Simulation of non-Gaussian correlated random variables, stochastic processes and random fields: Introducing the anySim R-Package for environmental applications and beyond

I. Tsoukalas, P. Kossieris, and C. Makropoulos, Simulation of non-Gaussian correlated random variables, stochastic processes and random fields: Introducing the anySim R-Package for environmental applications and beyond, Water, 12 (6), 1645, doi:10.3390/w12061645, 2020.

[doc_id=2049]

[Αγγλικά]

Βλέπε επίσης: https://www.mdpi.com/2073-4441/12/6/1645

Εργασίες μας στις οποίες αναφέρεται αυτή η εργασία:

1.	D. Koutsoyiannis, and A. Manetas, Simple disaggregation by accurate adjusting procedures, Water Resources Research, 32 (7), 2105–2117, doi:10.1029/96WR00488, 1996.
2.	D. Koutsoyiannis, Optimal decomposition of covariance matrices for multivariate stochastic models in hydrology, Water Resources Research, 35 (4), 1219–1229, doi:10.1029/1998WR900093, 1999.
3.	D. Koutsoyiannis, A generalized mathematical framework for stochastic simulation and forecast of hydrologic time series, Water Resources Research, 36 (6), 1519–1533, doi:10.1029/2000WR900044, 2000.
4.	D. Koutsoyiannis, Coupling stochastic models of different time scales, Water Resources Research, 37 (2), 379–391, doi:10.1029/2000WR900200, 2001.
5.	D. Koutsoyiannis, The Hurst phenomenon and fractional Gaussian noise made easy, Hydrological Sciences Journal, 47 (4), 573–595, doi:10.1080/02626660209492961, 2002.
6.	D. Koutsoyiannis, and A. Economou, Evaluation of the parameterization-simulation-optimization approach for the control of reservoir systems, Water Resources Research, 39 (6), 1170, doi:10.1029/2003WR002148, 2003.
7.	D. Koutsoyiannis, Stochastic simulation of hydrosystems, Water Encyclopedia, Vol. 4, Surface and Agricultural Water, edited by J. H. Lehr and J. Keeley, 421–430, doi:10.1002/047147844X.sw913, Wiley, New York, 2005.
8.	A. Efstratiadis, Y. Dialynas, S. Kozanis, and D. Koutsoyiannis, A multivariate stochastic model for the generation of synthetic time series at multiple time scales reproducing long-term persistence, Environmental Modelling and Software, 62, 139–152, doi:10.1016/j.envsoft.2014.08.017, 2014.
9.	I. Tsoukalas, and C. Makropoulos, Multiobjective optimisation on a budget: Exploring surrogate modelling for robust multi-reservoir rules generation under hydrological uncertainty, Environmental Modelling and Software, 69, 396–413, doi:10.1016/j.envsoft.2014.09.023, 2015.
10.	I. Tsoukalas, and C. Makropoulos, A surrogate based optimization approach for the development of uncertainty-aware reservoir operational rules: the case of Nestos hydrosystem, Water Resources Management, 29 (13), 4719–4734, doi:10.1007/s11269-015-1086-8, 2015.
11.	D. Koutsoyiannis, Generic and parsimonious stochastic modelling for hydrology and beyond, Hydrological Sciences Journal, 61 (2), 225–244, doi:10.1080/02626667.2015.1016950, 2016.
