WATER RESOURCES RESEARCH, VOL. 48, W08516, doi:10.

1029/2012WR012105, 2012

The scaling of temporal rainfall

Daniele Veneziano1 and Chiara Lepore1
Received 9 March 2012; revised 30 May 2012; accepted 16 June 2012; published 22 August 2012.

[1] The scaling analysis of temporal rainfall produces very different results if one uses the
entire rainfall record inclusive of rainstorms and dry interstorm periods (continuous
analysis) or only intrastorm data (within-storm analysis). We show that the continuous
results reflect mainly the alternation of dry and wet periods and that the rain support is not
fractal. Therefore, the continuous results are spurious. This conclusion is significant
since continuous analysis is the most popular scaling analysis method for rainfall.
The literature on within-storm analysis is much more limited, and standard methods do
not exist. We develop such methods and show how their bias can be corrected and the
accuracy maximized. The results from within-storm analysis show higher intermittency
(higher-intensity fluctuations) than continuous analysis. This result has important
implications on downscaling and the evaluation of rainfall extremes. Frequently used
multifractal models for rainfall are of the log-Levy (“universal”) type. A key parameter of
those models is the stability index 0 < a ≤ 2, with a = 2 corresponding to lognormal
models. To account for the alternation of dry and wet periods (also inside the storms),
one can add a “beta component,” obtaining beta-log-Levy and beta-lognormal models.
By using simulations with a = 2, we show that standard estimators of a are negatively
biased and that the hypothesis of beta-lognormal multifractality inside the storms is
statistically acceptable.
Citation: Veneziano, D., and C. Lepore (2012), The scaling of temporal rainfall, Water Resour. Res., 48, W08516, doi:10.1029/
2012WR012105.

1. Introduction Verrier et al., 2011]. We refer to these as continuous anal-

[2] The discovery that rainfall has renormalization prop-
erties has produced new statistical models, new forecasting
and downscaling methods, and new approaches to rainfall
extremes [Gupta and Waymire, 1993; Hubert et al., 1993;
Lovejoy and Schertzer, 1995; Over and Gupta, 1996;
Deidda, 2000; Veneziano and Furcolo, 2002; Molnar and
Burlando, 2005; Veneziano et al., 2006a; Langousis and
Veneziano, 2007]. Yet the scaling properties of temporal
rainfall remain somewhat elusive. Published results vary
widely, calling into question whether rainfall indeed obeys
scaling laws, what those laws are, and whether they have
some degree of universality [Tessier et al., 1993; Lovejoy and
Schertzer, 1995; Nykanen and Harris, 2003; Veneziano et al.,
2006b; Molnar and Burlando, 2008; Molini et al., 2009;
Serinaldi, 2010; Verrier et al., 2010, 2011]. This study aims
at understanding the sources of these differences and estab-
lishing proper rainfall scaling analysis procedures.
[3] The main factor on which the estimates of rainfall
scaling depend is whether one analyzes the continuous
record inclusive of rainy and nonrainy periods or only the
portion of the record within storms [de Montera et al., 2009;
1
Department of Civil and Environmental Engineering, MIT, Cambridge,
Massachusetts, USA.
Corresponding author: C. Lepore, Department of Civil and
Environmental Engineering, MIT, Room 1-348, Cambridge, MA 02139,
USA. (chlepore@mit.edu)
©2012. American Geophysical Union. All Rights Reserved.
0043-1397/12/2012WR012105
W08516
ysis and within-storm analysis, respectively. The scaling
properties one needs to estimate are the fractal dimension of
the rain support and the scaling of the intensity fluctuations
when it rains. Compared to within-storm analysis, continu-
ous analysis produces much smaller fractal dimensions
(more lacunarity) and much weaker intensity fluctuations
(less intermittency when it rains). The difference in the
estimated fractal dimension could be easily explained by the
fact that the rain support is more compact inside the storms
than in the continuous record, whereas the difference in the
estimated intermittency is more intriguing because the same
nonzero rain values are used in both analyses. As we shall
see, all differences may be imputed to the fact that rainfall
scales within storms but does not scale as a continuous
process. Providing support to this conclusion is one main
objective of the present study.
[4] Continuous analysis methods are well codified [see,
e.g., Lavallée et al., 1991; Gupta and Waymire, 1993;
Lovejoy and Schertzer, 1995; Veneziano and Furcolo, 1999],
but those for within-storm analysis are not as established
[Langousis and Veneziano, 2007; Verrier et al., 2011].
Challenges in determining within-storm scaling arise from
the variability of the average storm intensity, the short and
different duration of the storms, and the fact that the pattern
of dry intervals inside the storms depends on the storm
identification method and differs from the “true” pattern.
Hence, a second objective of this paper is to develop robust
procedures for within-storm scaling analysis.
[5] Several factors in addition to using continuous or
within-storm analysis affect the scaling results. These include
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W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL
the type of fitted multifractal model (e.g., beta, lognormal,
beta-lognormal, log-Levy, log-Poisson, etc.), whether the
model is conserved in the mean or not (whether it is of the
multiplicative cascade type or includes fractional integra-
tion), the quantities used to analyze scaling (average inten-
sities, absolute wavelet coefficients, wavelet modulus
maxima, partition coefficients, power spectra), the range of
scales and moment orders considered, and artifacts intro-
duced by the recording device or by data preprocessing
(filling in missing values, deaggregation of cumulative
measurements, setting to zero the values below some
threshold, etc.). Here we focus on the scale range from 1 h to
one or very few days. In this range, a conserved multiplica-
tive model usually suffices [Gupta and Waymire, 1993;
Deidda, 2000; Langousis and Veneziano, 2007] and the
analysis may be conducted using average intensities or par-
tition coefficients. Many past analyses have used log-Levy
multifractal models and have reported different values of the
Levy index 0 < a ≤ 2 [Tessier et al., 1993; Sun and Barros,
2010; Verrier et al., 2010, 2011]. We examine the bias in
the estimation of a in continuous and within-storm analysis
and provide support for the hypothesis that inside the storms
a = 2 (lognormal model).
[6] Section 2 describes the multifractal models we employ.
Section 3 deals with continuous scaling analysis. This
includes a description of the time series used in the analysis,
the estimation procedure, and results. Section 4 develops
a methodology for within-storm analysis. This includes
methods for the estimation of the multifractal parameters and
the assessment of estimation bias and accuracy. Section 5
applies the within-storm methodology to historical data.
A summary of the main findings and an outlook of future
research are given in section 6.
2. Scaling Properties of Rainfall
[7] As mentioned above, many studies have found that, in
the scale range from 1 h to 1 day or longer, rainfall behaves
like a stationary multifractal measure. This means that, if Id
is the average rainfall intensity in an interval of duration d,
then for any d and rd within the scaling range,
Id ¼ Ar Ird ð1Þ
where Ar is a nonnegative random variable with mean value
1 (if the mean value of Id exists) and r > 1 is a scale change
or relative resolution factor. The distribution of Ar depends
on r. Random measures that satisfy equation (1) are most
simply obtained as multiplicative cascades, i.e., as products
of time-contracted independent copies of a nonnegative
stationary process. Discrete cascades [Mandelbrot, 1974;
Schertzer and Lovejoy, 1987; Gupta and Waymire, 1993] are
good pedagogical examples of such constructions.
[8] An important distinction is that between bare and
dressed rainfall intensities: bare intensities I′d result from
terminating the multiplicative cascade construction at scale d,
whereas dressed intensities Id are averages over d of the
cascade developed to infinitesimal scales. The two intensities
are related as
Id ¼ I′d  Z ð2Þ
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where Z is a unit mean random variable called the dressing
factor [Schertzer and Lovejoy, 1987; Veneziano and Furcolo,
2003].
[9] The distribution of Ar in equation (1) gives a complete
characterization of the scaling properties of the measure Id,
but in practice it is more convenient to use the moments
of Ar and more specifically the moment scaling function
K(q) = logr(E[Aqr ]). This function does not depend on r. It is
called the moment-scaling function because, for all q such
that E[Iqd] exists,


