Multifractality and rainfall extremes: A review

[1] The multifractal representation of rainfall and its use to predict rainfall extremes have advanced significantly in recent years. This paper summarizes this body of work and points at some open questions. The need for a coherent overview comes in part from the use of different terminology, notation, and analysis methods in the literature and in part from the fact that results are dispersed and not always readily available. Two important trends have marked the use of multifractals for rainfall and its extremes. One is the recent shift of focus from asymptotic scaling properties (mainly for the intensity-duration-frequency curves and the areal reduction factor) to the exact extreme distribution under nonasymptotic conditions. This shift has made the results more relevant to hydrologic applications. The second trend is a more sparing use of multifractality in modeling, reflecting the limits of scale invariance in space-time rainfall. This trend has produced models that are more consistent with observed rainfall characteristics, again making the results more suitable for application. Finally, we show that rainfall extremes can be analyzed using rather rough models, provided the parameters are fitted to an appropriate range of large-deviation statistics.

[1]  Daniele Veneziano,et al.  The areal reduction factor: A multifractal analysis , 2005 .

[2]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1967 .

[3]  Merrill M. Bernard Formulas For Rainfall Intensities of Long Duration , 1932 .

[4]  N. T. Kottegoda,et al.  The derivation of areal reduction factor of storm rainfall from its scaling properties , 2001 .

[5]  S. Varadhan Large Deviations and Applications , 1984 .

[6]  A. Seed,et al.  Breakdown coefficients and scaling properties of rain fields , 1998 .

[7]  A. Yaglom Correlation Theory of Stationary and Related Random Functions I: Basic Results , 1987 .

[8]  Shaun Lovejoy,et al.  Causal space‐time multifractal processes: Predictability and forecasting of rain fields , 1996 .

[9]  Efi Foufoula-Georgiou,et al.  A space-time downscaling model for rainfall , 1999 .

[10]  V. Iacobellis,et al.  Multiscaling pulse representation of temporal rainfall , 2002 .

[11]  Amir Dembo,et al.  Large Deviations Techniques and Applications , 1998 .

[12]  Roberto Benzi,et al.  Multifractal modeling of anomalous scaling laws in rainfall , 1999 .

[13]  Edward C. Waymire,et al.  Statistical estimation for multiplicative cascades , 2000 .

[14]  Murugesu Sivapalan,et al.  Modeling of rainfall time series and extremes using bounded random cascades and levy‐stable distributions , 2000 .

[15]  D. Applebaum Stable non-Gaussian random processes , 1995, The Mathematical Gazette.

[16]  F. C. Bell The areal reduction factor in rainfall frequency estimation , 1976 .

[17]  D. Veneziano LARGE DEVIATIONS OF MULTIFRACTAL MEASURES , 2002 .

[18]  Charles Meneveau,et al.  Spatial correlations in turbulence: Predictions from the multifractal formalism and comparison with experiments , 1993 .

[19]  François G. Schmitt,et al.  Modeling of rainfall time series using two-state renewal processes and multifractals , 1998 .

[20]  Demetris Koutsoyiannis,et al.  A mathematical framework for studying rainfall intensity-duration-frequency relationships , 1998 .

[21]  V. Gupta,et al.  Multiscaling properties of spatial rain-fall and river flow distributions , 1990 .

[22]  Edward C. Waymire,et al.  A statistical analysis of mesoscale rainfall as a random cascade , 1993 .

[23]  Daniele Veneziano,et al.  BASIC PROPERTIES AND CHARACTERIZATION OF STOCHASTICALLY SELF-SIMILAR PROCESSES IN Rd , 1999 .

[24]  B. Mandelbrot Intermittent turbulence in self-similar cascades : divergence of high moments and dimension of the carrier , 2004 .

[25]  R. Deidda Rainfall downscaling in a space‐time multifractal framework , 2000 .

[26]  Efi Foufoula-Georgiou,et al.  Evidence of dynamic scaling in space‐time rainfall , 1999 .

[27]  Daniele Veneziano,et al.  The Maximum of Multifractal Cascades: Exact Distribution and Approximations , 2005 .

[28]  Harald Cram'er,et al.  Sur un nouveau théorème-limite de la théorie des probabilités , 2018 .

[29]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1951 .

[30]  Murugesu Sivapalan,et al.  Transformation of point rainfall to areal rainfall: Intensity-duration-frequency curves , 1998 .

[31]  Merab Menabde,et al.  Multiscaling properties of rainfall and bounded random cascades , 1997 .

[32]  G. Beck,et al.  Actualités scientifiques et industrielles , 1933 .

[33]  Deutsch,et al.  Spatial correlations in multifractals. , 1987, Physical review. A, General physics.

[34]  Patrice Abry,et al.  New Insights into the Estimation of Scaling Exponents , 2004, Int. J. Wavelets Multiresolution Inf. Process..

[35]  Daniele Veneziano,et al.  Multifractality of rainfall and scaling of intensity‐duration‐frequency curves , 2002 .

[36]  J. Olsson,et al.  Limits and characteristics of the multifractal behaviour of a high-resolution rainfall time series , 1995 .

[37]  D. Schertzer,et al.  Continuous Multiplicative Cascade Models of Rain and Clouds , 1991 .

[38]  Daniele Veneziano,et al.  Marginal Distribution of Stationary Multifractal Measures and Their Haar Wavelet Coefficients , 2003 .

[39]  Shaun Lovejoy,et al.  Nonlinear Geodynamical Variability: Multiple Singularities, Universality and Observables , 1991 .

[40]  V. Dzhafarov,et al.  FINITE-MONOTONICITY OF EIGENFUNCTIONS OF THE LAPLACIAN ON THE SIERPINSKI GASKET , 2005 .

[41]  J. Famiglietti,et al.  Precipitation areal-reduction factor estimation using an annual-maxima centered approach , 2000 .

[42]  P. Willems Compound intensity/duration/frequency-relationships of extreme precipitation for two seasons and two storm types , 2000 .

[43]  Klaus Fraedrich,et al.  Scaling regimes of composite rainfall time series , 1993 .

[44]  Renzo Rosso,et al.  Scaling and muitiscaling models of depth-duration-frequency curves for storm precipitation , 1996 .

[45]  P. A. P. Moran,et al.  An introduction to probability theory , 1968 .

[46]  D. Schertzer,et al.  Physical modeling and analysis of rain and clouds by anisotropic scaling multiplicative processes , 1987 .

[47]  Thomas M. Over,et al.  A space‐time theory of mesoscale rainfall using random cascades , 1996 .

[48]  SCALING OF MULTIFRACTAL MEASURES UNDER AFFINE TRANSFORMATIONS , 2002 .

[49]  J. Kahane,et al.  Sur certaines martingales de Benoit Mandelbrot , 1976 .

[50]  D. Schertzer,et al.  New Uncertainty Concepts in Hydrology and Water Resources: Multifractals and rain , 1995 .

[51]  Ronny Berndtsson,et al.  Fractal Analysis of High-Resolution Rainfall Time Series , 1993 .

[52]  Charles M. Grinstead,et al.  Introduction to probability , 1999, Statistics for the Behavioural Sciences.

[53]  Maria Grazia Badas,et al.  Space‐time scaling in high‐intensity Tropical Ocean Global Atmosphere Coupled Ocean‐Atmosphere Response Experiment (TOGA‐COARE) storms , 2004 .