12.	I. Tsoukalas, P. Kossieris, A. Efstratiadis, and C. Makropoulos, Surrogate-enhanced evolutionary annealing simplex algorithm for effective and efficient optimization of water resources problems on a budget, Environmental Modelling and Software, 77, 122–142, doi:10.1016/j.envsoft.2015.12.008, 2016.
13.	I. Tsoukalas, C. Makropoulos, and A. Efstratiadis, Stochastic simulation of periodic processes with arbitrary marginal distributions, 15th International Conference on Environmental Science and Technology (CEST2017), Rhodes, Global Network on Environmental Science and Technology, 2017.
14.	P. Kossieris, C. Makropoulos, C. Onof, and D. Koutsoyiannis, A rainfall disaggregation scheme for sub-hourly time scales: Coupling a Bartlett-Lewis based model with adjusting procedures, Journal of Hydrology, 556, 980–992, doi:10.1016/j.jhydrol.2016.07.015, 2018.
15.	P. Dimitriadis, and D. Koutsoyiannis, Stochastic synthesis approximating any process dependence and distribution, Stochastic Environmental Research & Risk Assessment, 32 (6), 1493–1515, doi:10.1007/s00477-018-1540-2, 2018.
16.	I. Tsoukalas, A. Efstratiadis, and C. Makropoulos, Stochastic periodic autoregressive to anything (SPARTA): Modelling and simulation of cyclostationary processes with arbitrary marginal distributions, Water Resources Research, 54 (1), 161–185, WRCR23047, doi:10.1002/2017WR021394, 2018.
17.	I. Tsoukalas, S.M. Papalexiou, A. Efstratiadis, and C. Makropoulos, A cautionary note on the reproduction of dependencies through linear stochastic models with non-Gaussian white noise, Water, 10 (6), 771, doi:10.3390/w10060771, 2018.
18.	I. Tsoukalas, C. Makropoulos, and D. Koutsoyiannis, Simulation of stochastic processes exhibiting any-range dependence and arbitrary marginal distributions, Water Resources Research, 54 (11), 9484–9513, doi:10.1029/2017WR022462, 2018.
19.	I. Tsoukalas, Modelling and simulation of non-Gaussian stochastic processes for optimization of water-systems under uncertainty, PhD thesis, 339 pages, Department of Water Resources and Environmental Engineering – National Technical University of Athens, Δεκέμβριος 2018.
20.	I. Tsoukalas, A. Efstratiadis, and C. Makropoulos, Building a puzzle to solve a riddle: A multi-scale disaggregation approach for multivariate stochastic processes with any marginal distribution and correlation structure, Journal of Hydrology, 575, 354–380, doi:10.1016/j.jhydrol.2019.05.017, 2019.
21.	P. Kossieris, I. Tsoukalas, C. Makropoulos, and D. Savic, Simulating marginal and dependence behaviour of water demand processes at any fine time scale, Water, 11 (5), 885, doi:10.3390/w11050885, 2019.
22.	P. Kossieris, Multi-scale stochastic analysis and modelling of residential water demand processes, PhD thesis, 350 pages, Department of Water Resources and Environmental Engineering – National Technical University of Athens, Athens, Φεβρουάριος 2020.

