Application of vine copulas to estimate dew point temperature

Abstract

In this study, using simulations based on vine copulas such as C-, D- and R-vine copulas, the accuracy of the copula-based model in simulation of the dew point temperature in various climates of Iran was investigated. By examining the various vine copulas and their tree sequences, the selection of the best copula and best tree sequence based on AIC, BIC and Log Likelihood criteria was done. The results showed that based on the complete similarity in our case between C-, D- and R-vine copulas, selected best C-vine copulas fit well the dependence among the minimum and maximum air temperatures and dew point temperature. The simulation results were analyzed using RMSE, NSE and violin plot. The results showed that the copula-based model has a high accuracy at all stations. The min (max) RMSE is related to Kerman (Ahvaz) station with RMSE= 0.396 oC (0.617 oC). Also, the min (max) NSE is related to Ahvaz (Urmia) station with NSE= 0.925 (0.955). Also, according to the violin plot, it is possible to see the acceptable certainty of the copula-based model. Due to the diversity of the tree sequences of vine copulas and the use of the rotated states of the internal vine copulas, as well as the possibility of interfering with the effective parameters in high dimensions, the simulation results are reliable and have no restrictions. This model can be used as the best model to estimate dew point temperature due to the full coverage of the range of changes in data.