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請用此 Handle URI 來引用此文件: http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/80017
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dc.contributor.advisor游景雲(Gene Jiing-Yun You)
dc.contributor.authorShu-Ting Hsuen
dc.contributor.author許淑婷zh_TW
dc.date.accessioned2022-11-23T09:21:15Z-
dc.date.available2021-07-23
dc.date.available2022-11-23T09:21:15Z-
dc.date.copyright2021-07-23
dc.date.issued2021
dc.date.submitted2021-07-19
dc.identifier.citationAkaike, H. A New look at the statistical model identification. IEEE Transactions on Automatic Control. (1974) 19(6): 716-723 DOI: 10.1109/TAC.1974.1100705 Panagiotelis, A., Czado, C., Joe, H. Pair Copula Constructions for Multivariate Discrete Data. Journal of the American Statistical Association. Vol 107, 2012, Issue 499, p.1063-1072. https://doi.org/10.1080/01621459.2012.682850 Sharma, A. Goyal, M.K. Bayesian networks for monthly rainfall forecast: a comparison of K2 and MCMC algorithm. International Journal of Computers and Applications, 38, 199-206,2016. Aurelius, A., Zilko, Kurowicka, D. Copula in a multivariate mixed discrete-continuous model. Computational Statistics and Data Analysis. 103(2016)28-55. https://doi.org/10.1016/j.csda.2016.02.017 Aurelius, A., Zilko, Kurowicka, D., Hanea, A. M., Rob, M.P. Goverde. The Copula Bayesian Network with mixed discrete and continuous nodes to forecast railway disruption lengths. (2015) http://resolver.tudelft.nl/uuid:02142dd2-6454-4155-a40c-8e4817212676 Jun, C., Qin, X., Gan, T.Y., Tung, Y.K, Michele, C.De. Bivariate frequency analysis of rainfall intensity and duration for urban stormwater infrastructure design. Journal of Hydrology. Vol 553, (2017), p.374-383. https://doi.org/10.1016/j.jhydrol.2017.08.004 Jiang, C., Xiong, L., Xu, C.Y., Guo, S. Bivariate frequency analysis of nonstationary low‐flow series based on the time‐varying copula. Hydrological Process. (2014). https://doi.org/10.1002/hyp.10288 Akyuz, D.E., Bayazit, M. Onoz, B. Markov Chain Models for Hydrological Drought Characteristics. J. Hydrometeorol., 13 (2012), pp. 298-309, https://doi.org/10.1175/JHM-D-11-019.1 Kurowicka, D. Cooke, R. Uncertainty Analysis with High Dimensional Dependence Modelling. Wiley Series in Probability and Statistics. (2006) Pender, D., Patidar, S., Pender, G. Haynes, H. Stochastic simulation of daily streamflow sequences using a hidden Markov model. Hydrol Res 47(1), (2016), pp.75–88. https://doi.org/10.2166/nh.2015.114 Pereira, G.A.A., Veiga, Á., Erhardt, T., Czado, C. A periodic spatial vine copula model for multi-site streamflow simulation. Electric Power Systems Research. Vol 152, (2017), p. 9-17. https://doi.org/10.1016/j.epsr.2017.06.017 Joe, H. Families of m-Variate Distributions with Given Margins and m(m-1)/2 Bivariate Dependence Parameters. Lecture Notes-Monograph Series.Vol 28, (1996), p.120-141. https://www.jstor.org/stable/4355888 Joe, H. Multivariate Models and Multivariate Dependence Concepts. Chapman and Hall, New York. https://doi.org/10.1201/9780367803896 Yeh, H.F. Hsu, H.L.. Using the Markov Chain to Analyze Precipitation and Groundwater Drought Characteristics and Linkage with Atmospheric Circulation. Sustainability, 11 (6) (2019), p. 1817 https://doi.org/10.1080/1206212x.2016.1237131 Zhu, J., Huang, H.C. Wu, J. Modeling Spatial-Temporal Binary Data Using Markov Random Fields. Journal of Agricultural, Biological, and Environmental Statistics volume 10, Article number: 212. (2005). https://doi.org/10.1198/108571105X46543 Xu, K., Yang, D., Xu, X., Lei, H. Copula based drought frequency analysis considering the spatio-temporal variability in Southwest China. Journal of Hydrology. Vol 