Analyzing the conditional behavior of rainfall deficiency and groundwater level deficiency signatures by using copula functions

Abstract The complex hydrological events such as storm, flood and drought are often characterized by a number of correlated random variables. Copulas can model the dependence structure independently of the marginal distribution functions and provide multivariate distributions with different margins and the dependence structure. In this study, the conditional behavior of two signatures was investigated by analyzing the joint signatures of groundwater level deficiency and rainfall deficiency in Naqadeh sub-basin in Lake Urmia Basin using copula functions. The study results of joint changes in the two signatures showed that a 90–135 mm reduction in rainfall in the area increased groundwater level between 1.2 and 1.7 m. The study results of the conditional density of bivariate copulas in the estimation of groundwater level deficiency values by reducing rainfall showed that changes in values of rainfall deficiency signature in the sub-basin led to the generation of probability curves of groundwater level deficiency signature. Regarding the maximum groundwater level deficiency produced, the relationship between changes in rainfall deficiency and groundwater level deficiency was calculated in order to estimate the groundwater level deficiency signature values. The conditional density function presented will be an alternative method to the conditional return period.

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A COPULA-BASED APPROACH TO INVESTIGATE VERTICAL SHOCK PRICE TRANSMISSION IN THE ITALIAN HOG MARKET

New Medit ◽

10.30682/nm1901a ◽

2019 ◽

Vol 18 (1) ◽

pp. 3-14

Author(s):

Fabian Capitanio ◽

Felice Adinolfi ◽

Barry K. Goodwin ◽

Giorgia Rivieccio

Keyword(s):

Supply Chain ◽

Extreme Events ◽

Value Chain ◽

Tail Dependence ◽

Price Transmission ◽

Dependence Structure ◽

Copula Functions ◽

Price Changes ◽

Positive Shock ◽

The Relationship

It is a stylized fact that the Italian farmers do not benefit of casual structure along value chain. Conversely, retailers could advantage of any positive shock price changes occurred in the wholesale supply chain. We investigate the presence of shock price vertical contagion in the Italian hog market, describing the dependence structure along the supply chain and assessing the degree of extreme value dependence. The approach followed is non linear and copula-based, applied on weekly data of hog price changes referred to Italian farm, wholesale and retail branch chain, over the period 1994-2015. In particular, the objective of the analysis consists in to obtain a measure of the relationship between extreme events of returns, estimating the tail dependence coefficients of copula functions involved in the analysis. The empirical findings highlight the asymmetry of price transmission along the hog Italian supply chain, more relevant for wholesale–retail pair.

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Run Theory and Copula-Based Drought Risk Analysis for Songnen Grassland in Northeastern China

Sustainability ◽

10.3390/su11216032 ◽

2019 ◽

Vol 11 (21) ◽

pp. 6032 ◽

Cited By ~ 2

Author(s):

Wu ◽

Zhang ◽

Bao ◽

Guo

Keyword(s):

Risk Analysis ◽

Goodness Of Fit ◽

Distribution Functions ◽

Drought Severity ◽

Dependence Structure ◽

Drought Risk ◽

Drought Event ◽

Return Periods ◽

Copula Functions ◽

Run Theory

Droughts are among the more costly natural hazards, and drought risk analysis has become urgent for the proper planning and management of water resources in grassland ecosystems. We chose Songnen grassland as a case study, used a standardized precipitation evapotranspiration index (SPEI) to model drought characteristics, employed run theory to define the drought event, and chose copula functions to construct the joint distribution for drought variables. We applied two kinds of return periods to conduct a drought risk assessment. After evaluating and comparing several distribution functions, drought severity (DS) was best described by the generalized extreme value (GEV) distribution, whereas drought duration (DD) was best fitted by gamma distribution. The root mean square error (RMSE) and Akaike Information Criterion (AIC) goodness-of-fit measures to evaluate their performance, the best-performing copula is Frank copula to model the joint dependence structure for each drought variables. The results of the secondary return periods indicate that a higher risk of droughts occurs in Keshan county, Longjiang county, Qiqiha’er city, Taonan city, and Baicheng city. Furthermore, a relatively lower risk of drought was found in Bei’an city, Mingquan county, Qinggang county, and qian’an county, and also in the Changling county and Shuangliao city. According to the calculation of the secondary return periods, which considered all possible scenarios in our study, we found that the secondary return period may be the best indicator for evaluating grassland ecosystem drought risk management.

