Open Access
May 2014 Modelling categorized levels of precipitation
Patrícia Lusié Velozo, Mariane B. Alves, Alexandra M. Schmidt
Braz. J. Probab. Stat. 28(2): 190-208 (May 2014). DOI: 10.1214/12-BJPS201

Abstract

We propose a dynamic model to analyze polychotomous data subject to temporal variation. In particular, we propose to model categorized levels of rainfall across time. Our model assumes that the observed category is related to an underlying latent continuous variable, which is modelled according to a power transformation of a Gaussian latent process, centered on a predictor that assigns dynamic effects to observable covariates. The inference procedure is based on the Bayesian paradigm and makes use of Markov chain Monte Carlo methods. We analyze artificial sets of data and daily measurements of rainfall in Rio de Janeiro, Brazil. When compared to the fitting of the actual observed volume of rainfall, our categorized model seems to recover well the structure of the data.

Citation

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Patrícia Lusié Velozo. Mariane B. Alves. Alexandra M. Schmidt. "Modelling categorized levels of precipitation." Braz. J. Probab. Stat. 28 (2) 190 - 208, May 2014. https://doi.org/10.1214/12-BJPS201

Information

Published: May 2014
First available in Project Euclid: 4 April 2014

zbMATH: 1319.62227
MathSciNet: MR3189493
Digital Object Identifier: 10.1214/12-BJPS201

Keywords: Bayesian inference , cumulative link model , latent variable , ordinal data , probit model

Rights: Copyright © 2014 Brazilian Statistical Association

Vol.28 • No. 2 • May 2014
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