Multivariate Joint Probability Function of Earthquake Ground Motion Prediction Equations Based on Vine Copula Approach

Cheng, Yin; Du, Jun; Ji, Hao

doi:10.1155/2020/1697352

Cited by 7 publications

(4 citation statements)

References 39 publications

(62 reference statements)

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“…Vine copulas, among other copulas, can be used to achieve the utmost flexibility in constructing the JCDF and JPDF, given in Equations ( 8) and (9), respectively. Vine copulas have been applied in recent studies across various fields, such as weather and climate risk in agriculture [40,41], hydrology and water resources [27,[42][43][44][45][46][47][48], and finance and insurance [49][50][51]. The following section provides more details on vine copulas.…”

Section: Copula Analyticalmentioning

confidence: 99%

Copula-Probabilistic Flood Risk Analysis with an Hourly Flood Monitoring Index

Chand,

Nguyen-Huy,

Deo

et al. 2024

Water

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Floods are a common natural disaster whose severity in terms of duration, water resource volume, peak, and accumulated rainfall-based damage is likely to differ significantly for different geographical regions. In this paper, we first propose a novel hourly flood index (SWRI24−hr−S) derived from normalising the existing 24-hourly water resources index (WRI24−hr−S) in the literature to monitor flood risk on an hourly scale. The proposed SWRI24−hr−S is adopted to identify a flood situation and derive its characteristics, such as the duration (D), volume (V), and peak (Q). The comprehensive result analysis establishes the practical utility of SWRI24−hr−S in identifying flood situations at seven study sites in Fiji between 2014 and 2018 and deriving their characteristics (i.e., D, V, and Q). Secondly, this study develops a vine copula-probabilistic risk analysis system that models the joint distribution of flood characteristics (i.e., D, V, and Q) to extract their joint exceedance probability for the seven study sites in Fiji, enabling probabilistic flood risk assessment. The vine copula approach, particularly suited to Fiji’s study sites, introduces a novel probabilistic framework for flood risk assessment. The results show moderate differences in the spatial patterns of joint exceedance probability of flood characteristics in different combination scenarios generated by the proposed vine copula approach. In the worst-case scenario, the probability of any flood event occurring where the flood volume, peak, and duration are likely to exceed the 95th-quantile value (representing an extreme flood event) is found to be less than 5% for all study sites. The proposed hourly flood index and the vine copula approach can be feasible and cost-effective tools for flood risk monitoring and assessment. The methodologies proposed in this study can be applied to other data-scarce regions where only rainfall data are available, offering crucial information for flood risk monitoring and assessment and for the development of effective mitigation strategies.

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Section: Copula Analyticalmentioning

confidence: 99%

Copula-Probabilistic Flood Risk Analysis with an Hourly Flood Monitoring Index

Chand,

Nguyen-Huy,

Deo

et al. 2024

Water

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“…Sun (2019) applied vine copula to analyze the price linkage between oil, gold, stock, and exchange rates. Other studies indicated that vine copulas not only capture the multivariate dependence at a dissimilar duration of vibrations but can also capture their tail dependence, which is essential to the estimation of losses at low probability high-impact risk (Cheng et al 2020).…”

Section: Employeementioning

confidence: 99%

The Relationship between Economic Growth, Small and Medium Enterprises and the Number of Employees in Malaysia using Vine Copula Approach

Adan¹,

Hussain²

2021

JSM

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This paper investigates the dynamic linkages of dependency between economic growth, the development of small and medium enterprises (SMEs) in Malaysia represented by SMEs’ value-added, and the number of employees in Malaysia, shown by the total number of SMEs’ employees in Malaysia as an additional variable. A vine copula methods was used to assess the linkage between these three variables by utilizing the panel data sets from 1998-2017. The results confirmed that dependency modeling, using vine copulas, is useful for high dimensional distributions of binding affinity between these variables. Vine copulas provide a versatile and flexible approach to the study. The results show that there is a strong positive correlation among the variables. The dependence between the SMEs’ growth and the total number of employees is the strongest, followed by the dependence between SMEs’ growth and economic growth. This study also found that the interrelation among the variables and reliance structure is also influenced by the country’s economic system and situation.

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“…Because wind speed, wave height and wave period are all important factors affecting wind and wave loads (Ti et al, 2019), the trivariate correlation among wind and wave parameters is necessary to be considered. Moreover, only the geometric nonlinearity of the cable sag effect and the large deformation effect is considered in the above studies, and the aerodynamic nonlinearity, which includes wind incidence angle effect on self-excited forces, is neglected, but it should be considered due to the large deformation of the bridge under design wind and wave loads Regarding the trivariate correlation among wind and wave parameters, some researchers simulated the correlation among the three variables by using high-dimensional parametric copulas: Plackett copulas, vine copulas and multivariable copulas (Cheng et al, 2020;Li et al, 2018;Luo and Huang 2017;Luo et al, 2021;Montes-Iturrizaga and Heredia-Zavoni 2016;Xiao et al, 2022;Wang et al, 2021;Zhang et al, 2020). However, they focused on the joint distribution characteristics of three variables and the simulation accuracy only, and little information is available for the multivariable environmental contours.…”

Section: Introductionmentioning

confidence: 99%

“…Regarding the trivariate correlation among wind and wave parameters, some researchers simulated the correlation among the three variables by using high-dimensional parametric copulas: Plackett copulas, vine copulas and multivariable copulas (Cheng et al, 2020; Li et al, 2018; Luo and Huang 2017; Luo et al, 2021; Montes-Iturrizaga and Heredia-Zavoni 2016; Xiao et al, 2022; Wang et al, 2021; Zhang et al, 2020). However, they focused on the joint distribution characteristics of three variables and the simulation accuracy only, and little information is available for the multivariable environmental contours.…”

Section: Introductionmentioning

confidence: 99%

Nonlinear dynamic response of sea-crossing bridges to 3D correlated wind and wave loads

Fang

2022

Advances in Structural Engineering

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Long span sea-crossing bridges are often slender and sensitive to wind and wave loads. Nonlinear dynamic response analysis of the bridges under three-dimensional (3D) correlated wind and wave loads is performed in this study in consideration of both geometric and aerodynamic nonlinearities. An optimized C-vine copula is first used to construct a 3D joint probability distribution and environmental contour of mean wind speed, significant wave height and peak wave period. Multi-point fluctuating wind loads with Davenport coherence function and random wave loads with pile group effect are then determined using wind and wave spectra respectively. The nonlinear wind-wave-bridge system considering geometric and aerodynamic nonlinearities is solved by the Newmark-β method with the 3D correlated wind and wave parameters as an input. The proposed approach is finally applied to a real sea-crossing cable-stayed bridge with the measured wind and wave data. The results show that the nonlinear response of the bridge is higher than its linear response with the same input. The bridge response is significantly reduced if the 3D correlated wind and wave loads other than conventional uncorrelated wind and wave loads are considered.

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Multivariate Joint Probability Function of Earthquake Ground Motion Prediction Equations Based on Vine Copula Approach

Cited by 7 publications

References 39 publications

Copula-Probabilistic Flood Risk Analysis with an Hourly Flood Monitoring Index

Copula-Probabilistic Flood Risk Analysis with an Hourly Flood Monitoring Index

The Relationship between Economic Growth, Small and Medium Enterprises and the Number of Employees in Malaysia using Vine Copula Approach

Nonlinear dynamic response of sea-crossing bridges to 3D correlated wind and wave loads

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