PAR(p)-vine copula based model for stochastic streamflow scenario generation

Stochastic Environmental Research and Risk Assessment

Volumn 32, Issue 3, 2018, Pages 833-842

  Pereira, Guilherme ^a   Veiga, Álvaro ^a  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Copula models for stationary time series; Non linear models; Periodic vine copula based model; Stochastic streamflow simulation

Indexed keywords

DISTRIBUTION FUNCTIONS; OPTIMIZATION; STOCHASTIC SYSTEMS; STREAM FLOW; TIME SERIES;

NON-LINEAR MODEL; PERIODIC AUTOREGRESSIVE MODELS; SCENARIO GENERATION; STATIONARY TIME SERIES; STOCHASTIC OPTIMISATION; STOCHASTIC SIMULATIONS; STOCHASTIC STREAMFLOW; TEMPORAL DEPENDENCE;

STOCHASTIC MODELS;

FLOW MODELING; INFLOW; NUMERICAL MODEL; PERIODICITY; STOCHASTICITY; STREAMFLOW; TIME SERIES ANALYSIS;

EID: 85016961487     PISSN: 14363240     EISSN: 14363259     Source Type: Journal    
DOI: 10.1007/s00477-017-1411-2     Document Type: Article

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