DOI QR코드

DOI QR Code

A spatial analysis of Neyman-Scott rectangular pulses model using an approximate likelihood function

근사적 우도함수를 이용한 Neyman-Scott 구형펄스모형의 공간구조 분석

  • Lee, Jeongjin (Department of Statistics, Kyungpook National University) ;
  • Kim, Yongku (Department of Statistics, Kyungpook National University)
  • Received : 2016.07.04
  • Accepted : 2016.07.20
  • Published : 2016.09.30

Abstract

The Neyman-Scott Rectangular Pulses Model (NSRPM) is mainly used to construct hourly rainfall series. This model uses a modest number of parameters to represent the rainfall processes and underlying physical phenomena, such as the arrival of storms or rain cells. In NSRPM, the method of moments has often been used because it is difficult to know the distribution of rainfall intensity. Recently, approximated likelihood function for NSRPM has been introduced. In this paper, we propose a hierarchical model for applying a spatial structure to the NSRPM parameters using the approximated likelihood function. The proposed method is applied to summer hourly precipitation data observed at 59 weather stations (Korea Meteorological Administration) from 1973 to 2011.

Neyman-Scott 구형펄스모형 (Neyman-Scott rectangular pulses model; NSRPM)은 강우의 발생, 강우세포의 강우강도 그리고 지속시간으로 표현되는 점과정에 기초한 강우생성 모형으로, 기존의 구형펄스모형 (rectangular pulse model)과 비교해서 강우사상의 군집특성을 잘 반영하기 때문에 여러 연구에서 많이 사용되는 모형이다. 하지만 NSRPM의 매개변수를 추정하는데 있어서 모멘트를 이용한 여러가지 최적화 기법들은 그 계산이 복잡하고 또한 목적함수의 구성에 따라 추정값의 변동도 크게 나타난다. 이를 보완하기 위해서, 최근 누적강수량에 대한 근사적인 우도함수 (approximated likelihood function)와 이를 통해 NSRPM의 매개변수를 추정하는 방법이 소개되었다. 본 논문에선 이 근사적 우도함수를 바탕으로 계층적 베이지안 모형을 이용하여 NSRPM에 공간구조를 표현하고 이를 통해 강우생성 모형의 공간적 특성을 알아보고자 한다.

Keywords

References

  1. Arab, A., Hooten, M. B. and Wikle, C. K. (2008). Hierarchical spatial models, Encyclopedia of GIS, Springer, USA.
  2. Calenda, G. and Napolitano, F. (1999). Parameter estimation of Neyman-Scott processes for temporal point rainfall simulation. Journal of Hydrology, 225, 45-66. https://doi.org/10.1016/S0022-1694(99)00133-X
  3. Chandler, R. E. (1997). A spectral method for estimating parameters in rainfall models. Bernoulli, 3, 301-322. https://doi.org/10.2307/3318594
  4. Cowpertwait, P. (1995). A generalized spatial-temporal model of rainfall based on a clustered point process. Proceedings of the Royal Society of London A, 450, 163-175. https://doi.org/10.1098/rspa.1995.0077
  5. Cowpertwait, P., Isham, V. and Onof, C. (2007). Point process models of rainfall: Developments for structure. Proceedings of the Royal Society of London A, 463, 2569-2587. https://doi.org/10.1098/rspa.2007.1889
  6. Cox, D. and Isham, V. (1980). Point processes, Chapman and Hall, New York.
  7. Gelman, A. (1996). Inference and monitoring convergence. In Markov Chain Monte Carlo in Practice edited by W. R. Gilks, S. Richarson, and D. J. Spiegelhalter, Chapman and Hall, London.
  8. Kavvas, M. L. and Delleur, J. W. (1981). A stochastic cluster model of daily rainfall sequences. Water Resources Research, 17, 1151-1160. https://doi.org/10.1029/WR017i004p01151
  9. Kim, G., Cho, H. and Yi, J. (2012). Parameter estimation of the Neyman-Scott rectangular pulse model using a differential evolution method. Journal of the Korean Society of Hazard Mitigation, 12, 187-194. https://doi.org/10.9798/KOSHAM.2012.12.4.187
  10. Kim, H. J., Kwak, H. R. and Kim, Y. N. (2015). A spectrum based evaluation algorithm for micro scale weather analysis module with application to time series cluster analysis. Journal of the Korean Data & Information Science Society, 26, 41-53. https://doi.org/10.7465/jkdi.2015.26.1.41
  11. Kim, Y. and Kim, D. H. (2015). An approximate likelihood function of spatial correlation parameters. Journal of the Korean Statistical Society, 45, 276-284.
  12. Kim, N. H. and Kim, Y. (2016). A statistical inference for Neyman-Scott rectangular pulses model. Korean Journal of Applied Statistics, 29, 887-896. https://doi.org/10.5351/KJAS.2016.29.5.887
  13. Maten, B. (1986). Spatial variation, 2nd Ed., Springer-Verlag, Berlin Heidelberg.
  14. Montanari, A. and Brath, A. (2000). Maximum likelihood estimation for the seasonal Neyman-Scott rectangular pulses model for rainfall. Proceeding of the EGS Plinius Conference, Italy.
  15. Rodriguez-Iturbe, I., Cox, D. R. and Isham V. (1987). Some models for rainfall based on stochastic point processes. Proceedings of the Royal Society of London A, 410, 269-288. https://doi.org/10.1098/rspa.1987.0039
  16. Smith, J. A. (1985). Statistical Inference for point process models of rainfall. Water Resources Research, 21, 73-79. https://doi.org/10.1029/WR021i001p00073
  17. Smith, J. A. and Karr, A. F. (1983). A point process model of summer season rainfall occurrences. Water Resources Research, 19, 95-103. https://doi.org/10.1029/WR019i001p00095
  18. Smith, J. A. and Karr, A. F. (1985). Statistical inference for point process models of rainfall. Water Resources Research, 21, 73-79. https://doi.org/10.1029/WR021i001p00073
  19. Velghe, T., Troch, P. A., De Troch, F. P. and Van de Velde, J. (1994). Evaluation of clusterbased rectangular pulses point process models for rainfall. Water Resources Research, 30, 2847-2857. https://doi.org/10.1029/94WR01496
  20. Whittle, P. (1952). Estimation and information in stationary time series. Arkiv for Matematik, 2, 423-434.
  21. Yeo, I. K. (2010). Clustering analysis of Korea's meteorological data. Journal of the Korean Data & Information Science Society, 22, 941-949.

Cited by

  1. 산림재적 추정을 위한 계층적 베이지안 분석 vol.28, pp.1, 2016, https://doi.org/10.7465/jkdi.2017.28.1.29
  2. 레이더와 지상관측소 강우자료를 이용한 시공간 강우 조정 모형 vol.28, pp.1, 2017, https://doi.org/10.7465/jkdi.2017.28.1.39
  3. 바람의 영향에 의한 관측 강우 손실에 대한 베이지안 모형 분석 vol.28, pp.3, 2016, https://doi.org/10.7465/jkdi.2017.28.3.483
  4. 강우모의모형의 모수 추정 최적화 기법의 적합성 분석 vol.28, pp.6, 2016, https://doi.org/10.7465/jkdi.2017.28.6.1447