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Abstract
A new method for the simulation of storms is proposed which takes into account the multivariate evolution of the storms, allowing to innovate in the form of each simulated storm, for all the variables involved. The method is based on two novel aspects: (a) measured storms are grouped using clusters techniques and a set of average evolution forms is defined for each cluster, one for each of the variables involved, and (b) a Vector Autoregressive model is fitted to the differences between the average evolution of each variable and the actual measured evolutions. The ability of the methodology to properly reproduce the joint probability distribution of all the variables involved is demonstrated for a case study at the mid Rio de la Plata northern coast.References
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