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Bivariate Frequency of Meteorological Drought in the Upper Minjiang River Based on Copula Function

Water ◽

10.3390/w13152056 ◽

2021 ◽

Vol 13 (15) ◽

pp. 2056

Author(s):

Fangling Qin ◽

Tianqi Ao ◽

Ting Chen

Keyword(s):

Marginal Distribution ◽

Standardized Precipitation Index ◽

Meteorological Drought ◽

Copula Function ◽

Distribution Functions ◽

Joint Probability Distribution ◽

Drought Risk ◽

Monthly Precipitation ◽

Copula Functions ◽

Minjiang River

Based on the Standardized Precipitation Index (SPI) and copula function, this study analyzed the meteorological drought in the upper Minjiang River basin. The Tyson polygon method is used to divide the research area into four regions based on four meteorological stations. The monthly precipitation data of four meteorological stations from 1966 to 2016 were used for the calculation of SPI. The change trend of SPI1, SPI3 and SPI12 showed the historical dry-wet evolution phenomenon of short-term humidification and long-term aridification in the study area. The major drought events in each region are counted based on SPI3. The results show that the drought lasted the longest in Maoxian region, the occurrence of minor drought events was more frequent than the other regions. Nine distribution functions are used to fit the marginal distribution of drought duration (D), severity (S) and peak (P) estimated based on SPI3, the best marginal distribution is obtained by chi-square test. Five copula functions are used to create a bivariate joint probability distribution, the best copula function is selected through AIC, the univariate and bivariate return periods were calculated. The results of this paper will help the study area to assess the drought risk.

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Introducing Copula as a Novel Statistical Method in Psychological Analysis

International Journal of Environmental Research and Public Health ◽

10.3390/ijerph18157972 ◽

2021 ◽

Vol 18 (15) ◽

pp. 7972

Author(s):

Elham Dehghani ◽

Somayeh Hadad Ranjbar ◽

Moharram Atashafrooz ◽

Hossein Negarestani ◽

Amir Mosavi ◽

...

Keyword(s):

Self Esteem ◽

Dependence Structure ◽

Copula Functions ◽

Dependency Structure ◽

Psychological Analysis ◽

Novel Approach ◽

Frank Copula ◽

Correlated Parameters ◽

The Relationship ◽

Psychological Parameters

During the past decades, the relationship between various psychological parameters had been studied in detail. However, the dependency structure of correlated parameters was rarely investigated. Knowing the dependence structure helps in finding the probability matrix of the interaction between the parameters. In this research, a novel approach was introduced in psychological analysis using copula functions. For this purpose, the self-esteem and anxiety of 141 university students in Iran were extracted using the Coopersmith Self-esteem Inventory and the Zang Anxiety Scale. Then the dependence structure of self-esteem and anxiety were established using copula functions. The Frank copula achieved the best fit for the joint variables of self-esteem and anxiety. Finally, the probability matrix of different classes of anxiety, taking into account self-esteem classes, was extracted. The results indicated that poor self-esteem leads to severe or very severe anxiety, with more than 98% probability, while strong self-esteem may lead to normal and mild anxiety, with about 80% probability. It can be concluded that the method was promising, and that copula functions can open a window to the dependence structure analysis of psychological parameters.

