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Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering
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作者 Chieko Gomi yasuhisa kuzuha 《Open Journal of Modern Hydrology》 2013年第4期206-213,共8页
After we modified raw data for anomalies, we conducted spectral analysis using the data. In the frequency, the spectrum is best described by a decaying exponential function. For this reason, stochastic models characte... After we modified raw data for anomalies, we conducted spectral analysis using the data. In the frequency, the spectrum is best described by a decaying exponential function. For this reason, stochastic models characterized by a spectrum attenuated according to a power law cannot be used to model precipitation anomaly. We introduced a new model, the e-model, which properly reproduces the spectrum of the precipitation anomaly. After using the data to infer the parameter values of the e-model, we used the e-model to generate synthetic daily precipitation time series. Comparison with recorded data shows a good agreement. This e-model resembles fractional Brown motion (fBm)/fractional Lévy motion (fLm), especially the spectral method. That is, we transform white noise Xt to the precipitation daily time series. Our analyses show that the frequency of extreme precipitation events is best described by a Lévy law and cannot be accounted with a Gaussian distribution. 展开更多
关键词 E-MODEL Daily Precipitation Time Series FILTERING FRACTIONAL BROWNIAN MOTION FRACTIONAL Lévy MOTION Stochastic Model
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