E Idq ∝ d K ðqÞ ð3Þ
Equation (3) continues to hold if one replaces the average
intensity Id with a wavelet coefficient at scale d. These
moment scaling relations are at the basis of most scaling
inference methods: one makes log-log plots of the empirical
q moments of Id against scale d, determines whether and in
what range the plots are straight, and estimates K(q) as the
slope of the plots in the scaling range. Variants of this
method are sometimes used to fit specific multifractal
models to data. One example is the so-called double trace
moment method for fitting log-Levy models [Lavallée et al.,
1991; Veneziano and Furcolo, 1999].
[10] The most general K(q) function we consider here is
the so-called beta-log-Levy model, which corresponds to
assuming that Ar in equation (1) has a probability mass
P[Ar = 0] = 1  rCb at zero and ln(A+r ) = [ln(Ar)∣Ar > 0]
has maximally skewed Levy distribution with stability
index 0 < a ≤ 2 and dispersion parameter 2CLL ln(r). In
this case [Schertzer and Lovejoy, 1987]
CLL;b ab
KbLL ðqÞ ¼ Cb ðq  1Þ þ ðq  qÞ ð4Þ
ab  1
The subscripts b and LL in ab, Cb and CLL,b indicate that
this is a log-Levy model with a beta component. The
parameters Cb and CLL,b are nonnegative and satisfy
Cb + CLL,b < 1. Cb controls the fractal dimension of the
rain support, Df = 1  Cb; hence, we refer to Cb as the
lacunarity parameter. CLL,b determines the erraticity of
the fluctuations of rainfall intensity when it rains and is
referred to as the intermittency parameter.
[11] In the important special case when a = 2, equation (4)
reduces to the beta-lognormal model
 
KbLN ðqÞ ¼ Cb ðq  1Þ þ CLN ;b q2  q ð5Þ
for which ln(A+r ) has normal distribution with mean value
(Cb  CLN,b)ln(r) and variance 2CLN,b ln(r). Note that in this
case we use LN in place of LL as a subscript. For Cb there is
no need to use different symbols in equations (4) and (5)
because this parameter is the same in the two models.
[12] For Cb = 0 (no beta component and compact rain
support), equation (4) reduces to the simpler log-Levy
model,
CLL
KLL ðqÞ ¼ ðqa  qÞ ð6Þ
a1
In what follows we use the models in equations (4), (5),
and (6). We do not use purely lognormal models obtained
by setting Cb = 0 in equation (5) or a = 2 in equation (6)
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL
Figure 1. Illustration of the upper scaling limit dmax and the duration d′max.
because rainfall invariably displays some level of lacunarity.
The reason for including the purely log-Levy model in
equation (6) is that this model has been popular in previous
scaling analyses of temporal rainfall [e.g., Tessier et al.,
1993; Olsson, 1995; de Lima and de Lima, 2009; Sun and
Barros, 2010; de Montera et al., 2009; Verrier et al., 2011].
[13] In addition to the moment scaling function K(q), one
must estimate the limits of the scaling range [dmin, dmax].
The lower limit dmin is usually below 1 h [Olsson et al.,
1993; Veneziano and Iacobellis, 2002; Mandapaka et al.,
2009; Verrier et al., 2011] and cannot be estimated from
the hourly data used in the present study. For the upper limit,
one should distinguish between dmax and the duration d′max
such that, for d in the scaling range, Id ≈ mAd′max/dZ, where m
is the mean rainfall intensity and Z is the dressing factor in
equation (2). In an ideal multiplicative cascade, d′max = dmax,
but in practice dmax may be much smaller than d′max; see
Figure 1 for an illustration. In within-storm analysis, the
moments E[Iqd] can be reliably estimated only for short
durations d (due to the limited duration of the storms),
making it difficult to determine dmax, whereas it is possible
to estimate d′max with good accuracy. Hence, here we deal
with the estimation of d′max not dmax. In what follows we
refer to d′max as simply dmax.
3. Continuous Scaling Analysis
[14] We start by considering the scaling of continuous
rainfall records, including storms and dry interstorm periods.
To illustrate and interpret the results, we use a combination
of historical rainfall records and synthetic time series
designed to quantify the effects of different factors. All time
series have hourly resolution. The various time series are
represented in Figure 2 in a schematic illustration.
3.1. Time Series Used in the Analysis
[15] The time series we use are (see Figure 2 for a sche-
matic illustration).
[16] (a) A set of 10 historical records representative of
different rainfall climates. Table 1 gives the length of the
records and basic meteorological parameters: the mean
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annual precipitation, wet fraction, and mean value and
coefficient of variation of the positive rainfall intensity. The
six U.S. records are from NOAA (http://www.esrl.noaa.gov/
precip/hpd/). The Portuguese records are from the Portu-
guese Geophysical Institute, the Heathrow airport data set is
from the UK Meteorological Office, and the Florence record
is from Becchi and Castelli [1989]. The records vary in
length and represent a wide variety of climates. The mean
annual precipitation (MAP) varies between 100 mm for Las
Vegas (Nevada) and 1600 mm for Mobile (Alabama). The
wet fraction (WF) ranges from 1% in very dry climates to
13% in very wet regions. Taken together, the mean positive
intensity and the wet fraction can be used to characterize the
rainfall climate. For example, Seattle has a very high WF of
11% but an MI of only 1 mm/hr, suggesting persistent rain
with low average intensity, whereas Phoenix has a WF of
only 1% and MI = 1.48 mm/hr, indicating rare but intense
rainfall.
[17] (b) Time series with the same storm characteristics
(occurrence, duration, average intensity) as the historical
records, but simulated intensity fluctuations inside the
storms. Simulation uses beta-lognormal cascades with param-
eters extracted from the historical records as explained in
section 4.2. If a storm has duration D < dmax, only the initial
D portion of the dmax long cascade is used. For storms of
duration D > dmax, we use the first D period of a series of
independent contiguous cascades, each of length dmax. The
historical pattern of storms is repeated (with different intra-
storm intensity simulations) until a total length of 1000 years
is obtained.
[18] (c) Time series (c) is the same as time series (b), but
the rainfall intensity inside each storm is set to the historical
average for that storm, resulting in no intensity fluctuation or
dry periods inside the storms. These synthetic time series
have the same length as the historical records they are
based on.
[19] (d) Time series (d) is the same as time series (c), but
with unit storm intensities.
[20] (e) Time series (e) is the same as time series (d), but
with widely separated storms, such that not more than one
storm contributes rainfall in a d interval.
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL W08516

Figure 2. Type of temporal series used in the scaling analysis: (a) historical records, (b) historical
records with simulated multifractal within-storm intensity fluctuations (1000 yr), (c) same as (b) with uni-
form within-storm intensity equal to the historical value (length of historical record), (d) same as (c) with
unit within-storm intensity (length of historical record), (e) same as (d) with widely separated storms (same
number of storms as in the historical record).

