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Abstract Details
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Activity Number:
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587
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Type:
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Contributed
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Date/Time:
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Wednesday, August 3, 2011 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistics and the Environment
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| Abstract - #301903 |
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Title:
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Multisite Precipitation Generator Based on Switching Weather States
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Author(s):
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Oleg Makhnin*+
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Companies:
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New Mexico Institute of Mining and Technology
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Address:
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Math Department, Socorro , NM, 87801,
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Keywords:
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multisite precipitation generator ;
multivariate autoregression ;
Markov switching model ;
hidden Markov model
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Abstract:
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In a recent paper, Makhnin and McAlister described a multisite precipitation generator employing multivariate autoregression and truncated and power-transformed (TPT) Normal distribution of the precipitation values. The statistics for the data produced by the generator match the historically observed data fairly well. However, the distribution of dry spells produced by this generator is still not completely satisfying. Here, an extension of the above model is discussed where the current "weather state" is produced according to a Markov switching model, and the multivariate autoregressions depend on the current weather state.
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Authors who are presenting talks have a * after their name.
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