Improving the simulation of extreme precipitation events by stochastic weather generators

[1] Stochastic weather generators are commonly used to generate scenarios of climate variability or change on a daily timescale. So the realistic modeling of extreme events is essential. Presently, parametric weather generators do not produce a heavy enough upper tail for the distribution of daily precipitation amount, whereas those based on resampling have inherent limitations in representing extremes. Regarding this issue, we first describe advanced statistical tools from ultimate and penultimate extreme value theory to analyze and model extremal behavior of precipitation intensity (i.e., nonzero amount), which, although interesting in their own right, are mainly used to motivate approaches to improve the treatment of extremes within a weather generator framework. To this end we propose and discuss several possible approaches, none of which resolves the problem at hand completely, but at least one of them (i.e., a hybrid technique with a gamma distribution for low to moderate intensities and a generalized Pareto distribution for high intensities) can lead to a substantial improvement. An alternative approach, based on fitting the stretched exponential (or Weibull) distribution to either all or only high intensities, is found difficult to implement in practice.

[1]  D. Wilks Rainfall Intensity, the Weibull Distribution, and Estimation of Daily Surface Runoff , 1989 .

[2]  H. Madsen,et al.  Comparison of annual maximum series and partial duration series methods for modeling extreme hydrologic events: 1. At‐site modeling , 1997 .

[3]  Roger E. Smith,et al.  Point processes of seasonal thunderstorm rainfall: 2. Rainfall depth probabilities , 1974 .

[4]  D. Wilks Interannual variability and extreme-value characteristics of several stochastic daily precipitation models , 1999 .

[5]  R. Reiss,et al.  Statistical Analysis of Extreme Values-with applications to insurance , 1997 .

[6]  Eric P. Smith,et al.  An Introduction to Statistical Modeling of Extreme Values , 2002, Technometrics.

[7]  T. Wigley,et al.  Statistical downscaling of general circulation model output: A comparison of methods , 1998 .

[8]  P. McCullagh,et al.  Generalized Linear Models, 2nd Edn. , 1990 .

[9]  Demetris Koutsoyiannis,et al.  Statistics of extremes and estimation of extreme rainfall: II. Empirical investigation of long rainfall records / Statistiques de valeurs extrêmes et estimation de précipitations extrêmes: II. Recherche empirique sur de longues séries de précipitations , 2004 .

[10]  D. Wilks,et al.  The weather generation game: a review of stochastic weather models , 1999 .

[11]  D. Wilks Adapting stochastic weather generation algorithms for climate change studies , 1992 .

[12]  P. McCullagh,et al.  Generalized Linear Models , 1972, Predictive Analytics.

[13]  Robert Tibshirani,et al.  An Introduction to the Bootstrap , 1994 .

[14]  G. Schwarz Estimating the Dimension of a Model , 1978 .

[15]  Upmanu Lall,et al.  A k‐nearest‐neighbor simulator for daily precipitation and other weather variables , 1999 .

[16]  Ralf Toumi,et al.  A fundamental probability distribution for heavy rainfall , 2005 .

[17]  Keith Beven,et al.  Modelling extreme rainfalls using a modified random pulse Bartlett–Lewis stochastic rainfall model (with uncertainty) , 2000 .

[18]  Clayton L. Hanson,et al.  Stochastic Weather Simulation: Overview and Analysis of Two Commonly Used Models , 1996 .

[19]  Ana C. Cebrián,et al.  Drought analysis based on a cluster Poisson model: distribution of the most severe drought , 2002 .

[20]  PAUL EMBRECHTS,et al.  Modelling of extremal events in insurance and finance , 1994, Math. Methods Oper. Res..

[21]  R. Katz Use of conditional stochastic models to generate climate change scenarios , 1996 .

[22]  John A. Nelder,et al.  Generalized linear models. 2nd ed. , 1993 .

[23]  M. Parlange,et al.  Statistics of extremes in hydrology , 2002 .

[24]  J. Hüsler Extremes and related properties of random sequences and processes , 1984 .

[25]  V. Isham,et al.  Changes in extreme wind speeds in NW Europe simulated by generalized linear models , 2006 .

[26]  Raymond K. W. Wong,et al.  Weibull Distribution, Iterative Likelihood Techniques and Hydrometeorological Data , 1977 .

[27]  Richard W. Katz,et al.  Generalized linear modeling approach to stochastic weather generators , 2007 .

[28]  Demetris Koutsoyiannis,et al.  Statistics of extremes and estimation of extreme rainfall: I. Theoretical investigation / Statistiques de valeurs extrêmes et estimation de précipitations extrêmes: I. Recherche théorique , 2004 .

[29]  M. Semenov Simulation of extreme weather events by a stochastic weather generator , 2008 .

[30]  Michael Thomas,et al.  Statistical Analysis of Extreme Values , 2008 .

[31]  C. W. Richardson Stochastic simulation of daily precipitation, temperature, and solar radiation , 1981 .

[32]  Richard L. Smith Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone , 1989 .

[33]  Philippe Naveau,et al.  Stochastic downscaling of precipitation: From dry events to heavy rainfalls , 2007 .

[34]  J. Corcoran Modelling Extremal Events for Insurance and Finance , 2002 .

[35]  Budong Qian,et al.  Performance of stochastic weather generators LARS-WG and AAFC-WG for reproducing daily extremes of diverse Canadian climates , 2008 .

[36]  Nicholas J. Cook,et al.  Exact and general FT1 penultimate distributions of extreme wind speeds drawn from tail-equivalent Weibull parents , 2004 .

[37]  Donald H. Burn,et al.  Simulating climate change scenarios using an improved K-nearest neighbor model , 2006 .

[38]  C. Klüppelberg,et al.  Modelling Extremal Events , 1997 .