[21] Model (b) produces realistic rainfall simulations. et al., 2011] and one of our objectives is to investigate
Comparison of the scaling results from these simulations with whether the estimates of a reported in the literature are con-
their known within-storm properties highlights the effects of sistent with an underlying beta-lognormal process (a = 2).
including the dry interstorm periods in the analysis. Time [24] For the range of durations used to infer the moment-
series (c)–(e) progressively suppress various sources of rainfall scaling function K(q), we consider two cases: a “local anal-
variability and allow one to assess how those sources of vari- ysis” in which one uses only two durations d/2 and d, with
ability influence the scaling results. d = 2, 4, 8, … hours, and a “scale-range analysis” in which
one uses ranges of duration from 2 hours to d = 4, 8, … hours.
3.2. Continuous Scaling Estimation
[22] The parameters of the beta-lognormal model in
Table 1. Meteorological Parameters of the Historical Rainfall
equation (5) are estimated as Cb = K(0) and CLN ;b ¼ Recorda
2 K ð2Þ  Cb . Other common procedures, for example least
1
MAP Years WF MI VI
squares regression of K(q) over a range of q, produce similar
results. For a multifractal process, the moment scaling Florence, Italy 757.99 23 0.074 1.17 1.76
function K(q) is convex and CLN,b is nonnegative. However, Heathrow, England 598.76 51 0.087 0.78 1.52
if the process lacks scale invariance, the empirical K(q) Seattle, Washington 939.07 45 0.107 1.01 1.04
Phoenix, Arizona 183.85 55 0.014 1.48 1.56
function may be concave and produce negative CLN,b esti- Boston, Massachusetts 1090.42 61 0.082 1.52 1.43
mates. Rather than constraining CLN,b to be positive, we Las Vegas, Nevada 103.41 58 0.010 1.14 1.48
report negative values, as these estimates are useful to Mobile, Alabama 1601.49 53 0.056 3.26 1.78
interpret the results obtained from the historical time series. New Orleans, Alabama 1560.89 54 0.053 3.35 1.78
Coimbra, Portugal 954.28 22 0.105 1.04 1.57
[23] Cb is estimated as K(0) also in the beta-log-Levy Lisbon, Portugal 691.39 22 0.068 1.17 1.66
model, whereas the parameters (a, CLL) and (ab, CLL,b) are
a
obtained through least squares regression of K(q) in the MAP: mean annual precipitation (mm); WF: wet fraction (number of
rainy hours divided by total number of hours); MI: mean rainfall intensity
range 0.5 ≤ q ≤ 3. The reason is that regression-based when it rains (mm/h); VI: coefficient of variation of hourly rainfall
methods are most often used in practice [see, e.g., Verrier intensity when it rains.

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W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL W08516

Figure 3. Continuous analysis of the Florence record: (top) the moment plot and (bottom) the moment
scaling functions K(q) from local and scale-range analysis. In Figure 3 (bottom left) the arrows and circle
indicate the K(q) function for certain ranges of duration d.

The first analysis produces local moment scaling functions
Kd,l(q) and the second analysis produces scale-range
functions Kd,r(q). The functions one uses in practice are of
the scale-range type, but local scaling is useful to interpret the
scale-range results. Significant variation of Kd,l(q) with d
indicates lack of scale invariance.
[25] As an example, Figure 3 shows moment plots and the
local and scale-range K(q) functions for the Florence record.
The solid lines in Figure 3 (top) are least squares fits for
durations d from 2 to 8 h. While the moment plots seem to
have good scaling, the local K(q) curves reveal significant
variation with d. As one would expect, the variation is
damped in range-scale analysis.
[26] For the estimation of dmax, we use the relationship
Id = mAdmax/dZ, where m is the mean rainfall intensity and Z is
the dressing factor. This relationship implies
 

 d max K ðqÞ
E Idq ¼ mq E ½Z q  ð7Þ
d more persistent, producing lower values of Cb. In wetter
where the moments of Z can be calculated using the method
of Veneziano and Furcolo [2003]. Here we estimate dmax
 K ð2Þ
such that, on log paper, m2 d max
d E½Z 2  produces the least
squares fit to the empirical second moments E[I2d]. The range
of d is the same as that used for K(q) estimation (see above).
Estimates of dmax are obtained only for the beta-lognormal
model.
3.3. Continuous Scaling Results
[27] Figure 4 shows the multifractal parameters estimated
from the 10 historical records. Results from local scaling
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analysis are shown in the left column and scale-range results
are in the right column. In both cases, the duration on the
horizontal axis is the highest value of d used to estimate the
K(q) function. The records are grouped based on the mean
annual precipitation: less than 400 mm (Las Vegas and
Phoenix), between 400 and 800 mm (Florence, Heathrow,
Lisbon), and higher than 800 mm (Seattle, Boston, Mobile,
New Orleans, Coimbra). To a first approximation, the scale-
range parameters for a given d are averages of the local
estimates for durations up to d. In the following comments
we refer to the local scaling analysis.
[28] A striking feature of Figure 4 is the high value of Cb,
especially in dry climates. Recall that Cb = 1 corresponds to
a zero fractal dimension and therefore to isolated rain epi-
sodes. In arid climates this condition is approached for d
around 64 h, meaning that in those climates rainstorms are
typically of duration less than 64 h and are separated by dry
periods longer than about 64 h. At smaller scales, rainfall is
climates, persistency extends to longer durations and the
peak value of Cb is lower. At long averaging durations,
Cb decreases and eventually approaches zero, which corre-
sponds to a fractal dimension 1 of the rain support. This
happens because it is rare for very long periods to be com-
pletely dry. The rate at which Cb → 0 is faster in the wetter
climates.
[29] The intermittency parameter CLN,b displays signifi-
cant fluctuations from record to
record. Recall  that this
parameter is obtained as CLN;b ¼ 12 K ð2Þ  Cb ; hence, CLN,b
is used to explain the scaling exponent K(2) beyond the value
expected from the beta component alone. In some cases Cb
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL W08516

