Stochastic simulation of daily precipitation: A copula approach

Abstract

The traditional methods of simulating daily precipitation have paid little attention to the inherent dependence structure between the total precipitation amount and the precipitation frequency for a fixed period of time. To address this issue, we propose a new simulation algorithm using copula in order to incorporate the dependence into the traditional methods. The algorithm consists of two parts: First, while reecting the observed dependence, we generate the total precipitation amount (S) and the frequency(N) during the period of interest; then we simulate the daily precipitation whose aggregation matches the pair of (N; S) generated in the first part. Our result shows that the proposed method substantially improves the traditional methods.