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For hydrological applications, such as urban flood modelling, it is often important to be able to simulate sub-daily rainfall time series from stochastic models. However, modelling rainfall at this resolution poses several challenges,…

Applications · Statistics 2020-07-14 Oliver Stoner , Theo Economou

We develop a flexible spline-based Bayesian hidden Markov model stochastic weather generator to statistically model daily precipitation over time by season at individual locations. The model naturally accounts for missing data (considered…

Applications · Statistics 2022-07-19 Christopher J. Paciorek

Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The non-homogeneity lies in periodic transition probabilities…

Applications · Statistics 2018-10-29 Augustin Touron , Thi Thu Huong Hoang , Sylvie Parey

Simulating realistic wet and dry spells is central in weather generators and climate-impact studies. While finite-order Markov chains are standard, they often fail to reproduce persistent dry conditions due to their inherent subexponential…

Methodology · Statistics 2026-05-21 Antoine Doizé , Denis Allard , Philippe Naveau , Olivier Wintenberger

Rainfall is an important component of the climate system and its statistical properties are vital for prediction purposes. In this study, we have developed a statistical method for constructing the distribution of annual precipitation. The…

Atmospheric and Oceanic Physics · Physics 2024-05-24 Yosef Ashkenazy , Naftali R. Smith

In this paper, we introduce a variant of hidden Markov models in which the transition probabilities between the states, as well as the emission distributions, are not constant in time but vary in a periodic manner. This class of models,…

Applications · Statistics 2018-02-23 Augustin Touron

The expansion of residential demand response programs and increased deployment of controllable loads will require accurate appliance-level load modeling and forecasting. This paper proposes a conditional hidden semi-Markov model to describe…

Applications · Statistics 2018-10-10 Yuting Ji , Elizabeth Buechler , Ram Rajagopal

This paper presents a novel methodology for modelling precipitation patterns in a specific geographical region using Hidden Markov Models (HMMs). Departing from conventional HMMs, where the hidden state process is assumed to be Markovian,…

Methodology · Statistics 2025-08-05 M. L. Gamiz , D. Montoro , M. C Segovia-Garcia

A new stochastic model for daily precipitation occurrence processes observed at multiple locations is developed. The modeling concept is to use the indicator function and the elliptical shape of multivariate Gaussian distribution to…

Applications · Statistics 2020-09-02 Hsien-Wei Chen

Electricity is difficult to store, except at prohibitive cost, and therefore the balance between generation and load must be maintained at all times. Electricity is traditionally managed by anticipating demand and intermittent production…

Machine Learning · Computer Science 2024-09-26 Julie Keisler , Margaux Bregere

In recent years, there has been growing interest in using Precipitable Water Vapor (PWV) derived from Global Positioning System (GPS) signal delays to predict rainfall. However, the occurrence of rainfall is dependent on a myriad of…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Shilpa Manandhar , Soumyabrata Dev , Yee Hui Lee , Yu Song Meng , Stefan Winkler

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent…

Methodology · Statistics 2012-08-17 A. C. Davison , S. A. Padoan , M. Ribatet

Statistical modeling of monthly, seasonal, or annual rainfall data is an important research area in meteorology. These models play a crucial role in rainfed agriculture, where a proper assessment of the future availability of rainwater is…

Applications · Statistics 2024-03-05 Arnab Hazra , Abhik Ghosh

We analyse the probability densities of daily rainfall amounts at a variety of locations on the Earth. The observed distributions of the amount of rainfall fit well to a q-exponential distribution with exponent q close to q=1.3. We discuss…

Statistical Mechanics · Physics 2016-03-10 G. Cigdem Yalcin , Pau Rabassa , Christian Beck

Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This paper uses a recent advance in stationary count time series to develop a general seasonal count time…

Methodology · Statistics 2021-11-23 Jiajie Kong , Robert Lund

Nowadays, with the unprecedented penetration of renewable distributed energy resources (DERs), the necessity of an efficient energy forecasting model is more demanding than before. Generally, forecasting models are trained using observed…

Machine Learning · Statistics 2017-07-18 Hossein Sangrody , Morteza Sarailoo , Ning Zhou , Ahmad Shokrollahi , Elham Foruzan

This study presents a novel generative modeling approach to rainfall-runoff modeling, focusing on the synthesis of realistic daily catchment runoff time series in response to catchment-averaged climate forcing. Unlike traditional…

Geophysics · Physics 2024-09-11 Yang Yang , Ting Fong May Chui

This paper introduces a generalised version of importance subsampling for time series reduction/aggregation in optimisation-based power system planning models. Recent studies indicate that reliably determining optimal electricity…

Applications · Statistics 2020-08-26 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Due to complex physical phenomena, the distribution of heavy rainfall events is difficult to model spatially. Physically based numerical models can often provide physically coherent spatial patterns, but may miss some important…

Applications · Statistics 2020-03-13 Marco Oesting , Philippe Naveau

Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…

Machine Learning · Statistics 2023-04-18 Michael A. Kouritzin
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