Bitlis İlindeki Günlük Maksimum ve Minumum Sıcaklık Değişimlerinin Copula Metodu ile Modellenmesi

Abstract

Bu makalenin amacı Bitlisin 2012-2017 yılları arasındaki günlük maksimum ve minumum sıcaklıkları arasındaki ilişkiyi Copula methodu ile açıklamaktır. İlişkiyi açıklamak için çeşitli copula aileleri kullanılmıştır. Bunlar; Gumbel, Clayton, Frank,  Joe, Gaussian ve Survival Claytondur. Bağımlılık yapısını açıklamak ve Gumbel, Clayton, Frank,  Joe, Gaussian ve Survival Clayton copula ailelerinin parametrelerini belirlemek için parametrik olmayan metod olan Kendall Tau ve Spearman Rho değerleri hesaplanmıştır. Uyum iyiliği testleri Kolmogorov Smirnov,  Cramer on Mises, maksimum oalabilirlik metodu, Akaike blgi kriteri ve Bayes bilgi kriteri yardımıyla veri seti için uygun copula ailesi bulunmuştur. Sonuçlar Bitlisin 2012 yılı ile 2017 yılları arasında günlük maksimum ve minumum sıcaklık değişimleri için güçlü bir bağımlılık olduğunu göstermiştir.

Keywords

• Copula Fonksiyonları,Kendall Tau,Spearman Rho,Akaike bilgi kriteri,Uyum iyiliği Testi

With Copula Method Modeling of daily maximum and minimum temperature changes in Bitlis province

Abstract

This paper aims to examine the relationship between  daily maximum and minimum temperatures of  Bitlis in Turkey between 2012-2017 years with Copula method. To present the relationship between the variables, we use copula families such as; Gumbel, Clayton, Frank,  Joe, Gaussian and Survival Clayton copula.  To explain dependence structures of the data set and to determine parameters of  Gumbel, Clayton, Frank,  Joe, Gaussian and Survival Clayton copula families, we calculate Kendall Tau and Spearman Rho values which are nonparametric. With he help of  Kolmogorov Smirnov, Cramer Von Mises which are goodness of  fit test, Maximum likelihood method, Akaike information Criteria ad Bayes information criteria, we find the suitable copula family for this data set.  The results show that there is a strong dependence between daily maximum and minimum temperatures of Bitlis between 2012-2017 years. 

Keywords

• Copula functions,Kendall Tau,Spearman Rho,Goodness of fit test,Akaike information criteria

References

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