Review of dependence modeling in hydrology and water resources

2016 ◽  
Vol 40 (4) ◽  
pp. 549-578 ◽  
Author(s):  
Zengchao Hao ◽  
Vijay P. Singh
Keyword(s):  
Water Resources ◽  
Nonlinear Dependence ◽  
Future Research ◽  
Dependence Structure ◽  
Structure Modeling ◽  
Dependence Modeling ◽  
The Past ◽  
Extreme Dependence ◽  
Vine Copula ◽  
Hydrology And Water Resources

Various methods have been developed over the past five decades for dependence modeling of multivariate variables in hydrology and water resources, but there has been no overall review of techniques commonly used in the field. This paper, therefore, introduces several methods focusing on dependence structure modeling, including parametric distribution, entropy, copula, and nonparametric. Recent advances in modeling dependences mainly reside in nonlinear dependence modeling (including extreme dependence) with flexible marginal distributions, and in high-dimension dependence modeling via the vine copula construction with flexible dependence structures. Strengths and limitations of different methods and avenues for future research, such as dependence modeling in a changing climate, are discussed to aid water resource planners and managers in the selection and application of suitable techniques.

scholarly journals Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies

PLoS ONE ◽  
2020 ◽  
Vol 15 (12) ◽  
pp. e0242102
Author(s):  
Khreshna Syuhada ◽  
Arief Hakim
Keyword(s):  
Value At Risk ◽  
Risk Model ◽  
Forecast Accuracy ◽  
Dependence Structure ◽  
Financial Risks ◽  
Portfolio Risk ◽  
Dependence Modeling ◽  
Vine Copula ◽  
Dependence Assumption ◽  
Marginal Risk

Risk in finance may come from (negative) asset returns whilst payment loss is a typical risk in insurance. It is often that we encounter several risks, in practice, instead of single risk. In this paper, we construct a dependence modeling for financial risks and form a portfolio risk of cryptocurrencies. The marginal risk model is assumed to follow a heteroscedastic process of GARCH(1,1) model. The dependence structure is presented through vine copula. We carry out numerical analysis of cryptocurrencies returns and compute Value-at-Risk (VaR) forecast along with its accuracy assessed through different backtesting methods. It is found that the VaR forecast of returns, by considering vine copula-based dependence among different returns, has higher forecast accuracy than that of returns under prefect dependence assumption as benchmark. In addition, through vine copula, the aggregate VaR forecast has not only lower value but also higher accuracy than the simple sum of individual VaR forecasts. This shows that vine copula-based forecasting procedure not only performs better but also provides a well-diversified portfolio.

Old-growth forest reserves in Slovenia: the past, present, and future

2012 ◽  
Vol 163 (6) ◽  
pp. 240-246 ◽  
Author(s):  
Thomas A. Nagel ◽  
Jurij Diaci ◽  
Dusan Rozenbergar ◽  
Tihomir Rugani ◽  
Dejan Firm
Keyword(s):  
Stand Structure ◽  
Growth Conditions ◽  
Ecosystem Functions ◽  
Future Research ◽  
Old Growth ◽  
Forest Reserves ◽  
The Past ◽  
Old Growth Forest ◽  
Forest Remnants ◽  
Basic Characteristics

Old-growth forest reserves in Slovenia: the past, present, and future Slovenia has a small number of old-growth forest remnants, as well as many forest reserves approaching old-growth conditions. In this paper, we describe some of the basic characteristics of these old-growth remnants and the history of their protection in Slovenia. We then trace the long-term development of research in these old-growth remnants, with a focus on methodological changes. We also review some of the recent findings from old-growth research in Slovenia and discuss future research needs. The conceptual understanding of how these forests work has slowly evolved, from thinking of them in terms of stable systems to more dynamic and unpredictable ones due to the influence of natural disturbances and indirect human influences. In accordance with this thinking, the methods used to study old-growth forests have changed from descriptions of stand structure to studies that address natural processes and ecosystem functions.

Water resources management in Greece: current status and prospective outlook

1995 ◽  
Vol 32 (9-10) ◽  
pp. 267-272 ◽  
Author(s):  
A. Angelakis ◽  
E. Diamadopoulos
Keyword(s):  
Water Resources ◽  
Water Resources Management ◽  
Water Demand ◽  
Treatment Plant ◽  
Current Status ◽  
Reclaimed Wastewater ◽  
Resources Management ◽  
The Past ◽  
Precipitation Water ◽  
Pollution Loads

The basic aim of this paper is to present the existing conditions and problems of water resources management in Greece. Water demand has increased tremendously over the past 30 years. Despite adequate precipitation, water imbalance is often experienced, due to temporal and regional variations of the precipitation, the increased water demand during the summer months and the difficulty of transporting water due to the mountainous terrain. Integration of reclaimed wastewater originating from the wastewater treatment plant effluents into the water resources management is proposed. This plan exhibits the potential for reducing the pollution loads entering sea or inland waters, while at the same time providing water for irrigation.

