Spatial R-vine copula for streamflow scenario simulation

Guilherme Pereira, Álvaro Veiga, Tobias Erhardt, Claudia Czado

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

6 Scopus citations

Abstract

As there are spatial and temporal dependencies of streamflow at hydroelectric power plants (HPPs), we develop a high dimensional statistical model for streamflow scenario simulation which considers both. We use a pair-copula-based model reparametrized in terms of spatial variables derived from the river network, the distance between HPPs and precipitation measurements. This approach reduces the complexity of the model by reducing the number of parameters, preserves however the flexibility introduced by the pair-copulas. Based on simulations, we demonstrate that our model can capture spatial and temporal dependence between HPPs and thus, generate multivariate scenarios that reproduce historical features as shown in an empirical exercise with 39 HPPs.

Original languageEnglish
Title of host publication19th Power Systems Computation Conference, PSCC 2016
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9788894105124
DOIs
StatePublished - 10 Aug 2016
Event19th Power Systems Computation Conference, PSCC 2016 - Genova, Italy
Duration: 20 Jun 201624 Jun 2016

Publication series

Name19th Power Systems Computation Conference, PSCC 2016

Conference

Conference19th Power Systems Computation Conference, PSCC 2016
Country/TerritoryItaly
CityGenova
Period20/06/1624/06/16

Keywords

  • High dimensional dependence models
  • spatial R-vine copulas
  • streamflow scenario simulation
  • vine copulas

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