Universiti Teknologi Malaysia Institutional Repository

Bivariate copula in fitting rainfall data

Kong, Ching Yee and Suhaila, Jamaludin and Yusof, Fadhilah and Foo, Hui Mean (2014) Bivariate copula in fitting rainfall data. AIP Conference Proceedings, 1605 . pp. 986-990. ISSN 0094-243X

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Official URL: http://dx.doi.org/10.1063/1.4887724

Abstract

The usage of copula to determine the joint distribution between two variables is widely used in various areas. The joint distribution of rainfall characteristic obtained using the copula model is more ideal than the standard bivariate modelling where copula is belief to have overcome some limitation. Six copula models will be applied to obtain the most suitable bivariate distribution between two rain gauge stations. The copula models are Ali-Mikhail-Haq (AMH), Clayton, Frank, Galambos, Gumbel-Hoogaurd (GH) and Plackett. The rainfall data used in the study is selected from rain gauge stations which are located in the southern part of Peninsular Malaysia, during the period from 1980 to 2011. The goodness-of-fit test in this study is based on the Akaike information criterion (AIC).

Item Type:Article
Uncontrolled Keywords:akaike information criterion (aic) here, bivariate copula, joint distribution, rainfall data
Subjects:Q Science > QA Mathematics
Divisions:Science
ID Code:52020
Deposited By: Siti Nor Hashidah Zakaria
Deposited On:01 Feb 2016 03:52
Last Modified:30 Nov 2018 07:00

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