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A class of hidden Markov models for regional average rainfall

A class of hidden Markov models for regional average rainfall

Ramesh, N.I. and Onof, C. (2014) A class of hidden Markov models for regional average rainfall. Hydrological Sciences Journal, 59 (9). pp. 1704-1717. ISSN 0262-6667 (Print), 2150-3435 (Online) (doi:https://doi.org/10.1080/02626667.2014.881484)

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Abstract

Basic hidden Markov models are very useful in stochastic environmental research but their ability to accommodate sufficient dependence between observations is somewhat limited. However, they can be modified in several ways to form a rich class of flexible models that are useful in many environmental applications. We consider a class of hidden Markov models that incorporate additional dependence among observations to model average regional rainfall time series. The focus of the study is on models that introduce additional dependence between the state level and the observation level of the process and also on models that incorporate dependence at observation level. Construction of the likelihood function of the models is described along with the usual second-order properties of the process. The maximum likelihood method is used to estimate the parameters of the models. Application of the proposed class of models is illustrated in an analysis of daily regional average rainfall time series from southeast and southwest England for the winter season during 1931 to 2010. Models incorporating additional dependence between the state level and the observation level of the process captured the distributional properties of the daily rainfall well, while the models that incorporate dependence at the observation level showed their ability to reproduce the autocorrelation structure. Changes in some of the regional rainfall properties during the time period are also studied.

Item Type: Article
Uncontrolled Keywords: additional dependence models, daily rainfall, hidden Markov models, maximum likelihood, rainfall modelling, regional precipitation series
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Faculty / Department / Research Group: Faculty of Architecture, Computing & Humanities
Faculty of Architecture, Computing & Humanities > Department of Mathematical Sciences
Last Modified: 21 Apr 2017 10:46
Selected for GREAT 2016: GREAT a
Selected for GREAT 2017: None
Selected for GREAT 2018: None
URI: http://gala.gre.ac.uk/id/eprint/14631

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