Journal cover Journal topic
Natural Hazards and Earth System Sciences An interactive open-access journal of the European Geosciences Union
Nat. Hazards Earth Syst. Sci., 14, 2321-2335, 2014
© Author(s) 2014. This work is distributed under
the Creative Commons Attribution 3.0 License.
Research article
03 Sep 2014
Stochastic daily precipitation model with a heavy-tailed component
N. M. Neykov1, P. N. Neytchev1, and W. Zucchini2 1National Institute of Meteorology and Hydrology, Bulgarian Academy of Sciences, Tsarigradsko Shose 66, Sofia 1784, Bulgaria
2Department of Economic Sciences, Georg-August-Universität, Göttingen, Germany
Abstract. Stochastic daily precipitation models are commonly used to generate scenarios of climate variability or change on a daily timescale. The standard models consist of two components describing the occurrence and intensity series, respectively. Binary logistic regression is used to fit the occurrence data, and the intensity series is modeled using a continuous-valued right-skewed distribution, such as gamma, Weibull or lognormal. The precipitation series is then modeled using the joint density, and standard software for generalized linear models can be used to perform the computations. A drawback of these precipitation models is that they do not produce a sufficiently heavy upper tail for the distribution of daily precipitation amounts; they tend to underestimate the frequency of large storms. In this study, we adapted the approach of Furrer and Katz (2008) based on hybrid distributions in order to correct for this shortcoming. In particular, we applied hybrid gamma–generalized Pareto (GP) and hybrid Weibull–GP distributions to develop a stochastic precipitation model for daily rainfall at Ihtiman in western Bulgaria. We report the results of simulations designed to compare the models based on the hybrid distributions and those based on the standard distributions. Some potential difficulties are outlined.

Citation: Neykov, N. M., Neytchev, P. N., and Zucchini, W.: Stochastic daily precipitation model with a heavy-tailed component, Nat. Hazards Earth Syst. Sci., 14, 2321-2335,, 2014.
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