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Register a new userBivariate modelling of precipitation and temperature using a non-homogeneous hidden Markov model
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Augustin Touron
Publication date
2018
fields
Mathematical Statistics
and research's language is
English
Authors
Augustin Touron
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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 between the hidden states, and time-dependent emission distributions. This enables the model to account for the non-stationary behaviour of weather variables. By carefully choosing the emission distributions, it is also possible to model the dependance structure between the two variables. The model is applied to several weather stations in Europe with various climates, and we show that it is able to simulate realistic bivariate time series.
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