An advanced hidden Markov model for hourly rainfall time series

DOI10.1016/J.CSDA.2020.107045OpenAlexW3041239225MaRDI QIDQ830554FDOQ830554

Theo Economou, Oliver Stoner

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.03846

zbMATH Keywords

simulationextreme valuespersistencenon-homogeneousdroughtssub-daily

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• An Introduction to Generalized Linear Models, Fourth Edition
• Bayesian data analysis.
• Some models for rainfall based on stochastic point processes
• Bayesian Methods for Hidden Markov Models
• Forecasting with non-homogeneous hidden Markov models
• Bayesian analysis of non-homogeneous hidden Markov models
• MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications

Cited In (4)

• A hidden Markov model segmentation procedure for hydrological and environmental time series
• A new algorithm for inference in HMM's with lower span complexity
• Combining mixed effects hidden Markov models with latent alternating recurrent event processes to model diurnal active-rest cycles
• A Non-Homogeneous Hidden Markov Model for Precipitation Occurrence

Uses Software

• R
• BayesDA
• nimble
• dobson

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