Εργασίες μας που αναφέρονται σ' αυτή την εργασία:

1.	H. Elsayed, S. Djordjević, D. Savic, I. Tsoukalas, and C. Makropoulos, The Nile water-food-energy nexus under uncertainty: Impacts of the Grand Ethiopian Renaissance Dam, Journal of Water Resources Planning and Management - ASCE, 146 (11), 04020085, doi:10.1061/(ASCE)WR.1943-5452.0001285, 2020.
2.	A. Efstratiadis, I. Tsoukalas, and D. Koutsoyiannis, Generalized storage-reliability-yield framework for hydroelectric reservoirs, Hydrological Sciences Journal, 66 (4), 580–599, doi:10.1080/02626667.2021.1886299, 2021.
3.	P. Dimitriadis, D. Koutsoyiannis, T. Iliopoulou, and P. Papanicolaou, A global-scale investigation of stochastic similarities in marginal distribution and dependence structure of key hydrological-cycle processes, Hydrology, 8 (2), 59, doi:10.3390/hydrology8020059, 2021.
4.	P. Kossieris, I. Tsoukalas, A. Efstratiadis, and C. Makropoulos, Generic framework for downscaling statistical quantities at fine time-scales and its perspectives towards cost-effective enrichment of water demand records, Water, 13 (23), 3429, doi:10.3390/w13233429, 2021.
5.	G.-K. Sakki, I. Tsoukalas, and A. Efstratiadis, A reverse engineering approach across small hydropower plants: a hidden treasure of hydrological data?, Hydrological Sciences Journal, 67 (1), 94–106, doi:10.1080/02626667.2021.2000992, 2022.
6.	K.-K. Drakaki, G.-K. Sakki, I. Tsoukalas, P. Kossieris, and A. Efstratiadis, Day-ahead energy production in small hydropower plants: uncertainty-aware forecasts through effective coupling of knowledge and data, Advances in Geosciences, 56, 155–162, doi:10.5194/adgeo-56-155-2022, 2022.
7.	A. Efstratiadis, P. Dimas, G. Pouliasis, I. Tsoukalas, P. Kossieris, V. Bellos, G.-K. Sakki, C. Makropoulos, and S. Michas, Revisiting flood hazard assessment practices under a hybrid stochastic simulation framework, Water, 14 (3), 457, doi:10.3390/w14030457, 2022.
8.	A. Efstratiadis, and G.-K. Sakki, Revisiting the management of water-energy systems under the umbrella of resilience optimization, e-Proceedings of the 5th EWaS International Conference, Naples, 596–603, 2022.
9.	G.-K. Sakki, I. Tsoukalas, P. Kossieris, C. Makropoulos, and A. Efstratiadis, Stochastic simulation-optimisation framework for the design and assessment of renewable energy systems under uncertainty, Renewable and Sustainable Energy Reviews, 168, 112886, doi:10.1016/j.rser.2022.112886, 2022.
10.	G.-K. Sakki, A. Efstratiadis, and C. Makropoulos, Stress-testing for water-energy systems by coupling agent-based models, Proceedings of 7th IAHR Europe Congress "Innovative Water Management in a Changing Climate”, Athens, 402–403, International Association for Hydro-Environment Engineering and Research (IAHR), 2022.
11.	A. Efstratiadis, and G.-K. Sakki, Revisiting the management of water–energy systems under the umbrella of resilience optimization, Environmental Sciences Proceedings, 21 (1), 72, doi:10.3390/environsciproc2022021072, 2022.
12.	G. Moraitis, G.-K. Sakki, G. Karavokiros, D. Nikolopoulos, P. Kossieris, I. Tsoukalas, and C. Makropoulos, Exploring the cyber-physical threat landscape of water systems: A socio-technical modelling approach, Water, 15 (9), 1687, doi:10.3390/w15091687, 2023.
13.	A. Zisos, G.-K. Sakki, and A. Efstratiadis, Mixing renewable energy with pumped hydropower storage: Design optimization under uncertainty and other challenges, Sustainability, 15 (18), 13313, doi:10.3390/su151813313, 2023.
14.	A. Efstratiadis, I. Tsoukalas, and P. Kossieris, Improving hydrological model identifiability by driving calibration with stochastic inputs, Advances in Hydroinformatics: Machine Learning and Optimization for Water Resources, edited by G. A. Corzo Perez and D. P. Solomatine, doi:10.1002/9781119639268.ch2, American Geophysical Union, 2024.
15.	A. Efstratiadis, and G.-K. Sakki, The water-energy nexus as sociotechnical system under uncertainty, Elgar Encyclopedia of Water Policy, Economics and Management, edited by P. Kountouri and A. Alamanos, Chapter 64, 279–283, doi:10.4337/9781802202946.00071, 2024.
16.	P. Kossieris, I. Tsoukalas, D. Nikolopoulos, G. Moraitis, and C. Makropoulos, Probabilistic forecasting of hourly water demand, Engineering Proceedings, 69 (1), 100, doi:10.3390/engproc2024069100, 2024.
17.	G.-K. Sakki, A. Castelletti, C. Makropoulos, and A. Efstratiadis, Unwrapping the triptych of climatic, social and energy-market uncertainties in the operation of multipurpose hydropower reservoirs, Journal of Hydrology, 2024, (υπό έκδοση).

Κατηγορίες: Βιβλιογραφία μαθήματος: Στοχαστικές μέθοδοι, Στοχαστικός επιμερισμός, Δυναμική Hurst-Kolmogorov, Πιο πρόσφατες εργασίες, Ομοιοθεσία, Λογισμικό, Στοχαστική, Αβεβαιότητα