System Coupling Security Index (AS-CSI) is developed using the entropy weight method, the Criteria Importance Through Intercriteria Correlation (CRITIC) method, and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) method, while obstacle factor diagnosis is employed to identify key constraints. Furthermore, bivariate and trivariate Copula models are used to estimate joint risk probabilities. The results show that from 2001 to 2022, the AS-CSI in Northeast China increased from 0.38 to 0.62, indicating a transition from insecurity to relative security. Among the provinces, Jilin exhibited the highest CSI due to balanced performance across all Rel-Cor-Res dimensions, while Liaoning experienced lower Rel, hindering its overall security level. Five indicators, including area under soil erosion control, reservoir storage capacity per capita, pesticide application amount, rural electricity consumption per capita, and proportion of agricultural water use, were identified as critical threats to regional agricultural system security. Copula-based risk analysis revealed that the probability of Rel–Cor reaching the relatively secure threshold (0.8) was the highest at 0.7643, and the probabilities for Rel–Res and Cor–Res to reach the same threshold were lower, at 0.7164 and 0.7318, respectively. The probability of Rel–Cor-Res reaching the relatively secure threshold (0.8) exceeds 0.54, with Jilin exhibiting the highest probability at 0.5538. This study provides valuable insights for transitioning from static assessments to dynamic risk identification and offers a scientific basis for enhancing regional sustainability and economic resilience in agricultural systems. Full article
(This article belongs to the Section Agricultural Economics, Policies and Rural Management)
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31 pages, 2005 KiB  
Article
Trivariate Joint Distribution Modelling of Compound Events Using the Nonparametric D-Vine Copula Developed Based on a Bernstein and Beta Kernel Copula Density Framework
by Shahid Latif and Slobodan P. Simonovic
Hydrology 2022, 9(12), 221; https://doi.org/10.3390/hydrology9120221 - 7 Dec 2022
Cited by 11 | Viewed by 2585
Abstract
Low-lying coastal communities are often threatened by compound flooding (CF), which can be determined through the joint occurrence of storm surges, rainfall and river discharge, either successively or in close succession. The trivariate distribution can demonstrate the risk of the compound phenomenon more [...] Read more.
Low-lying coastal communities are often threatened by compound flooding (CF), which can be determined through the joint occurrence of storm surges, rainfall and river discharge, either successively or in close succession. The trivariate distribution can demonstrate the risk of the compound phenomenon more realistically, rather than considering each contributing factor independently or in pairwise dependency relations. Recently, the vine copula has been recognized as a highly flexible approach to constructing a higher-dimensional joint density framework. In these, the parametric class copula with parametric univariate marginals is often involved. Its incorporation can lead to a lack of flexibility due to parametric functions that have prior distribution assumptions about their univariate marginal and/or copula joint density. This study introduces the vine copula approach in a nonparametric setting by introducing Bernstein and Beta kernel copula density in establishing trivariate flood dependence. The proposed model was applied to 46 years of flood characteristics collected on the west coast of Canada. The univariate flood marginal distribution was modelled using nonparametric kernel density estimation (KDE). The 2D Bernstein estimator and beta kernel copula estimator were tested independently in capturing pairwise dependencies to establish D-vine structure in a stage-wise nesting approach in three alternative ways, each by permutating the location of the conditioning variable. The best-fitted vine structure was selected using goodness-of-fit (GOF) test statistics. The performance of the nonparametric vine approach was also compared with those of vines constructed with a parametric and semiparametric fitting procedure. Investigation revealed that the D-vine copula constructed using a Bernstein copula with normal KDE marginals performed well nonparametrically in capturing the dependence of the compound events. Finally, the derived nonparametric model was used in the estimation of trivariate joint return periods, and further employed in estimating failure probability statistics. Full article
(This article belongs to the Special Issue Modern Developments in Flood Modelling)
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33 pages, 4435 KiB  
Article
Parametric Vine Copula Framework in the Trivariate Probability Analysis of Compound Flooding Events
by Shahid Latif and Slobodan P. Simonovic
Water 2022, 14(14), 2214; https://doi.org/10.3390/w14142214 - 13 Jul 2022
Cited by 19 | Viewed by 4139
Abstract
The interaction between oceanographic, meteorological, and hydrological factors can result in an extreme flooding scenario in the low-lying coastal area, called compound flooding (CF) events. For instance, rainfall and storm surge (or high river discharge) can be driven by the same meteorological forcing [...] Read more.
