메뉴 건너뛰기




Volumn 510, Issue , 2014, Pages 459-471

The Markovian arrival process: A statistical model for daily precipitation amounts

Author keywords

Correlation; Daily precipitation data; Hidden Markov models; Markovian arrival process; Moment matching method

Indexed keywords

ANDALUSIA; CORRELATION STRUCTURE; DAILY PRECIPITATIONS; MARKOVIAN ARRIVAL PROCESS; MOMENT MATCHING METHOD; STATISTICAL MODELING; TELETRAFFIC; TWO-STATE;

EID: 84892985362     PISSN: 00221694     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jhydrol.2013.12.033     Document Type: Article
Times cited : (16)

References (50)
  • 1
    • 66049156984 scopus 로고    scopus 로고
    • Space time modeling of precipitation using a hidden Markov model and censored gaussian distributions
    • Ailliot P., Thompson C., Thomson P. Space time modeling of precipitation using a hidden Markov model and censored gaussian distributions. J. Roy. Stat. Soci. Ser. C (Appl. Stat.) 2009, 58:405-426.
    • (2009) J. Roy. Stat. Soci. Ser. C (Appl. Stat.) , vol.58 , pp. 405-426
    • Ailliot, P.1    Thompson, C.2    Thomson, P.3
  • 2
    • 18844364753 scopus 로고    scopus 로고
    • A stochastic model of TCP/IP with stationary random losses
    • Altman E., Avrachenkov K., Barakat C. A stochastic model of TCP/IP with stationary random losses. IEEE/ACM Trans. Network. 2005, 13:356-369.
    • (2005) IEEE/ACM Trans. Network. , vol.13 , pp. 356-369
    • Altman, E.1    Avrachenkov, K.2    Barakat, C.3
  • 3
    • 0034336046 scopus 로고    scopus 로고
    • Matrix-analytic models and their analysis
    • Asmussen S. Matrix-analytic models and their analysis. Scand. J. Stat. 2000, 27:193-226.
    • (2000) Scand. J. Stat. , vol.27 , pp. 193-226
    • Asmussen, S.1
  • 4
    • 0030502888 scopus 로고    scopus 로고
    • Fitting phase-type distributions via the EM algorithm
    • Asmussen S., Nerman O., Olsson M. Fitting phase-type distributions via the EM algorithm. Scand. J. Stat. 1996, 23:419-441.
    • (1996) Scand. J. Stat. , vol.23 , pp. 419-441
    • Asmussen, S.1    Nerman, O.2    Olsson, M.3
  • 5
    • 0034656555 scopus 로고    scopus 로고
    • A hidden Markov model for downscaling synoptic atmospheric patterns to precipitation amounts
    • Bellone E., Hughes J., Guttorp P. A hidden Markov model for downscaling synoptic atmospheric patterns to precipitation amounts. Climate Res. 2000, 15:1-12.
    • (2000) Climate Res. , vol.15 , pp. 1-12
    • Bellone, E.1    Hughes, J.2    Guttorp, P.3
  • 6
    • 0006445206 scopus 로고
    • On the probability of rain
    • Besson L. On the probability of rain. Mon. Weather Rev. 1924, 52:308.
    • (1924) Mon. Weather Rev. , vol.52 , pp. 308
    • Besson, L.1
  • 7
    • 41749104465 scopus 로고    scopus 로고
    • A Markovian canonical form of second-order matrix-exponential processes
    • Bodrog L., Heindlb A., Horvátha G., Teleka M. A Markovian canonical form of second-order matrix-exponential processes. Euro. J. Operat. Res. 2008, 190:459-477.
    • (2008) Euro. J. Operat. Res. , vol.190 , pp. 459-477
    • Bodrog, L.1    Heindlb, A.2    Horvátha, G.3    Teleka, M.4
  • 9
    • 84892973992 scopus 로고    scopus 로고
    • Maximum likelihood estimation of the two-state Markovian arrival process (submitted for publication) .
    • Carrizosa, E., Ramírez-Cobo, P., 2012. Maximum likelihood estimation of the two-state Markovian arrival process (submitted for publication) http://arxiv.org/abs/1401.3105v1.
