Paul S.P. Cowpertwait
Senior Lecturer in Statistics
Institute of Information & Mathematical Sciences
Massey University, Albany Campus, Auckland
Email: p.s.cowpertwait@massey.ac.nz
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Paul S.P. Cowpertwait Senior Lecturer in Statistics Institute of Information & Mathematical Sciences Massey University, Albany Campus, Auckland Email: p.s.cowpertwait@massey.ac.nz |
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| Contents | ||
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| Lecture Courses | Current Research Interests and Projects | |
| Consultancy and Contract Research | Recent Publications | |
| Software | Editorial | |
Forecasting and Time Series (paper: 161.342)
A practical course on analysing data that arise sequentially in time (e.g. sales figures, precipitation, crime rates, census figures, share prices, etc.). Detecting trends and underlying seasonal patterns; Box-Jenkins methodology, autoregressive and moving average processes; exponential smoothing, classical decomposition and regression methods; introduction to multivariate time series; simulation.Time Series for Researchers (paper: 125.785 / 161.774)
A practical approach to modelling and forecasting univariate and multivariate time series for non-specialists with applications mainly in finance. Topics selected from: ARIMA modelling; model selection criteria; ARCH and GARCH models; multivariate regression; vector autoregressive models; cointegration.Time Series Analysis (paper: 161.742)
This is a masters level course on analysing data that arise sequentially in time.Development of a fine resolution stochastic model of rainfall based on point processes (the Bartlett-Lewis Pulse model). (In collaboration with Valerie Isham and Christian Onof.)
Research in using R for time series and stochastic processes (with Andrew Metcalfe, University of Adelaide).
Partner investigator on Australian Research Council (ARC) grant. The project aims to develop a spatially consistent stochastic rainfall model (based on the Neyman-Scott process) for simulation of hourly series which can be used for flow simulation studies and drought analysis for large regions in Australia. (Collaboration with Prof Martin Lambert, A/Prof Andrew Metcalfe, and Michael Leonard, University of Adelaide.)
Research project. Development of fitting procedures for fine scale stochastic models. Engle's ACD model for financial series and the BLP model for rainfall (with John Xie and Danny Walsh).
Research project (spatial rainfall simulation). The project aim is to develop a full spatial temporal rainfall model, based on the Bartlett-Lewis Pulse model, for Malaysia and New Zealand. (with Guy Kloss and Azlina Ismail).
Research in statistical programming (with Bruce Mills).
Scottish Water PLC (2008). Consultant to the Water Research Centre (WRc, UK) acting on behalf of Scottish Water. Project description: Simulation of multisite hourly rainfall data over the Glasgow catchment, Scotland; infilling missing values, generating data at sites with no available historical series, generation of long multisite series for the purpose of hydraulic urban drainage design and minimising the flood risks associated with heavy rainfall. For use in a six-million pound project coordinated by the Metropolitan Glasgow Strategic Drainage Partnership.
Scottish Water PLC (2007). Consultant to the WRc (UK) acting on behalf of Scottish Water. Simulation of multisite hourly rainfall data over the Irvine catchment, Scotland, allowing for orographic effects due to altitude; simulation of long spatial-temporal series for the purpose of urban drainage design and analysis. For use in hydrological studies aimed at improving water quality in the Irvine catchment; some details given HERE.
Thames Water PLC, UK (2004-2005). Consultant to the WRc (UK) acting on behalf of Thames Water, London. Project description: Full spatial-temporal rainfall data simulation over London, allowing for orographic effects due to altitude; simulation of long spatial-temporal series for the purpose of urban drainage design and hydraulic systems analysis. For use in the Thames Tideway Tunnels project. Further details of the rainfall model can be found HERE.
Metrowater, Auckland City (2002-2004). Project description: Generation of long records of rainfall time series (500 years) for the current climate and a future climate characterised by enhanced concentrations of greenhouse gases. This was required for the Integrated Catchment Study (ICS) of Auckland's drainage network, a NZ$23.5 million project initiated by Metrowater in consultation with Auckland Regional Council. Further details can be found HERE.
North Shore City Council (2003). Consultant to North Shore City Council. Project description: Extending current rainfall records for the design and upgrading of the North Shore's drainage system; simulation of future rainfall scenarios to prepare North Shore City for a change in climate. Some details of the overall project can be found HERE.
Water Research Centre, UK (2000). Development of algorithms to improve the simulation of extreme rainfall events for urban drainage applications. Algorithms implemented into the UK rainfall simulation package (Stormpac).
Leonard M., Lambert M.F., Metcalfe A.V., and Cowpertwait P.S.P. (2008). A space-time Neyman-Scott rainfall model with defined storm extent. Water Resources Research . For more information click HERE.
Burton A, Kilsby C.G., Fowler H.J., Cowpertwait P.S.P., and O'Connell P.E. (2008). RainSim: A spatial temporal stochastic rainfall modelling system. Environmental Modelling and Software. For more information click HERE.
Cowpertwait P., Isham V., and Onof C. (2007). Point process models of rainfall: Developments for fine-scale structure. Proceedings of the Royal Society of London, Series A. For more information click HERE.
Cowpertwait P. (2006). A spatial-temporal point process model for the Thames catchment, London. Journal of Hydrology. For more information click HERE.
I have been involved in the development of the WRc (Water Research Centre) rainfall time series simulation software Stormpac. This is the UK's leading software for rainfall simulation for urban catchment studies and hydraulic systems analysis. For more information refer to the User Guide.
I have a range of up-to-date rainfall simulation software which may be available for consultancy work upon request.
Editor (with Elena Calude and Napolean Reyes) for Research Letters in the Information and Mathematical Sciences which is a preprint online publication series.
Guest Editor (with Graeme Wake) for the Journal of Applied Mathematics and Decision Sciences Special Issue: Statistics and Applied Probability: A Tribute to Jeffrey J. Hunter.
visitors