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Clustering of compound events based on multivariate comonotonicity

Durante Fabrizio
•
Fuchs Sebastian
•
Pappada' Roberta
2025
  • journal article

Periodico
SPATIAL STATISTICS
Abstract
Driven by the goal of generating risk maps for flood events-characterized by various physical variables such as peak flow and volume, and measured at specific geographic locations-this work proposes several dissimilarity functions for use in unsupervised learning problems and, specifically, in clustering algorithms. These dissimilarities are rank-based, relying on the dependence occurring among the random variables involved, and assign the smallest values to pairs of subsets that are $\pi$-comonotonic. This concept is less restrictive than classical comonotonicity but, in the multivariate case, can offer a more intuitive understanding of compound phenomena. An application of these measures is presented through the analysis of flood risks using data from the Po river basin, with results compared to similar studies found in the literature.
DOI
10.1016/j.spasta.2025.100881
WOS
WOS:001419572700001
Archivio
https://hdl.handle.net/11368/3115403
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85216480603
https://www.sciencedirect.com/science/article/pii/S221167532500003X?via=ihub
Diritti
open access
license:creative commons
license uri:http://creativecommons.org/licenses/by/4.0/
FVG url
https://arts.units.it/bitstream/11368/3115403/1/1-s2.0-S221167532500003X-main.pdf
Soggetti
  • Copula, Comonotonicit...

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