Title: Hierarchical vine copula models for the analysis of glacier discharge
Authors: Mario Gomez - Universidad Carlos III de Madrid (Spain) [presenting]
Concepcion Ausin - Universidad Carlos III de Madrid (Spain)
Carmen Dominguez - Universidad de Salamanca (Spain)
Abstract: Glaciers are considered sensors of the Global Warming. The study of their mass balance is essential to understand their future behaviour. One of the components of this mass balance is the loss of water produced by melting, also known as glacier discharge. The aim is to analyse the relationship among the glacier discharge and other meteorological variables such as temperature, humidity, solar radiation and precipitation, and to find a model that allow us to forecast future values of the glacier discharge. The multivariate distribution of these variables is divided into four cases according to the presence or not of non-zero discharge and/or non-zero precipitation, on the other hand, seasonal effects are captured by using different parameters for each season. Then, a different vine copula structure is proposed to model the multivariate and nonlinear dependence among these variables in each case/season. Moreover, we propose a hierarchical structure where we suppose that the relationships between each pair of the meteorological variables, in each case/season, is led by common hyperparameters. Finally, Bayesian inference is performed over this hierarchical structure with the help of Approximate Bayesian Computation (ABC) techniques.