Copula in temporal data mining: The joint return period of extreme temperature in Beijing

Bihang Fan, Li Guo, Ning Li

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

Copula has become a popular tool in multivariate modeling widely applied in lots of fields, but less used in temporal data. The analysis of the extreme temperature is an important part of the study in climate change, and the data of extreme temperature is one of the temporal data. So in this study, copula is used to calculate the joint return period of extreme temperature (from station in Beijing) with the indices Frost Days (FD and Summer Days (SU35). We used Anderson-Darling goodness-of-fit test (A-D test) to find the most fitted probability distribution and evaluate the 10-year return period, 50-year return period and 100-year return period based on the marginal distribution of the two univariate. After calculating the joint return period, we compared the results of univariate return period and joint return period with the reality. The results show that, the joint return period is more accurate than the univariate period, and by improving both the choice of indices and the copula method, the results should closer to the reality. This study is of significance to get a better understanding in temporal data mining by using copula method.

Original languageEnglish (US)
Title of host publicationProceedings - 2012 6th International Conference on New Trends in Information Science, Service Science and Data Mining (NISS, ICMIA and NASNIT), ISSDM 2012
Pages592-597
Number of pages6
StatePublished - 2012
Event2012 6th International Conference on New Trends in Information Science, Service Science and Data Mining (NISS, ICMIA and NASNIT), ISSDM 2012 - Taipei, Taiwan, Province of China
Duration: Oct 23 2012Oct 25 2012

Publication series

NameProceedings - 2012 6th International Conference on New Trends in Information Science, Service Science and Data Mining (NISS, ICMIA and NASNIT), ISSDM 2012

Conference

Conference2012 6th International Conference on New Trends in Information Science, Service Science and Data Mining (NISS, ICMIA and NASNIT), ISSDM 2012
CountryTaiwan, Province of China
CityTaipei
Period10/23/1210/25/12

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Software

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    Fan, B., Guo, L., & Li, N. (2012). Copula in temporal data mining: The joint return period of extreme temperature in Beijing. In Proceedings - 2012 6th International Conference on New Trends in Information Science, Service Science and Data Mining (NISS, ICMIA and NASNIT), ISSDM 2012 (pp. 592-597). [6528702] (Proceedings - 2012 6th International Conference on New Trends in Information Science, Service Science and Data Mining (NISS, ICMIA and NASNIT), ISSDM 2012).