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Copula Technology And Application In The Mudslides

Posted on:2012-07-01Degree:MasterType:Thesis
Country:ChinaCandidate:B XiangFull Text:PDF
GTID:2210330338967556Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
This paper using Copula technology analyzed the rainfall, soil moisture, gully bed slope, ditch mouth height, mud deep, flow these variables, constructing the dependency structure between comprehensive water index, landslides and debris flow when a magnitude index, thus forming risk formation index evaluation index system and evaluation model for mitigation decision-making, provide important basis. Research content includes three parts:1) water conditions of debris flow in the early happened between rainfall and the nonlinear relationship of soil moisture, using two footwork, use Copula model. Precipitation and soil saturation to early, edge by a nuclear density distribution depict, dependency structure using AIC criterion selection. Under the AIC criterion Clayton Copula model choice, and comprehensive use of moment estimators, maximum likelihood estimation and BOOTSTRAP three methods make appropriate estimate of parameters, which describes the earlier stage rainfall and soil moisture dependency relationship, and the occurrence of debris flow hazards for analysis provides a new way of thinking.2) to the landform elements of debris flow gully happened thread and gully bed height of the dependent relationship between mouth, using sensitivity high mixing, the results showed that the mixed Copula model than single parameter Copula model Copula model better caught ditch bed slope and ditch mouth high end related information.3) to the mud mudslides happen scale index after deep and flow difference higher-order the ARCH effect, using Garch model to time-varying Copula-deep and flow of the study of mud, can effective mechanism of dependency catch mud deep and flow as time volatility.
Keywords/Search Tags:Copula model, the Arch effect, time-varying Garch-Copula model, AIC
PDF Full Text Request
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