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Flood routing via a copula-based approach

Hydrology Research ◽

10.2166/nh.2021.008 ◽

2021 ◽

Author(s):

Mohammad Nazeri Tahroudi ◽

Yousef Ramezani ◽

Carlo De Michele ◽

Rasoul Mirabbasi

Keyword(s):

Case Studies ◽

Flood Control ◽

Simulated Data ◽

Flood Routing ◽

Conditional Density ◽

Dependence Structure ◽

Efficiency Coefficient ◽

Copula Functions ◽

River Flood ◽

Outflow Hydrograph

Abstract Floods are among the most common natural disasters that if not controlled may cause severe damage and high costs. Flood control and management can be done using structural measures that should be designed based on the flood design studies. The simulation of outflow hydrograph using inflow hydrograph can provide useful information. In this study, a copula-based approach was applied to simulate the outflow hydrograph of various floods, including the Wilson River flood, the River Wye flood and the Karun River flood. In this regard, two-dimensional copula functions and their conditional density were used. The results of evaluating the dependence structure of the studied variables (inflow and outflow hydrographs) using Kendall's tau confirmed the applicability of copula functions for bivariate modeling of inflow and outflow hydrographs. The simulation results were evaluated using the root-mean-square error, the sum of squared errors and the Nash–Sutcliffe efficiency coefficient (NSE). The results showed that the copula-based approach has high performance. In general, the copula-based approach has been able to simulate the peak flow and the rising and falling limbs of the outflow hydrographs well. Also, all simulated data are at the 95% confidence interval. The NSE values for the copula-based approach are 0.99 for all three case studies. According to NSE values and violin plots, it can be seen that the performance of the copula-based approach in simulating the outflow hydrograph in all three case studies is acceptable and shows a good performance.

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Moderating Role of Gender in the Relationship between Cognitive Errors and Anxiety among Adolescents

Foundation University Journal of Psychology ◽

10.33897/fujp.v4i1.68 ◽

2020 ◽

Vol 4 (1) ◽

pp. 86-102

Author(s):

Tasnim Rehna ◽

Rubina Hanif ◽

Muhammad Aqeel

Keyword(s):

Mental Health Problems ◽

Adolescent Psychopathology ◽

Future Research ◽

Cognitive Errors ◽

Adolescent Anxiety ◽

Study Results ◽

The Status ◽

Manifest Anxiety ◽

The Relationship

Background: Widespread social paradigms on which the status variances are grounded in any society, gender plays pivotal role in manifestation of mental health problems (Rutter, 2007). A hefty volume of research has addressed the issue in adults nonetheless, little is vividly known about the role of gender in adolescent psychopathology. Sample: A sample of 240 adolescents (125 boys, 115 girls) aging 12-18 years was amassed from various secondary schools of Islamabad with the approval of the Federal Directorate of Education (FDE), relevant authorities of the schools and the adolescents themselves. Instruments: Taylor Manifest Anxiety Scale (Taylor & Spence, 1953) and Children’s Negative Cognitive Errors Questionnaire (CNCEQ) by Leitenberg et al., (1986) were applied in present study. Results: Multiple regression analysis revealed that cognitive errors jointly accounted for 78% of variance in predicting anxiety among adolescents. Findings also exhibited that gender significantly moderated the relationship between cognitive errors and adolescent anxiety. Implications of the findings are discoursed for future research and clinical practice.

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RECREATION SPECIALIZATION FOR RUNNERS AND EVENT ATTACHMENT

Event Management ◽

10.3727/152599519x15831893693620 ◽

2020 ◽

Author(s):

Isao Okayasu ◽

Chi-Ok Oh ◽

Duarte B Morais

Keyword(s):

Practical Implication ◽

Event Management ◽

Attitudes And Behaviors ◽

The Third ◽

Study Results ◽

The World ◽

Recreation Specialization ◽

And Behaviors ◽

The Relationship ◽

Predictive Relationship

Running is one of the most popular activities in the world. Runners’ attitudes and behaviors vary depending on their running style. This study aims to construct different measures of running specialization based on the theory of specialization. This study also tests a runner’s stage of specialization segmentation based on recreation specialization and examines the predictive relationship between a runner’s specialization and event attachment. Three groups of sampling data assess the performance of diverse specialization measures for running in three marathon events. First, two surveys were conducted with marathon participants to assess the performance of diverse specialization measures for runners. Second, the third dataset was used to examine the relationship between a runner’s recreation specialization and event attachment.The study results showed that the 15 measures of specialization showed a good fit to the data. Our research showed how runners’ recreation specialization is connected to their event attachment. In addition, this study suggested event management for subdivisions of runners. Its practical implication is that recreation specialization for running can help us understand event attachment.