    • (2012)
    • Carrizosa, E.1    Ramírez-Cobo, P.2
  • 12
    • 0033729490 scopus 로고    scopus 로고
    • Creating a serially complete, national daily time series of temperature and precipitation for the western United States
    • Eischeid J., Pasteris P., Diaz H., Plantico M., Lott N. Creating a serially complete, national daily time series of temperature and precipitation for the western United States. J. Appl. Meteorol. 2000, 39:1580-1591.
    • (2000) J. Appl. Meteorol. , vol.39 , pp. 1580-1591
    • Eischeid, J.1    Pasteris, P.2    Diaz, H.3    Plantico, M.4    Lott, N.5
  • 14
    • 0000535534 scopus 로고
    • Goodness of fit of a Markov chain model for sequences of wet and dry days
    • Feyerherm A., Bark L., Dean J. Goodness of fit of a Markov chain model for sequences of wet and dry days. J. Appl. Meteorol. 1967, 6:770-773.
    • (1967) J. Appl. Meteorol. , vol.6 , pp. 770-773
    • Feyerherm, A.1    Bark, L.2    Dean, J.3
  • 15
    • 0017020133 scopus 로고
    • On Markov chain modeling to some weather data
    • Gates P., Tong H. On Markov chain modeling to some weather data. J. Appl. Meteorol. 1976, 15:1145-1151.
    • (1976) J. Appl. Meteorol. , vol.15 , pp. 1145-1151
    • Gates, P.1    Tong, H.2
  • 16
    • 0035284373 scopus 로고    scopus 로고
    • Quality control and homogeneity of precipitation data in southwest of Europe
    • González-Rouco J., Quesada V., Valero F. Quality control and homogeneity of precipitation data in southwest of Europe. Int. J. Climatol. 2000, 14:964-978.
    • (2000) Int. J. Climatol. , vol.14 , pp. 964-978
    • González-Rouco, J.1    Quesada, V.2    Valero, F.3
  • 17
    • 84873523826 scopus 로고    scopus 로고
    • Quantifying parameter uncertainty and assessing the skill of exponential dispersion rainfall simulation models
    • Gronewold A., Stow C., Crooks J., Hunter T. Quantifying parameter uncertainty and assessing the skill of exponential dispersion rainfall simulation models. Int. J. Climatol. 2012, 10.1002/joc.3469.
    • (2012) Int. J. Climatol.
    • Gronewold, A.1    Stow, C.2    Crooks, J.3    Hunter, T.4
  • 18
    • 0033019473 scopus 로고    scopus 로고
    • Geostatistical study of precipitation series in Austria: time and space
    • Holawe F., Dutter R. Geostatistical study of precipitation series in Austria: time and space. J. Hydrol. 1999, 219:70-82.
    • (1999) J. Hydrol. , vol.219 , pp. 70-82
    • Holawe, F.1    Dutter, R.2
  • 19
    • 81555195687 scopus 로고    scopus 로고
    • Selecting a binary Markov model for precipitation process
    • Hosseini R., Le N., Zidek J. Selecting a binary Markov model for precipitation process. Environ. Ecol. Stat. 2011, 18:795-820.
    • (2011) Environ. Ecol. Stat. , vol.18 , pp. 795-820
    • Hosseini, R.1    Le, N.2    Zidek, J.3
  • 20
    • 0033480863 scopus 로고    scopus 로고
    • A non-homogeneous hidden Markov model for precipitation occurrence
    • Hughes J., Guttorp P. A non-homogeneous hidden Markov model for precipitation occurrence. J. Roy. Stat. Soc. Ser. C (Appl. Stat.) 1999, 48:15-30.
    • (1999) J. Roy. Stat. Soc. Ser. C (Appl. Stat.) , vol.48 , pp. 15-30
    • Hughes, J.1    Guttorp, P.2
  • 21
    • 34250306364 scopus 로고    scopus 로고
    • Use of the gamma distribution to represent monthly rainfall in africa for drought monitoring applications
    • Husak G., Michaelson J., Funk C. Use of the gamma distribution to represent monthly rainfall in africa for drought monitoring applications. Int. J. Climatol. 2007, 27:935-944.
    • (2007) Int. J. Climatol. , vol.27 , pp. 935-944
    • Husak, G.1    Michaelson, J.2    Funk, C.3
  • 22
    • 0036529614 scopus 로고    scopus 로고
    • An application of Markovian arrival process to modeling superposed ATM cell streams
    • Kang S., Han Kim Y., Sung D., Choi B. An application of Markovian arrival process to modeling superposed ATM cell streams. IEEE Trans. Commun. 2002, 50:633-642.
