Cilt 7, Sayı 1, Sayfalar 27 - 32 2017-06-13

Modelling temperature measurement data by using copula functions

Ayşe METİN KARAKAŞ [1]

91 91

 

In this study, methods of copula estimation are used and the temperature measurement data of the

four regions located at the same positions in the range of 01.01.2008 - 30.04.2009 was modeled

with copula functions. For dependence structures of the data sets, it is calculated Kendall Tau and

Spearman Rho values which are nonparametric. Based on this method, parameters of copula are

obtained. A clear advantage of the copula-based model is that it allows for maximum-likelihood

estimation using all available data. The main aim of the method is to find the parameters that make

the likelihood functions get its maximum value. With the help of the maximum-likelihood estimation

method, for copula families, it is obtained likelihood values. These values, Akaike information

criteria (AIC) are used to determine which copula supplies the suitability for the data set.

Copula function,Archimedean copula function,Kendall tau,Spearman rho,Temperature
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Yazar: Ayşe METİN KARAKAŞ
E-posta: aysemetin1986@hotmail.com

Bibtex @ { beuscitech322140, journal = {Bitlis Eren University Journal of Science and Technology}, issn = {}, address = {Bitlis Eren Üniversitesi}, year = {2017}, volume = {7}, pages = {27 - 32}, doi = {10.17678/beuscitech.322140}, title = {Modelling temperature measurement data by using copula functions}, language = {en}, key = {cite}, author = {METİN KARAKAŞ, Ayşe} }
APA METİN KARAKAŞ, A . (2017). Modelling temperature measurement data by using copula functions. Bitlis Eren University Journal of Science and Technology, 7 (1), 27-32. DOI: 10.17678/beuscitech.322140
MLA METİN KARAKAŞ, A . "Modelling temperature measurement data by using copula functions". Bitlis Eren University Journal of Science and Technology 7 (2017): 27-32 <http://dergipark.gov.tr/beuscitech/issue/29911/322140>
Chicago METİN KARAKAŞ, A . "Modelling temperature measurement data by using copula functions". Bitlis Eren University Journal of Science and Technology 7 (2017): 27-32
RIS TY - JOUR T1 - Modelling temperature measurement data by using copula functions AU - Ayşe METİN KARAKAŞ Y1 - 2017 PY - 2017 N1 - doi: 10.17678/beuscitech.322140 DO - 10.17678/beuscitech.322140 T2 - Bitlis Eren University Journal of Science and Technology JF - Journal JO - JOR SP - 27 EP - 32 VL - 7 IS - 1 SN - -2146-7706 M3 - doi: 10.17678/beuscitech.322140 UR - http://dx.doi.org/10.17678/beuscitech.322140 Y2 - 2017 ER -
EndNote %0 Bitlis Eren University Journal of Science and Technology Modelling temperature measurement data by using copula functions %A Ayşe METİN KARAKAŞ %T Modelling temperature measurement data by using copula functions %D 2017 %J Bitlis Eren University Journal of Science and Technology %P -2146-7706 %V 7 %N 1 %R doi: 10.17678/beuscitech.322140 %U 10.17678/beuscitech.322140