Vine copula models for predicting water flow discharge at King George Island, Antarctica

In order to understand the future behavior of the glaciers, their mass balance should be studied. The loss of water produced by melting, known as glacier discharge, is one of the components of this mass balance. In this paper, a vine copula structure is proposed to model the multivariate and nonline...

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Main Authors: Domínguez, M. Carmen, Gómez Díaz, Mario, Ausín Olivera, María Concepción
Format: Report
Language:unknown
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Online Access:https://e-archivo.uc3m.es/bitstream/handle/10016/23812/ws1612.pdf?sequence=1
id ftrepec:oai:RePEc:cte:wsrepe:23812
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spelling ftrepec:oai:RePEc:cte:wsrepe:23812 2024-04-14T08:03:12+00:00 Vine copula models for predicting water flow discharge at King George Island, Antarctica Domínguez, M. Carmen Gómez Díaz, Mario Ausín Olivera, María Concepción https://e-archivo.uc3m.es/bitstream/handle/10016/23812/ws1612.pdf?sequence=1 unknown https://e-archivo.uc3m.es/bitstream/handle/10016/23812/ws1612.pdf?sequence=1 preprint ftrepec 2024-03-19T10:27:30Z In order to understand the future behavior of the glaciers, their mass balance should be studied. The loss of water produced by melting, known as glacier discharge, is one of the components of this mass balance. In this paper, a vine copula structure is proposed to model the multivariate and nonlinear dependence among the glacier discharge and other related meteorological variables such as temperature, humidity, solar radiation and precipitation. The multivariate distribution of these variables is divided in four cases according to the presence or not of positive discharge and/or positive precipitation. Then, each different case is modelled with a vine copula. The conditional probability of zero discharge for given meteorological conditions is obtained from the proposed joint distribution. Moreover, the structure of the vine copula allows us to derive the conditional distribution for the glacier discharge for the given meteorological conditions. Three different prediction methods for the future values of the discharge are used and compared. The proposed methodology is applied to a large database collected since 2002 by the GLACKMA association from a measurement station located in the King George Island in the Antarctica. Seasonal effects are included by using different parameters for each season. We have found that the proposed vine copula model outperforms a previous work where we only used the temperature to predict the glacier discharge using a time- varying bivariate copula. Glacier discharge Vine copula Prediction Meteorological Finite mixtures Report Antarc* Antarctica King George Island RePEc (Research Papers in Economics) King George Island
institution Open Polar
collection RePEc (Research Papers in Economics)
op_collection_id ftrepec
language unknown
description In order to understand the future behavior of the glaciers, their mass balance should be studied. The loss of water produced by melting, known as glacier discharge, is one of the components of this mass balance. In this paper, a vine copula structure is proposed to model the multivariate and nonlinear dependence among the glacier discharge and other related meteorological variables such as temperature, humidity, solar radiation and precipitation. The multivariate distribution of these variables is divided in four cases according to the presence or not of positive discharge and/or positive precipitation. Then, each different case is modelled with a vine copula. The conditional probability of zero discharge for given meteorological conditions is obtained from the proposed joint distribution. Moreover, the structure of the vine copula allows us to derive the conditional distribution for the glacier discharge for the given meteorological conditions. Three different prediction methods for the future values of the discharge are used and compared. The proposed methodology is applied to a large database collected since 2002 by the GLACKMA association from a measurement station located in the King George Island in the Antarctica. Seasonal effects are included by using different parameters for each season. We have found that the proposed vine copula model outperforms a previous work where we only used the temperature to predict the glacier discharge using a time- varying bivariate copula. Glacier discharge Vine copula Prediction Meteorological Finite mixtures
format Report
author Domínguez, M. Carmen
Gómez Díaz, Mario
Ausín Olivera, María Concepción
spellingShingle Domínguez, M. Carmen
Gómez Díaz, Mario
Ausín Olivera, María Concepción
Vine copula models for predicting water flow discharge at King George Island, Antarctica
author_facet Domínguez, M. Carmen
Gómez Díaz, Mario
Ausín Olivera, María Concepción
author_sort Domínguez, M. Carmen
title Vine copula models for predicting water flow discharge at King George Island, Antarctica
title_short Vine copula models for predicting water flow discharge at King George Island, Antarctica
title_full Vine copula models for predicting water flow discharge at King George Island, Antarctica
title_fullStr Vine copula models for predicting water flow discharge at King George Island, Antarctica
title_full_unstemmed Vine copula models for predicting water flow discharge at King George Island, Antarctica
title_sort vine copula models for predicting water flow discharge at king george island, antarctica
url https://e-archivo.uc3m.es/bitstream/handle/10016/23812/ws1612.pdf?sequence=1
geographic King George Island
geographic_facet King George Island
genre Antarc*
Antarctica
King George Island
genre_facet Antarc*
Antarctica
King George Island
op_relation https://e-archivo.uc3m.es/bitstream/handle/10016/23812/ws1612.pdf?sequence=1
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