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Simulation of rainfall time series from different climatic regions using the direct sampling technique

2014, Oriani, Fabio, Straubhaar, Julien, Renard, Philippe, Mariethoz, Grégoire

The direct sampling technique, belonging to the family of multiple-point statistics, is proposed as a nonparametric alternative to the classical autoregressive and Markov-chain-based models for daily rainfall time-series simulation. The algorithm makes use of the patterns contained inside the training image (the past rainfall record) to reproduce the complexity of the signal without inferring its prior statistical model: the time series is simulated by sampling the training data set where a sufficiently similar neighborhood exists. The advantage of this approach is the capability of simulating complex statistical relations by respecting the similarity of the patterns at different scales. The technique is applied to daily rainfall records from different climate settings, using a standard setup and without performing any optimization of the parameters. The results show that the overall statistics as well as the dry/wet spells patterns are simulated accurately. Also the extremes at the higher temporal scale are reproduced adequately, reducing the well known problem of overdispersion.

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The Direct Sampling method to perform multiple-point geostatistical simulations

2010-11-20, Mariethoz, Grégoire, Renard, Philippe, Straubhaar, Julien

Multiple-point geostatistics is a general statistical framework to model spatial fields displaying a wide range of complex structures. In particular, it allows controlling connectivity patterns that have a critical importance for groundwater flow and transport problems. This approach involves considering data events (spatial arrangements of values) derived from a training image (TI). All data events found in the TI are usually stored in a database, which is used to retrieve conditional probabilities for the simulation. Instead, we propose to sample directly the training image for a given data event, making the database unnecessary. Our method is statistically equivalent to previous implementations, but in addition it allows extending the application of multiple-point geostatistics to continuous variables and to multivariate problems. The method can be used for the simulation of geological heterogeneity, accounting or not for indirect observations such as geophysics. We show its applicability in the presence of complex features, nonlinear relationships between variables, and with various cases of nonstationarity. Computationally, it is fast, easy to parallelize, parsimonious in memory needs, and straightforward to implement.