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

Author:

Fernando Dimuthu1,Atutey Olivia2,Diawara Norou3ORCID

Affiliation:

1. Department of Statistical Sciences, Wake Forest University, Winston-Salem, NC 27106, USA

2. Department of Mathematics and Statistics, University of South Alabama, Mobile, AL 36688, USA

3. 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.

Publisher

MDPI AG

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