A multivariate stochastic model for the generation of synthetic time series at multiple time scales reproducing long-term persistence
We provide a multivariate generator based on a three-level disaggregation scheme. The model preserves the statistical behaviour of observed data at multiple scales. Long-term persistence is reproduced through a used-defined autocovariance function. Highly-skewed and intermittent processes, e.g. rainfall, are effectively modelled. The methodology is applicable for both steady-state and terminating simulations.
long-term persistence disaggregation intermittency stochastic simulation hydrometeorological processes hydrosystems