Chinese Medicine Protein and Peptide in Gene and Cell Therapy

2019 ◽  
Vol 20 (3) ◽  
pp. 251-264 ◽  
Author(s):  
Yinlu Feng ◽  
Zifei Yin ◽  
Daniel Zhang ◽  
Arun Srivastava ◽  
Chen Ling
Keyword(s):  
Chinese Medicine ◽  
Cell Therapy ◽  
Future Research ◽  
The Past ◽  
Promising Strategy ◽  
Wide Range ◽  
New Directions ◽  
Gene And Cell Therapy ◽  
Proteins And Peptides

The success of gene and cell therapy in clinic during the past two decades as well as our expanding ability to manipulate these biomaterials are leading to new therapeutic options for a wide range of inherited and acquired diseases. Combining conventional therapies with this emerging field is a promising strategy to treat those previously-thought untreatable diseases. Traditional Chinese medicine (TCM) has evolved for thousands of years in China and still plays an important role in human health. As part of the active ingredients of TCM, proteins and peptides have attracted long-term enthusiasm of researchers. More recently, they have been utilized in gene and cell therapy, resulting in promising novel strategies to treat both cancer and non-cancer diseases. This manuscript presents a critical review on this field, accompanied with perspectives on the challenges and new directions for future research in this emerging frontier.

Attraction of prey

2018 ◽  
Author(s):  
John D. Horner ◽  
Bartosz J. Płachno ◽  
Ulrike Bauer ◽  
Bruno Di Giusto
Keyword(s):  
Visual Cues ◽  
Synergistic Action ◽  
Carnivorous Plants ◽  
Future Research ◽  
Acoustic Cues ◽  
Qualitative And Quantitative Analysis ◽  
Qualitative And Quantitative ◽  
The Past ◽  
The Cost ◽  
Prey Attraction

The ability to attract prey has long been considered a universal trait of carnivorous plants. We review studies from the past 25 years that have investigated the mechanisms by which carnivorous plants attract prey to their traps. Potential attractants include nectar, visual, olfactory, and acoustic cues. Each of these has been well documented to be effective in various species, but prey attraction is not ubiquitous among carnivorous plants. Directions for future research, especially in native habitats in the field, include: the qualitative and quantitative analysis of visual cues, volatiles, and nectar; temporal changes in attractants; synergistic action of combinations of attractants; the cost of attractants; and responses to putative attractants in electroantennograms and insect behavioral tests.

scholarly journals Dependence Modeling in Energy Markets using Sibuya-type Copulas

2017 ◽  
Vol 6 (3) ◽  
pp. 43
Author(s):  
Nikolai Kolev ◽  
Jayme Pinto
Keyword(s):  
Goodness Of Fit ◽  
Basic Assumption ◽  
Energy Markets ◽  
Dependence Structure ◽  
Dependence Function ◽  
Dependence Modeling ◽  
Goodness Of Fit Tests ◽  
Oil And Natural Gas ◽  
Error Terms ◽  
Time Invariant

The dependence structure between 756 prices for futures on crude oil and natural gas traded on NYMEX is analyzed  using  a combination of novel time-series and copula tools.  We model the log-returns on each commodity individually by Generalized Autoregressive Score models and account for dependence between them by fitting various copulas to corresponding  error terms. Our basic assumption is that the dependence structure may vary over time, but the ratio between the joint distribution of error terms and the product of marginal distributions (e.g., Sibuya's dependence function) remains the same, being time-invariant.  By performing conventional goodness-of-fit tests, we select the best copula, being member of the currently  introduced class of  Sibuya-type copulas.

scholarly journals Evolution of knowledge on meniscal biomechanics: a 40 year perspective

2021 ◽  
Vol 22 (1) ◽  
Author(s):  
Amin Mohamadi ◽  
Kaveh Momenzadeh ◽  
Aidin Masoudi ◽  
Kempland C. Walley ◽  
Kenny Ierardi ◽  
...  
Keyword(s):  
Future Research ◽  
Fe Model ◽  
Cruciate Ligaments ◽  
Fe Modeling ◽  
Meniscal Tears ◽  
Medical Subject Headings ◽  
Model Studies ◽  
The Past ◽  
Mesh Terms ◽  
Kinematic Studies

Abstract Background Knowledge regarding the biomechanics of the meniscus has grown exponentially throughout the last four decades. Numerous studies have helped develop this knowledge, but these studies have varied widely in their approach to analyzing the meniscus. As one of the subcategories of mechanical phenomena Medical Subject Headings (MeSH) terms, mechanical stress was introduced in 1973. This study aims to provide an up-to-date chronological overview and highlights the evolutionary comprehension and understanding of meniscus biomechanics over the past forty years. Methods A literature review was conducted in April 2021 through PubMed. As a result, fifty-seven papers were chosen for this narrative review and divided into categories; Cadaveric, Finite element (FE) modeling, and Kinematic studies. Results Investigations in the 1970s and 1980s focused primarily on cadaveric biomechanics. These studies have generated the fundamental knowledge basis for the emergence of FE model studies in the 1990s. As FE model studies started to show comparable results to the gold standard cadaveric models in the 2000s, the need for understanding changes in tissue stress during various movements triggered the start of cadaveric and FE model studies on kinematics. Conclusion This study focuses on a chronological examination of studies on meniscus biomechanics in order to introduce concepts, theories, methods, and developments achieved over the past 40 years and also to identify the likely direction for future research. The biomechanics of intact meniscus and various types of meniscal tears has been broadly studied. Nevertheless, the biomechanics of meniscal tears, meniscectomy, or repairs in the knee with other concurrent problems such as torn cruciate ligaments or genu-valgum or genu-varum have not been extensively studied.

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