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Motivating and Retaining Festival Patronage

Event Management ◽

10.3727/152599519x15506259856101 ◽

2020 ◽

Vol 24 (4) ◽

pp. 447-461

Author(s):

Michelle (Myongjee) Yoo ◽

Miranda Kitterlin-Lynch ◽

Bomin Kim

Keyword(s):

Structural Equation ◽

Customer Relationship ◽

Equation Modeling ◽

Organization And Management ◽

Customer Relationship Marketing ◽

Study Results ◽

And Behavior ◽

The Relationship ◽

Self Administered Questionnaire ◽

Theoretical Foundations

Globally, festivals and host communities face increased competition each year from one another and from the myriad of alternate entertainment options. To remain competitive, festival organizers must fully understand what keeps festival attendees coming back year after year. Festivalscape has been an emerging concept of value in this arena, and previous studies have found that festivalscape has an effect on the attendees' emotion and behavior that influences their overall perceived value of the festival. The purpose of this study is to examine the relationship between festivalscape and the attendees' motivation, satisfaction, and loyalty. A self-administered questionnaire was developed and a structural equation modeling (SEM) was employed to test the proposed hypotheses. Study results support the hypotheses, indicating the importance of using festivalscape factors for festival organization and management and effective customer relationship marketing. Further, this study provides academic contributions to theoretical foundations by confirming the effects of these factors. This study also provides practical implications for managing festivals effectively and successfully.

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The Impact of Bar Service Operation Practices on Organizational Performance in Indian Hotel Industry

International Journal of Hospitality and Tourism Systems ◽

10.21863/ijhts/2015.8.1.007 ◽

2015 ◽

Vol 8 (1) ◽

Author(s):

Mohinder C. Dhiman ◽

Abhishek Ghai

Keyword(s):

Organizational Performance ◽

Hotel Industry ◽

Demographic Variables ◽

Study Results ◽

Service Operation ◽

Managerial Implications ◽

Overall Performance ◽

The Impact ◽

The Relationship ◽

Bivariate Test

The paper has a two fold purpose - examine the impact of bar service operation practices (BSOP) on organizational performance (OP) and study the relationship between organizational performance and demographic variables. Based on a survey of 362 bar managers perceptions on the impact of bar service operation practices on organizational performance were assessed by 59 practices and 6 demographic variables. Bivariate test and ANOVA were employed to test the working hypothesis in the study. Results indicated that there is a positive relationship between the bar service operation practices and organizational performance. Further, the results indicate some practical and managerial implications to improve organizational overall performance.

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Acculturative stress and life satisfaction of Chinese rural-to-urban migrants

Social Behavior and Personality An International Journal ◽

10.2224/sbp.9647 ◽

2020 ◽

Vol 48 (11) ◽

pp. 1-11

Author(s):

Dekuo Liang ◽

Lei Wang ◽

Liying Xia ◽

Dawei Xu

Keyword(s):

Social Support ◽

Life Satisfaction ◽

Acculturative Stress ◽

Perceived Social Support ◽

Well Being ◽

Self Esteem ◽

Construction Sites ◽

Urban Migrants ◽

Study Results ◽

The Relationship

Little is known regarding the life satisfaction of rural-to-urban migrants in China. In this study we assessed whether self-esteem and perceived social support mediated the association between rural-to-urban migrants' acculturative stress and life satisfaction. We use convenience sampling to recruit 712 migrants who were employed at construction sites in Nanjing for the study. Results reveal that acculturative stress was negatively related to self-esteem, perceived social support, and life satisfaction; self-esteem was positively associated with perceived social support and life satisfaction; and perceived social support was a significant and positive predictor of life satisfaction. In addition, we found that self-esteem and perceived social support partially mediated the relationship between acculturative stress and life satisfaction. Our findings provide a better understanding of life satisfaction over the course of migration, and add to knowledge of psychological well-being and mental health among rural-to-urban migrants in China.

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