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A continuous rainfall model based on vine copulas

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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.
Keywords
STORM EVENTS, DEPENDENT RANDOM-VARIABLES, TIME-SERIES, POINT, DISTRIBUTIONS, GENERATOR, IDENTIFICATION, PRECIPITATION, CONSTRUCTION, STATISTICS

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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.
@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},
}

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