Modelling snowfall as a random walk with a drift












4














I am trying to simulate a (very) simple model of snow fall/accumulation using random walks in the following way:



sf = 
Accumulate[RandomVariate[BernoulliDistribution[0.2], 100] *
RandomVariate[GammaDistribution[1, 2], 100] /. {0. -> -0.4}]

ListLinePlot[sf]


I generate Bernoulli trials with a success of probability of 0.2 to simulate days that it snows. On a day that it doesn't snow instead of a simple 0 entry I am introducing a negative drift term of -0.4 to emulate the melting of the snow.



Where I am having trouble is that you can't ever have negative snowfall. I want the walker to always remain bigger than or equal to 0. However, I can't just send all negative entries to 0 as that would eliminate the data of days where it snows but the drift term is larger than the snowfall.



Thanks.










share|improve this question





























    4














    I am trying to simulate a (very) simple model of snow fall/accumulation using random walks in the following way:



    sf = 
    Accumulate[RandomVariate[BernoulliDistribution[0.2], 100] *
    RandomVariate[GammaDistribution[1, 2], 100] /. {0. -> -0.4}]

    ListLinePlot[sf]


    I generate Bernoulli trials with a success of probability of 0.2 to simulate days that it snows. On a day that it doesn't snow instead of a simple 0 entry I am introducing a negative drift term of -0.4 to emulate the melting of the snow.



    Where I am having trouble is that you can't ever have negative snowfall. I want the walker to always remain bigger than or equal to 0. However, I can't just send all negative entries to 0 as that would eliminate the data of days where it snows but the drift term is larger than the snowfall.



    Thanks.










    share|improve this question



























      4












      4








      4


      4





      I am trying to simulate a (very) simple model of snow fall/accumulation using random walks in the following way:



      sf = 
      Accumulate[RandomVariate[BernoulliDistribution[0.2], 100] *
      RandomVariate[GammaDistribution[1, 2], 100] /. {0. -> -0.4}]

      ListLinePlot[sf]


      I generate Bernoulli trials with a success of probability of 0.2 to simulate days that it snows. On a day that it doesn't snow instead of a simple 0 entry I am introducing a negative drift term of -0.4 to emulate the melting of the snow.



      Where I am having trouble is that you can't ever have negative snowfall. I want the walker to always remain bigger than or equal to 0. However, I can't just send all negative entries to 0 as that would eliminate the data of days where it snows but the drift term is larger than the snowfall.



      Thanks.










      share|improve this question















      I am trying to simulate a (very) simple model of snow fall/accumulation using random walks in the following way:



      sf = 
      Accumulate[RandomVariate[BernoulliDistribution[0.2], 100] *
      RandomVariate[GammaDistribution[1, 2], 100] /. {0. -> -0.4}]

      ListLinePlot[sf]


      I generate Bernoulli trials with a success of probability of 0.2 to simulate days that it snows. On a day that it doesn't snow instead of a simple 0 entry I am introducing a negative drift term of -0.4 to emulate the melting of the snow.



      Where I am having trouble is that you can't ever have negative snowfall. I want the walker to always remain bigger than or equal to 0. However, I can't just send all negative entries to 0 as that would eliminate the data of days where it snows but the drift term is larger than the snowfall.



      Thanks.







      probability-or-statistics random-process






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      edited 10 hours ago









      m_goldberg

      84.2k871194




      84.2k871194










      asked 12 hours ago









      Will

      484




      484






















          1 Answer
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          9














          I don't think Accumulate is powerful enough. Rather, you should use FoldList.



          SeedRandom[2];
          sf =
          FoldList[If[#2 == 0, Max[#1 - .4, 0], #1 + #2] &,
          RandomVariate[BernoulliDistribution[0.2], 100] *
          RandomVariate[GammaDistribution[1, 2], 100]];
          ListLinePlot[sf]


          plot






          share|improve this answer





















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            1 Answer
            1






            active

            oldest

            votes








            1 Answer
            1






            active

            oldest

            votes









            active

            oldest

            votes






            active

            oldest

            votes









            9














            I don't think Accumulate is powerful enough. Rather, you should use FoldList.



            SeedRandom[2];
            sf =
            FoldList[If[#2 == 0, Max[#1 - .4, 0], #1 + #2] &,
            RandomVariate[BernoulliDistribution[0.2], 100] *
            RandomVariate[GammaDistribution[1, 2], 100]];
            ListLinePlot[sf]


            plot






            share|improve this answer


























              9














              I don't think Accumulate is powerful enough. Rather, you should use FoldList.



              SeedRandom[2];
              sf =
              FoldList[If[#2 == 0, Max[#1 - .4, 0], #1 + #2] &,
              RandomVariate[BernoulliDistribution[0.2], 100] *
              RandomVariate[GammaDistribution[1, 2], 100]];
              ListLinePlot[sf]


              plot






              share|improve this answer
























                9












                9








                9






                I don't think Accumulate is powerful enough. Rather, you should use FoldList.



                SeedRandom[2];
                sf =
                FoldList[If[#2 == 0, Max[#1 - .4, 0], #1 + #2] &,
                RandomVariate[BernoulliDistribution[0.2], 100] *
                RandomVariate[GammaDistribution[1, 2], 100]];
                ListLinePlot[sf]


                plot






                share|improve this answer












                I don't think Accumulate is powerful enough. Rather, you should use FoldList.



                SeedRandom[2];
                sf =
                FoldList[If[#2 == 0, Max[#1 - .4, 0], #1 + #2] &,
                RandomVariate[BernoulliDistribution[0.2], 100] *
                RandomVariate[GammaDistribution[1, 2], 100]];
                ListLinePlot[sf]


                plot







                share|improve this answer












                share|improve this answer



                share|improve this answer










                answered 10 hours ago









                m_goldberg

                84.2k871194




                84.2k871194






























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