A Hidden Markov Model for Space‐Time Precipitation

Walter Zucchini; Peter Guttorp

doi:10.1029/91wr01403

journal article Aug 01, 1991

A Hidden Markov Model for Space‐Time Precipitation

Walter Zucchini Peter Guttorp

Water Resources Research Vol. 27 No. 8 pp. 1917-1923 · American Geophysical Union (AGU)

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Abstract

A family of multivariate models for the occurrence/nonoccurrence of precipitation at N sites is constructed by assuming a different joint probability of events at the sites for each of a number of unobservable climate states. The climate process is assumed to follow a Markov chain. Simple formulae for first‐ and second‐order parameter functions are derived, and used to find starting values for a numerical maximization of the likelihood. The method is illustrated by applying it to data for one site in Washington and to data for a network in the Great Plains.

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Metrics

137

Citations

21

References

Details

Published: Aug 01, 1991
Vol/Issue: 27(8)
Pages: 1917-1923
License: View

Authors

Departments ofStatistics and

Cite This Article

Walter Zucchini, Peter Guttorp (1991). A Hidden Markov Model for Space‐Time Precipitation. Water Resources Research, 27(8), 1917-1923. https://doi.org/10.1029/91wr01403

A Hidden Markov Model for Space‐Time Precipitation

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