The Keilson-Ross Procedure for Estimating Climatic Probabilities of Duration of Weather Conditions

摘要

In a recent mathematical development the probability of the maximum of a continuous weather element, over a specified time interval, was computed analytically. As long as the weather condition is describable by a Markov (Ornstein-Uhlenbeck) process, the time interval could be a duration of a few seconds to a few weeks. The analytical solutions provide corrections to previous probability estimates that had been made by Monte Carlo simulation. There still remains, however, the requirement for rapid solutions. The adaptation of this problem to modern computers makes use of cubic B-splines, and provides answers with a high degree of accuracy. (Author)