一种Copula驱动的时空变量联合分布构造方法

Copula-driven construction for the joint distribution of spatial-temporal variables

  • 摘要: 针对一般有限混合分布, 建立了均匀分布驱动目标分布的等价表达.基于该结论, 以Copula作为空间驱动变量,结合时间马氏性设定,构建了针对更一般取值的时空变量联合分布模型框架.本工作源自Wilks多站点随机降雨发生器的形式化表达和机制阐释,结果对更一般的时空变量联合分布建模具有指导意义.

     

    Abstract: In this work an equivalent stochastic representation is provided for generic mixture distributions using standard uniform distribution. Based on this result, driving spatially with Copula and assuming temporally Markovian, a general modelling framework is established for spatial-temporal joint distribution. This work is inspired by an attempt to understand the rationale of Wilks’s stochastic precipitation generator, and will be useful for more general context concerning spatial-temporal joint modelling.

     

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