Figure 4. Continuous analysis of historical records. Comparison of results from local and scale-range
analysis. The duration d on the horizontal axis is the largest value used in the analysis. Symbols and colors
distinguish stations in variously wet climates; see text for details.

exceeds K(2). This condition implies nonconvexity of K(q)
and negative values of CLN,b. As we show later when dis-
cussing model d results, the source of these (mathematically
impossible) negative values is lack of scaling of the rain sup-
port. In general, the local values of CLN,b increase as d
increases, in a pattern that is the opposite of that of Cb. In wet
climates, as d becomes large, Cb decreases to zero and the
observed scaling exponent K(2) is explained through large
values of CLN,b. Dry climates display the same behavior at
durations longer than those considered in Figure 4.
[30] The local estimates of dmax reflect mainly the scaling
exponent Kd,l(2) (dmax increases as the exponent decreases).
For example, at small scales both Cb and CLN,b are relatively
small; hence, Kd,l(2) is small and dmax is large. For very long
durations, Cb in wet climates is very small and again dmax is
large.
[31] Log-Levy analysis without the beta component gives
stability indices a close to zero and intermittency parameters
CLL close to Cb in the beta-lognormal model (Figure 4, first
row). These results are explained by the fact that lacunarity
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plays a dominant role in explaining the fluctuations of
rainfall intensity and as a → 0 the log-Levy model becomes
a pure beta model. Similar results have been reported in the
literature [Tessier et al., 1993; Olsson, 1995; de Lima and
de Lima, 2009].
[32] When a beta component is added to the log-Levy
model, the a and CLL parameters change drastically, because
the log-Levy component is used to explain not the entire
K(q) function but the difference between K(q) and the value
Cb(q  1) from the beta component. In general ab is close to
2 (in the analysis, ab is constrained to be between 0 and 2),
with a tendency to decrease as d increases, and CLL,b is close
to CLN,b. The local estimates of ab are erratic, especially at
short durations. This variability is due to the fact that the log-
Levy component, CLL,b, is small and ab is sensitive to small
variations of the empirical moments.
[33] For a deeper understanding of Figure 4, Figures 5a–5c
compare results from the different rainfall time series in
Figure 2. The time series are based on the Florence record
(Figure 5a), the Boston record (Figure 5b), and the Phoenix
record (Figure 5c), which have been chosen as representative
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL W08516

Figure 5a. Continuous scaling analysis of the time series shown in Figure 2 based on the Florence
record. The first two rows refer to fitting of the beta-lognormal model. The last two rows refer to fitting
of the log-Levy model, with (subscript b) and without a beta component. Solid lines are results from using
the historical record.

