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A Hidden Markov Model for Space‐Time Precipitation
Author(s) -
Zucchini Walter,
Guttorp Peter
Publication year - 1991
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/91wr01403
Subject(s) - unobservable , markov chain , precipitation , multivariate statistics , simple (philosophy) , maximization , mathematics , statistics , mathematical optimization , econometrics , meteorology , geography , philosophy , epistemology
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.