DETERMINING AND INTERPRETING THE ORDER OF A 2-STATE MARKOV-CHAIN - APPLICATION TO MODELS OF DAILY PRECIPITATION

被引:18
作者
GREGORY, JM [1 ]
WIGLEY, TML [1 ]
JONES, PD [1 ]
机构
[1] UNIV E ANGLIA,CLIMAT RES UNIT,NORWICH NR4 7TJ,NORFOLK,ENGLAND
关键词
D O I
10.1029/92WR00477
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
We illustrate the result that lumping together some of the states of a many-state first-order Markov chain does not in general give a first-order Markov chain with a smaller number of states. If a series generated in this way is nevertheless assumed to have been produced by a two-state Markov chain, standard statistical procedures (using the Akaike and Bayesian information criteria) may indicate that it should be fitted by a higher order than first. Stochastic models based on a Markov chain are often used to model precipitation series. It is normal to classify days as "dry" and "wet" and fit a two-state process. In some cases, second- or higher-order chains are preferred by reference to information criteria. In the light of the foregoing, we suggest that this might be because a many-state process, possibly of only first order, would actually be a better choice than a two-state process.
引用
收藏
页码:1443 / 1446
页数:4
相关论文
共 12 条
[1]   NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J].
AKAIKE, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :716-723
[2]  
[Anonymous], 1960, FINITE MARKOV CHAINS
[3]   INTERPOLATION OF BINARY SERIES BASED ON DISCRETE-TIME MARKOV-CHAIN MODELS [J].
FOUFOULA-GEORGIOU, E ;
GEORGIOU, TT .
WATER RESOURCES RESEARCH, 1987, 23 (03) :515-518
[4]   A MARKOV CHAIN MODEL FOR DAILY RAINFALL OCCURRENCE AT TEL-AVIV [J].
GABRIEL, KR ;
NEUMANN, J .
QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY, 1962, 88 (375) :90-95
[5]  
GREGORY JM, 1991, INT J CLIMATOL, V11, P331, DOI 10.1002/joc.3370110308
[6]   MARKOV-CHAIN MODEL OF DAILY RAINFALL [J].
HAAN, CT ;
ALLEN, DM ;
STREET, JO .
WATER RESOURCES RESEARCH, 1976, 12 (03) :443-449
[7]   ON SOME CRITERIA FOR ESTIMATING THE ORDER OF A MARKOV-CHAIN [J].
KATZ, RW .
TECHNOMETRICS, 1981, 23 (03) :243-249
[8]   ESTIMATING DIMENSION OF A MODEL [J].
SCHWARZ, G .
ANNALS OF STATISTICS, 1978, 6 (02) :461-464
[9]   STATISTICAL MODELING OF DAILY RAINFALL OCCURRENCES [J].
SMITH, JA .
WATER RESOURCES RESEARCH, 1987, 23 (05) :885-893
[10]  
TODOROVIC P, 1975, J APPL METEOROL, V14, P17, DOI 10.1175/1520-0450(1975)014<0017:ASMODP>2.0.CO