Descriptive and predictive evaluation of high resolution Markov chain precipitation models

Publication: Research - peer-reviewJournal article – Annual report year: 2012

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Descriptive and predictive evaluation of high resolution Markov chain precipitation models. / Sørup, Hjalte Jomo Danielsen; Madsen, Henrik; Arnbjerg-Nielsen, Karsten.

In: Environmetrics, Vol. 23, No. 7, 2012, p. 623-635.

Publication: Research - peer-reviewJournal article – Annual report year: 2012

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Sørup, Hjalte Jomo Danielsen; Madsen, Henrik; Arnbjerg-Nielsen, Karsten / Descriptive and predictive evaluation of high resolution Markov chain precipitation models.

In: Environmetrics, Vol. 23, No. 7, 2012, p. 623-635.

Publication: Research - peer-reviewJournal article – Annual report year: 2012

Bibtex

@article{9630d7ce471a4436babe711701d25021,
title = "Descriptive and predictive evaluation of high resolution Markov chain precipitation models",
keywords = "Box–Cox transformation, Monte Carlo simulation, Seasonal variation, Tipping bucket rain gauges, Waiting times",
publisher = "John/Wiley & Sons Ltd.",
author = "Sørup, {Hjalte Jomo Danielsen} and Henrik Madsen and Karsten Arnbjerg-Nielsen",
year = "2012",
doi = "10.1002/env.2173",
volume = "23",
number = "7",
pages = "623--635",
journal = "Environmetrics",
issn = "1180-4009",

}

RIS

TY - JOUR

T1 - Descriptive and predictive evaluation of high resolution Markov chain precipitation models

A1 - Sørup,Hjalte Jomo Danielsen

A1 - Madsen,Henrik

A1 - Arnbjerg-Nielsen,Karsten

AU - Sørup,Hjalte Jomo Danielsen

AU - Madsen,Henrik

AU - Arnbjerg-Nielsen,Karsten

PB - John/Wiley & Sons Ltd.

PY - 2012

Y1 - 2012

N2 - A time series of tipping bucket recordings of very high temporal and volumetric resolution precipitation is modelled using Markov chain models. Both first and second‐order Markov models as well as seasonal and diurnal models are investigated and evaluated using likelihood based techniques. The first‐order Markov model seems to capture most of the properties of precipitation, but inclusion of seasonal and diurnal variation improves the model. Including a second‐order Markov Chain component does improve the descriptive capabilities of the model, but is very expensive in its parameter use. Continuous modelling of the Markov process proved attractive because of a marked decrease in the number of parameters. Inclusion of seasonality into the continuous Markov chain model proved difficult. Monte Carlo simulations with the models show that it is very difficult for all the model formulations to reproduce the time series on event level. Extreme events with short (10 min), medium (60 min) and long (12 h) durations were investigated because of their importance in urban hydrology. Both the descriptive likelihood based statistics and the predictive Monte Carlo simulation based statistics are valuable and necessary tools when evaluating model fit and performance. Copyright © 2012 John Wiley & Sons, Ltd.

AB - A time series of tipping bucket recordings of very high temporal and volumetric resolution precipitation is modelled using Markov chain models. Both first and second‐order Markov models as well as seasonal and diurnal models are investigated and evaluated using likelihood based techniques. The first‐order Markov model seems to capture most of the properties of precipitation, but inclusion of seasonal and diurnal variation improves the model. Including a second‐order Markov Chain component does improve the descriptive capabilities of the model, but is very expensive in its parameter use. Continuous modelling of the Markov process proved attractive because of a marked decrease in the number of parameters. Inclusion of seasonality into the continuous Markov chain model proved difficult. Monte Carlo simulations with the models show that it is very difficult for all the model formulations to reproduce the time series on event level. Extreme events with short (10 min), medium (60 min) and long (12 h) durations were investigated because of their importance in urban hydrology. Both the descriptive likelihood based statistics and the predictive Monte Carlo simulation based statistics are valuable and necessary tools when evaluating model fit and performance. Copyright © 2012 John Wiley & Sons, Ltd.

KW - Box–Cox transformation

KW - Monte Carlo simulation

KW - Seasonal variation

KW - Tipping bucket rain gauges

KW - Waiting times

U2 - 10.1002/env.2173

DO - 10.1002/env.2173

JO - Environmetrics

JF - Environmetrics

SN - 1180-4009

IS - 7

VL - 23

SP - 623

EP - 635

ER -