An advanced hidden Markov model for hourly rainfall time series
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Publication:830554
DOI10.1016/J.CSDA.2020.107045OpenAlexW3041239225MaRDI QIDQ830554FDOQ830554
Authors: Oliver Stoner, Theo Economou
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
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Cites Work
- An introduction to generalized linear models
- 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 (6)
- Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling
- 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
- Rainfall data simulation by hidden Markov model and discrete wavelet transformation
- A Non-Homogeneous Hidden Markov Model for Precipitation Occurrence
Uses Software
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