Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach

DOI10.1007/S10260-019-00488-4MaRDI QIDQ2218640zbMATH OpenOpenAlexWikidataFDO

Authors F. Marta L. Di Lascio, Andrea Menapace, Maurizio Righetti

Publication date 15 January 2021

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-019-00488-4

zbMATH Keywords

conditional probabilitycopula functiondistrict heating systemoutdoor temperaturepeak heat demandSARIMA models

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to environmental and related topics (62P12) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A review of copula models for economic time series
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• An introduction to copulas.
• Clustering of time series via non-parametric tail dependence estimation
• Copula modeling: An introduction for practitioners
• Copulas, diagonals, and tail dependence
• Goodness-of-fit test for specification of semiparametric copula dependence models
• Goodness-of-fit tests for copulas: A review and a power study
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• Large-sample tests of extreme-value dependence for multivariate copulas
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series
• On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
• Peak-load forecasting using a functional semi-parametric approach
• Space-time short- to medium-term wind speed forecasting
• Testing for equality between two copulas
• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• The copula information criteria

Cited in

(2)

• An Explicit Distribution to Model the Proportion of Heating Degree Day and Cooling Degree Day
• A spatially-weighted AMH copula-based dissimilarity measure for clustering variables: an application to urban thermal efficiency

Describes a project that uses

Uses Software

• copula
• copula
• CDVine
• TwoCop

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