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Journal article

Generalised Linear Models for Site-Specific Density Forecasting of UK Daily Rainfall

Abstract:

Site-specific probability density rainfall forecasts are needed to price insurance premiums, contracts, and other financial products based on precipitation. The spatiotemporal correlations in U.K. daily rainfall amounts over the Thames Valley are investigated and statistical Markov chain generalized linear models (Markov GLM) of rainfall are constructed. The authors compare point and density forecasts of total rainfall amounts, and forecasts of probability of occurrence of rain from these mod...

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Max Little More by this author
James Taylor More by this author
Patrick McSharry More by this author
Publication date:
2009-03-05
URN:
uuid:dd4bb9be-5880-478a-ada2-822862164f9a
Local pid:
oai:eureka.sbs.ox.ac.uk:1707

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