The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
Activity Number:
|
587
|
Type:
|
Contributed
|
Date/Time:
|
Wednesday, August 3, 2011 : 2:00 PM to 3:50 PM
|
Sponsor:
|
Section on Statistics and the Environment
|
Abstract - #301903 |
Title:
|
Multisite Precipitation Generator Based on Switching Weather States
|
Author(s):
|
Oleg Makhnin*+
|
Companies:
|
New Mexico Institute of Mining and Technology
|
Address:
|
Math Department, Socorro , NM, 87801,
|
Keywords:
|
multisite precipitation generator ;
multivariate autoregression ;
Markov switching model ;
hidden Markov model
|
Abstract:
|
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.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.