Second-Order Autoregressive Model-Based Likelihood Function for Calibration and Uncertainty Analysis of SWAT Model

2015 ◽  
Vol 20 (2) ◽  
pp. 04014045 ◽  
Author(s):  
Arpana Rani Datta ◽  
Tirupati Bolisetti
Keyword(s):  
Uncertainty Analysis ◽  
Autoregressive Model ◽  
Likelihood Function ◽  
Swat Model ◽  
Second Order ◽  
Model Based

scholarly journals A mixture autoregressive model based on Gaussian and Student’s t-distributions

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Savi Virolainen
Keyword(s):  
Interest Rate ◽  
Autoregressive Model ◽  
Autoregressive Models ◽  
Federal Funds ◽  
Treasury Bill ◽  
Federal Funds Rate ◽  
Empirical Application ◽  
Model Based ◽  
Interest Rate Spread ◽  
Student’S T

Abstract We introduce a new mixture autoregressive model which combines Gaussian and Student’s t mixture components. The model has very attractive properties analogous to the Gaussian and Student’s t mixture autoregressive models, but it is more flexible as it enables to model series which consist of both conditionally homoscedastic Gaussian regimes and conditionally heteroscedastic Student’s t regimes. The usefulness of our model is demonstrated in an empirical application to the monthly U.S. interest rate spread between the 3-month Treasury bill rate and the effective federal funds rate.

Effects of dynamic land use inputs on improvement of SWAT model performance and uncertainty analysis of outputs

2018 ◽  
Vol 563 ◽  
pp. 874-886 ◽  
Author(s):  
Qingrui Wang ◽  
Ruimin Liu ◽  
Cong Men ◽  
Lijia Guo ◽  
Yuexi Miao
Keyword(s):  
Land Use ◽  
Uncertainty Analysis ◽  
Swat Model ◽  
Model Performance

Application of profile likelihood function to the uncertainty analysis of hydrometeorological extreme inference

2013 ◽  
Vol 56 (12) ◽  
pp. 3151-3160 ◽  
Author(s):  
Fan Lu ◽  
Hao Wang ◽  
DengHua Yan ◽  
DongDong Zhang ◽  
WeiHua Xiao
Keyword(s):  
Uncertainty Analysis ◽  
Likelihood Function ◽  
Profile Likelihood

A Hierarchical Bayesian Model-Based Uncertainty Analysis for Tsunami Heights along Shorelines in Korea

2016 ◽  
Vol 75 (sp1) ◽  
pp. 1157-1161 ◽  
Author(s):  
Hyun-Han Kwon ◽  
Jin-Young Kim ◽  
Byoung Han Choi ◽  
Yong-Sik Cho
Keyword(s):  
Uncertainty Analysis ◽  
Bayesian Model ◽  
Hierarchical Bayesian ◽  
Hierarchical Bayesian Model ◽  
Model Based
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