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With Copula Method Modeling of daily maximum and minimum temperature changes in Bitlis province
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This
paper aims to examine the relationship between daily maximum and minimum temperatures of Bitlis in Turkey between 2012-2017 years with
Copula method. To present the relationship between the variables, we use copula
families such as; Gumbel, Clayton, Frank,
Joe, Gaussian and Survival Clayton copula. To explain dependence structures of the data
set and to determine parameters of Gumbel,
Clayton, Frank, Joe, Gaussian and
Survival Clayton copula families, we calculate Kendall Tau and Spearman Rho
values which are nonparametric. With he help of Kolmogorov Smirnov, Cramer Von Mises which are
goodness of fit test, Maximum likelihood
method, Akaike information Criteria ad Bayes information criteria, we find the
suitable copula family for this data set.
The results show that there is a strong dependence between daily maximum
and minimum temperatures of Bitlis between 2012-2017 years.
Bitlis Eren Universitesi Fen Bilimleri Dergisi
Title: With Copula Method Modeling of daily maximum and minimum temperature changes in Bitlis province
Description:
This
paper aims to examine the relationship between daily maximum and minimum temperatures of Bitlis in Turkey between 2012-2017 years with
Copula method.
To present the relationship between the variables, we use copula
families such as; Gumbel, Clayton, Frank,
Joe, Gaussian and Survival Clayton copula.
To explain dependence structures of the data
set and to determine parameters of Gumbel,
Clayton, Frank, Joe, Gaussian and
Survival Clayton copula families, we calculate Kendall Tau and Spearman Rho
values which are nonparametric.
With he help of Kolmogorov Smirnov, Cramer Von Mises which are
goodness of fit test, Maximum likelihood
method, Akaike information Criteria ad Bayes information criteria, we find the
suitable copula family for this data set.
The results show that there is a strong dependence between daily maximum
and minimum temperatures of Bitlis between 2012-2017 years.
.
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