Mixtures of stochastic processes: application to statistical downscaling

R. W. Katz, M. B. Parlange

Research output: Contribution to journalArticleResearchpeer-review

55 Citations (Scopus)


An important distinction is drawn between 'conditional' models, sometimes utilized in downscaling, and 'unconditional' models, utilized in more traditional approaches. Through a combination of the individual conditional models, a single overall (or 'induced') model is obtained. Among other things, the mixture concept suggests physically plausible mechanisms by which more complex stochastic models could arise in climate applications. As an application, the stochastic modeling of time series of daily precipitation amount conditional on a monthly index of large- (or regional) scale atmospheric circulation patterns is considered. Chain-dependent processes are used both as conditional and unconditional models of precipitation. For illustrative purposes, precipitation measurements for a site in California, USA, were fitted. How the mixture approach can aid in determining the properties of climate change scenarios produced by downscaling is demonstrated in this example. In particular, changes in the relative frequency of occurrence of the states of the circulation index would be associated not just with changes in mean precipitation, but with changes in its variance as well.

Original languageEnglish
Pages (from-to)185-193
Number of pages9
JournalClimate Research
Issue number2
Publication statusPublished - 1996
Externally publishedYes

Cite this