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An analysis of drought in western Iran from 1966 to 2000 is presented using monthly precipitation data observed at 140 … gauges uniformly distributed over the area. Drought conditions have been assessed by means of the Standardized Precipitation … Index (SPI). To study the long-term drought variability the principal component analysis was applied to the SPI field …
Persistent link: https://www.econbiz.de/10010997509
drought monitoring and early warning system in Iran. To overcome this obstacle, we have evaluated the applicability of GPCC … and NCEP/NCAR precipitation datasets for drought analysis in Iran. For this purpose, drought variability across the … and NCEP/NCAR datasets identify the same sub-regions of drought variability and they are in good agreement with …
Persistent link: https://www.econbiz.de/10010794808
The accurate assessment of drought and its monitoring is highly depending on the selection of appropriate indices …. Despite the availability of countless drought indices, due to variability in environmental properties, a single universally … drought index has not been presented yet. In this study, a new approach for developing comprehensive agricultural drought …
Persistent link: https://www.econbiz.de/10010996524
Financial conditions indexes (FCIs) are constructed for five Asian economies, namely, Hong Kong, China; Japan; the Republic of Korea; Malaysia; and Singapore, using a principal component analysis (PCA) methodology from Hatzius et al. (2010) and quarterly data. Various financial stress indicators are...
Persistent link: https://www.econbiz.de/10009734252
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This note discusses some aspects of the paper by Hu and Tsay (2014), "Principal Volatility Component Analysis". The key issues are considered, and are also related to existing conditional covariance and correlation models. Some caveats are given about multivariate models of time-varying...
Persistent link: https://www.econbiz.de/10010250536
This paper reviews various treatments of non-metric variables in Partial Least Squares (PLS) and Principal Component Analysis (PCA) algorithms. The performance of different treatments is compared in the extensive simulation study under several typical data generating processes and...
Persistent link: https://www.econbiz.de/10010498613
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