Maximum entropy methods for generating simulated rainfall
Author(s) -
Julia Piantadosi,
Phil Howlett,
Jonathan M. Borwein,
John Henstridge
Publication year - 2012
Publication title -
numerical algebra control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2012.2.233
Subject(s) - principle of maximum entropy , statistical physics , environmental science , mathematics , computer science , statistics , physics
We desire to generate monthly rainfall totals for a particular location in such a way that the statistics for the simulated data match the statistics for the observed data. We are especially interested in the accumulated rainfall totals over several months. We propose two different ways to construct a joint rainfall probability distribution that matches the observed grade correlation coefficients and preserves the prescribed marginal distributions. Both methods use multi-dimensional checkerboard copulas. In the first case we use the theory of Fenchel duality to construct a copula of maximum entropy and in the second case we use a copula derived from a multi-variate normal distribution. Finally we simulate monthly rainfall totals at a particular location using each method and analyse the statistical behaviour of the corresponding quarterly accumulations
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