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Hierarchical Bayes models for daily rainfall time series at multiple locations from heterogenous data sources

Shirley, Kenneth; Vasilaky, Kathryn N.; Greatrex, Helen L.; Osgood, Daniel E.

We estimate a Hierarchical Bayesian models for daily rainfall that incorporates two novelties for estimating spatial and temporal correlations. We estimate the within site time series correlations for a particular rainfall site using multiple data sources at a given location, and we estimate the across site covariance in rainfall based on location distance. Previous rainfall models have captured cross site correlations as a functions of site specific distances, but not within site correlations across multiple data sources, and not both aspects simultaneously. Further, we incorporate information on the technology used (satellite versus rain gauge) in our estimations, which is also a novel addition. This methodology has far reaching applications in providing more accurate and complex weather insurance contracts based combining information from multiple data sources from a single site, a crucial improvement in the face of climate change. Secondly, the modeling extends to many other data contexts where multiple datasources exist for a given event or variable where both within and between series covariances can be estimated over time.

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