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A continuous rainfall model based on vine copulas

Hilde Vernieuwe UGent, S Vandenberghe, Bernard De Baets UGent and Niko Verhoest UGent (2015) HYDROLOGY AND EARTH SYSTEM SCIENCES. 19(6). p.2685-2699
abstract
Copulas have already proven their flexibility in rainfall modelling. Yet, their use is generally restricted to the description of bivariate dependence. Recently, vine copulas have been introduced, allowing multi-dimensional dependence structures to be described on the basis of a stage by stage mixing of 2-dimensional copulas. This paper explores the use of such vine copulas in order to incorporate all relevant dependences between the storm variables of interest. On the basis of such fitted vine copulas, an external storm structure is modelled. An internal storm structure is superimposed based on Huff curves, such that a continuous time series of rainfall is generated. The performance of the rainfall model is evaluated through a statistical comparison between an ensemble of synthetical rainfall series and the observed rainfall series and through the comparison of the annual maxima.
Please use this url to cite or link to this publication:
author
organization
year
type
journalArticle (original)
publication status
published
subject
keyword
STORM EVENTS, DEPENDENT RANDOM-VARIABLES, TIME-SERIES, POINT, DISTRIBUTIONS, GENERATOR, IDENTIFICATION, PRECIPITATION, CONSTRUCTION, STATISTICS
journal title
HYDROLOGY AND EARTH SYSTEM SCIENCES
Hydrol. Earth Syst. Sci.
volume
19
issue
6
pages
2685 - 2699
Web of Science type
Article
Web of Science id
000357125300012
JCR category
WATER RESOURCES
JCR impact factor
3.99 (2015)
JCR rank
4/85 (2015)
JCR quartile
1 (2015)
ISSN
1027-5606
DOI
10.5194/hess-19-2685-2015
language
English
UGent publication?
yes
classification
A1
copyright statement
I have retained and own the full copyright for this publication
id
6926272
handle
http://hdl.handle.net/1854/LU-6926272
date created
2015-09-10 11:58:18
date last changed
2016-12-19 15:42:46
@article{6926272,
  abstract     = {Copulas have already proven their flexibility in rainfall modelling. Yet, their use is generally restricted to the description of bivariate dependence. Recently, vine copulas have been introduced, allowing multi-dimensional dependence structures to be described on the basis of a stage by stage mixing of 2-dimensional copulas. This paper explores the use of such vine copulas in order to incorporate all relevant dependences between the storm variables of interest. On the basis of such fitted vine copulas, an external storm structure is modelled. An internal storm structure is superimposed based on Huff curves, such that a continuous time series of rainfall is generated. The performance of the rainfall model is evaluated through a statistical comparison between an ensemble of synthetical rainfall series and the observed rainfall series and through the comparison of the annual maxima.},
  author       = {Vernieuwe, Hilde and Vandenberghe, S and De Baets, Bernard and Verhoest, Niko},
  issn         = {1027-5606},
  journal      = {HYDROLOGY AND EARTH SYSTEM SCIENCES},
  keyword      = {STORM EVENTS,DEPENDENT RANDOM-VARIABLES,TIME-SERIES,POINT,DISTRIBUTIONS,GENERATOR,IDENTIFICATION,PRECIPITATION,CONSTRUCTION,STATISTICS},
  language     = {eng},
  number       = {6},
  pages        = {2685--2699},
  title        = {A continuous rainfall model based on vine copulas},
  url          = {http://dx.doi.org/10.5194/hess-19-2685-2015},
  volume       = {19},
  year         = {2015},
}

Chicago
Vernieuwe, Hilde, S Vandenberghe, Bernard De Baets, and Niko Verhoest. 2015. “A Continuous Rainfall Model Based on Vine Copulas.” Hydrology and Earth System Sciences 19 (6): 2685–2699.
APA
Vernieuwe, H., Vandenberghe, S., De Baets, B., & Verhoest, N. (2015). A continuous rainfall model based on vine copulas. HYDROLOGY AND EARTH SYSTEM SCIENCES, 19(6), 2685–2699.
Vancouver
1.
Vernieuwe H, Vandenberghe S, De Baets B, Verhoest N. A continuous rainfall model based on vine copulas. HYDROLOGY AND EARTH SYSTEM SCIENCES. 2015;19(6):2685–99.
MLA
Vernieuwe, Hilde, S Vandenberghe, Bernard De Baets, et al. “A Continuous Rainfall Model Based on Vine Copulas.” HYDROLOGY AND EARTH SYSTEM SCIENCES 19.6 (2015): 2685–2699. Print.