公开(公告)号：US20050197774A1

公开(公告)日：2005-09-08

申请号：US10900112

申请日：2004-07-28

申请人： Masashi Egi

发明人： Masashi Egi

IPC分类号： G01W1/10 ,  G06F19/00 ,  G06Q10/04 ,  G06F169/00

CPC分类号： G01W1/10 ,  G01W1/00

摘要： The amount of risk in weather derivatives is calculated properly by taking into account a correlation between weather observation sites and a correlation between meteorological elements. A weather prediction method by creating a weather scenario from historical weather data includes a first step of estimating parameters of a weather time-series model based on historical weather data including past plural meteorological elements, a meteorological element correlation between sites, and a correlation between meteorological elements, and a second step of converting random numbers into meteorological elements based on the estimated parameters. The second step is executed a given number of times to create a plurality of weather scenarios.

摘要翻译： 通过考虑天气观测点之间的相关性和气象要素之间的相关性，可以适当计算天气衍生物的风险。 通过根据历史天气数据创建天气情景的天气预报方法包括：第一步骤，基于包括过去多个气象要素的历史天气数据，站点之间的气象要素相关性和气象学相关性来估计天气时间序列模型的参数 元素，以及基于估计的参数将随机数转换成气象要素的第二步骤。 第二步执行给定次数以创建多个天气情况。