Several statistical distributions are used in generating synthetic temperature data such as normal, gamma and others distribution. However, selecting a best marginal distribution from a variety of distribution is time consuming. If the marginal distribution is misidentified, it led to the underestimation of multivariate model. Hence, this synthetic temperature data failed to represent the actual temperature data. Therefore, a more accurate and general application of probability distribution and a study on how to reduce the discrepancy between variance of observed and synthetic data are needed. In this study, the values of the synthetic variances are observed by incorporating the appropriate level of dependence among the individual monthly amount. Three selected meteorological stations which are Alor Setar, Bayan Lepas and Chuping are used from January 1994 to December 2017. The gamma distribution is proposed to fit the marginal distribution which will be used later to transform the data to uniform unit formed. The correlation coefficient is calculated. Next, the synthetic data will be generated using skew-t copula and the correlation coefficient will be noted. The correlation coefficient of the observed data will be matched to the correlation coefficient of the synthetic data. The result shows gamma distribution is suitable for modelling the marginal distribution of the temperature data. It is found that the skew-t copula can be used to generate synthetic temperature data that is close to the observed data with strong correlation values between the temperature stations. It also shown that the skew-t copula is ideal for modelling synthetic temperature data for strong correlated stations. The synthetic generation of temperature data is important in cases where data is limited or unavailable. The copula model is also expected to reflect approximately real situation of the temperature data in Malaysia that can support flood risk management.
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24 June 2022
1ST JOINT INTERNATIONAL CONFERENCE ON MATHEMATICS, STATISTICS AND ENGINEERING (J-CoMSE 2021): J-COMSE 2021 CONFERENCE PROCEEDING
12–13 July 2021
Penang, Malaysia
Research Article|
June 24 2022
Synthetic temperature data using Skew-t copula
Noor Fadhilah Ahmad Radi;
Noor Fadhilah Ahmad Radi
a)
1
Fakulti Sains Komputer Dan Matematik, Kompleks Al-Khawarizmi, Universiti Teknologi Mara
, 40450 Shah Alam, Malaysia
a)Corresponding author: [email protected]
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Noor Aziemah Desa;
Noor Aziemah Desa
b)
1
Fakulti Sains Komputer Dan Matematik, Kompleks Al-Khawarizmi, Universiti Teknologi Mara
, 40450 Shah Alam, Malaysia
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Husna Hasan;
Husna Hasan
c)
2
School of Mathematical Sciences, Universiti Sains Malaysia
, 11800 USM Penang, Malaysia
.
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Nor Azrita Mohd Amin
Nor Azrita Mohd Amin
d)
3
Institute of Engineering Mathematics, Faculty of Applied and Human Sciences (FSGM), Universiti Malaysia Perlis
, Kampus Pauh Putra, 02600 Arau, Perlis, Malaysia
.
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a)Corresponding author: [email protected]
AIP Conf. Proc. 2465, 030008 (2022)
Citation
Noor Fadhilah Ahmad Radi, Noor Aziemah Desa, Husna Hasan, Nor Azrita Mohd Amin; Synthetic temperature data using Skew-t copula. AIP Conf. Proc. 24 June 2022; 2465 (1): 030008. https://doi.org/10.1063/5.0078326
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