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| Titel |
A continuous rainfall model based on vine copulas |
| VerfasserIn |
H. Vernieuwe, S. Vandenberghe, B. De Baets, N. E. C. Verhoest |
| Medientyp |
Artikel
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| Sprache |
Englisch
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| ISSN |
1027-5606
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| Digitales Dokument |
URL |
| Erschienen |
In: Hydrology and Earth System Sciences ; 19, no. 6 ; Nr. 19, no. 6 (2015-06-12), S.2685-2699 |
| Datensatznummer |
250120736
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| Publikation (Nr.) |
 copernicus.org/hess-19-2685-2015.pdf |
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| Zusammenfassung |
| 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. |
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