An advanced hidden Markov model for hourly rainfall time series

DOI10.1016/J.CSDA.2020.107045OpenAlexW3041239225MaRDI QIDQ830554

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)

Uses Software

• BayesDA
• nimble
• dobson
• Unnamed Item

Cites Work

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

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