of variously wet climates, with a mean annual precipitation of
756, 1090, and 183 mm/yr, respectively. The solid lines
(labeled a) are results from the historical records and are the
same as in Figure 4.
[34] Model b preserves the pattern and average intensity
of the historical storms but replaces the observed rainfall
fluctuations inside the storms with simulations from beta-
lognormal cascades. The cascade parameters [(Cb, CLL,b) =
(0.09, 0.14), (0.04, 0.11), and (0.08, 0.14) for Florence,
Boston and Phoenix, respectively] are estimated from the
historical records as explained in section 4. The fact that the
(a) and (b) parameters in Figures 5a–5c are very similar and
differ significantly from those used to simulate the storm
interiors indicates that the results in Figure 4 reflect the
pattern and intensity of the storms more than the fluctuations
of rainfall intensity inside the storms. As the label in
Figures 5a–5c increases from (c) to (e), the time series
becomes more schematic and resembles less and less the
historical record; see Figure 2. As we discuss next, these
time series help understanding which rainfall features con-
trol the scaling results in Figure 4.
[35] In model c, suppression of the interior storm fluc-
tuations does not alter the lacunarity parameter Cb, except at
very short durations due to short dry periods inside the his-
torical storms that in model c are considered wet. Model c
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reproduces also the historical local intermittencies CLN,b for
large d, confirming that the historical estimates reflect the
pattern of storms and their average intensities more than the
within-storm fluctuations. At short durations, CLN,b is close
to zero because in model c the rainfall intensity inside the
storms is uniform.
[36] In model d, setting to 1 the rainfall intensity inside the
storms does not affect Cb but reduces CLN,b, especially at
short durations where CLN,b becomes highly negative. This
negativity indicates that model d is not scaling, i.e., that the
rainfall support is not fractal. The increase of CLN,b with
duration explains the general trend of this parameter in the
analysis of the historical records: for short durations the
historical estimates are essentially the same as the model d
values incremented by the within-storm CLN,b. The net effect
is that, at small scales, the historical estimates of CLN,b are
significantly lower than the within-storm values. At scales
that exceed the average storm duration, the effect of the
within-storm fluctuations on CLN,b is smaller and the model
d values become closer to the historical estimates.
[37] For model e, if one further spaces the storms such that
not more than one storm contributes rainfall to any d inter-
val, then at large scales the fractal dimension of the support
drops to 0, the local lacunarity Cb → 1, and the local inter-
mittency CLN,b → 0. It is interesting that this extremely
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL
Figure 5b. Same as Figure 5a with time series based on the Boston record.
simplified model already captures the general shape of the
historical plots of CLN,b against d, confirming that that shape
originates from the distribution of storm duration.
[38] In summary, the intermittency parameter Cb and the
variation of CLN,b with duration from historical time series
are determined by the pattern of storm arrivals and durations.
In the absence of within-storm intensity fluctuations, CLN,b
is negative at small scales and close to zero at large scales.
The within-storm intensity fluctuations increase CLN,b at
small scales, but have a small effect at large scales. The net
result is that CLN,b from continuous analysis significantly
underestimates the intermittency within storms. For exam-
ple, for Florence, Boston and Phoenix one obtains CLN,b
values around 0.05, 0, and 0.01, when the within-storm
values are around 0.14, 0.11, and 0.14, respectively.
[39] Concerning the fitting of log-Levy and beta-log-Levy
models, Figures 5a–5c show that also the estimates of a and
ab are largely controlled by the pattern and average intensity
of the storms (see the good correspondence between histor-
ical and model c results). If one does not include a beta
component (as is typically the case when fitting log-Levy
models), a is close to zero and CLL is large, effectively
mimicking a purely beta process. When a beta component is
added, ab becomes close to 2 (optimal fits to K(q) are often
obtained with values larger than 2, which are inadmissible),
with a tendency to slightly decrease as duration increases.
8 of 16
W08516
Since the same behavior is seen in model c, these features
have nothing to do with the within-storm fluctuations.
4. Within-Storm Scaling Analysis
[40] The fact that the continuous scaling results are
insensitive to the within-storm rainfall fluctuations is a
concern because operations like downscaling and critical
quantities like rainfall extremes are controlled by such
fluctuations. The continuous results do not even reflect the
scaling of the storm occurrence process (except in a best
fitting sense), because the rain support is nonfractal. There-
fore, we are compelled to examine whether rainfall has
multifractal properties within the storms. Section 4.1 dis-
cusses procedures to identify the storms, section 4.2 devel-
ops methods to estimate scaling, and section 4.3 assesses the
bias and variance of the estimators.
4.1. Storm Identification
[41] A common storm identification method is to associate
storms with uninterrupted rainy periods [Dixon, 1994;
Lakshmanan et al., 2003; Gomes and Held, 2005]. Problems
with this approach are the sensitivity to the temporal reso-
lution of the data and the fact that even short dry periods
may split into multiple events what meteorologically should
be considered a single rainstorm. To avoid this to occur, one
must allow storms to include short dry periods.
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL
Figure 5c. Same as Figure 5a with time series based on the Phoenix record.
[42] One popular strategy is to consider as storm separa-
tors dry periods that exceed some threshold duration D*.
The choice of D* may be judgmental [Huff, 1967; Menabde
and Sivapalan, 2000; Upton, 2002] or based on objective
criteria, such as passing a statistical test of independence of
the resulting storm events [Koutsoyiannis and Foufoula-
Georgiou, 1993]. We call this the traditional storm identi-
fication method.
[43] The threshold D* should ideally depend on the
duration of the adjacent storms. For example, a dry period of
2 h should not be used to split a 24 h storm, but could
plausibly separate shorter storms. To implement this con-
cept, Langousis and Veneziano [2007] proposed a fractal
storm identification method. This method partitions the
record into continuously wet and continuously dry periods
and then examines the dry periods in order of increasing
duration. If a dry period separates rainy intervals of equal or
longer duration, the dry period and the adjacent rainy inter-
vals are considered part of the same rainstorm. Convergence
is usually attained after very few iterations. This procedure is
applied with two exceptions: dry periods of duration not
exceeding a given lower limit are always considered part of
a storm interior and dry periods of duration equal to or above
a given upper limit are always considered to be storm
separators. Langousis and Veneziano [2007] found that a
lower limit of 1 h and an upper limit of 6 h produce satis-
factory results. Models b–e in Figures 2 and 5 are based on
this fractal identification method.
9 of 16
W08516
[44] Both the traditional and fractal methods produce
storms that start and end with nonzero values. This feature
affects the distribution of storm duration and more impor-
tantly the lacunarity within storms. In section 4.3 we shall
introduce a bias correction for the latter effect.
[45] In analyzing the historical data in Table 1, we use the
traditional method with D* = 6 h and the fractal method with
1 and 6 h thresholds. The number of identified storms in the
fractal method is about 30% higher than in the traditional
method, with large increases in the number of short storms
and a reduction in the number of long storms. However, for
the development of within-storm estimation procedures, the
storm identification method is less important; for that pur-
pose we use only the fractal method.
4.2. Within-Storm Scaling Estimation
[46] The analysis within the storms includes the inference of
the lacunarity and intermittency parameters in equations (4),
(5), and (6) (Cb and CLN,b for the beta-lognormal case,
CLL and a for the log-Levy case, and CLL,b and ab for the
beta-log-Levy case) collectively referred to as fluctuation
parameters, and the outer scale of multifractality dmax. A
property of rainfall that simplifies the within-storm analysis
is that the rainfall intensity in a wet intrastorm period of
duration d, Id+, does not significantly depend on the duration
D of the host storm [Langousis and Veneziano, 2007]. This
property excludes any variation of the multifractal parameters
with D and allows one to combine data from storms of dif-
ferent duration.
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL
[47] Still, several issues remain to be addressed. Specifi-
cally, the lacunarity and intermittency parameters could be
inferred from the moments of Id (absolute scale) or Ir = Id=D/r
(relative scale), the storms may or may not be normalized to
have unit intensity (normalization gives equal weight to all
the storms, irrespective of their average intensity), and
storms could be partitioned into substorms before normali-
zation. In addition, Cb and the intermittency parameters
(CLN, CLL, a) may be estimated jointly or from different
statistics. Also for the outer scale of multifractality dmax
there are choices to be made. We briefly discuss various
possibilities below, first for the fluctuation parameters and
then for dmax.
4.2.1. Estimation of the Fluctuation Parameters
[48] For the fluctuation parameters, one might consider
the following estimation strategies.
[49] 1. Use of Id without storm normalization. The most
straightforward way to estimate the fluctuation parameters is
q
to use the moments md,q = E[Id ] of the average rainfall
intensities Id for different d and q. Since the intensities Id are
extracted from storms with duration D ≥ d, the mix of storm
durations that contribute to md,q depends on d. As the prob-
ability P[Id = 0] that a d interval is dry depends on D, this
mixture variation introduces bias in the estimation of the
fluctuation parameters. The storm identification procedure
may contribute additional bias by differentially removing
dry interstorm periods of different length. Another, more
important drawback of this method is that the estimators
have a high variance because the moments of order q > 1
depend mainly on a few intense storms.
[50] 2. Use of Id after storm normalization. The variance
of the estimators can be reduced by normalizing the storms
to have unit average intensity. In this case one uses the
moments m′d,q = E[I′qd] where the prime sign denotes quan-
tities calculated after storm normalization. A drawback is
that the resulting estimators are highly biased because after
normalization the distribution of I′d has a strong dependence
on D. Hence, this estimation strategy should be discarded.
[51] 3. Use of partition coefficients Cr. A better alternative
is to use the moments m′r,q = E[Cqr ], where Cr = Id/Ird is the
partition coefficient between scales rd and d (we use a prime
sign on the moments because the partition coefficients
effectively normalize the rainfall intensity at scale rd). The
use of partition coefficients is known to bias the estimation
of the fluctuation parameters because, unlike the moment
q q
ratios E[Ir ]/E[Ird], the moments E[Cqr ] = E[(Id/Ird)q] scale
only in approximation with r [Veneziano and Furcolo,
2009]. However, the bias is much smaller than that of
method 2 and can be corrected (see below). Since rd can
have any value up to the duration D of a storm, one can
extract a large number of partition coefficients Cr from also
short rainfall records, producing estimates with small error
variance.
[52] With these considerations in mind, we have devised
the following parameter estimation strategy. The within-
storm lacunarity parameter Cb is obtained as Cb = K(0)
where K(0) is estimated using the moments m′r,0 = E[C0r ]
for r = 1, 2 and d = 1 h. This corresponds to setting
Cb = log2(P+) where P+ is the fraction of rainy hours
within wet 2 h intervals inside the storms.
[53] CLN,b is estimated using the second moments of
positive partition coefficients C+2 at relative resolution r = 2,
for d = 2 or 4 h. More precisely, C+2 is the partition
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W08516
coefficient C2 under the condition that both d subintervals
are wet; hence, 0 < C+2 < 2. The 2
second-moment scaling
exponent is K(2) = log2E[C+2 ] and CLN,b is found as
1
CLN ;b ¼ K ð2Þ. The reason for using the positive rather than
2
ordinary partition coefficients is that the former decouple the
estimation of Cb and CLN,b and do not let the bias of Cb
contribute bias to CLN,b. In accordance with Veneziano and
Furcolo [2009], we have found that the present selection of
low r and d values minimizes the estimation variance, but
increases the bias relative to using larger r and d values. The
higher bias is of no great concern because it can be corrected
as we show in section 4.3.
[54] The log-Levy and beta-log-Levy intermittency param-
eters are found as in the continuous case, i.e., by using
method 1 above (the moments of Id) and least squares fitting
of the empirical K(q) functions for q between 0.5 and 3. The
durations used are d = 2, 4 and 8 h. While suboptimal, this
method is close to procedures followed in practice to fit log-
Levy models; hence, its use facilitates determining whether
past results are consistent with a true stability index a = 2.
4.2.2. Estimation of dmax
[55] The parameter dmax cannot be found from normalized
data or partition coefficients. Rather, one can use the
unnormalized positive average intensities I+d = (Id∣Id > 0) as
follows.
[56] 1. Calculate the nonnormalized moments E[(I+d )q] for
some q and a range of d. For the small values of Cb found
inside the storms, these moments scale approximately as
E[(I+d )q] = cdK0(q), where c is some constant and K0(q) is the
moment scaling function for Cb = 0.
[57] 2. Find the value of c such that cdK0(q) best fits the
calculated moments E[(I+d )q] (in log space).
[58] 3. Find dmax from the condition cdK 0(q)
max = mqE[(Z+)q],
+
where m is the mean storm intensity and Z = (Z∣Z > 0) is the
positive dressing factor.
[59] Since the moments E[(I+d )q] for different d are highly
correlated, one may use the above procedure with just one
value of d. This gives
  

