De Giuli Maria Elena, Spelta Alessandro
Department of Economics and Managemen, University of Pavia, San Felice 5, 27100 Pavia, Italy.
Comput Manag Sci. 2023;20(1):1. doi: 10.1007/s10287-023-00436-4. Epub 2023 Feb 4.
In order to characterize non-linear system dynamics and to generate term structures of joint distributions, we propose a flexible and multidimensional approach, which exploits Wasserstein barycentric coordinates for histograms. We apply this methodology to study the relationships between the performance in the European market of the renewable energy sector and that of the fossil fuel energy one. Our methodology allows us to estimate the term structure of conditional joint distributions. This optimal barycentric interpolation can be interpreted as a posterior version of the joint distribution with respect to the prior contained in the past histograms history. Once the underlying dynamics mechanism among the set of variables are obtained as optimal Wasserstein barycentric coordinates, the learned dynamic rules can be used to generate term structures of joint distributions.
为了刻画非线性系统动力学并生成联合分布的期限结构，我们提出了一种灵活的多维方法，该方法利用直方图的瓦瑟斯坦重心坐标。我们应用此方法来研究可再生能源部门在欧洲市场的表现与化石燃料能源部门在欧洲市场的表现之间的关系。我们的方法使我们能够估计条件联合分布的期限结构。这种最优重心插值可以解释为相对于过去直方图历史中包含的先验的联合分布的后验版本。一旦作为最优瓦瑟斯坦重心坐标获得变量集之间的潜在动力学机制，所学到的动态规则就可以用于生成联合分布的期限结构。
