Stochastic generator for rainfall with a Hawkes process marked by an extended generalized Pareto and a vine copula
Bibliographic record
Abstract
A stochastic generator for rainfall is built from a Hawkes process, which is modeling the occurrence and serial correlation of non-zero rainfall values. Hawkes processes are suited to model intermittent signals, which is the case of rainfall at a fine enough observation frequency. This Hawkes process has a two-scale intensity function accounting for two orders of clustering in rainfall time series. The rainfall amount of each non-zero value is modeled by an extended generalized Pareto (EGP) distribution with the whole range of rainfall as support, from low to extreme values. New parametric EGP forms adapted to high frequency rainfall time series are defined. The Hawkes process only models the serial correlation of occurrences but not that of the amounts. A conditional version of the EGP is hence developed by adding a copula, modeling the temporal dependence of rainfall amounts. A subsettable canonical vine copula models this dependency for multiple time lags, while accounting for the intermittency of non-zero rainfall values. An application to a 40 yr time series of hourly rainfall in France is presented. Simulations from the model reproduce adequately the marginal distribution of rainfall, the temporal clustering of events, and the autocorrelation . The simulations are also able to reproduce the intensity-duration-frequency relation of the IDF extreme value model, showing that this stochastic generator is suitable for risk assessment of duration-dependent extremes.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.003 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.004 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".