Method for generating data set

• US 7,340,346 B2
• Filed: 11/13/2006
• Issued: 03/04/2008
• Est. Priority Date: 02/26/2004
• Status: Expired due to Fees

• Current Assignee: Swiss Reinsurance Company
• Original Assignee: Swiss Reinsurance Company
• Inventors: Heck, Pamela, Lemcke, Gerry, Bresch, David N.
• Primary Examiner(s): Bui; Bryan
• Assistant Examiner(s): KUNDU, SUJOY K
• Application Number:
  US11/598,524
• Publication Number:
  US 20070093964A1
• Time in Patent Office: 477 Days
• Field of Search: 702 2- 3
• US Class Current: 702/2
• CPC Class Codes: G01W 1/10 Devices for predicting weather conditions computers per se G06; display devices G09

Abstract

A computer method of generating a probabilistic dataset relating to a weather event includes inputting data representative of an historical weather event, and generating data representative of a plurality of alternative events. The data for the alternative events are generated, in certain embodiments, by a dependent sampling process. In particular embodiments, the dependent sampling process is a directed random walk process. Data for the alternative events may include data relating to the geographical positions or “tracks” of the event, data relating to atmospheric pressures, or both.

Claims

1. A computer method of generating a probabilistic data set relating to a weather event for use in performing a statistical analysis comprising the steps of:

a) inputting data representative of an historical track of a weather event, said data including an historical starting point and a plurality of points representative of actual geographical positions along the historical track; and

b) generating data representative of a plurality of alternative tracks based on said historical track, said data including a starting point and a plurality of alternative points, corresponding to said points representative of said starting point and actual geographical positions along the historical track, representative of geographical positions along said alternative tracks;

c) wherein said alternative points are generated from said points along the historical track by a dependent sampling process; and

d) wherein the step of generating data representative of alternative tracks includes the step of limiting a variance of said alternative points from a respective historical point in accordance with one or more physical laws.

2. The method of claim 1, wherein said dependent sampling process is a directed random walk process.

3. The method of claim 1, wherein at least some of the plurality of alternative tracks have starting points that differ from said starting point of the historical track upon which said alternative tracks are based.

4. The method of claim 1, wherein the step of generating data representative of alternate tracks based on said historical track comprises the steps of:

1) generating a series of random tuples (x_r,y_r) for a historical point (x,y) of the historical track;

2) calculating a sum of random deviations (x′

,y′

) of the random tuples along the historical track; and

3) adding the sum of random deviations (x′

,y′

) to the historical point (x,y) of the historical track to produce alternative points along the alternative tracks.

5. The method of claim 1, wherein the step of inputting data representative of a track of an historical weather event comprises inputting a longitude and a latitude to define each of a plurality of points along said track.

6. The method of claim 1, wherein the step of inputting data includes inputting data representative of a plurality of historic tracks, and wherein the step of generating data includes generating a plurality of alternative tracks for more than one of said plurality of historical tracks.

7. The method of claim 1, wherein the step of inputting data representative of an historical track includes the step of inputting at least one of:

1) longitude and latitude of a plurality of points representative of the historical track;

2) an azimuth angle for at least some of the points along the historical track;

3) celerity for at least some of the points along the historical track;

4) a rate of change of azimuth angle for at least some of the points along the historical track; and

5) a rate of change of celerity for at least some of the points along the historical track.

8. The method of claim 1, further comprising the step of selecting a subset of the data representative of the alternative tracks for use in the probabilistic data set.

9. The method of claim 1, wherein the step of inputting data representative of a track of an historical weather event includes inputting data representative of intensity of the event.

10. The method of claim 9, wherein said data representative of intensity comprises atmospheric pressure data associated with at least some of the plurality of points along the historical track, said atmospheric pressure data defining an historical pressure profile of the historical track.

11. The method of claim 10, wherein said atmospheric pressure data includes an absolute pressure (P) and a derivative of absolute pressure with respect to time (dP/dT).

12. The method of claim 10, wherein said atmospheric pressure data includes a pressure distribution.

13. A computer method of generating a probabilistic data set relating to a weather event for use in performing a statistical analysis, comprising the steps of:

a) inputting data representative of an historical track of a weather event, said data including a plurality of points representative of geographical positions along the historical track; and

b) generating data representative of a plurality of alternative tracks based on said historical track, said data including a plurality of alternative points representative of geographical positions along said alternative tracks;

c) wherein said alternative points are generated from said points along the historical track by a dependent sampling process; and

d) wherein the step of generating data includes generating a plurality of alternative tracks for more than one of said plurality of historical tracks, and further comprising at least one of the following steps;

1) generating one or more alternative pressure profiles for one or more of the historical tracks;

2) generating one or more pressure profiles for one or more of the alternative tracks; and

3) generating one or more alternative pressure profiles for one or more of the alternative tracks.