527, (2015), p.630-640. https://doi.org/10.1016/j.jhydrol.2015.05.030 Aas, K., Czado, C., Frigessi, A., Bakken, H. Pair-copula constructions of multiple dependence. Insurance: Mathematics and Economics. Vol 44, Issue 2, 2009, P.182-198. https://doi.org/10.1016/j.insmatheco.2007.02.001 Zhang L, Vijay P. Singh. Bivariate rainfall frequency distributions using Archimedean copulas. Journal of Hydrology. Vol 332, (2007), p. 93-109. https://doi.org/10.1016/j.jhydrol.2006.06.033 Garrote, L., Molina, M. Mediero, L. Learning Bayesian Networks from Deterministic Rainfall–Runoff Models and Monte Carlo Simulation. Practical Hydroinformatics, pp 375-388, (2009). https://doi.org/10.1007/978-3-540-79881-1_27 Chen, L., Singh, V.P., Guo, S., Zhou, J., Zhang, J. Copula-based method for multisite monthly and daily streamflow. Journal of Hydrology, 528, pp.369-384. (2015). https://doi.org/10.1016/j.jhydrol.2015.05.018 Legasa, M. N. Gutiérrez, J. M. Multisite Weather Generators Using Bayesian Networks: An Illustrative Case Study for Precipitation Occurrence. Water Resources Research, 56-7, (2020). https://doi.org/10.1029/2019WR026416 Thyer, M Kuczera, G. A hidden Markov model for modelling long-term persistence in multi-site rainfall time series. 1. Model calibration using a Bayesian approach. Journal of Hydrology,275(1-2) (2003). pp.12-26. https://doi.org/10.1016/S0022-1694(02)00412-2 Nelsen, Roger B. An Introduction to Copulas. Springer, New York. (1999) Wu, P.Y., You, G.J.Y., Chan, M.H. Drought analysis framework based on copula and Poisson process with nonstationarity. Journal of Hydrology. Vol 588, (2020). https://doi.org/10.1016/j.jhydrol.2020.125022 Prairie, J., Rajagopalan, B., Lall, U., and Fulp, T. (2007). A stochastic nonparametric technique for space-time disaggregation of streamflows. Water Resources Research, 43(3), W03432 Prairie, J.R., Rajagopalan, B., Fulp, T.J. and Zagona, E.A. (2005) Statistical nonparametric model for natural salt estimation. Journal of Hydrologic Engineering 131,130. Prairie, J.R., Rajagopalan, B., Fulp, T.J. and Zagona, E.A. (2006) Modified K-NN model for stochastic streamflow simulation. Journal of Hydrologic Engineering 11, 171. Madadgar, S. Moradkhani, H. Spatio-temporal drought forecasting within Bayesian networks. Journal of Hydrology, 512, pp.134-146 (2014). https://doi.org/10.1016/j.jhydrol.2014.02.039 Shiau, J. T. Fitting Drought Duration and Severity with Two-Dimensional Copulas. Water Resouces Management, (2006) 20, 795-815. https://doi.org/10.1007/s11269-005-9008-9 Kao, S.C., Govindaraju, R.S. A copula-based joint deficit index for droughts. Journal of Hydrology. Vol 380, Issues 1–2, (2010), p.121-134. https://doi.org/10.1016/j.jhydrol.2009.10.029 Sklar, A. Fonctions de Répartition à n Dimensions et Leurs Marges. Publications de l’Institut Statistique de l’Université de Paris, 8, 229-231. (1959) Smail, L. (2018). Bayesian network model for temperature forecasting in Dubai. AIP Conference Proceedings, 2025, 100006. https://doi.org/10.1063/1.5064935 Tarboton, D.G., A. Sharma, and U. Lall (1998), Disaggregation procedures for stochastic hydrology based on nonparametric density estimation, Water Resources Research, 34(1), 107-119. Bedford, T. Cooke, R.M. A NEW GRAPHICAL MODEL FOR DEPENDENT RANDOM VARIABLES. Ann. Statist. 30 (4) 1031 - 1068, 2002. https://doi.org/10.1214/aos/1031689016 Bedford, T. Cooke, R.M. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines. Annals of Mathematics and Artificial Intelligence. Vol 32, p.245–268, (2001). https://doi.org/10.1023/A:1016725902970 Erhardt, T.M., Czado, C., Schepsmeier, U. R‐vine models for spatial time series with an application to daily mean temperature. Biometrics. Vol 71, Issue 2 p. 323-332. (2015) https://doi.org/10.1111/biom.12279 Ng, W.W. Panu, U.U. Comparisons of traditional and novel stochastic models for the generation of daily precipitation occurrences. Journal of Hydrology, 380 (1–2) (2010), pp. 222-236. https://doi.org/10.1016/j.jhydrol.2009.11.002 Zheng, Y. Zhu, J. Markov Carlo Monte Carlo for a Spatial-Temporal Autologistic Regression Model. Journal of Computational and Graphical Statistics, 17 (1), (2008). https://doi.org/10.1198/106186008X289641