The interaction between oceanographic, meteorological, and hydrological factors can result in an extreme flooding scenario in the low-lying coastal area, called compound flooding (CF) events. For instance, rainfall and storm surge (or high river discharge) can be driven by the same meteorological forcing mechanisms, tropical or extra-tropical cyclones, resulting in a CF phenomenon. The trivariate distributional framework can significantly explain compound events’ statistical behaviour reducing the associated high-impact flood risk. Resolving heterogenous dependency of the multidimensional CF events by incorporating traditional 3D symmetric or fully nested Archimedean copula is quite complex. The main challenge is to preserve all lower-level dependencies. An approach based on decomposing the full multivariate density into simple local building blocks via conditional independence called vine or pair-copulas is a much more comprehensive way of approximating the trivariate flood dependence structure. In this study, a parametric vine copula of a drawable (D-vine) structure is introduced in the trivariate modelling of flooding events with 46 years of observations of the west coast of Canada. This trivariate framework searches dependency by combining the joint impact of annual maximum 24-h rainfall and the highest storm surge and river discharge observed within the time ±1 day of the highest rainfall event. The D-vine structures are constructed in three alternative ways by permutation of the conditioning variables. The most appropriate D-vine structure is selected using the fitness test statistics and estimating trivariate joint and conditional joint return periods. The investigation confirms that the D-vine copula can effectively define the compound phenomenon’s dependency. The failure probability (FP) method is also adopted in assessing the trivariate hydrologic risk. It is observed that hydrologic events defined in the trivariate case produce higher FP than in the bivariate (or univariate) case. It is also concluded that hydrologic risk increases (i) with an increase in the service design life of the hydraulic facilities and (ii) with a decrease in return periods. Full article
(This article belongs to the Section Hydrology)
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16 pages, 3099 KiB  
Article
Conditional Copula-Based Spatial–Temporal Drought Characteristics Analysis—A Case Study over Turkey
by Mahdi Hesami Afshar, Ali Unal Sorman and Mustafa Tugrul Yilmaz
Water 2016, 8(10), 426; https://doi.org/10.3390/w8100426 - 21 Oct 2016
Cited by 30 | Viewed by 7167
Abstract
In this study, commonly used copula functions belonging to Archimedean and Elliptical families are fitted to the univariate cumulative distribution functions (CDF) of the drought characteristics duration ( LD ), average severity ( S ¯ ), and average areal extent ( [...] Read more.
In this study, commonly used copula functions belonging to Archimedean and Elliptical families are fitted to the univariate cumulative distribution functions (CDF) of the drought characteristics duration ( LD ), average severity ( S ¯ ), and average areal extent ( A ¯ ) of droughts obtained using standardized precipitation index (SPI) between 1960 and 2013 over Ankara, Turkey. Probabilistic modeling of drought characteristics with seven different fitted copula functions and their comparisons with independently estimated empirical joint distributions show normal copula links drought characteristics better than other copula functions. On average, droughts occur with an average LD of 6.9 months, S ¯ of 0.94, and A ¯ of 73%, while such a drought event happens on average once in every 6.65 years. Results also show a very strong and statistically significant relation between S ¯ and A ¯ , and drought return periods are more sensitive to the unconditioned drought characteristic, while return periods decrease by adding additional variables to the analysis (i.e., trivariate drought analysis compared to bivariate). Full article
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