    • (2002) IEEE Trans. Commun. , vol.50 , pp. 633-642
    • Kang, S.1    Han Kim, Y.2    Sung, D.3    Choi, B.4
  • 23
    • 3242704058 scopus 로고    scopus 로고
    • Some considerations of periodicity and persistence in daily rainfalls
    • Kottegoda N., Natale L., Raiteri E. Some considerations of periodicity and persistence in daily rainfalls. J. Hydrology 2004, 296:23-37.
    • (2004) J. Hydrology , vol.296 , pp. 23-37
    • Kottegoda, N.1    Natale, L.2    Raiteri, E.3
  • 24
    • 53549134927 scopus 로고    scopus 로고
    • Stochastic modelling of periodicity and trend for multisite daily rainfall simulation
    • Kottegoda N., Natale L., Raiteri E. Stochastic modelling of periodicity and trend for multisite daily rainfall simulation. J. Hydrol. 2008, 361:319-329.
    • (2008) J. Hydrol. , vol.361 , pp. 319-329
    • Kottegoda, N.1    Natale, L.2    Raiteri, E.3
  • 25
    • 0032525640 scopus 로고    scopus 로고
    • Daily dry-wet behavior in Catalonia (NE Spain) from the viewpoint of Markov chains
    • Lana X., Burgueño A. Daily dry-wet behavior in Catalonia (NE Spain) from the viewpoint of Markov chains. Int. J. Climatol. 1998, 18:793-815.
    • (1998) Int. J. Climatol. , vol.18 , pp. 793-815
    • Lana, X.1    Burgueño, A.2
  • 26
    • 0034035608 scopus 로고    scopus 로고
    • Some statistical characteristics of monthly and annual pluviometric irregularity of the Spanish Mediterranean coast
    • Lana X., Burgueño A. Some statistical characteristics of monthly and annual pluviometric irregularity of the Spanish Mediterranean coast. Theor. Appl. Climatol. 2000, 65:79-97.
    • (2000) Theor. Appl. Climatol. , vol.65 , pp. 79-97
    • Lana, X.1    Burgueño, A.2
  • 27
    • 33646590289 scopus 로고    scopus 로고
    • Statistical distributions and sampling strategies for the analysis of extreme dry spells in Catalonia (NE Spain)
    • Lana X., Burgueño A., Martín-Vide J., Serra C. Statistical distributions and sampling strategies for the analysis of extreme dry spells in Catalonia (NE Spain). J. Hydrol. 2006, 324:94-114.
    • (2006) J. Hydrol. , vol.324 , pp. 94-114
    • Lana, X.1    Burgueño, A.2    Martín-Vide, J.3    Serra, C.4
  • 28
    • 39449100049 scopus 로고    scopus 로고
    • Spatial and temporal patterns of dry spell lengths in the Iberian peninsula for the second half of the twentieth century
    • Lana X., Burgueño A., Serra C., Martín-Vide J., Gómez L. Spatial and temporal patterns of dry spell lengths in the Iberian peninsula for the second half of the twentieth century. Theor. Appl. Climatol. 2008, 91:99-116.
    • (2008) Theor. Appl. Climatol. , vol.91 , pp. 99-116
    • Lana, X.1    Burgueño, A.2    Serra, C.3    Martín-Vide, J.4    Gómez, L.5
  • 29
    • 56349100732 scopus 로고    scopus 로고
    • Modeling precipitation in Sweden using multiple step markov chains and a composite model
    • Lennartsson J., Baxevani A., Chen D. Modeling precipitation in Sweden using multiple step markov chains and a composite model. J. Hydrol. 2008, 363:42-59.
    • (2008) J. Hydrol. , vol.363 , pp. 42-59
    • Lennartsson, J.1    Baxevani, A.2    Chen, D.3
  • 30
    • 84949755090 scopus 로고
    • New results for the single server queue with a batch Markovian arrival process
    • Lucantoni D. New results for the single server queue with a batch Markovian arrival process. Stoch. Models 1991, 7:1-46.
