The Annals of Applied Statistics

A stochastic space-time model for intermittent precipitation occurrences

Ying Sun and Michael L. Stein

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Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time $t$ random field (tRF) model for 15-minute precipitation occurrences. This model is constructed through a space-time Gaussian random field (GRF) with random scaling varying along time or space and time. It can be viewed as a generalization of the purely spatial tRF, and has a hierarchical representation that allows for Bayesian interpretation. Developing appropriate tools for evaluating precipitation models is a crucial part of the model-building process, and we focus on evaluating whether models can produce the observed conditional dry and rain probabilities given that some set of neighboring sites all have rain or all have no rain. These conditional probabilities show that the proposed space-time model has noticeable improvements in some characteristics of joint rainfall occurrences for the data we have considered.

Article information

Ann. Appl. Stat., Volume 9, Number 4 (2015), 2110-2132.

Received: March 2014
Revised: August 2015
First available in Project Euclid: 28 January 2016

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Binary random field Gaussian random field Monte Carlo methods random scaling spatio-temporal dependence $t$ random field


Sun, Ying; Stein, Michael L. A stochastic space-time model for intermittent precipitation occurrences. Ann. Appl. Stat. 9 (2015), no. 4, 2110--2132. doi:10.1214/15-AOAS875.

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