Development of non-homogeneous and hierarchical hidden markov models for modelling monthly rainfall and streamflow time series

Date

2004

Authors

Whiting, J.
Lambert, M.
Metcalfe, A.
Kuczera, G.

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Conference paper

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Critical transitions in water and environmental resources management [electronic resource] : proceedings of the World Water and Environmental Resources Congress : June 27-July 1, 2004, Salt Lake City, UT / sponsored by Environmental and Water Resources Institute (EWRI) of the American Society of Civil Engineers ; Gerald Sehlke, Donald F. Hayes, and David K. Stevens (eds.): pp. 1-10

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Julian Whiting, Martin Lambert, Andrew Metcalfe, and George Kuczera

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World Water and Environmental Resources Congress (2004 : Salt Lake City, Utah)

Abstract

Hidden Markov models (HMMs) offer a plausible representation of long-term hydroclimatic persistence in rainfall and streamflow observations. Persistent climate processes influence hydrological observations at various time scales. This paper develops the stochastic framework of two-state HMMs to better represent climate-rainfall interactions at both monthly and annual levels. Two new models, a hierarchical HMM and a non-homogeneous HMM are introduced, and fitted to monthly rainfall and streamflow observations from Australia. The value of these models to identify two-state persistence is compared to that of existing two-state HMMs.

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