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Title: Greedy Copula Segmentation of Multivariate Non-Stationary Time Series for Climate Change Adaptation
An assumption of stationarity in climate-related processes is often made in the risk assessment of civil infrastructure systems. Such an assumption is difficult to justify in a changing climate. In this study, to optimally adapt to a changing climate, given time series data, we propose a computationally efficient algorithm called Greedy Copula Segmentation, GCS, that could potentially be used in a climate change adaptation (CCA) strategy. The GCS algorithm partitions a multivariate time series into disjoint segments such that each of the segments is described by a stationary copula process, but independence is assumed across segments. An optimal strategy for climate change adaptation, which we will refer to as GCS-CCA, considers the last or most recent segment as containing the most informative data for near future climate pattern prediction. By only using such informative data to build a probabilistic model for the near future, our method effectively accounts for climate change. We provide an algorithmic formulation for greedy segmentation and validate the performance of our GCS-based strategy by applying it to an illustrative benchmark problem and a realistic drought example.  more » « less
Award ID(s):
1663044
PAR ID:
10311140
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Proceedings of the 2nd International Symposium on Disaster Resilience & Sustainable Development (virtual)
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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