Gibbs sampling of climatic trends and periodicities

被引：12

作者：

Kottegoda, N. T. ^{[1
]}

Natale, L. ^{[1
]}

Raiteri, E. ^{[1
]}

机构：

[1] Univ Pavia, Dipartimento Ingn Idraul & Ambientale, I-27100 Pavia, Italy

来源：

JOURNAL OF HYDROLOGY | 2007年 / 339卷 / 1-2期

关键词：

climatic time series; trend; periodicity; Bayesian methods; Markov Chain Monte Carlo; Gibbs sampling;

D O I：

10.1016/j.jhydrol.2007.03.006

中图分类号：

TU [建筑科学];

学科分类号：

0813 ;

摘要：

Trends and periodic movements in climatic series are treated as non-stationary components. A time series model and Bayesian statistics are combined through a Markov chain Monte Carlo procedure. Gibbs sampling is used in the Monte Carlo application. Monthly series of river flow, rainfall and temperature from northern Italy are used. Some late temperature rises are noted, otherwise there are no systematic increases or decreases in the series. Changes in periodicity are also of a random nature. From the results it is also possible to compare these properties between different locations and climatic indicators. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：54 / 64

页数：11

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