dc.identifier.urihttp://tdr.lib.ntu.edu.tw/jspui/handle/123456789/80017-
dc.description.abstract近年來,由於氣候持續變化的趨勢,異常降雨、洪水以及乾旱等極端水文事件發生頻率也日益增加。在台灣,降雨時空分布不均是很重要的議題,因為它影響了水資源的儲存和水資源的利用。隨著用水需求增加和異常氣候使台灣人民飽受乾旱之苦。降雨強度增強和降雨延時縮短也會帶來很大的洪峰流量或使洪峰來臨時間提前,造成對生命財產及經濟的嚴重影響。因此,人們開始對氣象預測的準確性越來越關心。目前為止,水文學家們對於頻率分析通常聚焦在時間分布或空間分布,鮮少關注同時考慮時間空間分布的降雨模式。 本文的研究目的是提出一種基於藤蔓關聯結構的模型的架構,本文將利用此架構模擬位於台北的十個測站降雨是否發生的時間序列。在這篇研究當中,首先利用改良的最近鄰居法,用七年的歷史日降雨量資料隨機產生降雨資料,並將日降雨量低於0.8mm者視為未發生降雨,反之,日降雨量大於0.8mm時,該日定義為有發生降雨。接下來,應用藤蔓關聯結構方法建立模型來模擬產生降雨發生的時間序列。除此之外,還應用了貝氏網路方法,同樣地產生降雨發生的時間序列,用來和藤蔓關聯結構方法比較。zh_TW
dc.description.provenanceMade available in DSpace on 2022-11-23T09:21:15Z (GMT). No. of bitstreams: 1
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Previous issue date: 2021
en
dc.description.tableofcontents口試委員會審定書 i 誌謝 ii 中文摘要 iii ABSTRACT iv CONTENTS vi LIST OF FIGURES viii LIST OF TABLES ix Chapter 1 Introduction 1 1.1 Background 1 1.2 Objective 2 1.3 Framework 3 Chapter 2 Literature Review 5 2.1 Hydrologic Simulation 5 2.1.1 Markov chain model…………………………………………………….6 2.2 Bayesian Networks Method 8 2.3 Vine Copula Method 9 2.3.1 Copula…………………………………………………………………...9 2.3.2 Vine Copula…………………………………………………………….11 Chapter 3 Methodology 13 3.1 Pair Copula Constructions(PCCs) 13 3.1.1 Continuous data in PCCs………………………………………………16 3.1.2 Discrete data in PCCs…………………………………………………..18 3.1.3 Mixed discrete-continuous data in PCCs………………………………20 3.2 D-Vines 23 3.2.1 Definition of D-vine……………………………………………………23 3.2.2 Construction of D-vine…………………………………………………24 3.2.3 joint density of D-vine…………………………………………………25 3.3 Parameter Estimation 27 3.4 Bayesian networks 30 3.5 Stochastic Rainfall Data 34 3.5.1 Modified k-nearest neighbor bootstrap method………………………..35 3.5.2 k-nearest neighbor based disaggregation framework………………….37 3.6 Statistic Test 40 3.6.1 Kolmogorov-Smirnov Test…………………………………………….40 3.6.2 Test of Proportions……………………………………………………..41 Chapter 4 Results and Discussions 43 4.1 Study Area 43 4.2 Results and Discussions 45 4.2.1 Simulated rainfall amount by modified k-NN method…………………45 4.2.2 Precipitation occurrence simulated by vine copula model……………..49 Chapter 5 Conclusions and suggestions 59 5.1 Conclusions 59 5.2 Suggestions 60 REFERENCES 61
dc.language.isoen
dc.subject時空模擬架構zh_TW
dc.subject多站日降雨發生模擬zh_TW
dc.subject藤蔓關聯結構方法zh_TW
dc.subject貝氏網路zh_TW
dc.subject改良最近鄰居法zh_TW
dc.subjectspatial-temporal simulated frameworken
dc.subjectmultisite daily precipitation occurrence simulationen
dc.subjectvine copula methoden
dc.subjectBayesian Networksen
dc.subjectmodified k-NN methoden
dc.title基於藤蔓關聯結構之多站日降雨發生序率架構zh_TW
dc.titleStochastic Framework for Multisite Daily Rainfall Occurrences Based on Vine Copulaen
dc.date.schoolyear109-2
dc.description.degree碩士
dc.contributor.oralexamcommittee胡明哲(Hsin-Tsai Liu),孫建平(Chih-Yang Tseng),陳憲宗
dc.subject.keyword藤蔓關聯結構方法,貝氏網路,改良最近鄰居法,時空模擬架構,多站日降雨發生模擬,zh_TW
dc.subject.keywordvine copula method,Bayesian Networks,modified k-NN method,spatial-temporal simulated framework,multisite daily precipitation occurrence simulation,en
dc.relation.page67
dc.identifier.doi10.6342/NTU202101559
dc.rights.note同意授權(全球公開)
dc.date.accepted2021-07-20
dc.contributor.author-college工學院zh_TW
dc.contributor.author-dept土木工程學研究所zh_TW
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