A simulation method for flood risk variables

Across the UK, storms often occur in sequences as a series of low pressure systems passing at intervals of one to four days. These systems can significantly influence the characteristics of subsequent flooding. Gaining an understanding of the sequencing of storm events and representing their characteristics within flood risk analysis is therefore of importance. In this paper we present a general method for simulating a time series with given marginal distributions and required autocorrelation structures. A simulation study was also carried out which shows that the generalized method works very well.