    • (1991) Stoch. Models , vol.7 , pp. 1-46
    • Lucantoni, D.1
  • 31
    • 77956567622 scopus 로고    scopus 로고
    • Long-term rainfall monthly shortage in Spain: spatial patterns, statistical models and time trends
    • Martínez M., Lana X., Burgueño A. Long-term rainfall monthly shortage in Spain: spatial patterns, statistical models and time trends. Int. J. Climatol. 2010, 30:1668-1688.
    • (2010) Int. J. Climatol. , vol.30 , pp. 1668-1688
    • Martínez, M.1    Lana, X.2    Burgueño, A.3
  • 32
    • 0033020558 scopus 로고    scopus 로고
    • Regionalization of peninsular Spain based on the length of dry spells
    • Martín-Vide J., Gómez L. Regionalization of peninsular Spain based on the length of dry spells. Int. J. Climatol. 1999, 19:537-555.
    • (1999) Int. J. Climatol. , vol.19 , pp. 537-555
    • Martín-Vide, J.1    Gómez, L.2
  • 33
    • 34648823768 scopus 로고    scopus 로고
    • Preserving low-frequency variability in generated daily rainfall sequences
    • Mehrotra R., Sharma A. Preserving low-frequency variability in generated daily rainfall sequences. J. Hydrol. 2007, 345:102-120.
    • (2007) J. Hydrol. , vol.345 , pp. 102-120
    • Mehrotra, R.1    Sharma, A.2
  • 34
    • 33847250353 scopus 로고    scopus 로고
    • A semi-parametric model for stochastic generation of multi-site daily rainfall exhibiting low-frequency variability
    • Mehrotra R., Sharma A. A semi-parametric model for stochastic generation of multi-site daily rainfall exhibiting low-frequency variability. J. Hydrol. 2007, 335:180-193.
    • (2007) J. Hydrol. , vol.335 , pp. 180-193
    • Mehrotra, R.1    Sharma, A.2
  • 35
    • 0033442495 scopus 로고    scopus 로고
    • Rehabilitation and analysis of Canadian daily precipitation time series
    • Mekis E., Hogg W. Rehabilitation and analysis of Canadian daily precipitation time series. Atmos. Ocean 1999, 37:53-85.
    • (1999) Atmos. Ocean , vol.37 , pp. 53-85
    • Mekis, E.1    Hogg, W.2
  • 36
    • 54049126470 scopus 로고    scopus 로고
    • Replacement policy in a system under shocks following a Markovian arrival process
    • Montoro-Cazorla D., Pérez-Ocón R., Segovia M. Replacement policy in a system under shocks following a Markovian arrival process. Reliab. Eng. Syst. Safety 2009, 94:497-502.
    • (2009) Reliab. Eng. Syst. Safety , vol.94 , pp. 497-502
    • Montoro-Cazorla, D.1    Pérez-Ocón, R.2    Segovia, M.3
  • 37
    • 0018752321 scopus 로고
    • A versatile Markovian point process
    • Neuts M.F. A versatile Markovian point process. J. Appl. Probab. 1979, 16:764-779.
    • (1979) J. Appl. Probab. , vol.16 , pp. 764-779
    • Neuts, M.F.1
  • 38
    • 0343391147 scopus 로고    scopus 로고
    • Repairable models with operating and repair times governed by phase type distributions
    • Neuts M.F., Pérez-Ocón R., Torres-Castro I. Repairable models with operating and repair times governed by phase type distributions. Adv. Appl. Probab. 2000, 32:468-479.
    • (2000) Adv. Appl. Probab. , vol.32 , pp. 468-479
    • Neuts, M.F.1    Pérez-Ocón, R.2    Torres-Castro, I.3
  • 39
    • 0001784286 scopus 로고
    • Characterization of phase-type distributions
    • O'Cinneide C. Characterization of phase-type distributions. Stoch. Models 1990, 6:1-57.
    • (1990) Stoch. Models , vol.6 , pp. 1-57
    • O'Cinneide, C.1
  • 40
    • 0036575159 scopus 로고    scopus 로고
    • Classification of daily rainfall patterns in a Mediterranean area with extreme intensity levels: the Valencia region
    • Peñarrocha D., Estrela M., Millán M. Classification of daily rainfall patterns in a Mediterranean area with extreme intensity levels: the Valencia region. Int. J. Climatol. 2002, 22:677-695.
