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 reflecting 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.