d max ln E Idþ q  lnðmq E½Z þq Þ
ln ¼ ð8Þ
d K0 ðqÞ
Equation (8) has the advantage that in the beta-lognormal
case one can theoretically calculate the mean value and
variance of ln(dmax); see Appendix A. In what follows, we use
equation (8) with d = 2 h.
4.3. Bias and Variance of Within-Storm Estimators
[60] To assess the accuracy of the above estimators, we
use model b in Figure 2 to generate a large number of syn-
thetic records with beta-lognormal scaling within storms.
The simulations are based on the historical storm pattern for
Florence produced by the fractal storm identification method
(using other historical rainstorm patterns or other storm-
identification procedures produces very similar results). One
hundred 25 year simulations have been generated for each of
the following 32 combinations of within-storm parameters:
dmax = 16, 32 h, Cb = 0, 0.025, 0.05, 0.08, and CLN,b = 0.05,
0.10, 0.15, 0.20. These parameter values span the range of
real data applications; see section 4.4. Each synthetic record
has been analyzed under the assumption that the storm
interiors have beta-lognormal, log-Levy, or beta-log-Levy
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL W08516

Figure 6. Mean value and coefficient of variation of the beta-lognormal parameters, using the proposed
within-storm estimators. The red lines correspond to zero bias. Different line patterns are used for different
storm identification cases: solid lines for no storm reidentification (ideal case when the start and end times
of the storms are assumed known), solid lines with circles for the traditional method, and dashed lines for
the fractal method. All results are based on one hundred 25 year simulations using the temporal pattern and
average storm intensities from the Florence record. The intensity fluctuations inside the storms are simu-
lated using a beta-lognormal multifractal model with parameters Cb and CLN,b as indicated.

multifractal scaling. In addition, each analysis has been
repeated three times: (1) assuming that the time of occurrence
and duration of the storms are known (no storm reidentifi-
cation), (2) reidentifying the storms using the traditional
method with D* = 6 h, and (3) reidentifying the storms using
the fractal method with critical durations set to 1 and 6 h.
[61] From these runs, we have assessed the bias and
coefficient of variation of the estimators of all multifractal
parameters. The results are shown in Figure 6 (fluctuation
parameters of the beta-lognormal model), Figure 7 (fluctu-
ation parameters of the log-Levy model), and Figure 8 (dmax
for the beta-lognormal model). Each column refers to a dif-
ferent value of Cb, whereas CLN,b varies along the horizontal
axis of each panel.
[62] Consider first the fluctuation parameters of the beta-
lognormal model (Figure 6). The first two rows show the
expected values of the two parameters and the bottom rows
give their coefficients of variation, calculated as the standard
deviation divided by the estimator mean. Solid, dot-dashed
and dashed lines are for no storm reidentification, traditional
storm identification, and fractal storm identification,
respectively. The bias of CLN,b is small (compare with the
no-bias 45 line) and is the same for the different storm
identification methods. As one would expect, the storm
identification procedure is influential on Cb: the bias of Cb is
null when the storm pattern is known, is positive when using
the traditional method (because that method leaves too many
short dry interval inside the storms), and is negative for the
11 of 16
fractal method (because of the misclassification of some
short dry intervals as storm separators and because the
method does not allow a storm to start or end with zeros).
[63] The coefficient of variation of CLN,b is around 0.03; it
is independent of Cb and decreases somewhat as CLN,b
increases. The coefficient of variation of Cb is around 0.05
when the storm pattern is known or the storms are identified
by the traditional method and around 0.10 when the fractal
storm identification criterion is used. The larger value for
the fractal method is due to the smaller number of wet
2 h intervals from which Cb is estimated and to the smaller
estimator mean.
[64] One can use the simulation results in Figure 6 to
obtain approximate analytical expressions of the bias and
accuracy of the Cb and CLN,b estimators. Bias-corrected
estimates are given by (for Cb, we use the results from the
fractal storm identification method)
^ b ¼ 1:38  Cb
C
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ð9Þ
 
^ LN ;b ¼ 0:44 
C 1:19 þ 0:8  0:26Cb  CLN ;b
where Cb and CLN,b on the right side of the equation are the
empirical biased estimates. The coefficients of variation
depend on the length of the record and more precisely on the
number n+2 of wet 2 h intervals within storms for Cb
and the number n+C of partition coefficients C+2 for CLN,b.
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL W08516

Figure 7. Same as Figure 6 for the parameters of the log-Levy model, with and without a beta
component.
Considering that for the Florence record n+2 ≈ 4700 and lines refer to (a, CLL). The other lines are for (ab, CLL,b)
n+C ≈ 2500, the coefficients of variation in Figure 6 are fitted using the estimated biased Cb values (dashed lines) or the
well by theoretical Cb values (circle with solid lines). All results are
obtained under no reidentification of the storms.
3:4 [65] When Cb = 0, there is no lacunarity inside the storms
VCb ¼ pffiffiffiffiffi ffi
nþ2 and the correct values of the log-Levy parameters are a = 2
ð10Þ
1:5 and CLL = CLN. The first column in Figure 7 shows that the
VCLN ;b ¼ pffiffiffiffiffi ffi estimate of a has a negative bias that increases as CLN
nþ C
increases. This negative bias is compensated for by a posi-
Figure 7 shows results for the log-Levy parameters (a, CLL) tive bias of CLL. As Cb increases, in an analysis without beta
and (ab, CLL,b), using the same format as in Figure 6. Solid component (solid lines) the dry within-storm intervals cause

