Spatial R-vine copula for streamflow scenario simulation
| Autor: | Tobias Erhardt, Alvaro Veiga, Guilherme Armando de Almeida Pereira, Claudia Czado |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Spatial variable
Flexibility (engineering) Mathematical optimization Multivariate statistics Computer science 020209 energy Statistical model 02 engineering and technology Scenario simulation 01 natural sciences Vine copula 010104 statistics & probability Hydroelectricity Streamflow 0202 electrical engineering electronic engineering information engineering Econometrics 0101 mathematics |
| Zdroj: | PSCC |
| DOI: | 10.1109/pscc.2016.7540939 |
| Popis: | As there are spatial and temporal dependencies of streamflow at hydroelectric power plants (HPPs), we develop a high dimensional statistical model for streamflow scenario simulation which considers both. We use a pair-copula-based model reparametrized in terms of spatial variables derived from the river network, the distance between HPPs and precipitation measurements. This approach reduces the complexity of the model by reducing the number of parameters, preserves however the flexibility introduced by the pair-copulas. Based on simulations, we demonstrate that our model can capture spatial and temporal dependence between HPPs and thus, generate multivariate scenarios that reproduce historical features as shown in an empirical exercise with 39 HPPs. |
| Databáze: | OpenAIRE |
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