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A Copula Discretization of Time Series-Type Model for Examining Climate Data

Author

Listed:
  • Dimuthu Fernando

    (Department of Statistical Sciences, Wake Forest University, Winston-Salem, NC 27106, USA)

  • Olivia Atutey

    (Department of Mathematics and Statistics, University of South Alabama, Mobile, AL 36688, USA)

  • Norou Diawara

    (Department of Mathematics and Statistics, Old Dominion University, Norfolk, VA 23529, USA)

Abstract

The study presents a comparative analysis of climate data under two scenarios: a Gaussian copula marginal regression model for count time series data and a copula-based bivariate count time series model. These models, built after comprehensive simulations, offer adaptable autocorrelation structures considering the daily average temperature and humidity data observed at a regional airport in Mobile, AL.

Suggested Citation

  • Dimuthu Fernando & Olivia Atutey & Norou Diawara, 2024. "A Copula Discretization of Time Series-Type Model for Examining Climate Data," Mathematics, MDPI, vol. 12(15), pages 1-13, August.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:15:p:2419-:d:1449519
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    References listed on IDEAS

    as
    1. Anastasios Panagiotelis & Claudia Czado & Harry Joe, 2012. "Pair Copula Constructions for Multivariate Discrete Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 1063-1072, September.
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