Related papers: Copula-based spatio-temporal modeling of air pollu…
Fine particulate matter (PM$_{2.5}$) has become a great concern worldwide due to its adverse health effects. PM$_{2.5}$ concentrations typically exhibit complex spatio-temporal variations. Both the mean and the spatio-temporal dependence…
In the absence of Gaussianity assumptions without disturbing spatial continuity interpolating along the whole spatial surface for different time lags is challenging. The past researchers pay enough attention to Spatio-temporal interpolation…
We introduce a novel forecasting model for crop yields that explicitly accounts for spatio-temporal dependence and the influence of extreme weather and climatic events. Our approach combines Bayesian Structural Time Series for modeling…
We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…
The first part of this paper introduces a portfolio approach for quantifying the risk measures of pollution risk in the presence of dependence of PM$_{2.5}$ concentration of cities. The model is based on a copula dependence structure. For…
We introduce an extension of R-vine copula models for the purpose of spatial dependency modeling and model based prediction at unobserved locations. The newly derived spatial R-vine model combines the flexibility of vine copulas with the…
Air pollution is a serious issue that currently affects many industrial cities in the world and can cause severe illness to the population. In particular, it has been proven that extreme high levels of airborne contaminants have dangerous…
We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all…
Air pollution is a major global health hazard, with fine particulate matter (PM10) linked to severe respiratory and cardiovascular diseases. Hence, analyzing and clustering spatio-temporal air quality data is crucial for understanding…
Climate models are essential for understanding large-scale climate dynamics and long-term climate change, yet they exhibit systematic biases when compared with historical observations. Existing multivariate bias correction (MBC) approaches…
The last two decades have seen intense scientific and regulatory interest in the health effects of particulate matter (PM). Influential epidemiological studies that characterize chronic exposure of individuals rely on monitoring data that…
Very unhealthy air quality is consistently connected with numerous diseases. Appropriate extreme analysis and accurate predictions are in rising demand for exploring potential linked causes and for providing suggestions for the…
Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…
Fixing the relationship of a set of experimental quantities is a fundamental issue in many scientific disciplines. In the 2D case, the classical approach is to compute the linear correlation coefficient from a scatterplot. This method,…
Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of explicitly forecasting…
Electronic health records (EHR) store hundreds of demographic and laboratory variables from large patient populations. Traditional statistical methods have limited capacity in processing mixed-type data (continuous, ordinal) and capturing…
We present a vine copula based composite likelihood approach to model spatial dependencies, which allows to perform prediction at arbitrary locations. This approach combines established methods to model (spatial) dependencies. On the one…
It is of utmost importance to have a clear understanding of the status of air pollution and to provide forecasts and insights about the air quality to the general public and researchers in environmental studies. Previous studies of…
We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the…
The increasing importance of solar power for electricity generation leads to an increasing demand for probabilistic forecasting of local and aggregated PV yields. In this paper we use an indirect modeling approach for hourly medium to long…