Görüntü Sunumu
BibTex RIS Kaynak Göster

BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS

Yıl 2014, Cilt: 7 Sayı: 3, 63 - 70, 01.09.2014

Öz

A bivariate analysis of precipitation and runoff in the Hirfanli dam basin, Turkey, using copulasis performed in this study. Two elliptical (Gaussian and Student-t) and three Archimedean family copulas(Clayton, Frank and Gumbel) are tested in modeling of the dependence structure between these hydrologicalvariables. The regionally averaged annual precipitation depths and runoff volumes measured at the entranceof the Hirfanli dam reservoir between 1954 and 2003 are utilized for the parameter estimation and modeling. Different graphical tools and numerical techniques are employed for the appropriate model selection,parameter estimation and goodness-of-Şt tests

Kaynakça

  • C. Genest and A.C. Favre. (2007). Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering, July/August, 347-368.
  • A.C. Favre, S. El Adlouni, L. Perreault, N.Thimonge and B. Bobe. (2004). Multivariate hydrological frequency analysis using copulas. Water Resources Research, 40(1): W01101, 1-12.
  • J.T.Shiau. (2006). Fitting drought duration and severity with two-dimensional copulas.Water Resources Management, 20(5), 795-815.
  • A. I. Requena, L. Mediero, L. And L. Garrote. (2013). Bivariate return period based on copulas for hydrologic dam design: comparison of theoretical and empirical approach. Hydrology and Earth System
  • Sciences Discussions, 10(1), 557-596. O. Yildiz. (2009). Assessing temporal and spatial characteristics of droughts in the Hirfanli dam basin,
  • Turkey. ScientiŞc Research and Essays, 4(4), 249-255. A. Sklar. (1959). Fonctions de rpartitions n dimensions et leurs marges. Publ. Inst. Stat. Univ. Paris, , 229-231.
  • H. Joe. (1997). Multivariate Models and Dependence Concepts, Chapman & Hall, London.
  • R.B. Nelsen. (2006). An Introduction to Copulas, (second ed) Springer, New York.
  • U. Cherubini, E. Luciano, W. Vecchiato. (2004). Copula Methods in Finance, Wiley, New York.
  • G. Kim, M.J. Silvapulle, P. Silvapulle. (2007). Comparison of semiparametric and parametric methods for estimating copulas. Communications in Statistics. Simulation and Computation, 51, 28362850.
  • F. Michiels and A. De Schepper. (2008). A copula test space model how to avoid the wrong copula choice. Kybernetika, 44(6), 864-878.
  • G. Schwarz. (1978). Estimating the dimension of a model. Annals of Statistics, 6, 461464.
  • H. Akaike. (1974). A new look at the statistical model identiŞcation. Automatic Control, IEEE Trans- actions on, 19, 716723.
  • R.H. Shumway, D.S. Stoffer. (2011). Time series analysis and its applications: with R examples. Springer.
Yıl 2014, Cilt: 7 Sayı: 3, 63 - 70, 01.09.2014

Öz

Kaynakça

  • C. Genest and A.C. Favre. (2007). Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering, July/August, 347-368.
  • A.C. Favre, S. El Adlouni, L. Perreault, N.Thimonge and B. Bobe. (2004). Multivariate hydrological frequency analysis using copulas. Water Resources Research, 40(1): W01101, 1-12.
  • J.T.Shiau. (2006). Fitting drought duration and severity with two-dimensional copulas.Water Resources Management, 20(5), 795-815.
  • A. I. Requena, L. Mediero, L. And L. Garrote. (2013). Bivariate return period based on copulas for hydrologic dam design: comparison of theoretical and empirical approach. Hydrology and Earth System
  • Sciences Discussions, 10(1), 557-596. O. Yildiz. (2009). Assessing temporal and spatial characteristics of droughts in the Hirfanli dam basin,
  • Turkey. ScientiŞc Research and Essays, 4(4), 249-255. A. Sklar. (1959). Fonctions de rpartitions n dimensions et leurs marges. Publ. Inst. Stat. Univ. Paris, , 229-231.
  • H. Joe. (1997). Multivariate Models and Dependence Concepts, Chapman & Hall, London.
  • R.B. Nelsen. (2006). An Introduction to Copulas, (second ed) Springer, New York.
  • U. Cherubini, E. Luciano, W. Vecchiato. (2004). Copula Methods in Finance, Wiley, New York.
  • G. Kim, M.J. Silvapulle, P. Silvapulle. (2007). Comparison of semiparametric and parametric methods for estimating copulas. Communications in Statistics. Simulation and Computation, 51, 28362850.
  • F. Michiels and A. De Schepper. (2008). A copula test space model how to avoid the wrong copula choice. Kybernetika, 44(6), 864-878.
  • G. Schwarz. (1978). Estimating the dimension of a model. Annals of Statistics, 6, 461464.
  • H. Akaike. (1974). A new look at the statistical model identiŞcation. Automatic Control, IEEE Trans- actions on, 19, 716723.
  • R.H. Shumway, D.S. Stoffer. (2011). Time series analysis and its applications: with R examples. Springer.
Toplam 14 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular İstatistiksel Analiz
Diğer ID JA75RE73GK
Bölüm Araştırma Makalesi
Yazarlar

Emel Kızılok Kara Bu kişi benim

Osman Yıldız. Bu kişi benim

Yayımlanma Tarihi 1 Eylül 2014
Yayımlandığı Sayı Yıl 2014 Cilt: 7 Sayı: 3

Kaynak Göster

APA Kara, E. K., & Yıldız., O. (2014). BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. Istatistik Journal of The Turkish Statistical Association, 7(3), 63-70.
AMA Kara EK, Yıldız. O. BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. IJTSA. Eylül 2014;7(3):63-70.
Chicago Kara, Emel Kızılok, ve Osman Yıldız. “BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS”. Istatistik Journal of The Turkish Statistical Association 7, sy. 3 (Eylül 2014): 63-70.
EndNote Kara EK, Yıldız. O (01 Eylül 2014) BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. Istatistik Journal of The Turkish Statistical Association 7 3 63–70.
IEEE E. K. Kara ve O. Yıldız., “BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS”, IJTSA, c. 7, sy. 3, ss. 63–70, 2014.
ISNAD Kara, Emel Kızılok - Yıldız., Osman. “BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS”. Istatistik Journal of The Turkish Statistical Association 7/3 (Eylül 2014), 63-70.
JAMA Kara EK, Yıldız. O. BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. IJTSA. 2014;7:63–70.
MLA Kara, Emel Kızılok ve Osman Yıldız. “BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS”. Istatistik Journal of The Turkish Statistical Association, c. 7, sy. 3, 2014, ss. 63-70.
Vancouver Kara EK, Yıldız. O. BIVARIATE ANALYSIS OF PRECIPITATION AND RUNOFF IN THE HIRFANLI DAM BASIN, TURKEY, USING COPULAS. IJTSA. 2014;7(3):63-70.