A copula-based Markov chain model for serially dependent event times with a dependent terminal event

XW Huang, W Wang, T Emura - Japanese Journal of Statistics and Data …, 2021 - Springer
Copula modeling for serial dependence has been extensively discussed in a time series
context. However, fitting copula-based Markov models for serially dependent survival data is …

Copula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes

C Wu, S Si, W Huang, W Jiang - Computers & Industrial Engineering, 2022 - Elsevier
The manuscript addresses the copula-based CUSUM charting scheme to monitor infectious
disease. To facilitate the disease surveillance, the Poisson distribution is often used to …

[PDF][PDF] A multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial

SO Susam - Hacettepe Journal of Mathematics and Statistics, 2022 - dergipark.org.tr
In this paper, we are proposing a flexible method for constructing a bivariate generalized
Farli-Gumbel-Moergenstern (G-FGM) copula family. The method is mainly developed …

A class of copula-based bivariate poisson time series models with applications

M Alqawba, D Fernando, N Diawara - Computation, 2021 - mdpi.com
A class of bivariate integer-valued time series models was constructed via copula theory.
Each series follows a Markov chain with the serial dependence captured using copula …

Understanding near-miss count data on construction sites using greedy D-vine copula marginal regression

F Wang, H Li, C Dong - Reliability Engineering & System Safety, 2021 - Elsevier
Near misses are an important type of accident precursor because they provide insights into
failure-generating mechanisms, help understand safety risks, and guide necessary …

A novel Markov model for near-term railway delay prediction

J Xu, W Wang, Z Gao, H Luo, Q Wu - Computers & Industrial Engineering, 2023 - Elsevier
Predicting the near-future delay with accuracy for trains is momentous for railway operations
and passengers' traveling experience. This work aims to design prediction models for train …

Fitting Time Series Models to Fisheries Data to Ascertain Age

KS Kirch, N Diawara, CM Jones - Journal of Probability and …, 2023 - Wiley Online Library
The ability of government agencies to assign accurate ages of fish is important to fisheries
management. Accurate ageing allows for most reliable age‐based models to be used to …

Computational methods for a copula-based Markov chain model with a binomial time series

XW Huang, T Emura - Communications in Statistics-Simulation and …, 2024 - Taylor & Francis
A copula-based Markov chain model can flexibly capture serial dependence in a time series.
However, the computational developments for copula-based Markov models remain …

Stochastic correlation modelling of renewable energy sources for provision of ancillary services using multi-dimensional copula functions

PT Baboli, M Brand, S Lehnhoff - 2021 11th Smart Grid …, 2021 - ieeexplore.ieee.org
The growing penetration of renewable energy sources (RES) increases the uncertainties in
the operation and planning of power systems, which require proper probabilistic models …

On the use of variability measures to analyze source coding data based on the Shannon entropy

HM de Oliveira, R Ospina, C Martin-Barreiro, V Leiva… - Mathematics, 2023 - mdpi.com
Source coding maps elements from an information source to a sequence of alphabetic
symbols. Then, the source symbols can be recovered exactly from the binary units. In this …