A frailty-contagion model for multi-site hourly precipitation driven by atmospheric covariates.

Summary Accurate stochastic simulations of hourly precipitation are needed for impact studies at local spatial scales. Statistically, hourly precipitation data represent a difficult challenge. They are non-negative, skewed, heavy tailed, contain a lot of zeros (dry hours) and they have complex temporal structures (e.g., long persistence of dry episodes). Inspired by frailty-contagion approaches used in finance and insurance, we propose a multi-site precipitation simulator that, given appropriate regional atmospheric variables, can simultaneously handle dry events and heavy rainfall periods. One advantage of our model is its conceptual simplicity in its dynamical structure. In particular, the temporal variability is represented by a common factor based on a few classical atmospheric covariates like temperatures, pressures and others. Our inference approach is tested on simulated data and applied on measurements made in the northern part of French Brittany.Comment: Presented by Erwan Koch at the conferences: - 12th IMSC, Jeju (Korea), June 2013 - ISI WSC 2013, Hong Kong, Aug.2013. Invited speaker in the session "Probabilistic and statistical contributions in climate research.