Figure 8. Same as Figure 6 for the parameter dmax. Lines are theoretical results from Appendix A, and
symbols are simulation results. Solid lines and circles are for dmax = 32 h; dashed lines and squares are for
dmax = 16 h. Black symbols and lines are from using moments of order q = 2; gray symbols and lines are
from using moments of order q = 0.5.
12 of 16
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL
Figure 9. Within-storm scaling results for the historical
records. The dashed and solid lines in the top plot give
parameter estimates before and after bias correction, respec-
tively. Values of the beta-log-Levy model obtained using Cb
estimates before and after bias correction are given by the
dashed line and solid line with circles, respectively. The sta-
tions are ordered according to increasing mean intensity
when it rains (MI, bottom plot).
a to slightly decrease and CLN to increase. When the beta
component is included, the biases are smaller. The coeffi-
cients of variation of both parameters increase as CLN
increases, with representative values around 0.1.
[66] Finally, Figure 8 concerns the estimation of dmax. The
symbols are simulation results, and the lines are theoretical
results from Appendix A. The circles and solid lines are for a
true dmax = 32 h, whereas the squares and dashed lines are
for a true dmax = 16 h. The true values are indicated by red
horizontal lines in the top row. The symbols and black lines
are for the case when one uses equation (8) with q = 2 and
the gray lines are theoretical results for q = 0.5.
[67] As one can see from the top row of Figure 8, the
estimator of ln(dmax) is essentially unbiased. Its standard
deviation is insensitive to Cb, but increases as CLN increases.
The coefficient of variation for CLN = 0.15 is about 0.07. This
coefficient of variation is essentially proportional to n1/2,
where n is the number of years on record (here n = 25).
[68] Appendix A makes a theoretical analysis of the bias
and accuracy of ln(dmax) estimation (the lines in Figure 8
show those theoretical values). One can use the theoretical
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W08516
results to find for what moment order q the estimator in
equation (8) is most accurate. The accuracy increases as q
decreases (compare black and gray lines in Figure 8).
However, there are reasons for using moments of higher
order: low-order moments are more sensitive to the low
rainfall intensities, which in actual records are often unreli-
able. Moreover, equation (8) uses dmax to reproduce empir-
ical scaling exponents of order q. In practice, interest is often
in the high rainfall intensities, which are controlled by the
higher moments. All considered, we regard the choice q = 2
as about optimal.
5. Within-Storm Analysis of Historical Records
and Discussion
[69] Having developed an analysis method for within-
storm scaling, we apply the method to the historical time
series in Table 1. Results are shown in Figure 9. The biased
and bias-corrected estimates of the beta-lognormal param-
eters are shown as dashed and solid lines, respectively.
Log-Levy model parameters obtained using Cb estimates
before and after bias correction are given by the dashed line
and solid line with circles, respectively. In all cases, storms
are identified by the fractal method.
[70] In Figure 9, the stations are ordered by increasing
mean positive intensity (MI, bottom plot). MI is positively
correlated with CLN and CLL and negatively correlated with
the other multifractal parameters. In particular, CLN is around
0.10–0.15 in dry and moderately wet climates and exceeds
0.2 along the wet Gulf of Mexico coast (New Orleans and
Mobile).
[71] When the internal lacunarity is accounted for by
using a beta-log-Levy model, the stability index a is gen-
erally close to 2. This is consistent with estimates reported
by de Montera et al. [2009] and Verrier et al. [2010, 2011]
for continuously wet segments of rain records. The only
exceptions are Mobile and New Orleans, where a is around
1.5. Notice that at these sites CLN is around 0.22. Figure 7
shows that, under the assumption that a = 2, the estimator
of a for CLN = 0.22 has a mean value around 1.7 and a
standard deviation of about 0.3. Hence, the assumption that
also at these sites a = 2 is statistically acceptable.
6. Conclusions
[72] This study pursued three main objectives related to
the scaling of temporal rainfall: (1) develop methods for the
analysis of within-storm scaling, (2) explain the difference in
the scaling results between continuous and within-storm
analysis (and determine in which way rainfall scales), and
(3) examine whether scaling follows a beta-lognormal model
or a more general log-Levy (“universal”) or beta-log-Levy
model. Our main findings are as follows.
[73] By analyzing historical records and synthetic time
series generated by different models, we have found that the
continuous scaling results are dominated by the pattern of
storms/interstorm periods (essentially by the rain support).
This is especially true for the lacunarity (beta component)
parameter Cb, the stability index a and intermittency
parameter CLL of the log-Levy model without a beta com-
ponent, and the outer limit of scaling dmax. The intermittency
parameters of the beta-lognormal and beta-log-Levy models,
CLN and CLL, are affected also by the variability of the
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL W08516

average storm intensity and the fluctuations of hourly lognormal intensity fluctuations. First we derive the rela-
intensity within the storms. We have found that the esti- tionship between the moments mq,d = E[I+q d ] and m1,d = E[Id ]
+

mated multifractal parameters vary in a systematic way with of order q and 1 of the positive intensities at scale d (no zero
the range of durations used in the analysis. This variation is rainfall values is included in this analysis, therefore Cb is set
caused by lack of scaling of the rain support. In essence, to zero). We notice that
rainfall does not scale in continuous time and the results of
continuous analysis are to be treated as spurious. mq;d ¼ mq rqCb rKLN ðqÞ E½Z þq 
[74] One of the models we have used to investigate the  q qC K ðqÞ
¼ mrCb rKLN ðqÞ rZ b rZ LN
issue of continuous-time scaling (model b in Figure 2) pre-

C q K ðqÞ
serves the historical occurrence and average intensity of the ¼ mrd b rKLN ðqÞ rZ LN
storms but replaces the historical intensity fluctuations inside ðqÞ
¼ mq1;d rKLN ðqÞ rZ LN
K
the storms with simulated multifractal beta-lognormal cas- ðA1Þ
cades. The continuous scaling results are virtually identical
to those from the historical records and differ greatly from where r = dmax/d, the moments of Z are approximated as
the within-storm multifractal properties used in the simula- E[Z q] = rK(q)
Z with rZ to match the second moment of Z
tion. Therefore, continuous analysis should not be used to [Veneziano and Langousis, 2005; Veneziano and Furcolo,
characterize scaling inside the storms. 2003], rd = rrZ, and KLN(q) = CLN(q2  q) is the moment
[75] Having found that rain does not scale as a continuous scaling function associated with the lognormal component of
process, we turned our attention to within-storm scaling. In multifractal scaling. Replacing the exact moments mq,d and
spite of increasing evidence that temporal rainfall scales only m1,d in equation (A1) with the sample moments m  q;d ¼
inside storms [Langousis and Veneziano, 2007; de Montera
q
þ þ
et al., 2009; Verrier et al., 2010, 2011], robust within-storm nr ∑i¼1 Ir;i
1 nr
 1;d ¼ n1r ∑i¼1
and m nr
Ir;i and solving for ln(dmax) =
analysis procedures do not exist. We have investigated sev- ln(r) + ln(d) gives the following estimator of ln(dmax):
eral strategies and concluded that the best approach is to use