    • (2002) Int. J. Climatol. , vol.22 , pp. 677-695
    • Peñarrocha, D.1    Estrela, M.2    Millán, M.3
  • 41
    • 0032439984 scopus 로고    scopus 로고
    • Global Historical Climatology Network (GHCN) quality control of monthly temperature data
    • Peterson T.C., Vose R., Schmoyer R., Razuvaev V. Global Historical Climatology Network (GHCN) quality control of monthly temperature data. Int. J. Climatol. 1998, 18:1169-1179.
    • (1998) Int. J. Climatol. , vol.18 , pp. 1169-1179
    • Peterson, T.C.1    Vose, R.2    Schmoyer, R.3    Razuvaev, V.4
  • 42
    • 79959730898 scopus 로고    scopus 로고
    • Non-identifiability of the two-state Markovian arrival process
    • Ramírez-Cobo P., Lillo R., Wiper M. Non-identifiability of the two-state Markovian arrival process. J. Appl. Probab. 2010, 47:630-649.
    • (2010) J. Appl. Probab. , vol.47 , pp. 630-649
    • Ramírez-Cobo, P.1    Lillo, R.2    Wiper, M.3
  • 43
    • 0031868402 scopus 로고    scopus 로고
    • A 30 year (1964-1993) daily rainfall data base for the Spanish Mediterranean regions: first exploratory study
    • Romero R., Guijarro J., Ramis C., Alonso S. A 30 year (1964-1993) daily rainfall data base for the Spanish Mediterranean regions: first exploratory study. Int. J. Climatol. 1998, 18:541-560.
    • (1998) Int. J. Climatol. , vol.18 , pp. 541-560
    • Romero, R.1    Guijarro, J.2    Ramis, C.3    Alonso, S.4
  • 44
  • 45
    • 77954369077 scopus 로고    scopus 로고
    • A complete daily precipitation database for northeast Spain: reconstruction, quality control, and homogeneity
    • Serrano S.V., Beguería S., López-Moreno J., Vera M.G., Stepanek P. A complete daily precipitation database for northeast Spain: reconstruction, quality control, and homogeneity. Int. J. Climatol. 2010, 30:1146-1163.
    • (2010) Int. J. Climatol. , vol.30 , pp. 1146-1163
    • Serrano, S.V.1    Beguería, S.2    López-Moreno, J.3    Vera, M.G.4    Stepanek, P.5
  • 46
    • 65449139416 scopus 로고    scopus 로고
    • A nested multisite daily rainfall stochastic generation model
    • Srikanthan R., Pegram G. A nested multisite daily rainfall stochastic generation model. J. Hydrol. 2009, 371:142-153.
    • (2009) J. Hydrol. , vol.371 , pp. 142-153
    • Srikanthan, R.1    Pegram, G.2
  • 47
    • 0002066069 scopus 로고
    • A model fitting analysis of daily rainfall data
    • Stern R., Coe R. A model fitting analysis of daily rainfall data. J. Roy. Stat. Soc. Ser. A 1984, 147:1-34.
    • (1984) J. Roy. Stat. Soc. Ser. A , vol.147 , pp. 1-34
    • Stern, R.1    Coe, R.2
  • 48
    • 35348970327 scopus 로고    scopus 로고
    • A method for coupling daily and monthly time scales in stochastic generation of rainfall series
    • Wang Q., Nathan R. A method for coupling daily and monthly time scales in stochastic generation of rainfall series. J. Hydrol. 2007, 346:122-130.
    • (2007) J. Hydrol. , vol.346 , pp. 122-130
    • Wang, Q.1    Nathan, R.2
  • 49
    • 0032170226 scopus 로고    scopus 로고
    • Multisite generalization of a daily stochastic precipitation generation model
    • Wilks D. Multisite generalization of a daily stochastic precipitation generation model. J. Hydrol. 1998, 210:178-191.
    • (1998) J. Hydrol. , vol.210 , pp. 178-191
    • Wilks, D.1
  • 50
    • 0033548551 scopus 로고    scopus 로고
    • Interannual variability and extreme-value characteristics of several stochastic daily precipitation models
    • Wilks D. Interannual variability and extreme-value characteristics of several stochastic daily precipitation models. Agric. Forest Meteorol. 1999, 93:153-169.
    • (1999) Agric. Forest Meteorol. , vol.93 , pp. 153-169
    • Wilks, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.