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Mixed Rectangular Pulses Models of Rainfall

Res. Lett. Inf. Math. Sci., 2003, Vol.5, pp 61-70 Available online at http://iims.massey.ac.nz/research/letters/ 61 Mixed Rectangular Pulses Models of Rainfall P.S.P. Cowpertwait Institute of Information Mathematical Sciences Massey University at Albany, Auckland, New Zealand. p.s.cowpertwait@massey.ac.nz In a recent paper ((3)) a fitting procedure for the Neyman-Scott rectangular pulses (NSRP) spatial-temporal model of rainfall was developed. In that paper, the NSRP third moment function was fitted to the equivalent sample value taken at one-hour time intervals. In this paper, the fitting and modelling procedure are extended to ensure a close fit is obtained to further sample properties over a range of time scales. The stochastic model is a ‘mixed’ model obtained as the superposition of two independent NSRP processes. The model is fitted to hourly data from Auckland, New Zealand, where a good fit to sample properties is obtained. It is found that a special case arises (the superposition of an NSRP process and a Poisson rectangular pulses process) for data over the summer period. A simulation study of extremes over a range of time scales supports the use of the model in hydrological applications. 1 Introduction In a recent paper (3), a fitting procedure for the Neyman-Scott Rectangular Pulses (NSRP) spatial- temporal model was developed, and the model fitted to multisite data from the Arno Basin in Italy. In the previous paper, the focus was on developing an appropriate fitting procedure for multisite data by amalgamating the results from two previous pieces of work, which involved the development of a spatial-temporal NSRP model and and a third moment function of the temporal NSRP model (see the previous paper and references therein for details). In the previous paper, the focus was on assessing goodness-of-fit at the 1h and 24h levels of aggregation, and no attempt was made to fit the model to sample properties (coefficient of variation ν, skewness κ, autocorrela

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