the moments of partition coefficients (see section 4 for  

ln m q;d  q ln m 1;d
details). Theoretically, these moments do not scale and the ln d^ max ¼ lnðd Þ þ  lnðrZ Þ ðA2Þ
resulting multifractal parameter estimates are biased KLN ðqÞ
[Veneziano and Furcolo, 2009]. However, the bias can be
corrected using simulation and the estimates have very small Equation (A2) finds dmax to reproduce the observed moment
error variance. Therefore, it is possible to construct within- mq,d at a single scale
d.
Our objective is to quantify the bias
storm scaling estimators that are both unbiased and very and variance of ln d^max in equation (A2) and optimize the
accurate. This is important especially for the analysis of choice of q and d. Notice that equation (A1) assumes
short historical records or records from arid climates. knowledge of the KLN(q) function, when in reality that
[76] In the literature, much has been said about the devia- function must be estimated from data. However, if one uses
tions of the stability index a from the value 2 that corre- low-variance bias-corrected estimators of CLN like the estima-
sponds to lognormal or beta-lognormal models. For example, tor in section 4, one may assume that KLN(q) in equation (A2)
values around 0.5 are obtained when a log-Levy model is is known.
used to describe the scaling of rainfall in continuous time, [79] The mean value and variance of mq, d are
whereas values between 1.5 and 2 are found when one ana-
lyzes periods of compact rainfall, in essence rainfall within h i
 qCb þCLN ðq2 qÞ
E mq;d ¼ E Idþ q ¼ mq rd
storms. We have used simulation to determine the bias and h i n

1  
2 o
variance of the estimator of a. For all 10 historical records, Var mq;d ¼ E Idþ 2q  E Idþ q ðA3Þ
the estimates of a are less than one standard deviation away neq ðd; qÞ
1 h
2qCb þ2CLN ðq2 qÞ 2CLN q2
i
from their expected values under a = 2. We conclude that ¼ m2q rd rd 1
within-storm fluctuations conform to a beta-lognormal neq ðd; qÞ
model. This is an important finding because the estimation of
a is notoriously difficult and lognormal distributions are where neq(d, q) is the equivalent independent sample size
much easier to work with than log-Levy distributions. that considers the effect of correlations among the Id+q values
[77] In future extensions of this work we plan to system- (see later).
atically analyze all the NOAA precipitation data in the [80] Notice that ln(Id+) and ln(Id+q) = q ln(Id+) have a (sin-
continental U.S. (several thousand hourly records). Issues of gular) joint normal distribution with correlation coefficient 1.
interests are the spatial and temporal variation of the multi- It follows [e.g., Thomopoulos and Johnson, 2004] that Id+
fractal parameters within storms and how these variations and Id+q have (singular) joint lognormal distribution with
may relate to climatic variables and correlate with rainfall correlation coefficient
extremes. This analysis may possibly lead to revisions of 2
eqs  1
classical extreme rainfall estimates [e.g., Hershfield, 1961] r ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ðA4Þ
and an assessment of their possible future variation due to ðes  1Þðeq2 s2  1Þ
2

climate changes.
where s2 = 2CLN ln(rd) is the variance of ln(I+d ). In good
approximation, r in equation (A4) is also the correlation
Appendix A: Accuracy of Estimation of dmax  1;d and m
coefficient between m  q;d .
[78] We examine the bias and variance of the estimator [81] Finally, assuming that m 1;d and m
 q;d have joint log-
of ln(dmax) in the case of storms with multifractal beta- normal distribution, their natural logarithms are jointly
14 of 16
W08516 VENEZIANO AND LEPORE: SCALING OF TEMPORAL RAINFALL W08516

normal, with mean values, variances and covariance given [83] Consider now a single storm of duration D = nd. For
by D ≤ dmax, the variance s2(D) = Var[∑ni=1Iqd,i] is
h
i  
qCb þCLN ðq2 qÞ " #
E ln m q;d ¼ ln mq rd 2CLN q2

 2CLN ðq2 qÞ X
n1
r
 h i s ðDÞ ¼ nVar Idq þ 2rd
2
ðn  j Þ 1
1 1 2 j¼1
jþ1
 ln 1 þ rd2CLN q  1
2 neq ðd; qÞ ðA9Þ
h
i  h i
1 2
Var ln m  q;d ¼ ln 1 þ rd2CLN q  1
neq ðd; qÞ where r = dmax/d. For D ≤ dmax, the storm includes s(D) =
h  
i
Cov ln m  1;d ; ln m
 q;d int[D/dmax] independent substorms of length dmax and a
8 rffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi “residual” substorm of length Dres = D  s(D)dmax. Hence,
h i h i9
>
> r Var m  1;d Var m  q;d > > in this case the variance s2(D) is
< 1 =
¼ ln 1 þ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi h i h i
>
>
: neq ðd; 1Þneq ðd; qÞ E m j
 1;d E m  q;d j >
>
; s2 ðDÞ ¼ sðDÞs2 ðd max Þ þ s2 ðDres Þ ðA10Þ

ðA5Þ
where s2(dmax) and s2(Dres) are found from equation (A9).

[84] The value of g(d,q) for a single storm of duration D is

Using equation (A5), ln d^max in equation (A2) has normal D
Var½I q 
distribution with mean value and variance given by g ðd; q∣DÞ ¼ d s2 ðDÞd . For D random, one obtains g(d,q) by
replacing numerator and denominator in this expression by
0
1 h 2
i1 their expected values with respect to D. This gives
h
i 1þ r2CLN q  1
1 B neq ðd; qÞ d C
q
E ln d^max ¼ lnðd max Þ  lnB C E ½D 
2½CLN ðq2  qÞ @ 1
2CLN A d Var Id
1þ rd  1 g ðd; qÞ ¼ ðA11Þ
neq ðd; 1Þ E ½ s 2 ðD Þ
h
i
  h  
i
h
i Var ln m q;d þ q2 Var ln m
 1;d  2qCov ln m
 1;d ; ln m
 q;d
^
Var ln dmax ¼
Figure 8 compares these analytical findings with empirical
½CLN ðq2  qÞ2 results.
ðA6Þ
[85] Acknowledgments. This work was sponsored by the National
Science Foundation under grant EAR-0910721. The UK Meteorological
Office provided the Heathrow data set, which was used as part of collabo-
Now we turn to the calculation of the equivalent inde- rative work with Christian Onof. The Portuguese data were provided by
pendent sample size neq(d,q), which we express as M.F.E.S. Coelho of the Institute of Meteorology in Lisbon. We gratefully
neq(d,q) = g(d,q)n(d) where n(d) is the actual sample size. acknowledge Tanvir Ahmed for the processing and quality control of the
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